Enterprise-grade quantitative execution engine. Run custom multi-asset strategies with real-time news sentiment veto gates and unified order routing.
The single entry gate for all trade actions. Prevents order collision and routes signed executions directly to underlying exchange targets.
Monitors volatility indexes and adjusts active platform exposure states to safeguard operational capital 24/7.
Aggregates order book depth and live websocket ticks across multiple broker connections into a unified stream for consumption.
Augments decisions using deep learning sentiment. Integrates directly into target models to veto trades during adverse macro events.
Our hybrid database layer balances high-availability local storage with robust remote synchronization to guarantee no order state is ever lost or double-executed.
Synchronizes positions and balance metrics globally across multiple instances. Stores permanent, audit-ready trade execution history.
Provides zero-latency configuration lookup, local relational database queries, and tracks open option chains.
Ensures systematic local recovery state write-outs if connectivity to cloud nodes is temporarily disrupted.
| Storage Entity | Target DB | Latency | Failover |
|---|---|---|---|
| GlobalState | Cloud DB | ~45ms | Local JSON |
| TradesHistory | Cloud DB | ~40ms | Buffer Queue |
| LocalConfig | Local DB | <1ms | Memory Cache |
| OptionChainCache | Local DB | <1ms | Disk Refetch |
Hardware-enforced environment isolation. Ensures live execution routines are structurally unreachable when running in paper/test environments.
Monitors daily realized and unrealized P&L limits. Disables all algorithm trade routes if the system-wide drawdown threshold is broken.
Performs real-time parallel comparisons between theoretical strategies and executed fill states to flag algorithm drift immediately.
One execution engine. Every major asset class. All routed through a single unified OMS.
NYSE, NASDAQ, TSX, LSE, DAX, SET, JPX, HKEX, SGX, ASX, NSE, JSE
12 ExchangesBTC, ETH, and major digital assets routed via institutional exchange API adapters with smart rate limiting.
Spot + FuturesMajor and minor currency pairs via brokerage streaming feeds with full WebSocket order book depth.
ECN RoutingFull options chain caching and open interest tracking. Supports multi-leg strategies with per-leg risk checks.
Multi-LegGold, oil, and commodity derivatives routed through Dubai and London hubs with real-time macro signal overlay.
DerivativesPerpetual swap contracts and dated futures across all sessions — including Asian, European, and US market opens.
Always OnAverage round-trip order execution from signal trigger to exchange acknowledgment.
End-to-end AI sentiment veto pipeline including macro news feed scrape and model inference.
Local SQLite config and option chain cache queries benchmarked at sub-millisecond write throughput.
Every strategy subprocess runs in a fully sandboxed environment with STDIN/STDOUT binary communication only.
From signal generation to fill confirmation — every layer is production-hardened and ready for live capital deployment.