extent3 exactpro testing_of_hft_gui
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(High Frequency Trading Graphical User Interface)
How to test it…
Testing of HFT GUI
EXTENT Conference April 13, 2012, Kostroma, Russia
Trading Client
PricePRICE SIZE SIDE
So…
60Hz and 24 frame per sec
>100 M orders per day
>1000 updates per second
Human and machine view on the picture during HFT
60Hz and 24 frame per sec
>1000 updates per second
>100 M orders per day
There is no way to check manually
• Trading environment
• Read data from the GUI of application
No additional operations for decoding data
Do not guarantee the receipt of information on any interface;
High load on the CPU and memory
Need a high speed storage device;
Need to recognize useful information from bitmaps; Miss some parts of data; Applicable to all interfaces; Fast and reliable
• Terminal servers
• Windows controls
• Video card driver
• Hooks
• Microsoft Detours
Detours is a library for instrumenting arbitrary Win32 functions on x86, x64, and IA64 machines. Detours intercepts Win32 functions by rewriting the in-memory code for target functions. The Detours package also contains utilities to attach arbitrary dynamic-link libraries (DLLs) and data segments (called payloads) to any Win32 binary.
SetDIBitsForDevice function
http://research.microsoft.com/en-us/projects/detours/
• Our algorithm
• Comparison
ComparisonLog file withMD flow
MD analyzer
Batchconverter
Folder withscreens
OrdersBooks
Sequences
OrdersBooks
Sequences
• Feedback from real application testing
QUESTIONS ARE
WELCOME
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