Quotes flow management
QD (Quotes Daemon) is the flagship product of Guru Gateway Ltd.
QD is a price flow management product that accepts prices from various providers and processes them automatically. The product aggregates the prices and applies filtering and normalisation algorithms to ensure acceptable values of deviation from previous prices, renewal frequency, spreads, and other parameters.
The product architecture of QD is service-oriented and designed based on the principles of subject-oriented design, translating business domains into the code base.
Services for input quotes – they connect to providers with various protocols and data formats, with a throughput of thousands of updates per second
Services for processing price flow (quotes) are mixing price flows from various providers and filtering out technical errors in the prices provided by those providers
The services can support dozens of flows connected via FIX API
The services work with any type of instruments offered by trading platforms
They can simultaneously support thousands of tickers in all flows
Services generating output price flows (quotes) – they are tasked with providing quotes to various consumers, including trading platforms, trading terminals, and analytics systems
An API service that enables easy management and customisation of QD according to the user's needs
A user-friendly web control panel of QD for easy access to various settings and tools for managing the price flows
Service for the organisation of access to the tick data enables the search for quotations at a specific point in time according to the historical data of the database
Visualisation service for the saved data price flow (quotes) allows for visualising the saved price data by days with the option to download.
Storage and provision of data system allows for storing and providing data in compressed form to minimise data storage space
The product database is built using reliable database frameworks, in the form of a widely used relational database management system (DBMS) distributed as free software due to its flexibility, lightweight design, and ease of use.
QD software is developed using modern programming languages and a secure database. The components communicate through API, and the software runs on a server cluster. The system’s technical specifications include the following:
A product capacity of 25000 RPS
The client part of the product supports various web browsers such as Google Chrome (version 91.0.4472 or higher), Microsoft Edge, Safari (version 10 or higher), and Firefox (version 108 or higher), as well as mobile web browsers compatible with IOS operating systems version 11.4.1 or higher and Android version 10 or higher
QD offers an SLA of 99.9%
Processing time of each single price update <250µs
QD maintains 160 connections to the database
QPS of 125000