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Testing Continuous Double Auctions with a Constraint-based Oracle
RISE, Swedish ICT, SICS, Computer Systems Laboratory.ORCID iD: 0000-0002-2806-7333
RISE, Swedish ICT, SICS, Computer Systems Laboratory.
2010 (English)Conference paper, Published paper (Refereed)
Abstract [en]

Computer trading systems are essential for today's financial markets where the trading systems' correctness is of paramount economical significance. Automated random testing is a useful technique to find bugs in these systems, but it requires an independent system to decide the correctness of the system under test (known as oracle problem). This paper introduces a constraint-based oracle for random testing of a real-world trading system. The oracle provides the expected results by generating and solving constraint models of the trading system's continuous double auction. Constraint programming is essential for the correctness of the test oracle as the logic for calculating trades can be mapped directly to constraint models. The paper shows that the generated constraint models can be solved efficiently. Most importantly, the approach is shown to be successful by finding errors in a deployed financial trading system and in its specification.

Place, publisher, year, edition, pages
St Andrews, UK: Springer-Verlag , 2010, 10. Vol. 6308, 613-627 p.
Series
Lecture Notes in Computer Science
National Category
Computer and Information Science
Identifiers
URN: urn:nbn:se:ri:diva-23761OAI: oai:DiVA.org:ri-23761DiVA: diva2:1042838
Conference
Sixteenth International Conference on Principles and Practice of Constraint Programming
Available from: 2016-10-31 Created: 2016-10-31 Last updated: 2017-04-25Bibliographically approved

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CiteExportLink to record
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Citation style
  • apa
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