Domain Specific Languages for automated testing of equity order management systems and trading machines

by Doug Finke on June 13, 2009

in DSL, FIX Messaging, Oslo

It tends to be fairly cumbersome to create test scenarios for simulating market behavior for testing trading strategies

A DSL using the "Oslo" toolset that is capable of expressing order generation and responses from a range of market behaviors in terms of FIX messages in a dialect suitable for use by traders and financial engineers

Slide deck HERE, Video HERE

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Domain Specific Languages for automated testing of FIX messaging | Base Six
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