Trading systems are software platforms that support the exchange of securities (e.g., company shares) between participants. In this paper, we present a method to search for deviations in trading systems by checking conformance between colored Petri nets and event logs. Colored Petri nets (CPNs) are an extension of Petri nets, a formalism for modeling of distributed systems. CPNs allow us to describe an expected causal ordering between system activities and how data attributes of domain-related objects (e.g., orders to trade) must be transformed. Event logs consist of traces corresponding to runs of a real system. By comparing CPNs and event logs, different types of deviations can be detected. Using this method, we report the validation of a real-life trading system.

翻译：贸易系统是支持参与者之间交换证券(例如公司股份)的软件平台。本文介绍一种通过检查有色Petrii网和事件日志之间的一致性来寻找交易系统偏差的方法。有色Petrinet(CPNs)是Petrinet(CPNs)的延伸,是分布式系统建模的一种形式主义。CPN允许我们描述系统活动之间的预期因果排序,以及必须如何改变与域有关物体(例如贸易订单)的数据属性。事件日志包含与实际系统运行相匹配的痕迹。比较CPN和事件日志,可以发现不同类型的偏差。使用这种方法,我们报告真实交易系统的验证情况。