Download - 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
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Trading Client
PricePRICE SIZE SIDE
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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
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There is no way to check manually
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• Trading environment
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• 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
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• 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/
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• Our algorithm
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• Comparison
ComparisonLog file withMD flow
MD analyzer
Batchconverter
Folder withscreens
OrdersBooks
Sequences
OrdersBooks
Sequences
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• Feedback from real application testing
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QUESTIONS ARE
WELCOME