Systems and methods for testing a financial trading system

摘要

A method is provided for testing a trading system having a verification subsystem and trading environments. Each of the environments has a network interface, memory, and a matching engine executed by a processor. The method includes retrieving, by the verification subsystem, at least one defined use case. Each defined use case includes command lines. The method also includes parsing the command lines based on defined parsing rules to produce parsed command lines. Each parsed command line includes a verb specifying financial transactions. Each parsed command line also includes data fields. The method further includes mapping the verb and fields of each command line based on defined mapping relationships to generate a test case. The method also includes executing the test case to generate messages to be executed by the trading system. The method also includes reading parameters of the trading system for comparison to specified validation values.

主权项

1. A method for testing a computerized trading system having a verification subsystem and one or more trading environments for performing trading of financial instruments, each of the trading environments having a communication network interface, storage memory, and a matching engine executed by a processor, the method comprising:
defining at least one use case, the at least one use case comprising one or more command lines, the at least one use case specifying at least one generic actor and at least one generic financial product; retrieving, by the verification subsystem, the at least one defined use case; parsing, by the verification subsystem, the command lines based on predefined parsing rules to produce parsed command lines, each parsed command line comprising a verb specifying at least one financial transaction and each parsed command line further comprising one or more fields, each field containing a parameter of the at least one specified financial transaction; processing, by the verification system, the parsed command lines based on dynamic configurations of the trading system, the dynamic configurations comprising at least one of:(i) settings associated with each of a plurality of operational modes of the trading system, and(ii) settings associated with entitlements for entities trading through the trading system, wherein the processing comprises:
mapping the verb and fields of each command line based on predefined mapping relationships; and specifying, at least one registered user of the trading system and at least one predetermined financial product currently trading on the trading system; generating, by the verification subsystem, a test case based on the processing, wherein the generating comprises:
substituting, the at least one registered user for the at least one generic actor and the at least one predetermined financial product for the at least one generic product; executing, by the verification subsystem, the test case, the executing comprising producing one or more messages to be executed by the trading system and one or more validations to be performed, wherein the executing of the test case further comprises:
transmitting, by the verification subsystem, the messages which are executed in the one or more trading environments of the trading system;reading, by the verification subsystem, outputs of the trading system specified by the validations; andevaluating the read outputs based on values specified in the validations.