Speaker: Ksenia Agandeeva, QA Analyst, Exactpro LLC

1. Quality Assurance & Software Development for Innovative Trading Systems
Tel: +7 495 640 24 60, +1 415 830 38 49
exactpro.com
Инструменты для тестирования и
Лондонская фондовая биржа
,Ксения Агандеева QA Analyst, Exactpro LLC
25 июля 2015

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План
Quality Assurance & Software Development for Innovative Trading Systems Tel: +7 495 640 24 60 , +1 415 830 38 49
http://exactpro.com
• Разновидности трейдинговых систем
• Характеристики и компоненты биржевой платформы
• Инструменты для тестирования фондовой биржи
• Автоматизация функционального тестирования
• Keyword-driven тестирование с помощью Sailfish
• Вопросы и ответы

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Виды систем
Quality Assurance & Software Development for Innovative Trading Systems Tel: +7 495 640 24 60 , +1 415 830 38 49
http://exactpro.com

4. Характеристики
• 100 – 200 m заявок в день
• 50 k заявок в секунду
• Двузначное количество серверов в ЦОД
• Миллисекундные всплески
• Время отклика порядка 100 uS
4
Quality Assurance & Software Development for Innovative Trading Systems Tel: +7 495 640 24 60 , +1 415 830 38 49
http://exactpro.com

5. 122 us - среднее время отклика фондовой биржи
300 us – Bloodhound SSC проезжает 10 см
2,7 ms - свет идет из Саратова в Москву
300 ms – мгновение ока
6 дней – Письмо из Саратова в
Москву Почтой России 
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Время отклика
Quality Assurance & Software Development for Innovative Trading Systems Tel: +7 495 640 24 60 , +1 415 830 38 49
http://exactpro.com

6. Компоненты биржевой системы
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Quality Assurance & Software Development for Innovative Trading Systems Tel: +7 495 640 24 60 , +1 415 830 38 49
http://exactpro.com

7. 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
Инструменты для тестировния
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
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 multiply 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
Minirobots:
• Multi-threaded Trading Engine for
simulating trading algorithms behavior
and market conditions
•Testers can develop trading robots in
Java using an extensive and easy to
use API
•Testers can control the robots via a
Web-based console. Metrics are
available in real time
•Hundreds of internal event flow
validations verify the consistency
•of responses from the trading
•system in real time
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Quality Assurance & Software Development for Innovative Trading Systems Tel: +7 495 640 24 60 , +1 415 830 38 49
http://exactpro.com

8. Sailfish: протоколы
8
Quality Assurance & Software Development for Innovative Trading Systems Tel: +7 495 640 24 60 , +1 415 830 38 49
http://exactpro.com

9. Автоматизированное функциональное тестирование
Demo movie
9
Quality Assurance & Software Development for Innovative Trading Systems Tel: +7 495 640 24 60 , +1 415 830 38 49
http://exactpro.com

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Пример скрипта тест - сценария
Quality Assurance & Software Development for Innovative Trading Systems Tel: +7 495 640 24 60 , +1 415 830 38 49
http://exactpro.com

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Запуск скриптов
Quality Assurance & Software Development for Innovative Trading Systems Tel: +7 495 640 24 60 , +1 415 830 38 49
http://exactpro.com

12. Сервисы
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Quality Assurance & Software Development for Innovative Trading Systems Tel: +7 495 640 24 60 , +1 415 830 38 49
http://exactpro.com

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Отчеты выполненного скрипта
Quality Assurance & Software Development for Innovative Trading Systems Tel: +7 495 640 24 60 , +1 415 830 38 49
http://exactpro.com

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Сообщения
Quality Assurance & Software Development for Innovative Trading Systems Tel: +7 495 640 24 60 , +1 415 830 38 49
http://exactpro.com

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Статистика прогонов за период
Quality Assurance & Software Development for Innovative Trading Systems Tel: +7 495 640 24 60 , +1 415 830 38 49
http://exactpro.com

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Статистика прогонов за период
Quality Assurance & Software Development for Innovative Trading Systems Tel: +7 495 640 24 60 , +1 415 830 38 49
http://exactpro.com

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Спасибо!
Quality Assurance & Software Development for Innovative Trading Systems Tel: +7 495 640 24 60 , +1 415 830 38 49
http://exactpro.com