Build. Validate. Replay
Open Source Multi-Asset Market Simulator
Test your trading and execution applications and strategies.
Proud Partner
What is
QuantReplay ?
Test Your Trading Strategies in a Safe, Realistic Environment
Build confidence in your trading strategies.
QuantReplay recreates a full-market environment using a synthetic matching engine that mirrors real-world order flow, venue logic, and multi-asset behavior. Gain complete control over matching rules, market phases, latency profiles, and data playback.
Quant Replay's
Core Capabilities
Customizable Matching Engine
Simulate continuous trading & complex venue behavior
- Emulates exchange-grade matching engines with support for price-time, pro-rata, or custom rules
- Handles multi-asset order books across FX, equities, and derivatives
- Create synthetic instruments or mirror real venue logic
Market Phase Orchestration
Recreate dynamic market environments
- Simulate continuous trading, auctions, pre-open, post-close, and volatility halts
- Define custom sequences of market phases
- Trigger transitions programmatically or on event-based conditions
Latency & Noise Injection
Stress-test systems under adverse conditions
- Add random order flow to simulate noise and crowd behavior
- Inject latency spikes or network delays
- Test edge-case responses like delayed acknowledgements or partial fill
Historical Market Data Replay
Backtest against real-world scenarios
- Replay multi-level historical market data from flat files or databases
- Control playback speed, sequencing, and timeline breaks
- Rewind or fast-forward to specific events or regimes
Programmatic Control via REST API
Manage and automate test workflows
- Configure market phases, latency, and instruments via API
- Trigger simulations and collect run results for regression testing
- Integrate with CI/CD pipelines for automated QA
Quant Replay is
Built for the Industry
Evaluate Strategy Performance
Traders
Backtest strategies, simulate edge cases, and refine algorithms with zero risk.
Validate Execution Logic
Developers
Test execution logic, simulate environments, and debug FIX connectivity.
De-risk System Architecture
CTOs
Prototype infrastructure, evaluate performance bottlenecks, and de-risk architecture decisions.
Reproduce Market Dynamics
Researchers
Model real-world market dynamics for research and teaching for capital markets and more particularly trading.
How
QuantReplay Works?
QuantReplay integrates seamlessly into your trading stack, allowing you to test trading logic by sending and receiving orders via standard FIX connections.
Operates alongside FIX Gateways and Feed Handlers
It operates alongside FIX Gateways and Feed Handlers to simulate full market interaction, while leveraging a Postgres-backed admin layer and REST API for configuration and control. Historical multi-level market data is replayed from flat files or databases, enabling realistic, high-fidelity trading scenarios in a controlled environment.
Quick Start
Run the Simulator
Launch the simulator instantly and start exploring in just one click.
Join the Community
Discover what our community is saying about their Quant Replay experience
Use cases where
QuantReplay wins
Empowers your trading strategy development and testing in several key scenarios
QuantReplay is free,
open-source software.
