Formalization of Automated Trading Systems in a Concurrent Linear Framework

04/15/2019

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by   Iliano Cervesato, et al.

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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.