Writing human readable tests using Scala

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Cryptocurrency algo-trading testing in Scala by Bruno Bonanno

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A set of green tests doesn’t necessarily means that the software does what is supposed to.

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Hello! I’m Bruno Bonanno Passionate developer, open source contributor, TDD evangelist and creator of mockito-scala.

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Agenda Market book Introduction to an order book & OMS Our demouse case Challenges Live coding Q&A

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Market book BIDS ASKS

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Introduction to an OMS Order Management System Exchange 1 WS API Exchange n REST API Exchange 1 REST API Exchange n FIX API . . . . . . Orders Orders Market Reports Market Data

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OMS-123: Making money with arbitrage ASK: 1 BTC = 7900 USD Get 1.27 BTC ASK: 1 ETH = 0.03 BTC Get 42.33 ETH BID: 1 ETH = 250 USD Get 10582.5 USD Start with 10000 USD

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Challenges ● Integration: Different APIs ● Exchange reference data: min quantity, price rounding… ● Trading logic: Do not buy 100000 BTC, Fills / Partial fills / Rejection… ● External problems: Network failures, Market shutting down...

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Glossary ● Ask: Price at which we buy ● Bid: Price at which we sell ● Order: What we want to execute in the market (bid/ask, quantity, currency pair, etc) ● Market Report: What the market actually executed out of our Order (execution confirmation, rejection, etc)