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Open Access Quality Assurance & Related Software Development for Financial Markets Tel: +7 495 640 24 60 , +1 415 830 38 4...
Open Access Quality Assurance & Related Software Development for Financial Markets Tel: +7 495 640 24 60 , +1 415 830 38 4...
Open Access Quality Assurance & Related Software Development for Financial Markets Tel: +7 495 640 24 60 , +1 415 830 38 4...
Open Access Quality Assurance & Related Software Development for Financial Markets Tel: +7 495 640 24 60 , +1 415 830 38 4...
Open Access Quality Assurance & Related Software Development for Financial Markets Tel: +7 495 640 24 60 , +1 415 830 38 4...
Open Access Quality Assurance & Related Software Development for Financial Markets Tel: +7 495 640 24 60 , +1 415 830 38 4...
Open Access Quality Assurance & Related Software Development for Financial Markets Tel: +7 495 640 24 60 , +1 415 830 38 4...
Open Access Quality Assurance & Related Software Development for Financial Markets Tel: +7 495 640 24 60 , +1 415 830 38 4...
Open Access Quality Assurance & Related Software Development for Financial Markets Tel: +7 495 640 24 60 , +1 415 830 38 4...
Open Access Quality Assurance & Related Software Development for Financial Markets Tel: +7 495 640 24 60 , +1 415 830 38 4...
Open Access Quality Assurance & Related Software Development for Financial Markets Tel: +7 495 640 24 60 , +1 415 830 38 4...
Open Access Quality Assurance & Related Software Development for Financial Markets Tel: +7 495 640 24 60 , +1 415 830 38 4...
Open Access Quality Assurance & Related Software Development for Financial Markets Tel: +7 495 640 24 60 , +1 415 830 38 4...
Open Access Quality Assurance & Related Software Development for Financial Markets Tel: +7 495 640 24 60 , +1 415 830 38 4...
Open Access Quality Assurance & Related Software Development for Financial Markets Tel: +7 495 640 24 60 , +1 415 830 38 4...
Open Access Quality Assurance & Related Software Development for Financial Markets Tel: +7 495 640 24 60 , +1 415 830 38 4...
Open Access Quality Assurance & Related Software Development for Financial Markets Tel: +7 495 640 24 60 , +1 415 830 38 4...
Open Access Quality Assurance & Related Software Development for Financial Markets Tel: +7 495 640 24 60 , +1 415 830 38 4...
Open Access Quality Assurance & Related Software Development for Financial Markets Tel: +7 495 640 24 60 , +1 415 830 38 4...
Open Access Quality Assurance & Related Software Development for Financial Markets Tel: +7 495 640 24 60 , +1 415 830 38 4...
Open Access Quality Assurance & Related Software Development for Financial Markets Tel: +7 495 640 24 60 , +1 415 830 38 4...
Open Access Quality Assurance & Related Software Development for Financial Markets Tel: +7 495 640 24 60 , +1 415 830 38 4...
Open Access Quality Assurance & Related Software Development for Financial Markets Tel: +7 495 640 24 60 , +1 415 830 38 4...
Open Access Quality Assurance & Related Software Development for Financial Markets Tel: +7 495 640 24 60 , +1 415 830 38 4...
Open Access Quality Assurance & Related Software Development for Financial Markets Tel: +7 495 640 24 60 , +1 415 830 38 4...
Open Access Quality Assurance & Related Software Development for Financial Markets Tel: +7 495 640 24 60 , +1 415 830 38 4...
Open Access Quality Assurance & Related Software Development for Financial Markets Tel: +7 495 640 24 60 , +1 415 830 38 4...
Open Access Quality Assurance & Related Software Development for Financial Markets Tel: +7 495 640 24 60 , +1 415 830 38 4...
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Верификация технологических платформ Лондонской фондовой биржи

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Верификация технологических платформ Лондонской фондовой биржи

Иосиф Иткин, Exactpro CEO, London Stock Exchange Group

Published in: Technology
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Верификация технологических платформ Лондонской фондовой биржи

  1. 1. Open Access Quality Assurance & Related Software Development for Financial Markets Tel: +7 495 640 24 60 , +1 415 830 38 49 www.exactpro.com1 Верификация технологических платформ Лондонской фондовой биржи Open Access Quality Assurance & Related Software Development for Financial Markets Tel: +7 495 640 2460, +1 415 830 38 49 www.exactpro.com Иосиф Иткин, Exactpro CEO, London Stock Exchange Group 8 октября 2016
  2. 2. Open Access Quality Assurance & Related Software Development for Financial Markets Tel: +7 495 640 24 60 , +1 415 830 38 49 www.exactpro.com2 Exactpro Systems Page 2 • A specialist firm focused on functional and non functional testing of systems that process wholesale financial products, particularly market infrastructure • A UK company with operations in the US and four QA & software development centres in Russia • Part of London Stock Exchange Group as of May 29, 2015 • Incorporated in 2009 with 10 people, our company has experienced significant growth as satisfied clients require more services; now employing over 400 specialists
  3. 3. Open Access Quality Assurance & Related Software Development for Financial Markets Tel: +7 495 640 24 60 , +1 415 830 38 49 www.exactpro.com3 London Stock Exchange Group Trading 23.3% Clearing 33.8% Information 36.5% Technology 5.7%
  4. 4. Open Access Quality Assurance & Related Software Development for Financial Markets Tel: +7 495 640 24 60 , +1 415 830 38 49 www.exactpro.com4 London Stock Exchange Group • A leading diversified international exchange and infrastructure group with assets across the entire exchange value chain • The Group can trace its history back to 1698 • Headquartered in the United Kingdom, with significant global operations, the Group employs approximately 3,500 people • Post trade and risk management services are a significant part of the Group’s business operations • Through FTSE Russell, the Group is a global leader in financial indexing, benchmarking and analytic services with approximately $10 trillion benchmarked to its indexes
  5. 5. Open Access Quality Assurance & Related Software Development for Financial Markets Tel: +7 495 640 24 60 , +1 415 830 38 49 www.exactpro.com5 Information Services The May 6, 2010, Flash Crash, was a United States trillion-dollar stock market crash, which started at 2:32 p.m. and lasted for approximately 36 minutes. Event is attributed to HFT, large directional sell, index arbitrage and market manipulation
  6. 6. Open Access Quality Assurance & Related Software Development for Financial Markets Tel: +7 495 640 24 60 , +1 415 830 38 49 www.exactpro.com6 Information Services Through FTSE Russell, the Group is a global leader in financial indexing, benchmarking and analytic services with approximately $10 trillion benchmarked to its indexes. The Group also provides customers with an extensive range of real time and reference data products, including SEDOL, UnaVista, and RNS.
  7. 7. Open Access Quality Assurance & Related Software Development for Financial Markets Tel: +7 495 640 24 60 , +1 415 830 38 49 www.exactpro.com7 Information Services
  8. 8. Open Access Quality Assurance & Related Software Development for Financial Markets Tel: +7 495 640 24 60 , +1 415 830 38 49 www.exactpro.com8 Clearing
  9. 9. Open Access Quality Assurance & Related Software Development for Financial Markets Tel: +7 495 640 24 60 , +1 415 830 38 49 www.exactpro.com9 Clearing February 1995 - Following the discovery of substantial trading losses on overseas the house account closed out at a gross loss of approximately £6k, compared with total margin cover held by LCH of approximately £11m September 2008 - LCH successfully resolved $9 trillion of Lehman Brothers OTC interest rate swap defaults
  10. 10. Open Access Quality Assurance & Related Software Development for Financial Markets Tel: +7 495 640 24 60 , +1 415 830 38 49 www.exactpro.com10 Характеристики биржевой системы Время обработки заявки: < 100 микросекунд Это в 3000 раз быстрее мгновения ока Луч света успевает пройти 30 километров Самолет успевает пролететь 3 сантиметра Заявок в секунду: десятки тысяч Заявок в день: сотни миллионов
  11. 11. Open Access Quality Assurance & Related Software Development for Financial Markets Tel: +7 495 640 24 60 , +1 415 830 38 49 www.exactpro.com11 Характеристики биржевой системы “There are three ways to make a living in this business: be first, be smarter, or cheat”
  12. 12. Open Access Quality Assurance & Related Software Development for Financial Markets Tel: +7 495 640 24 60 , +1 415 830 38 49 www.exactpro.com12 Задачи биржевой системы Обеспечить упорядоченное, справедливое и отказоустойчивое функционирование финансовых рынков Не допустить: • Манипуляция ценами • Переигрывание объемами • Уход от налогов • Финансирование зла • Инсайдерская торговля • Проскальзывание перед клиентом Часто легитимная активность выглядит как злоупотребление, и наоборот Анализ данных: • Нечеткая логика • Гибкая конфигурируемость сценариев • Формальные критерии сами по себя не являются доказательством манипуляции • Операторам системы предоставляется возможность восстановить события и складывать доказательства по каждому случаю потенциального нарушения
  13. 13. Open Access Quality Assurance & Related Software Development for Financial Markets Tel: +7 495 640 24 60 , +1 415 830 38 49 www.exactpro.com13 Компоненты биржевой системы
  14. 14. Open Access Quality Assurance & Related Software Development for Financial Markets Tel: +7 495 640 24 60 , +1 415 830 38 49 www.exactpro.com14 Компоненты биржевой системы
  15. 15. Open Access Quality Assurance & Related Software Development for Financial Markets Tel: +7 495 640 24 60 , +1 415 830 38 49 www.exactpro.com15 Automated testing Compares intended and received results Automated end 2 end clearing system testing Automated monitoring, analysis and reporting 75K messages / second from a single CPU core Measures latencies in microsecond range A variety of algoes simulating end-clients will run and see how system performs Build Software to Test Software
  16. 16. Open Access Quality Assurance & Related Software Development for Financial Markets Tel: +7 495 640 24 60 , +1 415 830 38 49 www.exactpro.com16 Инструменты для Тестирования Execute a test regression and make it: as extensive as possible as efficient as possible
  17. 17. Open Access Quality Assurance & Related Software Development for Financial Markets Tel: +7 495 640 24 60 , +1 415 830 38 49 www.exactpro.com17 A set of Minirobots Algorithms allowing to perform a complete test regression of a trading system within a few hours All Robots work concurrently against the test environment Robots are independent from each other, and their actions are based on current conditions on the order books Robots use an abstract Test Library and their main goal is to cover all test cases within the library Инструменты для Тестирования
  18. 18. Open Access Quality Assurance & Related Software Development for Financial Markets Tel: +7 495 640 24 60 , +1 415 830 38 49 www.exactpro.com18 Нагрузочное Тестирование System Under Test Production Connectivity Test Tools Infrastructure: ≈ 10 - 100 servers infrastructure: thousands of servers infrastructure: 1 - 4 servers
  19. 19. Open Access Quality Assurance & Related Software Development for Financial Markets Tel: +7 495 640 24 60 , +1 415 830 38 49 www.exactpro.com19 Нагрузочное Тестирование
  20. 20. Open Access Quality Assurance & Related Software Development for Financial Markets Tel: +7 495 640 24 60 , +1 415 830 38 49 www.exactpro.com20 Нагрузочное Тестирование
  21. 21. Open Access Quality Assurance & Related Software Development for Financial Markets Tel: +7 495 640 24 60 , +1 415 830 38 49 www.exactpro.com21 Измерение Задержек
  22. 22. Open Access Quality Assurance & Related Software Development for Financial Markets Tel: +7 495 640 24 60 , +1 415 830 38 49 www.exactpro.com22 Измерение Задержек
  23. 23. Open Access Quality Assurance & Related Software Development for Financial Markets Tel: +7 495 640 24 60 , +1 415 830 38 49 www.exactpro.com23 Нефункциональное Тестирование
  24. 24. Open Access Quality Assurance & Related Software Development for Financial Markets Tel: +7 495 640 24 60 , +1 415 830 38 49 www.exactpro.com24 Тестирование Алгоритмов
  25. 25. Open Access Quality Assurance & Related Software Development for Financial Markets Tel: +7 495 640 24 60 , +1 415 830 38 49 www.exactpro.com25 • Competing conference papers go through a review by a number of leading software development and analysis experts and scientists • The best papers are recommended for their inclusion in Russia’s leading professional and scientific publications The fourth TMPA conference in March, Moscow, Russia Find out more: www.tmpaconf.org Renowned experts in program engineering speaking on: • software test automation • static program analysis • verification • dynamic methods of program analysis • analysis of parallel and distributed systems • testing and analysis of high-availability systems • analysis of hardware and software systems • methods of building quality software • tools for software analysis, testing and verification Software Engineering Conferences
  26. 26. Open Access Quality Assurance & Related Software Development for Financial Markets Tel: +7 495 640 24 60 , +1 415 830 38 49 www.exactpro.com26 Офис в Саратове ул. Рабочая, д.145А (12 этаж)
  27. 27. Open Access Quality Assurance & Related Software Development for Financial Markets Tel: +7 495 640 24 60 , +1 415 830 38 49 www.exactpro.com27 Toronto New York Tysons Corner Montreal Portland Seattle Dubai Colombo Johannesburg Sydney Singapore Hong Kong Moscow Oslo Paris Milan Athens Vienna London Amsterdam A specialist firm operating an open access model with focus on functional and operational testing for global financial markets worldwide A UK company with operations in the US and four QA & software development centres in Russia Part of LSEG Since May 29, 2015 Incorporated in 2009 with 10 people, our company has experienced significant growth as satisfied clients require more services; Now employing over 400 specialists A Global Client Network
  28. 28. Open Access Quality Assurance & Related Software Development for Financial Markets Tel: +7 495 640 24 60 , +1 415 830 38 49 www.exactpro.com28 The sixth EXTENT conference will be held in London, UK . Find out more: www.extentconf.com – LSEG Technology and Quality Assurance – Risk controls and FPGA – Market Surveillance systems – Blockchain and trading technology trends – Artificial intelligence Thank You Software Testing Conferences

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