The next generation of testing tools for exchanges

Transcript

1. The Next Generation of Testing Tools for Exchanges Iosif Itkin Exactpro Systems 24 March 2015
2. Test Tools Typology • Connectivity Testing • Test Automation • Load Testing 2
3. Generic Test Tools • No Connectivity Layer • No Session Layer • No Framework for Messages 3
4. Trading Test Tool 4
5. Test Tools Evolution 5 Passive Testing – investigating the behavior of a system without affecting its operations Generic Trading +Passive
6. Passive Testing 6
7. Test Tools Evolution 7 Passive Testing – invaluable for Client onboarding and certification Generic Trading +Passive
8. Ideal Passive Testing Tool 8
9. Production Monitoring System 9
10. Ideal Active Testing Tool 10
11. Production Algo Trading Engine 11
12. Test Tools Evolution 12 Testing at the Confluence of Functional and Non-Functional Generic Trading +Passive Production
13. Test Tools Evolution Generic 13 Trading +Passive Production Mutated and Deformed Next Generation
14. 14 Human Intelligence is Still Required
15. Build Software to Test Software 15 ClearTH: • Post-Trade testing tool • Verifies each stage of the DLC • Integrated schedule • Automated matrices • Can create multiple days test scenarios • Concurrent multiple tests • Integrated simulators • SWIFT ISO protocol support Minirobots: • Executes multithreaded java code • Complexity of test algorithms is defined by the test developer • Supports multiple client fix connections, order entry and market data via FIX • Can use GUI to iterate through sent and received messages Dolphin: • Model-based testing of market surveillance systems • Production-scale capacity and throughput • Interactive real-time alerts and reports Shsha: • Post-transactional tool • Analyzes clients' activity and forecasts system response • 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 Load Injector: • Simulates multiple client connections with a specified load shape for each connection or a group of connections • Up to 75K messages / second from a single CPU core • Measures latencies in microsecond range • Performance test reports Sailfish: • Can test Order Entry, Market Data and Post Trade connections in one test scenario • Each test scenario is independent • Allows running test scripts in any sequence • Simulation of multiple user connections • Server simulators • All messages are stored into a data base • Generates test reports
16. Thank You 16