High Performance Load Generator for Automated Trading Systems Testing

High Performance Load Generator for Automated Trading Systems Testing

Abstract—The growing volume of orders generated by HFT (high-frequency trading) systems has posed a 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. This article describes a load injection tool developed for testing automated trading systems and an approach that ensures high performance.

Paper authors:

D.K. Guriev, Exactpro, LSEG

A.A. Terentyev, Yuri Gagarin State Technical University of Saratov

M.A. Gai, Exactpro, LSEG

I.L. Itkin, Exactpro, LSEG