Ярмарка вакансий, Саратовский государственный университет имени Н.Г. Чернышевского, 23.04.2015. Иосиф Иткин, Exactpro Systems exactpro.com

2. Разработка и тестирование для
высоконагруженных трейдинговых систем

6. Main Technology and libraries:
• server, data processing, distributed systems
• java, c++, c#, javascript, Perl, bash
• Linux, Windows
• winapi, posix
• FPGA, System Verilog
Business Areas:
• Test Automation and Verification Tools
• Markets and Post Trade Simulators
• Monitoring and surveillance for trading
systems and exchanges
• Trading and Brokerage Front End Systems
• Algo Trading and Market Data
• Trading and Market Data gateways
Methodologies:
• agile, scrum, DevOps
• rapid delivery to end users
• continuous integration
Instruments:
• git, svn
• eclipse, visual studio
• Jenkins
• visual vm, valgrind
Web: html5, AJAX, JSF, ExtJS, JQuery, Tomcat, Play Framework
Distributed: Tibco RV, UMQ, ZeroMQ, RabbitMQ, akka, Boost Asio
DB: MySql, Postgres, Oracle DB, LevelDB, Hibernate
Communication protocols and APIs: FIX, ITCH, Reuters Foundation API, QuantHouse

7. ClearTH:
• Post-Trade testing tool
• Verifies each stage of the DLC
• Integrated schedule
• Automated matrices
• Can create multiple days test
scenarios
• Concurrent multiple tests
• Integrated simulators
• SWIFT ISO protocol support
Minirobots:
• Executes multithreaded java code
• Complexity of test algorithms is defined by
the test developer
• Supports multiple client fix connections, order
entry and market data via FIX
• Can use GUI to iterate through sent and
received messages
Dolphin:
• Model-based testing of market
surveillance systems
• Production-scale capacity and throughput
• Interactive real-time alerts and reports
Shsha:
• Post-transactional tool
• Analyzes clients' activity and forecasts system
response
• Parses and displays logs in a user-friendly way
• Parses messages and then puts each to a data
base table where each column corresponds to
each message field
• Allows making summarized reports, etc
• Easy to understand GUI
Load Injector:
• Simulates multiple client connections with a specified load shape for each
connection or a group of connections
• Up to 75K messages / second from a single CPU core
• Measures latencies in microsecond range
• Performance test reports
Sailfish:
• Can test Order Entry, Market Data and Post Trade
connections in one test scenario
• Each test scenario is independent
• Allows running test scripts in any sequence
• Simulation of multiple user connections
• Server simulators
• All messages are stored into a data base
• Generates test reports

10. Командировки

12. http://www.tmpaconf.org
Научно-исследовательская работа

13. Спасибо
Офис 401, 38/114, БЦ Ковчег
ул. Вавилова
+7 (8452) 338-908
http://www.exactpro.com