Разработка и тестирование для высоконагруженных трейдинговых систем

Main Technology and libraries:

• server, data processing, distributed systems

• java, c++, c#, javascript, Perl, bash

• Linux, Windows

• winapi, posix

• FPGA, System Verilog

Business Areas:

• Test Automation and Verification Tools

• Markets and Post Trade Simulators

• Monitoring and surveillance for trading

systems and exchanges

• Trading and Brokerage Front End Systems

• Algo Trading and Market Data

• Trading and Market Data gateways

Methodologies:

• agile, scrum, DevOps

• rapid delivery to end users

• continuous integration

Instruments:

• git, svn

• eclipse, visual studio

• Jenkins

• visual vm, valgrind

Web: html5, AJAX, JSF, ExtJS, JQuery, Tomcat, Play Framework

Distributed: Tibco RV, UMQ, ZeroMQ, RabbitMQ, akka, Boost Asio

DB: MySql, Postgres, Oracle DB, LevelDB, Hibernate

Communication protocols and APIs: FIX, ITCH, Reuters Foundation API, QuantHouse

ClearTH:

• Post-Trade testing tool• Verifies each stage of the DLC• Integrated schedule• Automated matrices• Can create multiple days test

scenarios• Concurrent multiple tests• Integrated simulators• SWIFT ISO protocol support

Minirobots:

• Executes multithreaded java code• Complexity of test algorithms is defined by

the test developer• Supports multiple client fix connections, order

entry and market data via FIX• Can use GUI to iterate through sent and

received messages

Dolphin:

• Model-based testing of market surveillance systems

• Production-scale capacity and throughput• Interactive real-time alerts and reports

Shsha:

• Post-transactional tool• Analyzes clients' activity and forecasts system

response • Parses and displays logs in a user-friendly way• Parses messages and then puts each to a data

base table where each column corresponds to each message field

• Allows making summarized reports, etc• Easy to understand GUI

Load Injector:

• Simulates multiple client connections with a specified load shape for each connection or a group of connections

• Up to 75K messages / second from a single CPU core• Measures latencies in microsecond range• Performance test reports

Sailfish:

• Can test Order Entry, Market Data and Post Trade connections in one test scenario

• Each test scenario is independent• Allows running test scripts in any sequence• Simulation of multiple user connections• Server simulators• All messages are stored into a data base• Generates test reports

Командировки

http://www.tmpaconf.org

Научно-исследовательская работа

Спасибо

Офис 401, 38/114, БЦ Ковчегул. Вавилова

+7 (8452) 338-908 http://www.exactpro.com