Software Architecture Coupling Metric for Assessing Operational Responsiveness of Trading Systems

Autor: Claudiu VINTE
Jazyk: English<br />Romanian; Moldavian; Moldovan
Rok vydání: 2012
Předmět:
Zdroj: Informatică economică, Vol 16, Iss 4, Pp 105-116 (2012)
Druh dokumentu: article
ISSN: 1453-1305
1842-8088
Popis: The empirical observation that motivates our research relies on the difficulty to assess the performance of a trading architecture beyond a few synthetic indicators like response time, system latency, availability or volume capacity. Trading systems involve complex software architectures of distributed resources. However, in the context of a large brokerage firm, which offers a global coverage from both, market and client perspectives, the term distributed gains a critical significance indeed. Offering a low latency ordering system by nowadays standards is relatively easily achievable, but integrating it in a flexible manner within the broader information system architecture of a broker/dealer requires operational aspects to be factored in. We propose a metric for measuring the coupling level within software architecture, and employ it to identify architectural designs that can offer a higher level of operational responsiveness, which ultimately would raise the overall real-world performance of a trading system.
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