Architecture

Overview

QuantumAlpha follows a microservices architecture designed for scalability, resilience, and low-latency operations. This document provides a high-level overview of the system design and component mapping.

System Architecture
Component Diagram
Data Flow
Module Mapping
Technology Stack
Deployment Architecture

System Architecture

High-Level Architecture

graph TB
    subgraph "External Systems"
        MD[Market Data Providers]
        AD[Alternative Data Sources]
        BR[Brokers]
    end

    subgraph "API Layer"
        GW[API Gateway :8080]
    end

    subgraph "Core Services"
        DS[Data Service :8081]
        AI[AI Engine :8082]
        RS[Risk Service :8083]
        ES[Execution Service :8084]
        AS[Analytics Service]
        CS[Compliance Service]
    end

    subgraph "Data Layer"
        PG[(PostgreSQL TimescaleDB)]
        RD[(Redis Cache)]
        IF[(InfluxDB)]
        MG[(MongoDB)]
        KF[Kafka Streams]
    end

    subgraph "Monitoring"
        PM[Prometheus]
        GF[Grafana]
        ELK[ELK Stack]
    end

    subgraph "Frontend"
        WEB[Web Dashboard :3000]
        MOB[Mobile App]
    end

    MD --> DS
    AD --> DS
    DS --> AI
    AI --> RS
    RS --> ES
    ES --> BR

    GW --> DS
    GW --> AI
    GW --> RS
    GW --> ES

    DS --> PG
    DS --> IF
    DS --> RD
    AI --> PG
    AI --> MG
    RS --> PG
    ES --> PG

    DS --> KF
    AI --> KF
    RS --> KF
    ES --> KF

    WEB --> GW
    MOB --> GW

    DS --> PM
    AI --> PM
    RS --> PM
    ES --> PM
    PM --> GF

Layered Architecture

Layer	Components	Responsibilities
Presentation Layer	Web Dashboard, Mobile App	User interaction, visualization
API Gateway	API Gateway Service	Request routing, authentication, rate limiting
Application Layer	Microservices	Business logic, data processing
Data Layer	Databases, Message Queues	Data persistence, caching, streaming
Infrastructure Layer	Docker, Kubernetes, Monitoring	Deployment, scaling, observability

Component Diagram

Service Architecture

┌─────────────────────────────────────────────────────────────────┐
│                         API Gateway :8080                        │
│  ┌───────────────┬────────────────┬──────────────────────────┐  │
│  │ Authentication │ Rate Limiting   │ Request Routing          │  │
│  └───────────────┴────────────────┴──────────────────────────┘  │
└──────────────────────────┬──────────────────────────────────────┘
                           │
         ┌─────────────────┼─────────────────┬─────────────────┐
         │                 │                 │                 │
         ▼                 ▼                 ▼                 ▼
┌────────────────┐ ┌────────────────┐ ┌────────────────┐ ┌────────────────┐
│  Data Service  │ │   AI Engine    │ │  Risk Service  │ │   Execution    │
│     :8081      │ │     :8082      │ │     :8083      │ │   Service      │
│                │ │                │ │                │ │     :8084      │
│ ┌────────────┐ │ │ ┌────────────┐ │ │ ┌────────────┐ │ │ ┌────────────┐ │
│ │  Market    │ │ │ │   Model    │ │ │ │    Risk    │ │ │ │   Order    │ │
│ │   Data     │ │ │ │  Manager   │ │ │ │ Calculator │ │ │ │  Manager   │ │
│ └────────────┘ │ │ └────────────┘ │ │ └────────────┘ │ │ └────────────┘ │
│ ┌────────────┐ │ │ ┌────────────┐ │ │ ┌────────────┐ │ │ ┌────────────┐ │
│ │Alternative │ │ │ │Prediction  │ │ │ │  Position  │ │ │ │  Execution │ │
│ │    Data    │ │ │ │  Service   │ │ │ │   Sizing   │ │ │ │  Strategy  │ │
│ └────────────┘ │ │ └────────────┘ │ │ └────────────┘ │ │ └────────────┘ │
│ ┌────────────┐ │ │ ┌────────────┐ │ │ ┌────────────┐ │ │ ┌────────────┐ │
│ │  Feature   │ │ │ │     RL     │ │ │ │   Stress   │ │ │ │   Broker   │ │
│ │Engineering │ │ │ │  Service   │ │ │ │  Testing   │ │ │ │Integration │ │
│ └────────────┘ │ │ └────────────┘ │ │ └────────────┘ │ │ └────────────┘ │
└────────────────┘ └────────────────┘ └────────────────┘ └────────────────┘
         │                 │                 │                 │
         └─────────────────┴─────────────────┴─────────────────┘
                                    │
                    ┌───────────────┴───────────────┐
                    │         Data Layer            │
                    │  PostgreSQL  Redis  InfluxDB  │
                    │  MongoDB  Kafka               │
                    └───────────────────────────────┘

Data Flow

Real-Time Trading Flow

sequenceDiagram
    participant User
    participant Dashboard
    participant Gateway
    participant Data
    participant AI
    participant Risk
    participant Execution
    participant Broker

    User->>Dashboard: Monitor Markets
    Dashboard->>Gateway: GET /market-data
    Gateway->>Data: Forward Request
    Data-->>Dashboard: Real-time Prices

    AI->>AI: Generate Signal
    AI->>Risk: Request Risk Check
    Risk->>Risk: Calculate VaR, Position Size
    Risk-->>AI: Risk Approval + Size

    AI->>Execution: Submit Order
    Execution->>Execution: Apply VWAP Strategy
    Execution->>Broker: Place Order
    Broker-->>Execution: Order Confirmation
    Execution-->>Dashboard: Update Order Status
    Dashboard-->>User: Show Execution

Model Training Flow

sequenceDiagram
    participant User
    participant Gateway
    participant AI
    participant Data
    participant Database

    User->>Gateway: POST /train-model
    Gateway->>AI: Forward Request
    AI->>Data: Request Historical Data
    Data->>Database: Query Time Series
    Database-->>Data: Historical OHLCV
    Data-->>AI: Prepared Features

    AI->>AI: Train Model (LSTM/XGBoost)
    AI->>Database: Save Model
    AI->>AI: Evaluate Performance
    AI-->>Gateway: Training Complete
    Gateway-->>User: Model ID + Metrics

Module Mapping

Backend Services

Service	Directory	Port	Key Files	Dependencies
API Gateway	`backend/api_gateway/`	8080	`app.py`	Flask, Flask-CORS
Data Service	`backend/data_service/`	8081	`app.py`, `alternative_data.py`, `feature_engineering.py`	pandas, yfinance, alpha-vantage
AI Engine	`backend/ai_engine/`	8082	`app.py`, `model_manager.py`, `prediction_service.py`, `reinforcement_learning.py`	TensorFlow, PyTorch, scikit-learn
Risk Service	`backend/risk_service/`	8083	`app.py`, `risk_calculator.py`, `position_sizing.py`	scipy, statsmodels
Execution Service	`backend/execution_service/`	8084	`app.py`, `order_manager.py`, `execution_strategy.py`, `broker_integration.py`	alpaca-trade-api
Analytics Service	`backend/analytics_service/`	8085	`factor_analysis.py`, `performance_attribution.py`	pandas, numpy
Compliance Service	`backend/compliance_service/`	8086	`compliance_monitoring.py`, `regulatory_reporting.py`	pandas, reportlab

Common Modules

Module	File	Purpose
Configuration	`backend/common/config.py`	Centralized config management
Database	`backend/common/database.py`	Database connection pooling
Authentication	`backend/common/auth.py`	JWT authentication
Validation	`backend/common/validation.py`	Request validation schemas
Logging	`backend/common/logging_config.py`	Structured logging
Monitoring	`backend/common/monitoring.py`	Prometheus metrics
Messaging	`backend/common/messaging.py`	Kafka pub/sub
Models	`backend/common/models.py`	Database ORM models
Utils	`backend/common/utils.py`	Utility functions
Audit	`backend/common/audit.py`	Audit trail logging

Frontend Components

Component	Directory	Framework	Purpose
Web Dashboard	`web-frontend/src/`	React + TypeScript	Main web interface
Mobile App	`mobile-frontend/src/`	React Native	iOS/Android app
UI Components	`web-frontend/src/components/`	Material-UI	Reusable UI elements
State Management	`web-frontend/src/store/`	Redux Toolkit	Global state
API Client	`web-frontend/src/services/`	Axios	API communication
Charts	`web-frontend/src/components/charts/`	D3.js, Plotly	Visualizations

Technology Stack

Backend Technologies

Application Layer:
├── Python 3.10+ (Primary language)
├── Flask 2.3 (Web framework)
├── Gunicorn (WSGI server)
└── Celery (Task queue)

Machine Learning:
├── TensorFlow 2.x (Deep learning)
├── PyTorch (Deep learning)
├── scikit-learn (Traditional ML)
└── Ray (Distributed training)

Data Processing:
├── pandas (Data manipulation)
├── NumPy (Numerical computing)
├── Dask (Parallel processing)
└── Apache Spark (Big data processing)

Financial Libraries:
├── QuantLib (Quantitative finance)
├── Backtrader (Backtesting)
├── PyPortfolioOpt (Portfolio optimization)
└── TA-Lib (Technical analysis)

Frontend Technologies

Web Frontend:
├── React 18 (UI framework)
├── TypeScript (Type safety)
├── Material-UI (Component library)
├── Redux Toolkit (State management)
├── D3.js (Visualizations)
└── Plotly (Interactive charts)

Mobile Frontend:
├── React Native (Mobile framework)
├── TypeScript
└── React Navigation

Data Storage

Databases:
├── PostgreSQL 14 + TimescaleDB (Relational + time series)
├── Redis 7 (Cache + sessions)
├── InfluxDB 2.x (Time series metrics)
└── MongoDB (Document storage)

Message Broker:
└── Apache Kafka 7.3 (Event streaming)

Infrastructure

Containerization:
├── Docker (Containers)
└── Docker Compose (Local orchestration)

Orchestration:
├── Kubernetes (Production deployment)
└── Helm (Package manager)

Monitoring:
├── Prometheus (Metrics)
├── Grafana (Dashboards)
└── ELK Stack (Logs)

CI/CD:
├── GitHub Actions (Automation)
├── Terraform (Infrastructure as Code)
└── Ansible (Configuration management)

Deployment Architecture

Local Development

┌─────────────────────────────────────────┐
│         Developer Workstation            │
│  ┌────────────────────────────────────┐  │
│  │     Docker Compose                  │  │
│  │  ┌──────────┬──────────┬─────────┐ │  │
│  │  │ Services │ Databases │ Queues  │ │  │
│  │  └──────────┴──────────┴─────────┘ │  │
│  └────────────────────────────────────┘  │
│  ┌────────────────────────────────────┐  │
│  │    Python venv + Node.js           │  │
│  └────────────────────────────────────┘  │
└─────────────────────────────────────────┘

Staging/Production (Kubernetes)

┌─────────────────────────────────────────────────────────┐
│                  Kubernetes Cluster                      │
│                                                          │
│  ┌────────────────────────────────────────────────────┐ │
│  │              Ingress Controller                     │ │
│  │         (Load Balancer + SSL Termination)          │ │
│  └────────────────────────────────────────────────────┘ │
│                          │                              │
│      ┌───────────────────┴───────────────────┐         │
│      │                                        │         │
│  ┌───▼──────────┐  ┌─────────────┐  ┌───────▼──────┐  │
│  │   Services   │  │   Services  │  │   Services   │  │
│  │   (Pods)     │  │   (Pods)    │  │   (Pods)     │  │
│  │ ┌──────────┐ │  │┌──────────┐ │  │┌──────────┐  │  │
│  │ │Data Svc  │ │  ││AI Engine │ │  ││Risk Svc  │  │  │
│  │ │x3 replicas│ │  ││x2 replicas│ │  ││x2 replicas│ │  │
│  │ └──────────┘ │  │└──────────┘ │  │└──────────┘  │  │
│  └──────────────┘  └─────────────┘  └──────────────┘  │
│                          │                              │
│  ┌──────────────────────▼──────────────────────────┐   │
│  │          StatefulSets (Databases)               │   │
│  │  ┌──────────┬──────────┬──────────┬──────────┐ │   │
│  │  │PostgreSQL│  Redis   │InfluxDB  │  Kafka   │ │   │
│  │  │(Primary  │          │          │(3 nodes) │ │   │
│  │  │+Replicas)│          │          │          │ │   │
│  │  └──────────┴──────────┴──────────┴──────────┘ │   │
│  └─────────────────────────────────────────────────┘   │
│                                                         │
│  ┌─────────────────────────────────────────────────┐   │
│  │        Monitoring Stack (DaemonSet)             │   │
│  │   Prometheus + Grafana + ELK                   │   │
│  └─────────────────────────────────────────────────┘   │
└─────────────────────────────────────────────────────────┘
                          │
                          ▼
┌─────────────────────────────────────────────────────────┐
│              Persistent Storage (EBS/GCE PD)             │
└─────────────────────────────────────────────────────────┘

Network Architecture

                    Internet
                       │
                       ▼
            ┌──────────────────┐
            │  Load Balancer   │
            │    (AWS ALB/     │
            │    GCP GLB)      │
            └─────────┬────────┘
                      │
         ┌────────────┴────────────┐
         │                         │
    ┌────▼─────┐            ┌─────▼────┐
    │   DMZ    │            │   DMZ    │
    │(Frontend)│            │  (API)   │
    └────┬─────┘            └─────┬────┘
         │                         │
         └────────────┬────────────┘
                      │
              ┌───────▼────────┐
              │  Private Subnet │
              │  (Services)     │
              └───────┬─────────┘
                      │
              ┌───────▼────────┐
              │  Data Subnet   │
              │  (Databases)   │
              └────────────────┘

Communication Patterns

Synchronous Communication (REST API)

Client → API Gateway → Service → Database
         (HTTP/HTTPS)

Asynchronous Communication (Kafka)

Service A → Kafka Topic → Service B
          (Event Stream)

WebSocket (Real-time Updates)

Client ←─── WebSocket ───→ Service
        (Bidirectional)

Scalability Considerations

Component	Scaling Strategy	Current Limit	Target Capacity
API Gateway	Horizontal (Kubernetes HPA)	3 replicas	10 replicas
Data Service	Horizontal + caching	3 replicas	20 replicas
AI Engine	Vertical (GPU) + horizontal	2 replicas	5 replicas
Risk Service	Horizontal	2 replicas	10 replicas
Execution Service	Horizontal + rate limiting	2 replicas	5 replicas
PostgreSQL	Read replicas + partitioning	1 primary + 2 replicas	1 primary + 5 replicas
Redis	Redis Cluster	1 instance	6-node cluster
Kafka	Add brokers + partitions	1 broker	3-broker cluster

Security Architecture

┌────────────────────────────────────────────┐
│            Security Layers                  │
│                                             │
│  1. Network Security                        │
│     ├── Firewall rules                     │
│     ├── VPC isolation                      │
│     └── Private subnets                    │
│                                             │
│  2. API Security                            │
│     ├── JWT authentication                 │
│     ├── Rate limiting                      │
│     ├── Input validation                   │
│     └── CORS policies                      │
│                                             │
│  3. Data Security                           │
│     ├── Encryption at rest                 │
│     ├── Encryption in transit (TLS)        │
│     ├── Database access controls           │
│     └── Secrets management (Vault)         │
│                                             │
│  4. Application Security                    │
│     ├── Code scanning (SAST)               │
│     ├── Dependency scanning (SCA)          │
│     ├── Container scanning                 │
│     └── Penetration testing                │
│                                             │
│  5. Monitoring & Audit                      │
│     ├── Access logs                        │
│     ├── Audit trails                       │
│     ├── Intrusion detection                │
│     └── Security alerts                    │
└────────────────────────────────────────────┘

File Structure

QuantumAlpha/
├── backend/
│   ├── ai_engine/
│   │   ├── app.py
│   │   ├── model_manager.py
│   │   ├── prediction_service.py
│   │   └── reinforcement_learning.py
│   ├── analytics_service/
│   ├── api_gateway/
│   ├── common/
│   │   ├── auth.py
│   │   ├── config.py
│   │   ├── database.py
│   │   ├── logging_config.py
│   │   ├── models.py
│   │   ├── monitoring.py
│   │   └── validation.py
│   ├── compliance_service/
│   ├── config_files/
│   │   ├── database/
│   │   └── services/
│   ├── data_service/
│   ├── execution_service/
│   └── risk_service/
├── web-frontend/
│   └── src/
│       ├── components/
│       ├── pages/
│       ├── services/
│       └── store/
├── mobile-frontend/
├── infrastructure/
│   ├── kubernetes/
│   ├── terraform/
│   └── monitoring/
├── scripts/
├── tests/
│   ├── unit/
│   ├── integration/
│   └── system/
├── docs/
├── docker-compose.yml
└── README.md

See Also:

FEATURE_MATRIX.md - Complete feature list
API.md - API endpoints
CONFIGURATION.md - Configuration options

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Architecture

Overview

Table of Contents

System Architecture

High-Level Architecture

Layered Architecture

Component Diagram

Service Architecture

Data Flow

Real-Time Trading Flow

Model Training Flow

Module Mapping

Backend Services

Common Modules

Frontend Components

Technology Stack

Backend Technologies

Frontend Technologies

Data Storage

Infrastructure

Deployment Architecture

Local Development

Staging/Production (Kubernetes)

Network Architecture

Communication Patterns

Synchronous Communication (REST API)

Asynchronous Communication (Kafka)

WebSocket (Real-time Updates)

Scalability Considerations

Security Architecture

File Structure

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Architecture

Overview

Table of Contents

System Architecture

High-Level Architecture

Layered Architecture

Component Diagram

Service Architecture

Data Flow

Real-Time Trading Flow

Model Training Flow

Module Mapping

Backend Services

Common Modules

Frontend Components

Technology Stack

Backend Technologies

Frontend Technologies

Data Storage

Infrastructure

Deployment Architecture

Local Development

Staging/Production (Kubernetes)

Network Architecture

Communication Patterns

Synchronous Communication (REST API)

Asynchronous Communication (Kafka)

WebSocket (Real-time Updates)

Scalability Considerations

Security Architecture

File Structure