Distributed Trading SWE 622 Spring 2009

Group Members  Dave Johnson  Akhil Pathania  Sohrab Rezvan  Nick Ton

Overview  Prototype Design  Description of Experiments  Implementation and Evaluation Plan

Prototype Design Peer to Peer Technology, Asynchronous Messaging

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

Program Flow: Trader

Program Flow: Exchange

Class View

Session Management

Description of Experiments

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

Experiments (cont’d)  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

Implementation and Evaluation Plan

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

Evaluation  Scalability of traders vs exchanges (1:1 vs n:1)  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