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
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;
Conference_Titel :
Tools & Methods of Program Analysis (TMPA), 2013
Conference_Location :
Kostroma
Print_ISBN :
978-0-9860773-1-9
DOI :
10.1109/TMPA.2013.7163721