Miami International Securities Exchange, LLC

Matthew Rotella

David Lehmann

Douglas Schafer

Paul Fost

Muna Tang

Kevin Mueller

Vinay Rao

Ilya Shnayder

Anatoly Khusid

Ganesh Chittimalla

Matthew Mintel

Srinivas Nimma

Bharat Karia

Greg Miller

David Seidman

Amy Neiley

Robert Straub

Marc Hampshire

David Blackman

Oleksandr Brezitskyy

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.

Systems and methods for testing a financial trading system

An electronic trading platform performs trading of one or more types of financial instruments and includes at least one cloud providing at least one independent trading environment executed by a server. The at least one cloud includes a plurality of instances of an express interface application executed by the server and configured to receive interests in the financial instruments. The plurality of instances of the express interface application are configured to write the interests to a shared memory on the server. A matching engine, executed by the server, is configured to continuously poll the shared memory, read the interests written by the plurality of instances of the express interface application, analyze the read interests to determine if there is a matching contraside interest and allocate matching interests based on at least one allocation rule.

Electronic trading platform and method thereof

Growing community of inventors

West Chester, PA, United States of America

Matthew Rotella