Execution Server
Execution Server (code name “Ember”) specializes in reliable and fast processing of trading signals for financial markets. Ember is also a stream processor for high-frequency trading. It follows modern event-sourcing architecture and is inspired by Disruptor and Aeron. The system is optimized for low latency but can process up to half a million trading signals per second on a single server node.
In QuantOffice Cloud architecture, Strategy Server runs the deployed QuantOffice strategies, generates signals according to strategy logic, and sends them to Execution Server, which, in turn, routes them to the target destination.
Ember design is very flexible which allows for the implementation of any configuration to fit specific business needs:
- A runtime platform for execution algorithms, custom matching engines, and market-making solutions
- Normalized FIX order routing gateway to different execution venues
- Centralized pre-trade/post-trade risk monitoring system
- Trading gateway and main orders execution engine
- Matching engine with FIX API
- Replicated OMS with single-digit latency
- Exchange simulator
- Smart Order Routing algorithm
- And more
Core Advantages
- Ultra-low latency and high throughput
- Low memory consumption
- Low onboarding cost
- High-load performance
- Out-of-the-box industry-standard execution algorithms
- Proprietary matching engines
- Built-in trade simulator
- Transaction cost analysis module
- Flexible risk management
- Flexible data warehousing options
- Intuitive web GUI
- Security standards compliance
- Rich and well-documented API/SKD
Execution Server Monitor
Execution Server Monitor tracks system telemetries, order executions, and trading sessions. It can also be used to configure custom risk rules at a strategy level and much more.
