FAQ · Reamer Research and Reamer Server: what they are and who they fit

What is Reamer Server?

Reamer Server is an order management engine that takes a strategy live. It is the core of your trading process, delivered as a library with a stable C interface. It holds order state and sequencing, runs your pre-trade check on every order and sends accepted orders to your broker through a connector you write. It costs $7,200 per seat per year, with a $900 30-day trial.

Reamer Server is an order management engine that takes a strategy live. It is the core of your trading process, delivered as a library with a stable C interface. It holds order state and sequencing, runs your pre-trade check on every order and sends accepted orders to your broker through a connector you write.

It is a library, not an application. You write a short main() that links it, supplies two parts of your own and starts it. That program is your server.

The core, and the two parts you build

  • The core (what you buy). It takes order intents from your strategies, puts them into one sequence, calls your gate once for each, and passes accepted orders to your connector. It handles market, limit, stop and stop-limit orders. Fills and order updates go back to the strategy that sent the order.
  • Your gate. Your pre-trade risk check. For each order it says pass or reject, with a reason, given the account's last known state. Its rules are yours; the core does not supply any. See How can I plug my own risk model into every order before it reaches the broker?
  • Your connector. Your broker session. It sends orders, reports fills, and is the only source of positions and open orders. Nothing in the kit talks to a real broker for you.

Gate and connector can be written in C, C++, Rust or Go. Strategies connect over a socket protocol, specified byte for byte, from any language. See How do I run several strategies through one broker connection?

What else is in the kit

  • Starting points. An accept-all gate with an in-memory paper broker, in C++ and Rust, and a worked integration in Go with a FIX 4.4 session, a strategy relay and a simulated venue that runs an order to a fill in one command.
  • A live feed of every decision. Each acceptance, rejection (with your gate's reason), fill and order update is published on a shared-memory event stream that any number of your own processes can read. It holds a fixed number of recent events, so keeping a permanent log is up to your reader.
  • Monitoring. A Prometheus /metrics endpoint and a /health route.
  • A benchmark. server-bench measures throughput and latency on your own hardware.

What it is not

  • Not a broker or a broker connection. You write the connector for your broker, and its certification is yours.
  • No stored state of its own. On start, orders and positions are loaded from your connector; the broker is the only record. Persisting anything else is your job.
  • Not for high-frequency or order-book strategies, and it supplies no market data or strategy framework.
  • Linux x86-64 only, with glibc 2.39 or later. No macOS or Windows version.

Price

$7,200 per seat per year, paid once, with no automatic renewal. The $900 30-day trial includes the full kit. See the product page, What is an order management engine? and pricing.

Next questions

Who are Reamer Research and Reamer Server for, and who are they not for?They are for systematic quants who write their own code and trade mid-frequency strategies on bars, held from minutes to days, whether independent or employed at a firm. They are not for high-frequency or order-book (level 2 or level 3) strategies, options modelling, discretionary or point-and-click trading, or anyone who wants market data, a hosted platform or a ready-made broker connection included.Which brokers does Reamer Server connect to?Any broker you write a connector for. Reamer Server ships no ready-made broker connection. You write the connector against its C interface, in C, C++, Rust or Go, over whatever API your broker offers. The kit includes an in-memory paper broker and a worked FIX 4.4 example run against a simulated venue.Which languages can I write strategies in?For Reamer Research, Python or C++ through the code that ships in the kit, or any language that can call a C library. For Reamer Server, the gate and the broker connector are written in C, C++, Rust or Go, and strategies connect over a socket from any language, Python included.What is Reamer Research?Reamer Research is a deterministic research engine for mid-frequency quants. It is a backtesting library with a stable C interface that you call from Python, C++ or any language that can call C, on your own machine. The same data, settings and seed give byte-identical results every run. It costs $1,800 per seat per year, with a $225 30-day trial.

Every answer here restates the documents that ship in the kit, which are authoritative. All questions.

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