Верификация технологических платформ Лондонской фондовой биржи

Open Access Quality Assurance & Related Software Development for Financial Markets Tel: +7 495 640 24 60 , +1 415 830 38 49www.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 49www.exactpro.com

Иосиф Иткин, Exactpro CEO, London Stock Exchange Group8 октября 2016

http://www.exactpro.com/





http://exactpro.com/


Exactpro Systems

Page 2

• A specialist firm focused on functional and non functionaltesting 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 hasexperienced significant growth as satisfied clients requiremore services; now employing over 400 specialists







London Stock Exchange Group

Trading 23.3%Clearing 33.8%Information 36.5%Technology 5.7%







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







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








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.














Clearing







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







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







Характеристики биржевой системы

“There are three ways to make a living in this business: be first, be smarter, or cheat”







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







Компоненты биржевой системы







Компоненты биржевой системы







Automated testingCompares intended and received results

Automated end 2 end clearing system testing

Automated monitoring, analysis and reporting

75K messages / second from a single CPU coreMeasures latencies in microsecond range

A variety of algoes simulating end-clients will run and see how system performs

Build Software to Test Software







Инструменты для Тестирования

Execute a test regression and make it: as extensive as possibleas efficient as possible







A set of Minirobots Algorithms allowing to perform a complete test regression of a trading system within a few hoursAll Robots work concurrently against the test environmentRobots are independent from each other, and their actions are based on current conditions on the order booksRobots use an abstract Test Library and their main goal is to cover all test cases within the library

Инструменты для Тестирования







Нагрузочное Тестирование

System Under Test

ProductionConnectivity

Test Tools

Infrastructure:≈ 10 - 100 servers

infrastructure:thousands of servers

infrastructure:1 - 4 servers





















Измерение Задержек







Измерение Задержек







Нефункциональное Тестирование







Тестирование Алгоритмов







• 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, RussiaFind 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






http://www.tmpaconf.org/


Офис в Саратове

ул. Рабочая, д.145А (12 этаж)







Toronto

New YorkTysons Corner

Montreal

Portland

Seattle

Dubai

Colombo

Johannesburg

Sydney

Singapore

Hong Kong

Moscow

Oslo

ParisMilan

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







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






http://www.extentconf.com/