This paper is an experience report on replaying full trading day production log files for dynamic verification of securities exchange matching engines. Three types of test automation tools developed in-house are described along with their characteristics. The paper analyzes various approaches to reproduce processes and scenarios observed in the systems during their production usage. The applicability and limitations of these approaches are also considered. The authors point out that for most complex distributed real-time trading systems it is extremely difficult to obtain an identical behavior using production logs replay via external gateways. It might be possible to achieve this by implementing additional instrumentation inside the exchange system’s core. The authors assume however that such an intrusion has limited value and should not be prioritized
over other, more appropriate, test design methods for testing such systems.
Pavel Protsenko, Account Management, Exactpro
Anna Khristenok, Head of NFT, Exactpro
Anna-Maria Lukina, QA Team Lead, Exactpro
Andrey Alexeenko, QA Team Lead, Exactpro
Tatiana Pavlyuk, NFT QA Team Lead, Exactpro
Iosif Itkin, CEO, Exactpro