SmartQuant Product
QuantBase
SmartQuant's data storage service for event time series and objects - built for persistence, replay, and multi-client access.
Overview
QuantBase is SmartQuant's data storage service for working with event time series and objects. Its primary purpose is to reliably and efficiently persist event streams (market data, trading events, logs, service messages) and provide a single data access API both locally and over the network.
What it stores
-
Event time series: market data, execution events, state changes, strategy and infrastructure logs.
-
Objects: for example, reference data and definitions of financial instruments.
Key features
Event-oriented storage
Optimized for writing/reading event streams and strategy run history.
High performance
Fast binary serializers (streamers) for disk and network throughput.
Multi-client network access
Concurrent reads/writes from many remote clients.
Unified client API
Remote event series access looks the same as local access.
Cross-platform deployment
Deploy on Windows and Linux.
Role in the SmartQuant architecture
In SmartQuant's architecture, QuantBase is the storage and data access service. It complements the event-driven infrastructure by making events persistent.
- • Captures the complete execution history of strategies and infrastructure
- • Provides data for analysis, debugging, and replay
- • Forms the foundation for state recovery
Typical usage scenarios
1) Historical data and backtesting
- • Storing market history for backtesting
- • Replaying historical data (playback) in test environments
- • Comparing results across runs and parameter sets
2) Trading logs and audit trails
- • Persisting all execution events and strategy logs
- • Incident investigation and reporting
- • Building a complete audit trail for compliance
3) Time-travel debugging and post-run analysis
- • Replaying strategy execution step-by-step from recorded events
- • Diagnosing rare issues that happened in the past
- • Analyzing strategy behavior on any part of the historical timeline
4) Operational monitoring
- • Acting as a data source for monitoring and analytics tools (for example, QuantMonitor/QuantWeb)
- • Storing event history for operational oversight and troubleshooting
What QuantBase delivers
- • Reliability: strategy and infrastructure results are not lost - events are persisted and available for analysis.
- • Transparency: full execution history makes system behavior reproducible and explainable.
- • Scalability: a single data server can serve many clients (strategies, monitoring, analytics, back office).