Frequently Asked Questions
FAQ
- What is QuantReplay?
QuantReplay is an open-source, multi-asset market simulator designed to meet the demands of today’s trading technology landscape. It provides:
- Multi-Asset Support: Simulate order-driven markets including Equities, FX, Futures, Derivatives, and Digital Assets.
- Market Listings & Phases: Configure multiple venues with standard symbology, market rules, and distinct phases such as continuous trading and auctions.
- Matching Engine: Industry-standard price/time priority order book logic with full order lifecycle handling and configurable order types.
- Historical Data Playback: Replay multi-level market data from files or databases for realistic backtesting.
- Synthetic Order Generation: Inject realistic, pseudo-random orders to emulate live market activity, with control over price ranges, volumes, and update rates.
- Interfaces Built for Developers:
- FIX API for order flow and market data publishing.
- REST API for remote configuration and system monitoring.
- Lightweight, Scalable Deployment: Runs as a single native process per venue, fully dockerized for easy deployment to any environment.
- Recovery Options: Save system state for seamless restart and high-availability testing.
- How to get started with QuantReplay?
Visit: github.com/QuodFinancial/QuantReplay or Go through the detailed documentation to learn more .
- Is QuantReplay free to use?
QuantReplay is free, open source, and built for the community. Built by Quod Financial — a global leader in trading technology.
- Is QuantReplay open-source?
QuantReplay is designed with an open, community-first approach — extensible, adaptable, and welcoming contributions. The roadmap includes:
- Additional Market Phases: Support for auctions, trade-at-last phases, and more.
- Multi-Listed-Instruments: Synchronize price behavior across multiple listings of the same asset.
- Extreme Market Events: Schedule volatility spikes, market crashes, and stress scenarios.
- Client Simulation Mode: Run QuantReplay as a market participant to inject realistic order flows into third-party trading platforms.
- AI-Driven Market Simulation: Leverage Generative Adversarial Networks (GANs) for more advanced, real-time order generation that mirrors complex market dynamics.
- Quote-Driven Market Support: Extend to bilateral pricing workflows like FX streaming, RFQ (Request For Quote) models, and fixed income simulations.
- Why is QuantReplay free and open-source?
Quod Financial — a global leader in trading technology; believes the financial industry needs innovation —but innovation requires access.
- We want to democratize testing and automation. Most firms lack the tools or budgets to simulate real-world trading conditions. QuantReplay removes that barrier.
- We invite global collaboration. Developers and traders alike can build on QuantReplay, improving it for everyone.
- We're here to change the game. Quod Financial is committed to reshaping how trading tech is built and shared. Open-source is our way of giving back to the industry we serve.