Abstract:
Methods and apparatus in a computer for automatically testing computer programs involve opening a predefined graphical user interface (GUI) on a screen of the computer; loading a set of program script instructions from a script database in communication with the computer that is associated with the predefined GUI; reading a loaded set of program script instructions; retrieving, based on the loaded set, data and at least one image object corresponding to the predefined GUI from a data and image object database in communication with the computer; taking a screenshot of the predefined GUI that includes at least one image object of the predefined GUI; determining whether an image object in the screen shot matches an image object retrieved from the data and object image database; and if a target position on the screen of the matching image object based on data retrieved from the data and image object database, and activating a control function adapted to control the predefined GUI based on the loaded set of program script instructions and the target position.
Abstract:
The present invention relates to methods, a system, a computer apparatus, computer readable mediums and computer program products for electronic trading systems. The method comprises the steps of: receiving a transaction message including data of a first type at a receiving gateway; obtaining route information comprising instructions regarding at least one algorithm component to be used for processing the message of a plurality of algorithm components; calling the at least one algorithm component included in the route information; processing the message in the at least one component in order to output data of a defined output type of the component. Furthermore, the invention relates to a graphical user interface enabling an operator to create processing chains including algorithm components
Abstract:
Methods and apparatus in a computer for automatically testing computer programs involve opening a predefined graphical user interface (GUI) on a screen of the computer; loading a set of program script instructions from a script database in communication with the computer that is associated with the predefined GUI; reading a loaded set of program script instructions; retrieving, based on the loaded set, data and at least one image object corresponding to the predefined GUI from a data and image object database in communication with the computer; taking a screenshot of the predefined GUI that includes at least one image object of the predefined GUI; determining whether an image object in the screen shot matches an image object retrieved from the data and object image database; and if a target position on the screen of the matching image object based on data retrieved from the data and image object database, and activating a control function adapted to control the predefined GUI based on the loaded set of program script instructions and the target position.
Abstract:
The present invention relates to methods, a protocol, computer readable mediums and computer program products for establishing backward compatibility and forward compatibility of protocols used for communication between subsystems of an electronic trading system (10) having different software versions. The inventive method comprises the steps of: including a header containing generic packaging information including a table of protocol mismatch in each message for internal communication between the subsystems; and including content of each version in a separate sub-packet of the message, thereby allowing a receiving subsystem to unpack up to a certain version of the subsystem.
Abstract:
The present invention relates to methods, a system, computer readable mediums and computer program products for preventing overload of a network server (16a) of an electronic trading system (10). The inventive method comprises the steps of: monitoring (30) a resource utilization of the server (16a) by means of a number of parameters indicating the resource utilization; determining (32) whether the resources are over-utilized; and if it is determined that the resources are over-utilized, introducing (34) a throttling of the incoming transaction flow by delaying the incoming transactions a predetermined period of time.
Abstract:
The present invention relates to methods, a system, computer readable mediums and computer program products for recovering an application state of an electronic trading system including a first server and a second server after a fail of both of the servers, wherein the first server functions as a primary server for receiving incoming messages of the system and the second server as a secondary server during operation of the system, wherein each incoming message is processed in both servers. The method comprises the steps of: initiating a recovery procedure after a fail of both servers by restarting the first server and the second server; identifying the last message of respective server; and selecting a server as the primary server on basis of the latest messages.
Abstract:
An automated trading system, comprising an interface for receiving a plurality of orders comprising bid orders and ask orders; and a trading module for matching the bid orders and the ask orders, the trading module comprising a memory for storing the plurality of orders, a subset sum module configured to find the subset sums of the bid orders and the subset sums of the ask orders of the plurality of orders; and an order matching module for matching a combination of bid orders to a combination of ask orders based on the subset sums for the bid orders and the subset sums of the ask orders, wherein the subset sum module is configured to find the subset sums of a set of orders by considering a first set of orders, determining the subset sums of the first set of orders, considering a second set of orders wherein the second set of orders comprises at least one more order than the first set of orders and determining the subset sums of the second set of orders by using the determined subset suns of the first set of orders.
Abstract:
A risk assessment system comprising: memory for storing information about positions belonging to a portfolio of financial instruments, the portfolio comprising at least one or more orders that have been accepted but not matched; and a control arrangement configured to receive information about a new order associated with the portfolio, carry out a risk assessment for the new order based on the information about the new order, information about any trades in the portfolio and information about the one or more accepted orders, and determine whether to accept the new order based on the risk assessment.
Abstract:
A method and an electronic trading system is disclosed for processing orders in a series of intervals. Receiving means of the electronic trading system receives orders in electronic messages via a communications network during a series of intervals, and processing means of the electronic trading system processing each order after the end of an interval during which the order was received. The length of the intervals of the series of intervals is selected by the processing means to vary between consecutive intervals.
Abstract:
In an auction order display, the market is displayed on a screen where bids and offers are displayed along two lines. The corresponding bid and offer prices are, for example, in two columns, with the offer and bid columns displayed side by side, and the corresponding bid and offer prices aligned. In that way, a trader can instantly get a view of the current market, and decisions can be made more quickly.