Match engine testing system
A symbolic modeling language for trade matching providers techniques to describe the specialized operations of a match engine in a form that can be understood by business analysts and readily translated into program code and test cases by developers and testers. Associated techniques for calculating implied markets and testing can expedite match engine development, testing and maintenance.
1. A system for testing a match engine comprising:
a terminal that includes at least one processor programmed to generate one or more testing scenarios using a match engine modeling language, each of the one or more testing scenarios comprising a set of match engine modeling language expressions, wherein the match engine modeling language comprises a concrete syntax including visual symbols, an abstract syntax defining how rules can be combined, and a syntactic mapping through which expressions in the match engine modeling language are associated with expressions in another programming syntax;
a scenarios data store that stores the one or more testing scenarios generated by the terminal;
a syntactic mapper coupled to the scenarios data store and that includes a processor programmed to convert the one or more testing scenarios from the match engine modeling language to a markup language;
a markup language data store that stores the converted one or more testing scenarios converted by the syntactic mapper;
a match engine that includes a processor programmed to receive at least one of the one or more converted testing scenarios from the markup language data store and determine a match engine state based thereon;
a markup language data processor programmed to receive the at least one of the one or more converted testing scenarios from the markup language data store and determine a data processor state based thereon; and
a comparator that includes a processor programmed to compare the match engine state to the data processor state, wherein a matched result from the comparator corresponds to match engine operation passing the at least one of the one or more converted testing scenario.
2. The system of claim 1 wherein the comparator is programmed to generate test results and transmit the test results to the terminal.
3. The system of claim 1 wherein the match engine modeling language is a domain specific visual modeling language.
4. The system of claim 1 wherein the markup language is XML.
5. The system of claim 1 , wherein the syntactic mapper and comparator are implemented with the same processor.
6. The system of claim 1 , wherein the syntactic mapper, comparator and a markup language data processor are implemented with the same processor.
7. The system of claim 1 , wherein the processor of the terminal is programmed to generate a grid for entering trades using the match engine modeling language.