This is QuantOffice Cloud architecture diagram with a Strategy Server in it's heart.
Strategy Server is a specialized environment for trading strategies execution in back-testing and live modes.
Strategy Server is closely integrated with TimeBase - a powerful high-performance time-series database and streaming service. TimeBase accumulates market data supplied by the Aggregator through various data connectors and trading data from the Execution Server, which processes and routs trade orders from QuantOffice strategies to trading venues. Execution Server is also a platform for a trading Simulator algorithm we use for paper trading with real-time market data.
- QuantOffice Cloud ecosystem also includes a collection of auxiliary applications for administration, configuration, reporting, and monitoring:
- Universe Configurator Web application allows setting up trading instruments, market data and trade connectors to various trading venues, configuring notifications and checking your account balances.
- TimeBase Administrator Web Client helps you to manage and monitor all data stored within the TimeBase database. Here you can monitor historical and live data, view and manage data streams and many more.
- Having run your strategy backtesting in the Jupyter Notebook, you can go to Backtest Explorer application to analyse strategy backtesting results and stats, performance on portfolio and instrument level, trades, executions, and other metrics.
- Strategy Server Monitor allows the tracking the overall system state, strategies statistics and managing individual strategies and open positions.
- Execution Server Monitor allows to monitor system telemetries, regular and algo orders executions, and existing trading sessions. You can also use it to configure custom risk rules at a strategy level and much more.