Open-source engine

Everything inside the MCT trading engine

Rio is the desktop terminal for the open-source MCT engine. If you can write an Excel-style formula, you can define trading logic — the engine gives you real-time market data, balances and indicators right in your configuration.

Core features

What the engine can do

AI Agent & LangGraph workflows

An interactive multi-agent assistant with specialized subgraphs for configuration tuning, on-demand backtesting, trading performance analytics, and a proactive Trading Oracle that watches your strategies.

Multi-agentTrading OracleConfig tuning

Dynamic Expression Engine

Define position sizing and custom strategy logic with familiar spreadsheet-style formulas. Real-time market data, balances and technical indicators are available directly in your configuration.

dynamic_quantity: "max(min_qty, (balance * 0.02) / close)"
rsi(14)smaemabalanceequitypnl

BFT consensus engine

Flexible multi-strategy quorum voting. Run a single strategy 1-of-1, two independent triggers 1-of-2, or strict 2-of-2 consensus before any order is placed.

consensus:
  buy: 1.3
  sell: 0.5
1-of-11-of-22-of-2

High-fidelity backtesting

Multi-asset simulation with independent clocks per asset, realistic execution frictions — slippage, latency and fees — drift detection, and tick-by-tick replay of recorded sessions.

SlippageLatencyFeesTick replay

REST API & real-time WebSockets

A FastAPI server exposing order analytics, monthly heatmaps, latency metrics and configuration proposals, plus live log streaming over WebSocket at /api/v1/logs/ws.

FastAPIHeatmapsLog streaming

Runtime observability & metrics

Built-in collectors for CPU and memory usage, WebSocket health, order lifecycle timings and exchange telemetry — so delays and failures are always explainable.

CPU/memoryOrder timingsExchange telemetry

Configuration version control

Git-like history tracking, a full audit trail and one-command rollback for every runtime configuration change.

HistoryAudit trailRollback

Run modes

Four ways to run the same engine

Simulated

make run-simulated

Paper trading against live market streams with simulated in-memory orders.

Backtest

make run-backtest

Replay historical CSV or recorded audit data with configurable slippage, latency and fees.

Live

make run-live

Execute real orders on the configured exchange, with the API and agent server attached.

Headless

make run-headless

Core engine only — trading operations without the HTTP/WebSocket server.

License

Free for personal & educational use

The engine is source-available under the PolyForm Noncommercial License 1.0.0. You can view, download, modify and run it for non-commercial purposes, personal trading research and learning. Commercial use requires a separate license from the author.