Upgrade to Pro
— share decks privately, control downloads, hide ads and more …
Speaker Deck
Features
Speaker Deck
PRO
Sign in
Sign up for free
Search
Search
Writing human readable tests using Scala
Search
Shannon
June 28, 2019
Technology
0
150
Writing human readable tests using Scala
Shannon
June 28, 2019
Tweet
Share
More Decks by Shannon
See All by Shannon
Signify Bootcamp
signify
0
250
Event Sourcing Blockchains at TokenAnalyst
signify
0
140
The Last Frontier and Beyond
signify
0
130
Jon Pither
signify
0
250
How to write like Cats
signify
0
250
Kubernetes as a Streaming Data Platform with Kafka, Spark, and Scala
signify
0
82
Making Contracts Smart, Secure and Functional with DAML and Scala
signify
0
110
Ansible and Scala Projects
signify
0
280
Automatic differentiation in Scala by Xiayun Sun
signify
0
380
Other Decks in Technology
See All in Technology
Operating Operator
shhnjk
1
540
Model Mondays S2E03: SLMs & Reasoning
nitya
0
350
KubeCon + CloudNativeCon Japan 2025 Recap by CA
ponkio_o
PRO
0
290
20250705 Headlamp: 專注可擴展性的 Kubernetes 用戶界面
pichuang
0
240
United airlines®️ USA Contact Numbers: Complete 2025 Support Guide
unitedflyhelp
0
130
論文紹介:LLMDet (CVPR2025 Highlight)
tattaka
0
310
Delta airlines Customer®️ USA Contact Numbers: Complete 2025 Support Guide
deltahelp
0
380
Should Our Project Join the CNCF? (Japanese Recap)
whywaita
PRO
0
330
「クラウドコスト絶対削減」を支える技術—FinOpsを超えた徹底的なクラウドコスト削減の実践論
delta_tech
4
150
Tokyo_reInforce_2025_recap_iam_access_analyzer
hiashisan
0
180
LangChain Interrupt & LangChain Ambassadors meetingレポート
os1ma
2
290
LangSmith×Webhook連携で実現するプロンプトドリブンCI/CD
sergicalsix
1
210
Featured
See All Featured
The Psychology of Web Performance [Beyond Tellerrand 2023]
tammyeverts
48
2.9k
Visualizing Your Data: Incorporating Mongo into Loggly Infrastructure
mongodb
46
9.6k
Optimizing for Happiness
mojombo
379
70k
Bash Introduction
62gerente
613
210k
Typedesign – Prime Four
hannesfritz
42
2.7k
Git: the NoSQL Database
bkeepers
PRO
430
65k
The Art of Programming - Codeland 2020
erikaheidi
54
13k
Reflections from 52 weeks, 52 projects
jeffersonlam
351
20k
The Invisible Side of Design
smashingmag
301
51k
Sharpening the Axe: The Primacy of Toolmaking
bcantrill
44
2.4k
GitHub's CSS Performance
jonrohan
1031
460k
Rebuilding a faster, lazier Slack
samanthasiow
82
9.1k
Transcript
Cryptocurrency algo-trading testing in Scala by Bruno Bonanno
A set of green tests doesn’t necessarily means that the
software does what is supposed to.
Hello! I’m Bruno Bonanno Passionate developer, open source contributor, TDD
evangelist and creator of mockito-scala.
Agenda Market book Introduction to an order book & OMS
Our demouse case Challenges Live coding Q&A
Market book BIDS ASKS
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
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
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...
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)
None
Q&A
https://github.com/bbonanno/crypto-algo-trading-demo-test Thank you!