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Product Architecture

Overview

Algo SE runs on a dedicated server-class machine. This server runs on the same network-segment as the TT Gateways to which it will connect.

Note

TT does not support sharing the Algo SE Server machine with other applications. Algo SE must run on its own dedicated server.

Network Diagram

The following network diagram illustrates how data flows in a network with an Algo SE Server.

Note

This example illustrates connecting Algo SE to a single TT Gateway, but a single Algo SE Server can connect to multiple TT Gateways.

As shown in the diagram, Algo SE contains within itself an Autospreader Strategy Engine. Autospreader spreads launched from an ADL Autospreader Block use the Autospreader SE engine within Algo SE. These spreads can be viewed and modified in X_TRADER in the same manner as spreads launched from Autospreader to Autospreader SE Servers.

Additionally, Autospreader synthetic spreads can be launched from X_TRADER to Algo SE as well as Autospreader SE Servers. In fact, the Autospreader Manager Window is populated with all Autospreader SE and Algo SE Servers to which a trader is connected. Algo SE provides support for the Avoid Orders That Cross configuration option that can be set in X_TRADER. While Autospreader SE lacks this feature, it is streamlined for spreading performance.

Note

For performance reasons, TT strongly recommends that traders launch spreads to Autospreader SE unless they need Avoid Orders That Cross functionality.