Electronic Proceedings in Theoretical Computer Science (Apr 2019)
Formalization of Automated Trading Systems in a Concurrent Linear Framework
Abstract
We present a declarative and modular specification of an automated trading system (ATS) in the concurrent linear framework CLF. We implemented it in Celf, a CLF type checker which also supports executing CLF specifications. We outline the verification of two representative properties of trading systems using generative grammars, an approach to reasoning about CLF specifications.