Real‑time decisions now define competitiveness in capital markets and digital‑asset trading, where microseconds separate profitable strategies from missed opportunities. Organizations need infrastructure that handles massive data streams and executes trades with speed and precision. EPAM's Real-Time Computing (RTC) Lab (Deltix) delivers institutional-grade solutions to power even the most advanced platforms.
About the Deltix Product Family
Deltix (short for Development Laboratory for Technology and Informatics (X)) is a family of real‑time data and trading technologies that has been used in capital markets and electronic trading for more than 15 years. Now part of EPAM's Real‑Time Computing (RTC) Lab, these mature, production‑proven components are available through EPAM SolutionsHub as integrated building blocks for low‑latency analytics, strategy research and automated execution.
The Deltix product family includes the following core solutions: TimeBase, CryptoCortex, MarketMaker, QuantOffice, QuantOffice Energy, SpreadTrader and ExecutionServer, each covered below.
TimeBase: Ultra-Low Latency Time-Series Database
TimeBase Admin panel, desktop client
TimeBase is a high‑performance time‑series database and streaming platform designed for low‑latency capture, storage and processing of market data, order events and other real‑time feeds, originally built for high‑frequency trading environments. Its time series database architecture combines durable, ordered storage with real-time streaming to power quantitative research, surveillance and live analytics workflows.
It combines resilient time-series storage with a pub/sub messaging layer, making it a central backbone for event-driven architectures in finance and other time-series-intensive domains.
Features
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Supports ultra‑low‑latency write/read patterns and high‑throughput batch ingestion for historical loads and large market‑data archives.
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Offers a rich schema model (typed messages, polymorphism, metadata) and multi‑language APIs (Java, .NET, Python and others) for building analytics, backtesting and real‑time monitoring services.
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Powers use cases such as quantitative research, strategy backtesting, surveillance, post‑trade analytics and streaming dashboards that require consistent, ordered event history.
CryptoCortex: Institutional Digital‑Asset Trading Platform
CryptoCortex ecosystem
CryptoCortex is an institutional‑grade trading platform for digital‑asset markets, supporting brokers, OTC desks, exchanges and other participants that operate across primary and secondary venues. It delivers a full front‑to‑back stack for order management, execution and connectivity tailored to regulated, compliance‑driven environments.
Features
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Offers smart order routing and aggregation across multiple exchanges and liquidity providers, helping firms achieve best execution and minimize slippage.
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Provides rich connectivity, market‑data handling and comprehensive order/quote workflows, including RFQ, RFQ‑to‑trade and algorithmic execution for spot and derivatives.
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Built for institutional compliance, CryptoCortex enables rapid automated trading software development with modular execution, risk gateways and multi-venue aggregation.
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Includes institutional features such as KYC/AML integrations, surveillance hooks and configurable risk/compliance controls across the trade lifecycle.
MarketMaker: Automated Software for MarketMaking
MarketMaker and CryptoCortex
MarketMaker delivers production-ready automated software for trading, supporting professional market making, hedging and arbitrage strategies across centralized and DeFi venues.
Features
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Supports configurable, bot‑driven strategies for quoting, spread management, cross‑exchange arbitrage, and hedging, tailored to different asset classes and trading venues.
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Provides a domain‑specific language (DSL) that enables trading teams to define and modify bot logic, pricing behavior, and hedging rules without changing application code, accelerating strategy iteration and deployment.
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Delivers flexible risk management, including position limits, P&L controls, kill switches, and venue‑specific throttling to enforce predefined guardrails.
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Integrates with TimeBase for market data and analytics, and with execution platforms such as CryptoCortex or ExecutionServer to route and manage orders across venues.
QuantOffice: Quantitative Research and Trading Platform
QuantOffice architecture
QuantOffice is a comprehensive platform for quants and traders to research, backtest and deploy strategies across asset classes, with deep integration to TimeBase for historical and live data. It supports rapid prototyping of complex models with custom UIs and execution workflows.
Features
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Enables sophisticated quantitative research with flexible data ingestion (L1/L2/L3, news, fundamentals) and backtesting against production datasets.
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Provides trader-friendly UIs for strategy monitoring, position management and live execution across equities, futures, FX and more.
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Powers buy-side and sell-side firms with reusable code from simulation to production.
QuantOffice Energy: Energy Markets Trading Platform
QuantOffice Energy extends the QuantOffice platform to energy trading (gas, power, oil, coal, carbon), supporting spot, forwards, futures and options with custom UIs for intraday/auction sessions and multi-interval management.
Features
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Handles derivative and physical markets with hundreds of intraday intervals, weather and fundamental data integration, and ETRM/CTRM reconciliation.
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Supports fully customizable synthetic products, algorithm development for book balancing and event-driven solutions for shortfall prevention.
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Delivers scalable performance for broker-dealers and energy providers across exchanges and OTC.
SpreadTrader: Ultra-Low Latency Spread Trading
SpreadTrader ecosystem
SpreadTrader enables execution of complex synthetic spreads (up to 40 legs) across multiple venues, with customizable quoting, hedging algos and risk gateways for minimal market impact.
Features
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Supports cross-asset spreads (crypto, equities, futures) with venue-specific execution strategies and single-digit µs hedging latency.
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Includes TimeBase integration for historical spread analysis and WS/REST APIs for order submission.
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Power traders at institutional clients seek the best execution and custom risk controls.
ExecutionServer: High-Performance Order Management
ExecutionServer architecture
ExecutionServer is a low-latency order and execution management system (OMS/EMS) that integrates with trading venues, risk systems and TimeBase for full trade lifecycle automation.
Features
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Provides ultra-fast order routing, smart order management and connectivity to 100+ venues/exchanges.
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Supports algorithmic trading tools with pre-trade risk checks, position monitoring and post-trade reporting.
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Battle-tested for high-frequency and systematic strategies across forex, crypto and traditional markets.
Wrapping Up
Together, these Deltix solutions form a complete real-time stack that lets firms move from raw market data to analytics, decisions and execution in milliseconds. TimeBase gives quants and engineers a powerful foundation for building and testing strategies, while CryptoCortex and MarketMaker turn those strategies into resilient, automated trading workflows across venues. By standardizing on EPAM's RTC Lab portfolio, organizations can modernize legacy trading infrastructure, accelerate innovation and deliver institutional‑grade performance across traditional and digital‑asset markets.
FAQs
How do these solutions support algorithmic trading tools and automated trading software development?
The Deltix family provides end-to-end algorithmic trading tools for every use case — TimeBase for data feeds and storage, CryptoCortex for white-labeled broker-dealer set up, and MarketMaker as a customizable bot-driven marketmaking system. Firms can build custom strategies or deploy automated software for trading with pre-built risk controls, venue connectivity and low-latency execution.
Can these products handle both traditional finance and digital assets?
Yes. TimeBase excels in traditional capital markets for real-time data analysis, while CryptoCortex and MarketMaker extend to digital assets with venue-specific protocols, RFQ workflows and cross-exchange arbitrage. The stack supports hybrid strategies across asset classes.
Who uses Deltix solutions? Buy side, sell side, firms or broker-dealers?
Deltix products serve buy-side hedge funds and asset managers, sell-side firms for market making and execution and broker-dealers handling client orders across equities, futures, forex (FX), fixed income and crypto trading. With extensive expertise in low-latency systems, they power traders and sophisticated quantitative teams at institutional clients seeking reliable event-driven solutions for multiple venues.
What expertise backs these products, and how can institutional clients get started?
Developed by a team of mathematicians, computer scientists and trading engineers with hundreds of years of combined experience, Deltix solutions are battle-tested by users at leading firms. Institutional clients can request demos, explore the full range of scalable products or visit SolutionsHub to learn more and collaborate with EPAM experts to solve their real-time challenges.
