Upload
doankhuong
View
258
Download
1
Embed Size (px)
Citation preview
© 2
011
Tiet
o C
orpo
ratio
n
AbaSec User group meeting2011-10-20
© 2011 Tieto Corporation
Agenda
• Welcome• Product Information• OMS • Kaffe• Demo New AbaSec• Seminarium - Algo trading / high frequency handel - Fredrik
Hjort
© 2
011
Tiet
o C
orpo
ratio
n
CM&L SwedenMarianne Nilsson
© 2011 Tieto Corporation
Organisation CM&L Sweden
4
CM&L SwedenJohan BerglundCM&L SwedenJohan Berglund
SecuritiesMarianne Nilsson
SecuritiesMarianne Nilsson
Securities FinlandArto Hallinen
Securities FinlandArto Hallinen
FundClaes Byström
FundClaes Byström
CollectionJohan Frenning
CollectionJohan Frenning
Business ServicesThomas
Bergström
Business ServicesThomas
Bergström
© 2011 Tieto Corporation
Organisation CM&L Sweden
5
Securities SwedenMarianne Nilsson
Securities SwedenMarianne Nilsson
Securities Finland
Arto Hallinen
Securities Finland
Arto Hallinen
Support Sweden
Petra Finnström
Support Sweden
Petra Finnström
Consulting Stockholm 1 Nina Morell
Consulting Stockholm 1 Nina Morell
Consulting Stockholm
2Claus Meyer
Consulting Stockholm
2Claus Meyer
Consulting GävleHenrik
Lindkvist
Consulting GävleHenrik
Lindkvist
Securities Pune
SanjeevChaudhari
Securities Pune
SanjeevChaudhari
Product Operations
HenrikLindkvist
Product Operations
HenrikLindkvist
Project Office
Jan Afrell
Project Office
Jan Afrell
Sverige 80 personerFinland 20 personer Pune 30 personer
Totalt 130 personer
© 2
011
Tiet
o C
orpo
ratio
n
AbaSecProduct Information
Henrik LindkvistOla Kellander
Tieto,[email protected]@tieto.com
© 2011 Tieto Corporation
Agenda• Functional View
• AbaSec – Near future• AbaSec Future
• Technical view• System Overview• Technical Roadmap• Job Engine 2.0
• Team Foundation Server – New Opportunities• AbaSec - Conclusion
7 2011-10-19
© 2
011
Tiet
o C
orpo
ratio
n
Functional Roadmap
© 2011 Tieto Corporation
Functional Roadmap - 2010• 15.10 2011-04
• Harmonized clearing/settlement, New AbaAuto, Ongoing maintenance
• 15.20 2011-10• Migrated, Ongoing maintenance, Oasys
• 16.10 2012-04• New order module, Ongoing maintenance
• 16.20 2012-10• Ongoing maintenance
• 16.20 2012-10• Ongoing maintenance
9 2011-10-19
AbaSec – Near Future• 15.10/15 Release doc. available• 15.20 Continue migrating. Delivery to
customer• 16.10 Continue migrating. Delivery to
customers• Development in 16.10• Improved documentation
2011-10-19
AbaSec – Future
• SaaS• Specialized offerings, Private banking• Multi legal• Customer unique development
2011-10-19
Regulatory Changes• Dodd-Frank• Basel III• Fatca• Mifid• POL• …
2011-10-1912
© 2
011
Tiet
o C
orpo
ratio
n
Technical View
© 2011 Tieto Corporation
AbaSec - Today
AbaSec Database
Microsoft SQL Server2005/2008
Application Servers
.NET Remoting
Windows Server 2008
.NET Data Objects
ADO.NET
KeySoftware Req.
Architect/Interface
Protocol/Format
Interaction
AbaSecurities Clients
.NET 2.0
WinForms UI
.NET B.O.
AMC (.NET)
VB3
VB3 UI
VB6 B.O.
VB6
VB6 UI
COM+ Servers
COM+
Windows Server 2003
VB6 Data Objects
DAO / ADO / ODBC TCP / NP
RecordsetsTCP/HTTP/HTTPS
DataSets DCOM / RPC
ADO
© 2011 Tieto Corporation
AbaSec - Migrated
15
AbaSec Database
Microsoft SQL Server2005/2008
Stored Procedures
Application Servers
.NET Remoting
Windows Server 2008
AbaSec Data Objects
AbaSecurities Clients
Windows XP/Vista/7
.NET Framework 4.0
AbaSec WPF Client
AbaSec Business Objects
Data Binding
DataSets
TCP/HTTP/HTTPS
ADO.NET
KeySoftware Req.
Architect/Interface
Protocol/Format
Interaction
© 2011 Tieto Corporation
System Overview
16
Master Database
AppServers1..n
Internet
WCF Services1..n
Failover Databases
Web Servers
JobEngine
Gateways1..n
Intranet
AbaSecurities Clients
Technical roadmap – 15.15• Fall 2011• Last version to support SQL Server
2005• AIS services functionality available as
WCF• Last version with VB6 runtime• Last version with Crystal Reports• Last version to support FTP based
VPC communication, VPC FTP
2011-10-19
Technical roadmap – 15.20• Fall 2011• First version of new AbaSecurities
Client• Requires .NET 4.0• Requires SQL Server 2008• Requires SQL Reporting Services
2008 R2• JobEngine 2.0• SecNotification• AbaSecurities Services 2.0, based on
new architecture
2011-10-19
Technical roadmap – 16.10• Spring 2012• No technical upgrade
2011-10-19
Technical roadmap – 16.20, 17.10• 16.20
• Fall 2012• Last version to support Windows XP• Last version AIS, ADD, AbaAccess
• 17.10• Sql Server Denali (maybe 16.10)
2011-10-19
Job Engine 2.0 - Prerequisites• Scalable.• Minimal configuration.• Flexible to deploy new tasks.• Easy to monitor and administer.
2011-10-19
Job Engine 2.0• Job engine 2.0.
• Job Server• Agent• WCF interface• Database• User interface
• Parallel job execution• Batch handling• Work flows• AbaAuto jobs fully implemented
• Today 100 day jobs and 140 night jobs implemented
• Not only AbaAuto jobs
2011-10-19
AbaSecJob DB
AbaSecJob Agent
AbaSecJob Server
AbaSec WebService API
AbaSec WebService API
AbaSec JobEngine GUI
WCF
WCF
T-SQL
T-SQL
T-SQL
TCP
TCP
Basic ConfigurationExtended Configuration
© 2
011
Tiet
o C
orpo
ratio
n
Team Foundation ServerOpportunities
Team Foundation Server –Opportunities
• New Ways Of Working for AbaSec organization
• Fully integrated work flow• Traceability – we know what to test• Agile delivery model• Automatic unit testing• Automatic work flow tests (proof of
concept)
2011-10-1924
© 2
011
Tiet
o C
orpo
ratio
n
Conclusion
AbaSec - Conclusion• Modern technology• 3 tier client server implementation• Standardized WCF interface• JobEngine• Modularized system• Coherent user interface• Documentation improvements (English)• Customer unique development• Upgrade dialogues with customers• On site personnel?! • New offerings, SaaS, Private Banking…• Documentation
2011-10-19
© 2
011
Tiet
o C
orpo
ratio
n
Tieto OMS
Nicklas Torlegård
Lead Software ArchitectTieto, Capital Market & [email protected]
© 2011 Tieto Corporation
T-OMS Project Organization• Project Manager Börge Haga• T-OMS Product Manager, Mathias Lundberg• T-OMS Architect, Patrik Olausson
• AbaSec OMS • Orderer, Product Department
• Reference Group• Project Manager, Christina Roittu• Lead Software Architect, Nicklas Torlegård• Architects, Pär Wallmark, Ludvig Sandström
29 2011-06-21
© 2
011
Tiet
o C
orpo
ratio
n
Tieto OMSOrder Management System
© 2011 Tieto Corporation
How it is connected
31
Tieto / Other BO
Tieto OMS
Market accessExchanges, MTF’s, FIX, TNP etc
AccountDepotClearingSettlement
Order routingRules engine
Coverage controlInformation, reservation
Validation EngineCoverage controlInformation, reservation
Order managerGUI, FIX, Native, Excel
EMSPortal /Web trader
Fund management
Core bank system
© 2011 Tieto Corporation
Order types
32 2010-07-01
• Market orders• Limit orders• Stop loss• Sell all• Amount only• Market order types like
• FoK• FaK• Pegged• MES• A select set of SOR/ALGO parameters
© 2011 Tieto Corporation
Order
33 2010-07-01
© 2011 Tieto Corporation
Technical highlights
34 2010-07-01
• Modular design• Deployed as Windows services• Mostly stateless• Distributable• System monitoring (probes)• Extensive logging
© 2011 Tieto Corporation
Interfaces
35 2010-07-01
• Client/Account data• Instrument data
• Standardized XML interfaces• XSLT transformation
• File drop / Websphere MQ• Abstra, prop interface
• TCP• Covers everything
• Market Access• FIX• Front Arena TNP• INET, CHI-X, Burgundy, Tradelect
© 2011 Tieto Corporation
Interfaces II
36 2010-07-01
• Abstra• Synchronous request / response• All system functionality accessible• Native format• TCP
• MQXML• Asyncronous request / response• XML• Websphere MQ / File
• Feed• Order state / trades etc• TCP publish/subscribe
© 2011 Tieto Corporation
Technical
37 2010-07-01
• Efficient native database interface• SQL Server and Oracle currently supported• Database only for storage
• 64-bit portable native code, C++• High performance / low latency• Muiltithreaded• n number of pipelines for asyncronous data• TCP / Shared RAM
© 2
011
Tiet
o C
orpo
ratio
n
Tieto OMSChanges in AbaSec
© 2011 Tieto Corporation
Deliverable OMS 1.0, AbaSec
39 2011-06-21
• Retail order functionality• Stocks• Bonds
• Derativies and rights for above mentioned asset classes
• Stop-loss, need of real-time market data• Good-til-date
• Exception monitor• Overview of status
• User Interfaces• Orders, Deals
© 2011 Tieto Corporation
AbaSec Validation Engine
40 2011-06-21
• Separate ”database” for off-loading AbaSec including:• Positions• Cash
• Reservations• Trading power
• Margin requirements• Instrument prices• Currency prices• Accounts• Instruments
• Will be developed using same technology as ”inkapsling” • Will have information for order validation!
© 2011 Tieto Corporation
AbaSec• Current market place deals functionality will be used for
processing deals in AbaSec. No planned changes!• Added functionality for trigger changes in positions, deals
and more to support Validation Engine• OMS UI as SnapIn in AbaSec application
41 2011-06-21