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Exactpro Systems for KSTU Students in Kostroma
This document discusses Exactpro Systems, an innovative trading systems company. It provides information on the company's history, team compositions for different offices including Kostroma, statistics on employee retention and attrition, the breakdown of departments, and descriptions of products developed including ClearTH, Mini-Robots, Dolphin, Shsha, and Load Injector. It also discusses the company's conference in Kostroma on software development and analysis topics.
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Exactpro Systems for KSTU Students in Kostroma
- 1. Exactpro Systems Инновационные ТрейдинговыеСистемы 11 июня 2014 КГТУ
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- 6. Статистика по увольнениям ГодРазмер команды Провалили исп. срок (0-4 месяца) 2013 2012 2011 2010 Плохо работали Отпустили Не хотели отпускать 218 173 104 39 3.6% 9.4% 7.0% 0.0% 2.6% 2.2% 1.4% 0.0% 4.1% 5.1% 1.4% 0.0% 3.1% 2.2% 1.4% 0.0% • Established good contacts with a number of leading regional universities • We have an intensive internal training program • We retain technical & domain knowledge • The added value brought by us to projects ensures maximum potential for delivery on schedule 6
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- 8. 8 Отдел платформа Main Technologyand libraries: •server, data processing, distributed systems, db, web •java, c++, c#, javascript, Perl, bash •Platforms: Linux, Windows •winapi, posix •FPGA, System Verilog Business Areas: •Test Automation and Verification Tools •Markets and Post Trade Simulators •Monitoring and surveillance for trading systems and exchanges •Trading and Brokerage Front End Systems •Algo Trading and Market Data •Trading and Market Data gateways Methodologies: •agile, scrum, DevOps, rapid delivery to end users •continuous integration •small effective product oriented teams maintaining many active projects simultaneously •strategic core development Instruments: • git, svn • eclipse, visual studio • Jenkins • visual vm, valgrind Web: html5, AJAX, JSF, ExtJS, JQuery, Tomcat, Play Framework Distributed: Tibco RV, UMQ, ZeroMQ, RabbitMQ, akka, Boost Asio DB: MySql, Postgres, Oracle DB, LevelDB, Hibernate Communication protocols and APIs: FIX, ITCH, Reuters Foundation API, QuantHouse
- 9. Наши продукты ClearTH: • Post-Tradetesting 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 Mini-Robots: • Executes multithreaded java code • Complexity of test algorithms is defined by the test developer • Supports multiple client fix connections, order entry and market data via FIX • Can use GUI to iterate through sent and received messages 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 multiple 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 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 8
- 10. High-level diagram ofscalable message driven architecture: Web-Interface DataSource Books Web Server Flow Multiplexer / Demultiplexer Convertors Scenarios Events Event Flows JSON 31
- 11. The implementation wasbased on a few open source technologies: 32
- 12. Sample of surveillancealerts GUI: 33
- 13. Sample of OrderBook Replay tool GUI: 34
- 14. Sample of configurabledashboard GUI: 35
- 15. Конференция в КГТУ 15 •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 • Also translated into English and published by IEEE, the world's largest professional association for the advancement of technology • 1 conference to date in 2013 • TMPA-2014 to take place in November • Conference web-site: http://tmpaconf.org/ • Renowned experts in the program engineering field speaking on: – static and dynamic methods of program analysis and verification of hardware and software systems; – testing and analysis of parallel and distributed systems; – testing and analysis of high-load and high-availability systems; – methods of building quality software; – tools for software analysis and test automation
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