Match Engine Testing System

摘要

A symbolic modeling language for trade matching providers techniques to describe the specialized operations of a match engine in a form that can be understood by business analysts and readily translated into program code and test cases by developers and testers. Associated techniques for calculating implied markets and testing can expedite match engine development, testing and maintenance.

主权项

1. A system for testing a match engine comprising:
a match engine computing system configured to match orders and having an input port for receiving data corresponding to instructions and an output port for transmitting first result data, the result data comprising the results of processing instructions; a testing sub-system comprising:
a user interface for receiving a trading scenario in a visual language, the visual language being governed by a rule set;a first processor coupled to the interface for converting the trading scenario to instructions corresponding to the trading scenario in a second language;a communication resource coupled to the input port of the match engine computing system for transmitting the instructions to match engine computing system and further coupled to the output port of the match engine computing system for receiving the first result data;a second processor for processing the instructions according to the rule set of the visual language and generating second result data;a comparator for comparing the first result data to the second result data.