lrvx

Framework for building trading systems.

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What it does

• One strategy class runs backtest, paper and live.
• Backtests replay recorded tick tapes. The same tape gives the same result, and CI checks that on every change.
• Strategies in Python, Node.js, Codon or C++; a C API for anything else.
• Connectors: Bybit, Bitget, Hyperliquid, Polymarket.
• Venue module: matching engine, FIX 4.4 and SBE gateways, journal, checkpoints.
• lrvx-mcp: an MCP server, so Claude Code, Cursor or Cline can scaffold, validate and backtest a strategy.

import lrvx

class SMACross(lrvx.Strategy):
    def __init__(self, symbols):
        super().__init__(symbols)
        self.fast = lrvx.SMA(10)
        self.slow = lrvx.SMA(30)

    def on_trade(self, ctx, trade):
        f = self.fast.update(trade.price)
        s = self.slow.update(trade.price)
        if f is None or s is None:
            return
        if f > s and ctx.is_flat():
            self.market_buy(0.01)
        elif f < s and ctx.is_long():
            self.close_position()

# same class: backtest, paper, live
bt = lrvx.BacktestRunner(
    registry, fee_rate=0.0004, initial_capital=10_000
)
bt.set_strategy(SMACross([btc]))
stats = bt.run_csv("btcusdt_1m.csv", "BTCUSDT")