Architecture deep dive

A deterministic data engine for financial markets.

Designed from first principles for latency, correctness, replay, and scale in trading and time-critical infrastructure systems.

VogazDB keeps ingestion, storage, query execution, lifecycle movement, and acceleration under one architecture so workloads do not fragment across separate databases.

Market and telemetry sources Append-only ingestion Multi-model storage core Unified query execution CPU, FPGA, and future accelerators

End-to-end flow

From source event to query result with predictable behavior.

Market data Ingestion Storage core Query engine Acceleration Replay and audit

Layer 01

Data Ingestion Layer

Built for ultra-fast, lossless capture of tick-by-tick trades, quotes, order books, risk streams, Greeks, and operational telemetry.

  • Append-only ingestion
  • Lock-free write paths
  • Nanosecond timestamps
  • Exchange-sequence preservation

Layer 02

Multi-Model Storage Core

Time-series, columnar, and document models share one execution engine instead of forcing teams to operate separate specialized systems.

  • Ordered time-series writes
  • Compression-aware columnar segments
  • JSON and BSON metadata records
  • Gap-aware replay and rollups

Layer 03

Unified Query Engine

UQL combines SQL-style access, time-series operators, JSON path queries, deterministic plans, and cross-model joins.

  • Tick-to-document joins
  • Time-travel queries
  • Replay-safe semantics
  • Same query, same result behavior

Layer 04

Acceleration Layer

Critical operators can be mapped to hardware-ready paths for deterministic performance in demanding workloads.

  • FPGA-ready filters
  • Hardware-assisted joins
  • Order-book aggregation paths
  • Future GPU analytics support

Lifecycle engine

Hot, warm, and cold data remain queryable.

Movement rules are based on access frequency, latency sensitivity, and regulatory retention policies.

Hot

RAM

Live trading, current telemetry, fast lookup, and active intraday analytics.

Warm

NVMe

Recent history, replay, investigation, and high-speed analytical windows.

Cold

Object Storage

Long-term retention, regulatory archives, historical research, and audit data.

Reliability and deployment

Built for regulated infrastructure environments.

Compliance

Immutable audit trails, write-once market data streams, deterministic replay, time-travel queries, and retention-aware storage.

Deployment

Bare-metal HFT environments, on-premise data centers, private cloud systems, and hybrid trading architectures.

Operations

Enterprise monitoring, controlled lifecycle movement, access control, replication, and disaster recovery patterns.