EXTENT-2015: The Four Essential Elements of LSEG QA Solutions

The Four Essential Elements of LSEG QA Solutions
QA, Exactpro
11 November 2015
Trading Technology Trends & Quality Assurance Conference in St. Petersburg

Transcript

1. The Four Essential Elements of LSEG QA Solutions Exactpro 11 November 2015 Quality Assurance & Related Software Development for Innovative Trading Systems Tel: +7 495 640 2460, +1 415 830 38 49 www.exactpro.com
2. 2 FrAgile Process Crowd-sourced Testing Formal Verification Methodologies Cognitive Technology Quality Assurance Trends Quality Assurance & Related Software Development for Innovative Trading Systems Tel: +7 495 640 24 60 , +1 415 830 38 49 www.exactpro.com
3. 3 FrAgile Process Test is Dead Ideas before Products Happy Software Developers Software Engineer in Test Quality Assurance & Related Software Development for Innovative Trading Systems Tel: +7 495 640 24 60 , +1 415 830 38 49 www.exactpro.com
4. 4 Crowd-Sourced Testing Immediate Feedback from Diverse User Base Instrumentation is Required to Process Data Quality Assurance & Related Software Development for Innovative Trading Systems Tel: +7 495 640 24 60 , +1 415 830 38 49 www.exactpro.com
5. 5 Formal Methods Model Checking Theorem Proving Static Analysis Verification http://nssdc.gsfc.nasa.gov/nmc/spacecraftDisplay.do?id=2006-001A Quality Assurance & Related Software Development for Innovative Trading Systems Tel: +7 495 640 24 60 , +1 415 830 38 49 www.exactpro.com
6. 6 What’s Next? Can We Learn from Other Industries? Be Both Faster and Safe Who Had the Most Severe Problems with Technology? Quality Assurance & Related Software Development for Innovative Trading Systems Tel: +7 495 640 24 60 , +1 415 830 38 49 www.exactpro.com
7. 7 Proposed Approach Build Software to Test Software Test Tool Sophistication should Match Platform’s Complexity Testability is Required Parallel Stream for Test Harness The Software will Break Anyway A Good Robot is Required to Survive in Robot Apocalypse Summer Glau – The Sarah Connor Chronicles Grace Park - Battlestar Galactica Quality Assurance & Related Software Development for Innovative Trading Systems Tel: +7 495 640 24 60 , +1 415 830 38 49 www.exactpro.com
9. Active Testing Tool to Simulate Transaction Flow Orders Trades Market Data
10. • Tibco • IBM MQ • jDBC • TCP • HTTP • SOAP • FTP • FTSE • Reuters • Fidessa • EMAPI • QuantHouse • MillenniumIT • SOLA • ASTS • GATElab • FIX and dialects, • including 4.2, 4.3, 4.4, 5.0 • FIXML • ITCH • FAST • ISO SWIFT
11. Configurable Multi-Protocol Test Connectivity
12. Clear and Simple CSV- based Test Case Format Drop by Drop Turns into a Mighty Regression Library
13. Keyword Driven Testing
14. Automated Test Execution Big Button Framework Unattended Test Runs for Continuous Integration
15. User Friendly Web Front-End
16. Report reflects the Difference Between an Expected Outcome and an Actual
17. Expected vs. Actual
18. Purifying & Cleansing
19. Sailfish is like WATER
20. Foundation of the Electronic Trading Architecture
21. Complex Operational Schedules
22. Identify and Exterminate Pests
23. Built-in Schedule Support
24. Step by Step Testing
25. Industry-Standard Solutions • SWIFT • HTTP • SOAP • FTP • MQ • ISO 20022 • etc.
26. ClearTH is like EARTH
27. Simulate Algo Traders’ Behaviour Subscribe to Market Data Use Trading Systems to Test Trading Systems
28. Simulate Low-Latency Execution Environment • Powerful • Scalable • Realistic • Multi-Threaded • Java Agents
29. Dashboard to Monitor Trading Algorithms Gather Execution Efficiency Stats
30. Run your Platform alongside with Test Algos Reference Test Harness for Trading Algorithms
31. Will Your Platform Melt at the Confluence of Functional and Non-Functional Testing?
32. Trigger Minirobots and Illuminate the Hidden Defects
34. Minirobots are like FIRE
35. • Passive testing is a software testing technique that observes the system without interaction. • Passive testing tool doesn't generate any messages itself. It captures the traffic and stores it for analysis. • Shsha is a tool that can gather all the evidence you need. Invisible to the system under test, it raises testing efficiency to a different level.
36. • Post-transactional tool • Analyzes clients' activity • Parses and displays logs in a user-friendly way • Parses messages and then puts each to a data base table where each column corresponds to each message field • Allows making summarized reports, etc. • Easy to understand GUI Incoming signals FIX and dialects: FAST, SWIFT, ITCH, HTTP, SOAP
37. Use of Shsha: • Load results analysis, NFT metrics • Toxic issues investigation • On-boarding client certification • Market Surveillance Target SUT: • Trading Platforms, • Market Data Delivery • Post-Trade Systems • Surveillance systems • Audit and regulatory requirements
38. Client Onboarding
39. Fast, Clear, and Weightless
40. Shsha is like AIR
42. Build Software to Test Software