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DMZ Servers + Streaming Servers Pricing Engines /Settlements BANK/BROKER FX Trading Platform External Pricing Sources Streaming Prices /Trade Confirms.

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Presentation on theme: "DMZ Servers + Streaming Servers Pricing Engines /Settlements BANK/BROKER FX Trading Platform External Pricing Sources Streaming Prices /Trade Confirms."— Presentation transcript:

1 DMZ Servers + Streaming Servers Pricing Engines /Settlements BANK/BROKER FX Trading Platform External Pricing Sources Streaming Prices /Trade Confirms Entitlement, Trades Rate of Traffic & Connections Messaging System Latency Pricing Provider Timestamps PERFORMANCE ENGINEERING WORKFLOW PERFORMANCE ENGINEERING WORKFLOW As the Trade responses will be Asynchronously sent back at a later time. Roundtrips response time should be 1.Rate of Trades 2.Latency of Trade price Streaming System 3.Pricing System response As the Trade responses will be Asynchronously sent back at a later time. Roundtrips response time should be 1.Rate of Trades 2.Latency of Trade price Streaming System 3.Pricing System response Simulated Users, Listeners, Trade Resquests

2 BANK/BROKER FX Trading Platform External Pricing Sources Rate of Traffic & Connections Messaging System Latency Pricing Provider Timestamps PERFORMANCE ENGINEERING WORKFLOW PERFORMANCE ENGINEERING WORKFLOW As the Trade responses will be Asynchronously sent back at a later time. Roundtrips response time should be 1.Rate of Trades 2.Latency of Trade price Streaming System 3.Pricing System response As the Trade responses will be Asynchronously sent back at a later time. Roundtrips response time should be 1.Rate of Trades 2.Latency of Trade price Streaming System 3.Pricing System response Simulated Users, Listeners, Trade Requests END USERS 1. Browser 2. Desktop Application 3. Mobile Streaming Prices /Trade Confirms Entitlement, Trades UNIVERSAL MESSAGING (Messaging Server) APACHE WEB SERVERS WEB TRAFFIC(SWF,IMG,HTML) AUTHENTICATION/PROVISIONING TOMCAT APP SERVERS Python Engines + Hydra DB Cloud STEP 1 STEP 2 MainFrame / DB2 JAVA APPLICATION Oracle RAC 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.

3 BANK/BROKER FX Trading Platform External Pricing Sources Rate of Traffic & Connections Messaging System Latency Pricing Provider Timestamps PERFORMANCE ENGINEERING WORKFLOW PERFORMANCE ENGINEERING WORKFLOW As the Trade responses will be Asynchronously sent back at a later time. Roundtrips response time should be 1.Rate of Trades 2.Latency of Trade price Streaming System 3.Pricing System response As the Trade responses will be Asynchronously sent back at a later time. Roundtrips response time should be 1.Rate of Trades 2.Latency of Trade price Streaming System 3.Pricing System response Simulated Users, Listeners, Trade Requests END USERS 1. Browser 2. Desktop Application 3. Mobile Streaming Prices /Trade Confirms Entitlement, Trades UNIVERSAL MESSAGING (Messaging Server) APACHE WEB SERVERS WEB TRAFFIC(SWF,IMG,HTML) AUTHENTICATION/PROVISIONING TOMCAT APP SERVERS Python Engines + Hydra DB Cloud STEP 1 STEP 2 MainFrame / DB2 JAVA APPLICATION Oracle RAC 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 1.Global Usage 4000 users, NA – 2000 users, EMEA 2000 & APAC 1000 users 2.Users expected to ramp up within 45 minutes in each region, and stay on the system for 8-10 hours with Streaming on SLA 1.Launch should be ~ 8 seconds (with 15 CCY pairs) 2.Streaming prices 99.5 % quotes should be less than 350 milliseconds 3.Trade round trip 99.5 % < 1.5 seconds (Settled within Bank)


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