EPAM
Deltix

SpreadTrader

Advanced solution for spread trading on financial markets

Back

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 the QuantOffice 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.
 
execution-server.png
 
Ember design is very flexible which allows for the implementation of any configuration to fit specific business needs:
 
 

Core Advantages

 
 

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.
 
es-monitor.png