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How To Get Started With QuantReplay

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Quickstart Guide #

The simplest way to get started with QuantReplay is to run it in a Docker Compose:

  1. Create a directory.
  2. Create a docker-compose.yml file in that directory.
  3. Copy the following example in the docker-compose.yml file:
networks:
  market-simulator-net:
    driver: bridge

services:
  XETRA:
    image: ghcr.io/quod-financial/deploy_marketsim:develop
    container_name: XETRA
    networks:
      - market-simulator-net
    ports:
      - "9050:9050" # Port to send REST API requests
      - "9051:9051" # Port to send FIX messages
    volumes:
      - ./:/market-simulator/quod/data/
    environment:
      - INSTANCE_ID=XETRA
      - PREFIX=QUOD
    depends_on:
      liquibase:
        condition: service_completed_successfully

  database:
    image: ghcr.io/quod-financial/postgres_marketsim:v13.4-init
    container_name: market-simulator-database
    networks:
      - market-simulator-net
    ports:
      - 15432:5432
    volumes:
      - ./database_files:/var/lib/postgresql/data
    environment:
      - POSTGRES_DB=simdb
      - POSTGRES_USER=postgres
      - POSTGRES_PASSWORD=postgres
    healthcheck:
      test: [ "CMD-SHELL", "pg_isready --user=postgres --dbname=simdb" ]
      retries: 2
      interval: 5s
      timeout: 10s

  liquibase:
    image: ghcr.io/quod-financial/liquibase:develop
    container_name: market-simulator-liquibase
    networks:
      - market-simulator-net
    depends_on:
      database:
        condition: service_healthy
  1. Run the docker compose command to start the simulator:
docker compose up -d
  1. It will create a cfg directory with the following structure:
    • market_simulator.xml – main configuration file for QuantReplay (configuration documentation);
    • configSim.txt – QuickFIX configuration file QuickFIX documentation;
    • default – the directory with QuickFIX AppDataDictionary and TransportDataDictionary files of FIX 5.0 SP2 version.
  2. The database already contains the demo data, which can be used to test the simulator:
    • XETRA venue;
    • instruments:
      • AMZ;
      • MSF;
      • NFC;
      • VODI;
      • VOW.
  3. Now you can send REST API requests and FIX messages to QuantReplay using:
    • localhost:9050 for REST API requests;
    • localhost:9051 for FIX messages.

The following Docker Image tags are available:

  • main – the latest stable version of QuantReplay. It is built from the main branch of the repository.
  • latest – the same as main;
  • develop – the latest development version of QuantReplay. It is built from the develop branch of the repository.
  • v10 and so on – the stable released versions.

A comprehensive overview is available in the Wiki.

Get to know more about QuantReplay on GitHub.

For more information, visit quantreplay.com or contact us at info@quodfinancial.com

#

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.

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