Tools & Methods of Program Analysis (TMPA-2013)
Guriev, D., Gai, M., Itkin, I., Terentiev, A., Innovative Trading Systems, LLC
High Performance Load Generator for Automated Trading Systems Testing
Презентация подготовлена по материалам выступления Алексея Статута на витебском MiniQ#11, который был проведен 19 июля 2018:
https://vk.com/miniq11;
https://events.epam.com/events/miniq-vitebsk-11.
Создание Machine Learning модели требует определенных знаний в области математики и статистики. К тому же, необходимо подумать, как выстроить процессы для использования и обновления модели в production. На докладе мы рассмотрим облачный сервис Amazon, который решает многие из этих проблем.
Тестирование биржевых систем в условиях высокочастотного трейдингаIosif Itkin
Automated trading performed by robots takes up about 60% of securities trading volume. High Frequency Trading
systems generate tens of thousands of buy and sell orders per second. Non-functional testing for the platforms capable of sustaining such a load and maintaining latencies within 100-150 microseconds range is a challenging task. It requires special instruments and methods.
This presentation outlines practical methods used to test state-of-the-art stock exchange systems. In addition this
presentation touches upon the topic of load testing of web-sites vs. high frequency trading systems.
This information may interest technical testing and financial markets specialists.
Foundations of Software Testing Lecture 4Iosif Itkin
This lecture is a part of the online course on Software Testing for Complex Intelligent Systems and Autonomous Vehicles. The course lectures provide the theoretical basics of testing autonomous systems based on artificial intelligence.
The fourth lecture of the course entitled Foundations of Software Testing reviews the ‘absence-of-errors fallacy’ and other principles of software testing, as well as the types and levels of software testing. The lecture also provides a fuller picture of the understanding of test objectives and methodologies by different schools of thought within the software testing domain.
QA Financial Forum London 2021 - Automation in Software Testing. Humans and C...Iosif Itkin
Speaker: Iosif Itkin, co-CEO & co-founder, Exactpro Systems
9th November 2021
Hilton Canary Wharf
Exactpro is an independent software testing business focused on mission-critical financial market infrastructures, primarily exchanges and clearing houses. In his presentation, Iosif will give a brief overview of research on the concept of model-based testing and the principal challenges of its application while testing complex distributed systems. He will also outline the broader context of interaction between humans and complex computer models.
Exactpro FinTech Webinar - Global Exchanges Test OraclesIosif Itkin
The document discusses test oracles, which are mechanisms for determining whether a test has passed or failed. It describes how oracles work by comparing the actual output of a system under test to the expected output determined by the oracle. Several types of oracles are discussed, including hand-crafted oracles, specification-based oracles, and independent implementation oracles. The document emphasizes that all oracles are partial, as it is impossible to create a perfect oracle that evaluates all possible outputs of a system.
Exactpro FinTech Webinar - Global Exchanges FIX ProtocolIosif Itkin
Exactpro’s Global Exchanges Division training session on FIX Trading Protocol.
The essence of the FIX protocol and its place in the overall structure of network protocols, FIX message attributes and the internal data types of the protocol.
Презентация подготовлена по материалам выступления Алексея Статута на витебском MiniQ#11, который был проведен 19 июля 2018:
https://vk.com/miniq11;
https://events.epam.com/events/miniq-vitebsk-11.
Создание Machine Learning модели требует определенных знаний в области математики и статистики. К тому же, необходимо подумать, как выстроить процессы для использования и обновления модели в production. На докладе мы рассмотрим облачный сервис Amazon, который решает многие из этих проблем.
Тестирование биржевых систем в условиях высокочастотного трейдингаIosif Itkin
Automated trading performed by robots takes up about 60% of securities trading volume. High Frequency Trading
systems generate tens of thousands of buy and sell orders per second. Non-functional testing for the platforms capable of sustaining such a load and maintaining latencies within 100-150 microseconds range is a challenging task. It requires special instruments and methods.
This presentation outlines practical methods used to test state-of-the-art stock exchange systems. In addition this
presentation touches upon the topic of load testing of web-sites vs. high frequency trading systems.
This information may interest technical testing and financial markets specialists.
Foundations of Software Testing Lecture 4Iosif Itkin
This lecture is a part of the online course on Software Testing for Complex Intelligent Systems and Autonomous Vehicles. The course lectures provide the theoretical basics of testing autonomous systems based on artificial intelligence.
The fourth lecture of the course entitled Foundations of Software Testing reviews the ‘absence-of-errors fallacy’ and other principles of software testing, as well as the types and levels of software testing. The lecture also provides a fuller picture of the understanding of test objectives and methodologies by different schools of thought within the software testing domain.
QA Financial Forum London 2021 - Automation in Software Testing. Humans and C...Iosif Itkin
Speaker: Iosif Itkin, co-CEO & co-founder, Exactpro Systems
9th November 2021
Hilton Canary Wharf
Exactpro is an independent software testing business focused on mission-critical financial market infrastructures, primarily exchanges and clearing houses. In his presentation, Iosif will give a brief overview of research on the concept of model-based testing and the principal challenges of its application while testing complex distributed systems. He will also outline the broader context of interaction between humans and complex computer models.
Exactpro FinTech Webinar - Global Exchanges Test OraclesIosif Itkin
The document discusses test oracles, which are mechanisms for determining whether a test has passed or failed. It describes how oracles work by comparing the actual output of a system under test to the expected output determined by the oracle. Several types of oracles are discussed, including hand-crafted oracles, specification-based oracles, and independent implementation oracles. The document emphasizes that all oracles are partial, as it is impossible to create a perfect oracle that evaluates all possible outputs of a system.
Exactpro FinTech Webinar - Global Exchanges FIX ProtocolIosif Itkin
Exactpro’s Global Exchanges Division training session on FIX Trading Protocol.
The essence of the FIX protocol and its place in the overall structure of network protocols, FIX message attributes and the internal data types of the protocol.
Operational Resilience in Financial Market InfrastructuresIosif Itkin
A4Q World Congress 13-16 April 2021
Iosif Itkin
Exactpro provides independent software testing services for mission critical technology that underpins global financial markets – exchanges and clearing houses. Half of the top 20 global exchange groups on all continents around the globe rely on processes, platforms and people from Exactpro to improve their quality and reliability. The company has spent the last 11 years studying operational resilience in this crucial sector. The presentation will outline the key principles for software testing of the systems that process hundreds of millions of orders per day with roundtrip latencies below one hundred microseconds.
20 Simple Questions from Exactpro for Your Enjoyment This Holiday SeasonIosif Itkin
Warmest wishes for a happy holiday season and a wonderful New Year!
We look forward to our continued collaboration in 2020. Thank you for your support.
QA-Financial Forum 2019 in New York
13 November
Iosif Itkin, CEO and co-founder
Elena Treshcheva, Business Development Manager and Researcher
An October 2019 survey by BoE and FCA found that ML in financial organizations has already passed an initial development phase, and the usage of live ML applications is about to dramatically increase over the next three years. Artificial Intelligence systems are used in market surveillance, they are providing intellectual analysis of news feeds, and they are an important part of the conversational agents facing users and helping them with their business needs from identity verification to trading and portfolio management. How to ensure that an AI-powered system is up to its task? And what would that mean from the software testing perspective?
EXTENT 2019: Exactpro Quality Assurance for Financial Market InfrastructuresIosif Itkin
On Complex Software Systems Testing — Alexey Zverev, co-CEO & co-founder, Exactpro
Software Testing and Machine Learning
Mind the Gap. Applying Process Mining
Learning from Failure is not just for Humans
Dancing with Whales. Adaptive Log Classification System
On Traceability and the Illusion of Control
Building Partnerships
Demystifying DLT Testing One Network at a Time
Get the MOST from FIX
Georgia on My Mind
Build Software to Test Software — Iosif Itkin, co-CEO & co-founder, Exactpro
ClearTH Test Automation Framework: Case Study in IRS & CDS Swaps Lifecycle Mo...Iosif Itkin
Synchronize Europe
18th June 2019
Iosif Itkin, co-CEO and co-founder, Exactpro
Using the ISDA CDM Swaps application, simultaneously execute multiple end-to-end scenarios for DAML applications in capital markets - validate with actual contract data on ledger.
EXTENT Talks 2019 Tbilisi: Failover and Recovery Test Automation - Ivan ShamraiIosif Itkin
Ivan Shamray, Senior NFT Analyst, Exactpro
20 April 2019 EXTENT Talks, Tbilisi, Georgia
Tbilisi QA Community
EXTENT Talks is a meeting place for IT specialists working in various industries and seeking professional growth, practitioners from IT firms, as well as Quality Assurance enthusiasts of all backgrounds interested in actively participating in local IT events.
EXTENT Talks QA Community Tbilisi 20 April 2019 - Conference OpenIosif Itkin
The document summarizes the agenda for the QA Community Tbilisi event on April 20, 2019 in Tbilisi, Georgia. The agenda included presentations on topics like principles of deep testing, quality in space, behavior driven development, test automation, and obstacles of software testing in Georgia. There was also information provided about Exactpro and their history, tools and methods for testing financial systems, and test automation for distributed ledger technology. The document encouraged participants to provide feedback and announced an upcoming prize drawing for those who engaged on the event's Facebook page.
User-Assisted Log Analysis for Quality Control of Distributed Fintech Applica...Iosif Itkin
The First IEEE International Conference On Artificial Intelligence Testing (2019 IEEE AITest)
Iosif Itkin, Anna Gromova, Anton Sitnikov, Elena Treshcheva, Rostislav Yavorskiy, Evgenii Tsymbalov, Andrey Novikov and Kirill Rudakov
1 Exactpro, UK, Georgia, USA, Russia
2 Skolkovo Institute of Science and Technology, Russia
3 Higher School of Economics, Russia
Speakers: Iosif Itkin, CEO and Co-Founder and Elena Treshcheva, Business Development Manager and Researcher - Exactpro
Exactpro provides software testing services for mission-critical technology that underpins global financial markets. Exactpro clients are regulated by FCA, Bank of England and their counterparts from other countries. During this session, Elena and Iosif will talk about end-to-end software testing for post-trade systems in financial market infrastructures. What are the key challenges in quality assurance at this scale? What kind of cognitive biases affect SDLC? How precise is the knowledge about the systems under test? What constitutes good test evidence? How to deal with complexity in regulated environments?
Behaviour Driven Development: Oltre i limiti del possibileIosif Itkin
The QA Financial Forum: Milan 2019
23 January at the Excelsior Hotel Gallia.
Anna-Maria Lukina, Exactpro Business Development Director
The QA Financial Forum: Milan is one of the leading fintech conferences in Italy. The event focuses on the latest achievements in software risk management and automation of software testing. The predominant theme of the Milan event will be Quality Assurance for the entire Software Development Life Cycle (SDLC).
The topics under discussion will feature:
- Technologies for Automation & AI
- DevOps & CI/CD
- Value Stream Management
- Test Data Management
- Regulatory Compliance
- App Security & DevSecOps
- Testing and quality assurance of Blockchain platforms
The official language of the event is Italian.
On 17th January 2018 Exactpro successfully completed a management buyout from London Stock Exchange Group (LSEG), signed a new multi-year master services agreement with LSEG, and opened its head office in London.
What else has happened in 2018?
I wanted to take the opportunity to reflect on what has been an unusual year for Exactpro.
Integration front to back - Mr. Custodian tear down that wall
The scope of the application level has been continuous extended over the years, albeit with a focus on the area of pre-trade and trade.
Recently, there has been an increased interest to move further into the area of post-trade which is predominantly driven by the ISO 20022 standard. Is there really a need for new FIX messages in areas such as payments and
what are the integration problems needing a resolution?
Panellists
- Iosif Itkin, CEO, Exactpro
- Jim Northey, Co-Chair Global Technical Committee, Americas Region, FIX Trading Community, Chair Elect, ISO TC68 Financial
Services Technical Committee, and Consultant and Industry Standards Liaison, Itiviti
- Barry Young, Director, Aladdin Product Manager, BlackRock
BDD. The Outer Limits. Iosif Itkin at Youcon (in Russian)Iosif Itkin
Exactpro is supporting the 3rd annual IT-conference YouCon to take place on 14th October in Saratov, Russia. Over 900 programmers, systems engineers and architects, software QA engineers, and marketing specialists will gather to discuss the latest trends in programming technology. It is the largest IT industry event in Saratov.
Iosif Itkin, CEO of Exactpro, part of London Stock Exchange Group, will deliver a "BDD. The Outer Limits" presentation named after Iosif's favorite Sci-Fi series.
The topics to be covered are:
Behavior Driven Development concepts
Applying BDD in trading and clearing systems
Specification by Example and using production data
Combining Model-based testing and BDD
The Outer Limits
There will be an opportunity to ask questions, share thoughts and expertise in BDD, or just chat with a representative at the Exactpro stand at any time during the event.
Don't miss out, stop by and ask how you can get your Exactpro souvenir :)
We look forward to meeting you there!
#Exactpro #Youconsaratov
Sibos 2017: Disruptive functional testing - the next frontier in post-trade s...Iosif Itkin
16 October 2017
Sibos Toronto
Presentation by Iosif Itkin, Exactpro CEO and co-founder
London Stock Exchange Group
Disruptive functional testing - the next frontier in post-trade systems verification
The operators of complex back office and post-trade systems interconnected by SWIFT and other communication protocols are trying to keep pace with the front office technology advances, rising data volumes and changing regulatory landscape. The industry actively adopts flexible development methodologies to speed up the software delivery process. What aspects of software quality are not covered by regular performance / failover testing and the agile development life cycle? Disruptive functional testing is a way to prepare your mission-critical infrastructure for any challenges the future may bring. Ideas for this presentation are drawn from our work with LCH, T2S, clearing and settlement systems worldwide.
Using Cluster Analysis for Characteristics Detection in Software Defect ReportsIosif Itkin
Anna Gromova and Olga Moskaleva, Exactpro Researchers, participated in the Sixth International Conference on Analysis of Images, Social Networks and Texts, AIST 2017
AIST is a conference on the Analysis of Images, Social Networks, and Texts. This year, it was held at Moscow Polytechnic University on June 27-29. The conference is intended for computer scientists and industry professionals whose research interests involve applications of data mining and machine learning techniques to various problem domains: image processing, analysis of social networks, and natural language processing. AIST boasts its interdisciplinary nature, bridging the gap between researchers and practitioners.
All research papers submitted to the conference went through a double-blind reviewing process and were reviewed by at least three program committee members. The accepted papers were presented by their authors on July 27 and 28.
Anna Gromova’s research on Using Cluster Analysis for Characteristics Detection in Software Defect Reports was among this year’s accepted papers. Anna, who is an Exactpro researcher, presented her work in the General Topics of Data Analysis section of the conference.
Anna’s research focuses on the metrics and predictions of defect reports. In her research paper, Anna explores the workings of how extended bug attribute analysis can effectively reveal software weaknesses and improve the testing strategy, and how machine learning techniques can facilitate the process of building an automated recommendation system for project managers and QA team leads. Such a system would help them get a better picture of the risks associated with software defects, as well as obtain more accurate information about a bug's lifecycle.
“In future, we are planning to build an automated recommendation system based on the cluster analysis of our defect reports. A system like that could be used by all QA team members to improve the existing processes of developing the testing strategies and plans”, says Anna Gromova, Exactpro Researcher.
Operational Resilience in Financial Market InfrastructuresIosif Itkin
A4Q World Congress 13-16 April 2021
Iosif Itkin
Exactpro provides independent software testing services for mission critical technology that underpins global financial markets – exchanges and clearing houses. Half of the top 20 global exchange groups on all continents around the globe rely on processes, platforms and people from Exactpro to improve their quality and reliability. The company has spent the last 11 years studying operational resilience in this crucial sector. The presentation will outline the key principles for software testing of the systems that process hundreds of millions of orders per day with roundtrip latencies below one hundred microseconds.
20 Simple Questions from Exactpro for Your Enjoyment This Holiday SeasonIosif Itkin
Warmest wishes for a happy holiday season and a wonderful New Year!
We look forward to our continued collaboration in 2020. Thank you for your support.
QA-Financial Forum 2019 in New York
13 November
Iosif Itkin, CEO and co-founder
Elena Treshcheva, Business Development Manager and Researcher
An October 2019 survey by BoE and FCA found that ML in financial organizations has already passed an initial development phase, and the usage of live ML applications is about to dramatically increase over the next three years. Artificial Intelligence systems are used in market surveillance, they are providing intellectual analysis of news feeds, and they are an important part of the conversational agents facing users and helping them with their business needs from identity verification to trading and portfolio management. How to ensure that an AI-powered system is up to its task? And what would that mean from the software testing perspective?
EXTENT 2019: Exactpro Quality Assurance for Financial Market InfrastructuresIosif Itkin
On Complex Software Systems Testing — Alexey Zverev, co-CEO & co-founder, Exactpro
Software Testing and Machine Learning
Mind the Gap. Applying Process Mining
Learning from Failure is not just for Humans
Dancing with Whales. Adaptive Log Classification System
On Traceability and the Illusion of Control
Building Partnerships
Demystifying DLT Testing One Network at a Time
Get the MOST from FIX
Georgia on My Mind
Build Software to Test Software — Iosif Itkin, co-CEO & co-founder, Exactpro
ClearTH Test Automation Framework: Case Study in IRS & CDS Swaps Lifecycle Mo...Iosif Itkin
Synchronize Europe
18th June 2019
Iosif Itkin, co-CEO and co-founder, Exactpro
Using the ISDA CDM Swaps application, simultaneously execute multiple end-to-end scenarios for DAML applications in capital markets - validate with actual contract data on ledger.
EXTENT Talks 2019 Tbilisi: Failover and Recovery Test Automation - Ivan ShamraiIosif Itkin
Ivan Shamray, Senior NFT Analyst, Exactpro
20 April 2019 EXTENT Talks, Tbilisi, Georgia
Tbilisi QA Community
EXTENT Talks is a meeting place for IT specialists working in various industries and seeking professional growth, practitioners from IT firms, as well as Quality Assurance enthusiasts of all backgrounds interested in actively participating in local IT events.
EXTENT Talks QA Community Tbilisi 20 April 2019 - Conference OpenIosif Itkin
The document summarizes the agenda for the QA Community Tbilisi event on April 20, 2019 in Tbilisi, Georgia. The agenda included presentations on topics like principles of deep testing, quality in space, behavior driven development, test automation, and obstacles of software testing in Georgia. There was also information provided about Exactpro and their history, tools and methods for testing financial systems, and test automation for distributed ledger technology. The document encouraged participants to provide feedback and announced an upcoming prize drawing for those who engaged on the event's Facebook page.
User-Assisted Log Analysis for Quality Control of Distributed Fintech Applica...Iosif Itkin
The First IEEE International Conference On Artificial Intelligence Testing (2019 IEEE AITest)
Iosif Itkin, Anna Gromova, Anton Sitnikov, Elena Treshcheva, Rostislav Yavorskiy, Evgenii Tsymbalov, Andrey Novikov and Kirill Rudakov
1 Exactpro, UK, Georgia, USA, Russia
2 Skolkovo Institute of Science and Technology, Russia
3 Higher School of Economics, Russia
Speakers: Iosif Itkin, CEO and Co-Founder and Elena Treshcheva, Business Development Manager and Researcher - Exactpro
Exactpro provides software testing services for mission-critical technology that underpins global financial markets. Exactpro clients are regulated by FCA, Bank of England and their counterparts from other countries. During this session, Elena and Iosif will talk about end-to-end software testing for post-trade systems in financial market infrastructures. What are the key challenges in quality assurance at this scale? What kind of cognitive biases affect SDLC? How precise is the knowledge about the systems under test? What constitutes good test evidence? How to deal with complexity in regulated environments?
Behaviour Driven Development: Oltre i limiti del possibileIosif Itkin
The QA Financial Forum: Milan 2019
23 January at the Excelsior Hotel Gallia.
Anna-Maria Lukina, Exactpro Business Development Director
The QA Financial Forum: Milan is one of the leading fintech conferences in Italy. The event focuses on the latest achievements in software risk management and automation of software testing. The predominant theme of the Milan event will be Quality Assurance for the entire Software Development Life Cycle (SDLC).
The topics under discussion will feature:
- Technologies for Automation & AI
- DevOps & CI/CD
- Value Stream Management
- Test Data Management
- Regulatory Compliance
- App Security & DevSecOps
- Testing and quality assurance of Blockchain platforms
The official language of the event is Italian.
On 17th January 2018 Exactpro successfully completed a management buyout from London Stock Exchange Group (LSEG), signed a new multi-year master services agreement with LSEG, and opened its head office in London.
What else has happened in 2018?
I wanted to take the opportunity to reflect on what has been an unusual year for Exactpro.
Integration front to back - Mr. Custodian tear down that wall
The scope of the application level has been continuous extended over the years, albeit with a focus on the area of pre-trade and trade.
Recently, there has been an increased interest to move further into the area of post-trade which is predominantly driven by the ISO 20022 standard. Is there really a need for new FIX messages in areas such as payments and
what are the integration problems needing a resolution?
Panellists
- Iosif Itkin, CEO, Exactpro
- Jim Northey, Co-Chair Global Technical Committee, Americas Region, FIX Trading Community, Chair Elect, ISO TC68 Financial
Services Technical Committee, and Consultant and Industry Standards Liaison, Itiviti
- Barry Young, Director, Aladdin Product Manager, BlackRock
BDD. The Outer Limits. Iosif Itkin at Youcon (in Russian)Iosif Itkin
Exactpro is supporting the 3rd annual IT-conference YouCon to take place on 14th October in Saratov, Russia. Over 900 programmers, systems engineers and architects, software QA engineers, and marketing specialists will gather to discuss the latest trends in programming technology. It is the largest IT industry event in Saratov.
Iosif Itkin, CEO of Exactpro, part of London Stock Exchange Group, will deliver a "BDD. The Outer Limits" presentation named after Iosif's favorite Sci-Fi series.
The topics to be covered are:
Behavior Driven Development concepts
Applying BDD in trading and clearing systems
Specification by Example and using production data
Combining Model-based testing and BDD
The Outer Limits
There will be an opportunity to ask questions, share thoughts and expertise in BDD, or just chat with a representative at the Exactpro stand at any time during the event.
Don't miss out, stop by and ask how you can get your Exactpro souvenir :)
We look forward to meeting you there!
#Exactpro #Youconsaratov
Sibos 2017: Disruptive functional testing - the next frontier in post-trade s...Iosif Itkin
16 October 2017
Sibos Toronto
Presentation by Iosif Itkin, Exactpro CEO and co-founder
London Stock Exchange Group
Disruptive functional testing - the next frontier in post-trade systems verification
The operators of complex back office and post-trade systems interconnected by SWIFT and other communication protocols are trying to keep pace with the front office technology advances, rising data volumes and changing regulatory landscape. The industry actively adopts flexible development methodologies to speed up the software delivery process. What aspects of software quality are not covered by regular performance / failover testing and the agile development life cycle? Disruptive functional testing is a way to prepare your mission-critical infrastructure for any challenges the future may bring. Ideas for this presentation are drawn from our work with LCH, T2S, clearing and settlement systems worldwide.
Using Cluster Analysis for Characteristics Detection in Software Defect ReportsIosif Itkin
Anna Gromova and Olga Moskaleva, Exactpro Researchers, participated in the Sixth International Conference on Analysis of Images, Social Networks and Texts, AIST 2017
AIST is a conference on the Analysis of Images, Social Networks, and Texts. This year, it was held at Moscow Polytechnic University on June 27-29. The conference is intended for computer scientists and industry professionals whose research interests involve applications of data mining and machine learning techniques to various problem domains: image processing, analysis of social networks, and natural language processing. AIST boasts its interdisciplinary nature, bridging the gap between researchers and practitioners.
All research papers submitted to the conference went through a double-blind reviewing process and were reviewed by at least three program committee members. The accepted papers were presented by their authors on July 27 and 28.
Anna Gromova’s research on Using Cluster Analysis for Characteristics Detection in Software Defect Reports was among this year’s accepted papers. Anna, who is an Exactpro researcher, presented her work in the General Topics of Data Analysis section of the conference.
Anna’s research focuses on the metrics and predictions of defect reports. In her research paper, Anna explores the workings of how extended bug attribute analysis can effectively reveal software weaknesses and improve the testing strategy, and how machine learning techniques can facilitate the process of building an automated recommendation system for project managers and QA team leads. Such a system would help them get a better picture of the risks associated with software defects, as well as obtain more accurate information about a bug's lifecycle.
“In future, we are planning to build an automated recommendation system based on the cluster analysis of our defect reports. A system like that could be used by all QA team members to improve the existing processes of developing the testing strategies and plans”, says Anna Gromova, Exactpro Researcher.
1. Высокопроизводительный генератор нагрузки
для тестирования систем автоматизированной
торговли
Дмитрий Гурьев, Мария Гай, Иосиф Иткин, Александр Терентьев
Exactpro Systems, Саратовский гос. тех. университет имени Гагарина
2. 2
Сотни миллионов заявок в день
Десятки тысяч заявок в секунду
Двузначное количество серверов в ЦОД
Миллисекундные всплески
Ограничения масштабируемости
Выделенные подключения
Фазовые переходы
Времена отклика в 3000 раз быстрее
мгновения ока
Системы автоматизированной торговли
10. 10
Нельзя просто взять и
проиграть записанные данные
Нельзя просто взять и
использовать заготовленные
тестовые сценарии
Нельзя просто вести стрельбу и
не обрабатывать обратный поток
данных
Ограничения трейдинговых систем
Нельзя просто взять и поставить много серверов
11. 11
Конфигурационный файл
#Конфигурационный файл с настройками сессий:
CONNECTIONS_CONFIG = fixConnections.cfg
#Указание используемых сессий из файла с сессиями:
CONNECTIONS_RANGE = 1-3, 5, 7-
#Файл с заготовками сообщений:
MESSAGE_TEMPLATES = fixMessageTemplates.dat
#Файл с распределением по сообщениям:
MESSAGE_RATES = messageRates.cfg
#Последовательность действий до начала теста:
INIT_CONFIG = connect(100ms), logon(3s)
#Конфигурация нагрузки:
LOAD_CONFIG = const(1000,5m), const(100000,10ms), const(1000,5m)
#Задается постоянная нагрузка 1000 сообщений в секунду
#на протяжении 5-и минут.
#Количество повторений нагрузочного сценария, заданного
#параметром LOAD_CONFIG:
NUMBER_REPETITIONS = 10
#Последовательность действий после окончания теста:
SHUTDOWN_CONFIG = logout(1s), disconnect(10ms)
#Последовательность действий при внезапном обрыве
#соединения
ON_RECONNECT_CONFIG = connect(10ms), logon(3s)
#Флаг на выполнение действий, указанных в
#ON_RECONNECT_CONFIG при обрыве соединения:
HOLD_CONNECTION = 1
#Если значение = 0, действия в ON_RECONNECT_CONFIG не
#выполняются, и соединение не восстанавливается.
#Время задержки между авторизацией сессий в миллисекундах
LOGON_INTERVAL = 1000
12. 12
Поток выполнения генератора открытого цикла посылает
сообщения со скоростью 75к сообщений в секунду с
одного ядра
Цикл обратной связи требует еще одного ядра
Этот уровень нагрузки достаточен для любой системы по
электронной торговле акциями
Центральный контроллер также маштабируется по ядрам
на одной машине
Характеристики производительности