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
140
Writing human readable tests using Scala
Shannon
June 28, 2019
Tweet
Share
More Decks by Shannon
See All by Shannon
Signify Bootcamp
signify
0
240
Event Sourcing Blockchains at TokenAnalyst
signify
0
130
The Last Frontier and Beyond
signify
0
120
Jon Pither
signify
0
240
How to write like Cats
signify
0
240
Kubernetes as a Streaming Data Platform with Kafka, Spark, and Scala
signify
0
71
Making Contracts Smart, Secure and Functional with DAML and Scala
signify
0
110
Ansible and Scala Projects
signify
0
230
Automatic differentiation in Scala by Xiayun Sun
signify
0
360
Other Decks in Technology
See All in Technology
Datadog Cloud SIEMを使ってAWS環境の脅威を可視化した話/lifeistech-datadog-cloud-siem
gidajun
0
480
データベース研修 DB基礎【MIXI 24新卒技術研修】
mixi_engineers
PRO
0
210
DDDにおける認可の扱いとKotlinにおける実装パターン / authorization-for-ddd-and-kotlin-implement-pattern
urmot
4
390
Scaling Technical Excellence at 104: Evolution in AWS and Developer Empowerment
scotthsieh825
1
160
サービスの持続的な成長と技術負債について
siva_official
PRO
10
4.4k
VPoEの視点から見た、ヘンリーがサーバーサイドKotlinを使う理由 / Why Server-side Kotlin 2024
cho0o0
1
420
さらに高品質・高速化を目指すAI時代のテスト設計支援と、めざす先 / AI Test Lab vol.1
shift_evolve
0
190
Github Actions 로 Android 팀의 효율성 극대화
hadonghyun
0
160
AWSで”最小権限の原則”を実現するための考え方 /20240722-ssmjp-aws-least-privilege
opelab
10
4.4k
How to Think Like a Performance Engineer
csswizardry
4
590
Luupの開発組織におけるインシデントマネジメントの変遷 ver.RoadtoSRENEXT2024
grimoh
1
270
JBUG岡山 #6 WordCamp男木島の チームビルディング
takeshifurusato
0
150
Featured
See All Featured
Helping Users Find Their Own Way: Creating Modern Search Experiences
danielanewman
26
2.1k
Into the Great Unknown - MozCon
thekraken
20
1.3k
Java REST API Framework Comparison - PWX 2021
mraible
PRO
20
7.2k
Save Time (by Creating Custom Rails Generators)
garrettdimon
PRO
13
430
Intergalactic Javascript Robots from Outer Space
tanoku
266
26k
RailsConf & Balkan Ruby 2019: The Past, Present, and Future of Rails at GitHub
eileencodes
129
32k
Adopting Sorbet at Scale
ufuk
71
8.8k
Design by the Numbers
sachag
277
18k
Making the Leap to Tech Lead
cromwellryan
127
8.7k
Six Lessons from altMBA
skipperchong
24
3.2k
VelocityConf: Rendering Performance Case Studies
addyosmani
321
23k
Learning to Love Humans: Emotional Interface Design
aarron
269
39k
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!