How a545996726-ctrl/xtquant_big_convert works
xtquant_big_convert is a Big QMT RPC bridge with a MiniQMT-compatible client API, plus a separate ZMQ backtest bridge. In the main workflow, an external program calls the compatibility API; requests cross a configured transport to the QMT-side runtime, which exposes market, trading, and position operations. A distinct signal-trading path fetches signals, validates and prices orders, submits them, then publishes position snapshots. The tree and excerpts support these boundaries, but do not expose enough server wiring to map every RPC dispatch or optional transport detail.
Main entry points: app.py Signal orchestrator · runtime_bigqmt.py QMT RPC runtime · server.py ZMQ server · engine.py Backtest engine
Components 23
Client API
- Trader API
src/xtquant/xttrader.py - Market API
src/xtquant/xtdata.py - Client configuration
src/bigqmt_signal_trader_client_config.example.py
RPC Bridge
- Transport selection
src/bigqmt_signal_trader/transports/factory.py - Redis transport
src/bigqmt_signal_trader/transports/redis_transport.py - ZMQ transport
src/bigqmt_signal_trader/transports/zmq_transport.py - QMT RPC runtime
src/bigqmt_signal_trader/runtime_bigqmt.py - Market adapter
src/bigqmt_signal_trader/adapters/market_bigqmt.py - Order adapter
src/bigqmt_signal_trader/adapters/order_bigqmt.py - Position adapter
src/bigqmt_signal_trader/adapters/position_bigqmt.py
Signal Trading
- Signal orchestrator
src/bigqmt_signal_trader/app.py - Signal source
src/bigqmt_signal_trader/adapters/signal_redis.py - Signal validation
src/bigqmt_signal_trader/risk_guard.py - Order pricing
src/bigqmt_signal_trader/price_engine.py - Execution state
src/bigqmt_signal_trader/adapters/state_redis.py - Position sync
src/bigqmt_signal_trader/adapters/position_sync_redis.py
Backtesting
- Strategy client
src/bigqmt_backtest/client.py - ZMQ server
src/bigqmt_backtest/server.py - Bridge protocol
src/bigqmt_backtest/protocol.py - CSV bar feed
src/bigqmt_backtest/data_feed.py - Backtest engine
src/bigqmt_backtest/engine.py - Simulated broker
src/bigqmt_backtest/broker.py
Other components
- External program
Connections 30
- External program → Trader API: calls API
- External program → Market API: calls API
- Client configuration → Transport selection: selects transport
- Transport selection → Redis transport: creates
- Transport selection → ZMQ transport: creates
- Trader API → Redis transport: sends RPC
- Market API → Redis transport: sends RPC
- Trader API → ZMQ transport: sends RPC
- Market API → ZMQ transport: sends RPC
- Redis transport → QMT RPC runtime: delivers requests
- ZMQ transport → QMT RPC runtime: delivers requests
- QMT RPC runtime → Market adapter: uses market data
- QMT RPC runtime → Order adapter: uses order operations
- QMT RPC runtime → Position adapter: uses position queries
- Signal orchestrator → Signal source: fetches signals
- Signal orchestrator → Execution state: claims and records
- Signal orchestrator → Signal validation: validates signal
- Signal orchestrator → Order pricing: builds price
- Signal orchestrator → Market adapter: requests quotes
- Signal orchestrator → Order adapter: submits order
- Signal orchestrator → Position adapter: reads positions
- Signal orchestrator → Position sync: publishes snapshot
- External program → Strategy client: runs strategy
- Strategy client → ZMQ server: sends ZMQ requests
- ZMQ server → Bridge protocol: serves protocol
- ZMQ server → CSV bar feed: loads CSV bars
- ZMQ server → Backtest engine: builds engine
- Bridge protocol → Backtest engine: dispatches commands
- Backtest engine → CSV bar feed: reads bars
- Backtest engine → Simulated broker: simulates orders