High-performance load generator for high-frequency trading systems verification

The growing volume of orders generated by HFT (high-frequency trading) systems has posed the challenge of conducting exchange and brokerage systems testing in production-like environments. Specialized testing tools are used to ensure quality of high-load trading systems with high availability. The main requirement for such tools is that they should be capable of creating realistic, high loads using limited hardware infrastructure. The article describes a load injection tool developed for testing automated trading systems and an approach that ensures high performance. The tool is used when throughput and response times of large-scale exchange and brokerage platforms, the backbone of the technological infrastructure of financial markets, are measured.