• DocumentCode
    724750
  • Title

    High performance load generator for automated trading systems testing

  • Author

    Guriev, D.K. ; Gai, M.A. ; Terentyev, A.A. ; Itkin, I.L.

  • Author_Institution
    “Innovative Trading Syst.”, LLC, Saratov, Russia
  • fYear
    2013
  • fDate
    10-12 Oct. 2013
  • Firstpage
    57
  • Lastpage
    62
  • Abstract
    The growing volume of orders generated by HFT (high-frequency trading) systems has posed a challenge of conducting exchange and brokerage systems testing in production-like environments. Specialized testing tools are used to ensure quality of high load trading systems with high availability. The main requirement for such tools is that they should be capable of creating realistic, high loads using limited hardware infrastructure. This article describes a load injection tool developed for testing automated trading systems and an approach that ensures high performance.
  • Keywords
    financial data processing; program testing; stock markets; HFT; automated trading systems testing; high-frequency trading systems; load generator; load injection tool; Electronic mail; Generators; Instruments; Load modeling; Protocols; Testing; high-frequency trading (HFT); load testing; testing tools;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Tools & Methods of Program Analysis (TMPA), 2013
  • Conference_Location
    Kostroma
  • Print_ISBN
    978-0-9860773-1-9
  • Type

    conf

  • DOI
    10.1109/TMPA.2013.7163721
  • Filename
    7163721