Systems and Means of Informatics
2014, Volume 24, Issue 2, pp 67-82
HIGH-PERFORMANCE LOAD GENERATOR FOR HIGH-FREQUENCY TRADING SYSTEMS VERIFICATION
- D.K. Guriev
- M. A. Gai
- I. L. Itkin
- A. A. Terentiev
Abstract
The growing volume of orders generated by HFT (high-frequency
trading) systems has posed the 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. The article describes
a load injection tool developed for testing automated trading systems and an
approach that ensures high performance. The tool is used when throughput and
response times of large-scale exchange and brokerage platforms, the backbone of
the technological infrastructure of financial markets, are measured.
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[+] About this article
Title
HIGH-PERFORMANCE LOAD GENERATOR FOR HIGH-FREQUENCY TRADING SYSTEMS VERIFICATION
Journal
Systems and Means of Informatics
Volume 24, Issue 2, pp 67-82
Cover Date
2013-11-30
DOI
10.14357/08696527140205
Print ISSN
0869-6527
Publisher
Institute of Informatics Problems, Russian Academy of Sciences
Additional Links
Key words
test automation; trading systems; HiVAT
Authors
D.K. Guriev  , M. A. Gai  , I. L. Itkin  , and A. A. Terentiev
Author Affiliations
"ITS-EXPERT," LLC, 38/114 Vavilov Str., Saratov 410012, Russian Federation
"ITS-EXPERT," LLC, 20A/4 Yuzhnoportovy Proyezd 2nd, Moscow 115088,
Russian Federation
"Exactpro Systems," LLC, 4040 Civic Center Drive, Suite 200, San Rafael, CA, USA
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