60 likes | 228 Views
FX Trading Platform. BANK/BROKER. Entitlement , Trades. DMZ Servers + Streaming Servers. Pricing Engines /Settlements. Streaming Prices /Trade Confirms . External Pricing Sources. Simulated Users , Listeners, Trade Resquests. Rate of Traffic & Connections .
E N D
FX Trading Platform BANK/BROKER Entitlement , Trades DMZ Servers + Streaming Servers Pricing Engines /Settlements Streaming Prices /Trade Confirms External Pricing Sources Simulated Users , Listeners, Trade Resquests Rate of Traffic & Connections Messaging System Latency Pricing Provider Timestamps PERFORMANCE ENGINEERING WORKFLOW As the Trade responses will be Asynchronously sent back at a later time. Roundtrips response time should be Rate of Trades Latency of Trade price Streaming System Pricing System response
FX Trading Platform BANK/BROKER MainFrame / DB2 Oracle RAC TOMCAT APP SERVERS APACHE WEB SERVERS UNIVERSAL MESSAGING (Messaging Server) WEB TRAFFIC(SWF,IMG,HTML) AUTHENTICATION/PROVISIONING Entitlement , Trades STEP 1 Streaming Prices /Trade Confirms JAVA APPLICATION Python Engines + Hydra DB Cloud External Pricing Sources END USERS 1. Browser 2. Desktop Application 3. Mobile STEP 2 Simulated Users , Listeners, Trade Requests Rate of Traffic & Connections Messaging System Latency Pricing Provider Timestamps PERFORMANCE ENGINEERING WORKFLOW As the Trade responses will be Asynchronously sent back at a later time. Roundtrips response time should be Rate of Trades Latency of Trade price Streaming System Pricing System response STEP 1 Constitutes Authentication & Provisioning the End client with information on Messaging/Streaming data location and mode STEP 2 Client Data streams , Trade Data , Settlement data are all delivered via a Messaging data platform (Universal Messaging) to achieve guaranteed message delivery. As Universal Messaging maintains a open connection to the end client throughout the session considerable network performance gains are achieved.
FX Trading Platform BANK/BROKER MainFrame / DB2 Oracle RAC TOMCAT APP SERVERS APACHE WEB SERVERS UNIVERSAL MESSAGING (Messaging Server) WEB TRAFFIC(SWF,IMG,HTML) AUTHENTICATION/PROVISIONING Entitlement , Trades STEP 1 Streaming Prices /Trade Confirms JAVA APPLICATION Python Engines + Hydra DB Cloud External Pricing Sources END USERS 1. Browser 2. Desktop Application 3. Mobile STEP 2 Simulated Users , Listeners, Trade Requests Rate of Traffic & Connections Messaging System Latency Pricing Provider Timestamps PERFORMANCE ENGINEERING WORKFLOW As the Trade responses will be Asynchronously sent back at a later time. Roundtrips response time should be Rate of Trades Latency of Trade price Streaming System Pricing System response STEP 1 Constitutes Authentication & Provisioning the End client with information on Messaging/Streaming data location and mode STEP 2 Client Data streams , Trade Data , Settlement data are all delivered via a Messaging data platform (Universal Messaging) to achieve guaranteed message delivery. As Universal Messaging maintains a open connection to the end client throughout the session considerable network performance gains are achieved. USAGE PATTERN Global Usage 4000 users , NA – 2000 users , EMEA 2000 & APAC 1000 users Users expected to ramp up within 45 minutes in each region , and stay on the system for 8-10 hours with Streaming on SLA Launch should be ~ 8 seconds (with 15 CCY pairs) Streaming prices 99.5 % quotes should be less than 350 milliseconds Trade round trip 99.5 % < 1.5 seconds (Settled within Bank)