Distributed Trading

1
Distributed Trading

• SWE 622
• Spring 2009

2
Group Members

• Dave Johnson
• Akhil Pathania
• Sohrab Rezvan
• Nick Ton

3
Overview

• Prototype Design
• Description of Experiments
• Implementation and Evaluation Plan

4
Prototype Design

• Peer to Peer Technology,
• Asynchronous Messaging

5
Design Features

• Configuration Files
• Trader name, address, and port for trader (self)
  and any number of exchanges
• Exchange name, address, and port for self
• Data Exchange Format
• Registration messages between traders and
  exchanges time in milliseconds, exchange name,
  registration, trader id, trader port, 0
• Buy / Sell messages to exchange time in
  milliseconds, exchange name, buy/sell, product,
  quantity, price
• Berkley Algorithm for time agreement

6
Program FlowTrader
7
Program FlowExchange
8
Class View
9
Session Management
10
Description of Experiments
11
Experiments

• Test for different fault conditions
• exchange failure (including latency and disk
  storage)
• trader failure (including latency and disk
  storage)
• trader session resumption
• exchange session resumption

12
Experiments (contd)

• Test implementation between one exchange and one
  trader
• Clock skew and average latency during various
  transactions
• Test implementation between one exchange and
  multiple traders
• Clock skew and average latency during various
  transactions

13
Implementation and Evaluation Plan
14
Implementation

• Programming divided among four team members
• Eclipse IDE
• Zoho.com for file sharing and project management
  support
• Local network with four laptops and switch to
  test latency

15
Evaluation

• Scalability of traders vs exchanges (11 vs n1)
• Analysis with timestamps transmitted with
  messages
• Analysis with Ethereal (including latency of
  echoes, latency of failures, clock skew, and
  network latency)
• Transfer exchange and trader data structures to
  text files to estimate memory used