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EXTENT-2016: Quality at Source

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EXTENT-2016: Software Testing & Trading Technology Trends
22 June, 2016, 10 Paternoster Square, London


Quality at Source
Gayath Rathnayake, Associate VP Software Development, MillenniumIT

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EXTENT-2016: Quality at Source

  1. 1. Quality @ Source
  2. 2. High Availability (5 9’s) Low Latency (in µ/m seconds) High throughput (1000’s per second) Super Correct (trillions, 0.XXXXXX, complex) Long product life (10’s of years)
  3. 3. “Functional Correctness @ High Throughput having Low Latency running for Decades with High Availability”
  4. 4. “Anything that can go wrong, will go wrong” Impossible to cover all possible fault Permutations
  5. 5. Build Robust Software from ground up!
  6. 6. Framework (Structure) Review (Improve) Guidelines (Patterns) ProcessSpec Design Develop Test
  7. 7. Each line of code Design, Code, Test Reviewed Tight feedback loops continuous integration fully automated testing
  8. 8. Unit Component End to End The closer the test to the code, the more useful
  9. 9. Behaviour Driven Development Validating the Requirement Executable Acceptance Criteria for User Stories with a DSL modeled using the conceptual system model - Readable/Reusable Scenario: Submit trade for a valid instrument with set mandatory fields Given a registered user “CCP Admin” is available And an instrument “ABC100” is available And a trade is created with mandatory-trade-fields set to “mandatory-trade-values-A” And the trade is updated with instrument-id “ABC100” When the user submits the trade Then the processed trade is acknowledged as accepted And the processed trade has it’s fields user-set-fields available
  10. 10. Fault Modeling Framework to discover & address potential faults @ Requirement @ Design @ Development Tiered containment
  11. 11. Active Monitoring Synthetic usage probes
  12. 12. Cross Company – Annual Millennium Excellence Audit Team – Monthly Engineering Review
  13. 13. Thank You!

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