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Extent3 exactpro testing_of_hft_gui

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Extent3 exactpro testing_of_hft_gui

  1. 1. Testing of HFT GUI (High Frequency Trading Graphical User Interface) How to test it…EXTENT ConferenceApril 13, 2012, Kostroma, Russia
  2. 2. Trading Client PRICE Price SIZE SIDE
  3. 3. Human and machine view on the picture during HFT >1000 updates per second60Hz and 24 frame per sec >1000 updates per second >100 M orders per day60Hz and 24 frame per sec >100 M orders per day So…
  4. 4. There is no way to checkmanually
  5. 5. • Trading environment
  6. 6. • Read data from the GUI of application • Terminal servers • Video card driver • Windows controls • Hooks No additional operations for Need a high speed storage device; decoding data Need to recognize useful Do not guarantee the receipt of information from bitmaps; information on any interface; High load on the CPU and Miss some parts of data; memory Applicable to all interfaces; Fast and reliable
  7. 7. • Microsoft Detours Detours is a library for instrumenting arbitrary Win32 functions on x86, x64, and IA64 machines. Detours intercepts Win32 functions by rewriting the in-memory code for target functions. The Detours package also contains utilities to attach arbitrary dynamic-link libraries (DLLs) and data segments (called payloads) to any Win32 binary. SetDIBitsForDevice functionhttp://research.microsoft.com/en-us/projects/detours/
  8. 8. • Our algorithm
  9. 9. • ComparisonLog file with MD flow Comparison OrdersMD analyzer Books Sequences Orders Batch Books converter SequencesFolder with screens
  10. 10. • Feedback from real application testing
  11. 11. QUESTIONS ARE WELCOME

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