In the Architectural diagram below, we illustrate a standard QuantOffice Energy implementation. This implementation includes two environments: one is for strategy backtesting (Back-Testing Server) and the other is for live trading (Trading Server).

quantoffice architecture

  • QuantOffice Studio: a desktop application used to develop/back-test strategies, perform data analysis, and research
  • Trading Console: a powerful highly customizable application specifically designed to run QuantOffice strategies in a live trading or paper trading mode
  • Universe Configurator: a web application for the configuring of trading instruments, market data, and trade connectors to various exchanges, notification of your account balance
  • TimeBase Administrator Web Client: helps you manage and monitor all data stored within the TimeBase database. Monitor historical and live data, view and manage data streams, and much more.
  • Strategy Server: deploy trading strategies, stream live market data, and execute trades
  • Strategy Server Monitor: tracks the overall system state, strategy statistics, and individual strategies and open positions
  • Execution Server (also known as "Ember"): a low latency real-time event processing transaction framework. Ember can also be used as an algo execution framework, FIX gateway, and trading service for executing manual orders and orders generated by trading strategies.
  • Risk Manager: Risk Manager is a handy tool for risk managers where they can create and configure, monitor, and manage custom Risk Rules on different logical levels in real-time trading.
  • Execution Server Monitor: tracks system telemetries, manual and algo orders executions, and existing trading sessions. Use it to configure custom risk rules at a strategy level and much more.
  • Aggregator: collects and stores market data from different exchanges into TimeBase
  • Data Loader: you can create custom data loaders to write directly to TimeBase using multi-language APIs.