Autospreader® Strategy Engine Documentation
- Product Description And Architecture
- Installing The Autospreader SE Software
- Configuring Autospreader SE
Functions and Features
Autospreader® Strategy Engine (SE) is a server-class product that reduces latency when executing user-defined synthetic spreads. The Autospreader SE server runs the same execution logic as the desktop Autospreader, with improved scalability and performance due to its multi-threaded concurrent architecture. The Autospreader SE design and deployment options allow traders to minimize latency by locating their spreading logic in close proximity to Exchanges and TT Gateways.
Because Autospreader SE is controlled through the X_TRADER® Autospreader user interface, traders can connect to and begin using the Autospreader SE Server immediately, with no additional training.
The following GUI functions cannot be performed on Autospreader SE and must still be performed on the desktop Autospreader:
- Defining spreads
- Launching spreads to the Server
- Entering synthetic order commands
Spreads are launched to the Server by the desktop Autospreader. Once a spread is launched to the Server, the Server is responsible for submitting the outright quoting and hedge orders that comprise the spread. All traders who share the order book for any given spread leg will be able to see the leg orders. However, only the user who launched the spread will have visibility into the synthetic spread order and synthetic fills.
Restrictions for Multiple Exchange-Flavor Gateways
Autospreader® Strategy Engine cannot connect to both price servers and price proxies for multiple Exchange-Flavor Gateways, such as CME-A and CME-B. For example, suppose CME-A functions as a Price Server and that CME-B and CME-C have price proxies linked to the Price Server on CME-A. In this case, Autospreader SE can connect to CME-A or to CME-B and CME-C, but it cannot connect to all three or to any other combination.
The Autospreader Strategy Engine must be installed on a dedicated TT Server-Class machine with a minimum of eight CPU cores, such as a dual Quad-Core machine. For more information, refer to the TT Trading Systems Hardware and Software Requirements manual, located on the TT Customer Portal.
The installation script does not allow you to install the software on a system with fewer than eight CPU cores.
Each spread that originates in Autospreader and runs on Autospreader SE will be identified using the spread name and an application ID. Application IDs are unique to the originating desktop machine that created and launched the spread definition. These IDs are listed in the *_mode_OrderServer_date.log file. For more information, refer to Log Files.
Autospreader SE does not perform any risk checking. Autospreader performs all necessary risk checking prior to submitting a synthetic order (i.e., position, maximum size, available credit, etc.). The synthetic order will not be placed if any of these checks fail.
Autospreader SE does not support failover (e.g., two Autospreader SE servers cannot work in failover mode).
TT Gateways working in failover mode are supported by Autospreader® Strategy Engine.