QTrade

A Rust-based cryptocurrency trading and backtesting system. Fetches historical market data, runs configurable backtests with technical indicators, and simulates position management with entry protection rules.

Architecture

Cargo workspace with 8 member crates (Rust nightly, edition 2024):

Member	Path	Description
qtrade (binary)	app/qtrade	Entrypoints: S_Backtest, S_Real (stub), S_Futuretest (stub)
macd	libs/analyse/strategy/macd	MACD strategy implementation & backtest_macd()
strategy	libs/analyse/strategy/strategy	Strategy enum
common	libs/exchange/common	Shared types: Kline, Direction, PositionResult, Exchange
binance	libs/exchange/binance	Binance REST client (get_binance_klines_spot)
order	libs/order	Position management, entry protection, PnL tracking
config	libs/config	TOML + env var configuration, tracing init
exit-code	libs/exit-code	Exit code constants

External dependency: qtrade-indicators — MACD, Supertrend, ATR, Williams Fractals, Median Price.

Additional assets: Rust Project at app/qtrade. PineScript indicators at app/tradingview/. C++23 project at app/qtrade-cpp/ (no longer maintained).

Quick Start

# Build
cargo build -p qtrade

./S_Real
./S_Futuretest
./S_Backtest

Configuration

Configuration is loaded from config/setting.toml (error if missing) with environment variable overrides via QTRADE__<SECTION>__<KEY>.

Docker

docker compose up qtrade-real
docker compose up qtrade-futuretest
docker compose up qtrade-backtest
docker compose --profile real up qtrade-real
docker compose --profile futuretest up qtrade-futuretest
docker compose --profile backtest up qtrade-backtest

License

AGPL-3.0