{"id":45763997,"url":"https://github.com/joseprupi/quantraserver","last_synced_at":"2026-03-11T07:00:47.142Z","repository":{"id":52636060,"uuid":"196772094","full_name":"joseprupi/quantraserver","owner":"joseprupi","description":"Distributed QuantLib","archived":false,"fork":false,"pushed_at":"2026-03-05T16:49:12.000Z","size":72053,"stargazers_count":24,"open_issues_count":8,"forks_count":10,"subscribers_count":2,"default_branch":"master","last_synced_at":"2026-03-05T19:35:32.810Z","etag":null,"topics":[],"latest_commit_sha":null,"homepage":"https://quantra.io","language":"C++","has_issues":true,"has_wiki":null,"has_pages":null,"mirror_url":null,"source_name":null,"license":"bsd-3-clause","status":null,"scm":"git","pull_requests_enabled":true,"icon_url":"https://github.com/joseprupi.png","metadata":{"files":{"readme":"README.md","changelog":null,"contributing":"CONTRIBUTING.md","funding":null,"license":"LICENSE.txt","code_of_conduct":null,"threat_model":null,"audit":null,"citation":null,"codeowners":null,"security":null,"support":null,"governance":null,"roadmap":null,"authors":null,"dei":null,"publiccode":null,"codemeta":null,"zenodo":null,"notice":null,"maintainers":null,"copyright":null,"agents":null,"dco":null,"cla":null}},"created_at":"2019-07-13T22:36:26.000Z","updated_at":"2026-03-05T07:17:36.000Z","dependencies_parsed_at":"2022-08-21T23:00:59.822Z","dependency_job_id":null,"html_url":"https://github.com/joseprupi/quantraserver","commit_stats":null,"previous_names":[],"tags_count":0,"template":false,"template_full_name":null,"purl":"pkg:github/joseprupi/quantraserver","repository_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/joseprupi%2Fquantraserver","tags_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/joseprupi%2Fquantraserver/tags","releases_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/joseprupi%2Fquantraserver/releases","manifests_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/joseprupi%2Fquantraserver/manifests","owner_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/owners/joseprupi","download_url":"https://codeload.github.com/joseprupi/quantraserver/tar.gz/refs/heads/master","sbom_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/joseprupi%2Fquantraserver/sbom","scorecard":null,"host":{"name":"GitHub","url":"https://github.com","kind":"github","repositories_count":286080680,"owners_count":30373505,"icon_url":"https://github.com/github.png","version":null,"created_at":"2022-05-30T11:31:42.601Z","updated_at":"2026-03-11T06:09:32.197Z","status":"ssl_error","status_checked_at":"2026-03-11T06:09:17.086Z","response_time":84,"last_error":"SSL_read: unexpected eof while reading","robots_txt_status":"success","robots_txt_updated_at":"2025-07-24T06:49:26.215Z","robots_txt_url":"https://github.com/robots.txt","online":false,"can_crawl_api":true,"host_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub","repositories_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories","repository_names_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repository_names","owners_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/owners"}},"keywords":[],"created_at":"2026-02-26T00:00:28.305Z","updated_at":"2026-03-11T07:00:47.137Z","avatar_url":"https://github.com/joseprupi.png","language":"C++","funding_links":[],"categories":["Python"],"sub_categories":["Financial Instruments and Pricing"],"readme":"# Quantra\n\nQuantra is a QuantLib-based pricing service built for parallel execution. It exposes pricing functionality over gRPC with FlatBuffers, and it also includes an optional HTTP/JSON gateway for easier integration and generated OpenAPI documentation.\n\n## Why This Exists\n\nQuantLib is powerful, but it is not naturally suited to high-concurrency service workloads because important state such as `Settings::instance().evaluationDate()` is global to the process. Quantra works around that by running multiple isolated pricing workers and placing Envoy in front of them as a load balancer.\n\n## What You Get\n\n- A C++ pricing server built on QuantLib\n- A gRPC API using FlatBuffers messages\n- An optional JSON/HTTP gateway in `jsonserver/`\n- A C++ client in `client/`\n- A Python client package in `quantra-python/`\n- Build, schema generation, and process-management tooling in `scripts/` and `tools/quantra-manager/`\n- Integration and parity tests in `tests/`\n\n## Supported Pricing Coverage\n\nRepresentative supported request types include:\n\n- Fixed-rate bonds\n- Floating-rate bonds\n- Vanilla swaps\n- OIS swaps\n- Basis swaps\n- Zero-coupon inflation swaps\n- Year-on-year inflation swaps\n- FRAs\n- Caps and floors\n- Swaptions\n- CDS\n- Equity options\n\nSee `examples/data/` for sample payloads.\n\n## Architecture\n\nThe main runtime model is a multi-process gRPC service fronted by Envoy:\n\n```text\nclient -\u003e Envoy (:50051) -\u003e sync_server workers (:50055+)\n```\n\nTypical local or container workflow:\n\n1. Build schemas and binaries\n2. Start the gRPC worker cluster with `quantra`\n3. Optionally run `json_server` to expose HTTP/JSON endpoints\n\n## Quick Start\n\n### Docker\n\nThe default production image starts the gRPC cluster and exposes port `50051`.\n\n```bash\ndocker build -t quantra .\ndocker run --rm -p 50051:50051 quantra\n```\n\n### Local Build\n\nSee `docs/build.md` for environment setup details. Once dependencies are available:\n\n```bash\n./scripts/build.sh Release\n./scripts/quantra start --workers 4 --foreground\n```\n\n### Optional JSON Gateway\n\nThe JSON server is built as a separate binary and connects to the gRPC endpoint:\n\n```bash\n./build/jsonserver/json_server localhost:50051 8080\n```\n\nYou can then call the HTTP API with sample requests from `examples/data/`:\n\n```bash\ncurl -X POST http://localhost:8080/price-fixed-rate-bond \\\n  -H \"Content-Type: application/json\" \\\n  -d @examples/data/fixed_rate_bond_request.json\n```\n\nThe generated OpenAPI files live in `jsonserver/openapi/`.\n\n## Development Workflow\n\n### Build\n\n`./scripts/build.sh` regenerates schemas, recreates `build/`, and compiles the project.\n\n```bash\n./scripts/build.sh\n./scripts/build.sh Release\n```\n\n### Regenerate Schemas Only\n\nIf you are editing FlatBuffers schemas and want to regenerate artifacts without a full build:\n\n```bash\n./scripts/generate_schemas.sh\n```\n\n### Run Tests\n\n```bash\nbash tests/run_all_tests.sh\n```\n\nThe test suite exercises:\n\n- C++ pricing parity against QuantLib\n- C++ gRPC integration\n- JSON HTTP API scenarios\n- Python client scenarios\n\n## Repository Map\n\n- `server/`: gRPC pricing server\n- `jsonserver/`: HTTP/JSON gateway and generated OpenAPI docs\n- `request/`: request entrypoints and endpoint orchestration\n- `parser/`: parsing, domain conversion, pricing helpers, and builders\n- `client/`: C++ client library\n- `quantra-python/`: Python client package\n- `flatbuffers/`: schema sources plus generated C++, Python, and JSON artifacts\n- `grpc/`: gRPC service definitions and generated service bindings\n- `examples/data/`: example JSON requests\n- `tests/`: parity, integration, and client tests\n- `scripts/`: build, code generation, and runtime helpers\n- `tools/quantra-manager/`: packaged process-manager implementation\n- `docs/`: project documentation and reference notes\n\n## Documentation\n\n- `docs/README.md`: documentation index\n- `docs/build.md`: environment setup and build details\n- `docs/scripts.md`: build and schema tooling\n- `docs/testing.md`: test suite details\n- `docs/process-manager.md`: process-manager behavior and runtime model\n- `docs/client.md`: C++ client notes\n- `docs/parser.md`: parser/service/builder conventions\n- `docs/versioning.md`: versioning policy\n- `CONTRIBUTING.md`: contribution workflow\n\n## Requirements\n\nThe repository currently documents and builds around:\n\n- CMake `3.16+`\n- GCC `12+` or Clang `14+`\n- gRPC `v1.60.0`\n- FlatBuffers `v24.12.23`\n- QuantLib `1.41` in Docker builds\n- Envoy for worker load balancing\n\n## License\n\nMIT / Apache 2.0\n","project_url":"https://awesome.ecosyste.ms/api/v1/projects/github.com%2Fjoseprupi%2Fquantraserver","html_url":"https://awesome.ecosyste.ms/projects/github.com%2Fjoseprupi%2Fquantraserver","lists_url":"https://awesome.ecosyste.ms/api/v1/projects/github.com%2Fjoseprupi%2Fquantraserver/lists"}