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EXTENT-2017: Multi-Asset Trading Platform – Practical Aspects of Development and Testing

EXTENT-2017: Multi-Asset Trading Platform – Practical Aspects of Development and Testing

EXTENT-2017: Software Testing & Trading Technology Trends Conference
29 June, 2017, 10 Paternoster Square, London

Multi-Asset Trading Platform – Practical Aspects of Development and Testing
Danil Baburin, Head of QUIK Development, ARQA Technologies

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June 30, 2017
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  1. Multi-Asset Trading
    Platform — Practical
    Aspects of Development
    and Testing
    Danil Baburin
    Head of QUIK development

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  2. 1
    ARQA Technologies
    key facts
    Leading independent financial software
    provider in Russia and CIS
    17 years on the market
    250+ client base
    Over 100 000 end screens using it on
    daily basis
    Multi-asset, broker-neutral and market
    neutral OEMS
    Risk management solutions
    Trading access to 30+ major venues
    worldwide
    1.
    2.
    3.
    4.
    5.
    6.
    7.

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  3. 2
    Global
    connectivity ‘Direct’ gateways
    Gateways via technological partners
    KASE
    HKEX
    SGX
    BOVESPA
    NASDAQ
    NYMEX
    NYSE
    NYMEX
    TSX
    TSX Venture Exchange
    ICE
    NASDAQ ОMX
    Euronext
    XETRA
    Eurex
    Eurex
    Bats Europe
    TR Spot Matching
    EBS Spot FX
    Turquoise
    LSE
    LSE
    LIFFE
    Turquoise
    Bats Europe
    MOEX
    SPIMEX
    SPB
    UX
    WSE
    WSE
    CBOT/CME/COMEX
    CBOT/CME/COMEX
    Oslo Børs

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  4. 3
    Data tier Application tier Presentation tier
    Typical 3-tier
    architecture

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  5. 4
    Data stored in
    Application tier
    Data tier Application tier Presentation tier

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  6. 5
    Data tier Application tier Presentation tier
    Exchanges Feed
    handlers
    Application
    server
    Dissemination
    layer
    Tier
    structure

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  7. 6
    Data tier Presentation tier
    Business logic
    modules
    Exchanges Feed
    handlers
    Application tier
    Application
    server
    Dissemination
    layer

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  8. 7
    Data tier Application tier Presentation tier
    Business logic
    modules
    Exchanges Feed
    handlers
    SOR
    Spreader
    ALGO
    Application
    server
    Dissemination
    layer

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  9. 8
    Data tier Application tier Presentation tier
    Business logic
    modules
    Exchanges Feed
    handlers
    Application
    server
    Dissemination
    layer
    SOR
    ALGO
    Spreader

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  10. 9
    Gateway protocol
    User protocol
    Data tier Application tier Presentation tier
    Business logic
    modules
    Exchanges Feed
    handlers
    Application
    server
    Dissemination
    layer

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  11. 13
    Modular
    approach
    About 170 modules in all (including
    legacy), 120 modules in the current
    pricelist
    On average, 20 modules in production
    pipeline
    3 to 5 releases every week
    30 development, 15 testing, 15 support
    staff
    Key facts

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  12. 14
    Modular
    approach
    Specialization
    Architectural integrity
    Distributed ownership
    Immediate request segregation
    General rules of
    interaction

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  13. 15
    Modular
    approach
    Available test environment
    Repeatable conditions
    Reference results
    Automatic regression checks
    exchange simulators
    set of options to straighten data flow
    comparison with previous version
    What contributes
    to successful testing

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  14. 16
    Modular
    approach
    Separate risk modules for each asset class
    VS
    Single risk module for portfolio margining
    Exceptions

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