Combining data
from multiple systems
in Alfa-Bank's
investment business core

Investment business is one of the most complex domains in the banking world. It’s not just about credits, loans, and deposits—there are also securities, currencies, commodities, and derivatives. In Alfa-Bank, investment business means over 300,000 transactions per trading day, 3,000 quotations per second, and 5,000 orders executed every second. Various platforms provide data, and all the clients want to see their positions in real time.

For years, lines of investment business in Alfa-Bank evolved independently. The variety of systems and their heterogeneity were causing problems, as the systems’ codebase became rather obsolete. The systems duplicated each other’s functions; each system had its own data model, although they used the same concepts. Sometimes it affected performance: an analytical query would take half an hour, data got outdated, and the system was on the verge of breaking with a workload of 5,000 transactions per day.

The business came to understand the need for a technological transformation. The main task was to collect all the data in a single fast storage. The project team formulated the solution requirements as follows:

• Single data model
• Data versioning
• Enterprise-grade solution—one that has already been implemented in a major company
• Fault tolerance and disaster recovery—data spread across multiple data centers in case one of them goes down
• Horizontal scalability
• Business logic developed on bank premises and deployed on top of the platform
• Low TCO