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JOURNALS // Sistemy i Sredstva Informatiki [Systems and Means of Informatics] // Archive

Sistemy i Sredstva Inform., 2014 Volume 24, Issue 2, Pages 67–82 (Mi ssi345)

High-performance load generator for high-frequency trading systems verification

D. K. Gurieva, M. A. Gaib, I. L. Itkinc, A. A. Terentieva

a ``ITS-EXPERT'', LLC, 38/114 Vavilov Str., Saratov 410012, Russian Federation
b ``ITS-EXPERT'', LLC, 20A/4 Yuzhnoportovy Proyezd 2nd, Moscow 115088, Russian Federation
c ``Exactpro Systems'', LLC, 4040, Civic Center Drive, Suite 200, San Rafael, CA, USA

Abstract: The growing volume of orders generated by HFT (high-frequency trading) systems has posed the challenge of conducting exchange and brokerage systems testing in production-like environments. Specialized testing tools are used to ensure quality of high-load trading systems with high availability. The main requirement for such tools is that they should be capable of creating realistic, high loads using limited hardware infrastructure. The article describes a load injection tool developed for testing automated trading systems and an approach that ensures high performance. The tool is used when throughput and response times of large-scale exchange and brokerage platforms, the backbone of the technological infrastructure of financial markets, are measured.

Keywords: test automation; trading systems; HiVAT.

Received: 07.02.2014



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