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.