CN110768984A - Data transmission method and device and electronic equipment - Google Patents

Data transmission method and device and electronic equipment Download PDF

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Publication number
CN110768984A
CN110768984A CN201911022187.4A CN201911022187A CN110768984A CN 110768984 A CN110768984 A CN 110768984A CN 201911022187 A CN201911022187 A CN 201911022187A CN 110768984 A CN110768984 A CN 110768984A
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China
Prior art keywords
market data
market
data
retransmission
retransmission request
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Pending
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CN201911022187.4A
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Chinese (zh)
Inventor
李升先
赵俊峰
唐三
茅廷
余波
姜才康
李正
卢艳民
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Department Of Information Technology (shanghai) Co Ltd
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Department Of Information Technology (shanghai) Co Ltd
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Priority to CN201911022187.4A priority Critical patent/CN110768984A/en
Publication of CN110768984A publication Critical patent/CN110768984A/en
Pending legal-status Critical Current

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    • HELECTRICITY
    • H04ELECTRIC COMMUNICATION TECHNIQUE
    • H04LTRANSMISSION OF DIGITAL INFORMATION, e.g. TELEGRAPHIC COMMUNICATION
    • H04L69/00Network arrangements, protocols or services independent of the application payload and not provided for in the other groups of this subclass
    • H04L69/16Implementation or adaptation of Internet protocol [IP], of transmission control protocol [TCP] or of user datagram protocol [UDP]
    • H04L69/164Adaptation or special uses of UDP protocol
    • HELECTRICITY
    • H04ELECTRIC COMMUNICATION TECHNIQUE
    • H04LTRANSMISSION OF DIGITAL INFORMATION, e.g. TELEGRAPHIC COMMUNICATION
    • H04L1/00Arrangements for detecting or preventing errors in the information received
    • H04L1/12Arrangements for detecting or preventing errors in the information received by using return channel
    • H04L1/16Arrangements for detecting or preventing errors in the information received by using return channel in which the return channel carries supervisory signals, e.g. repetition request signals
    • H04L1/18Automatic repetition systems, e.g. Van Duuren systems
    • H04L1/1867Arrangements specially adapted for the transmitter end
    • H04L1/1874Buffer management
    • HELECTRICITY
    • H04ELECTRIC COMMUNICATION TECHNIQUE
    • H04LTRANSMISSION OF DIGITAL INFORMATION, e.g. TELEGRAPHIC COMMUNICATION
    • H04L12/00Data switching networks
    • H04L12/02Details
    • H04L12/16Arrangements for providing special services to substations
    • H04L12/18Arrangements for providing special services to substations for broadcast or conference, e.g. multicast
    • H04L12/1804Arrangements for providing special services to substations for broadcast or conference, e.g. multicast for stock exchange and similar applications

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  • Engineering & Computer Science (AREA)
  • Computer Networks & Wireless Communication (AREA)
  • Signal Processing (AREA)
  • Business, Economics & Management (AREA)
  • Accounting & Taxation (AREA)
  • Finance (AREA)
  • Computer Security & Cryptography (AREA)
  • Data Exchanges In Wide-Area Networks (AREA)

Abstract

The embodiment of the invention discloses a data transmission method, a data transmission device and electronic equipment, which are used for solving the problems that in the prior art, the delay of market data transmission is large, and a user mechanism cannot receive market data in parallel. The embodiment of the invention adopts a multicast mode to send the market quotation data to a high-speed application programming interface by receiving the market quotation data generated by a transaction core system and adopting a user datagram protocol, and obtains the retransmission market quotation data corresponding to the retransmission request from the historical cache region in response to receiving the retransmission request. By the method, the quotation data is sent by the user datagram protocol in a multicast mode, so that the user mechanism can receive the quotation data at the same time, the connection is not required to be established through the user datagram protocol, the quotation data can be directly sent to the user mechanism, the delay of the transmission of the quotation data is reduced, the quotation data can be retransmitted according to the retransmission request, and the reliability of the transmission of the quotation data is improved.

Description

Data transmission method and device and electronic equipment
Technical Field
The invention relates to the technical field of communication, in particular to a data transmission method and device and electronic equipment.
Background
With the development of the bank market, it is a key factor in the bank market competition that a user mechanism can quickly and reliably acquire market data, and the user mechanism receives the market data sent by the market publishing system.
In summary, how to reduce the delay of market data transmission and enable the user mechanism to receive market data in parallel is a problem that needs to be solved at present.
Disclosure of Invention
In view of this, embodiments of the present invention provide a data transmission method, an apparatus, and an electronic device, which are used to solve the problem in the prior art that a delay of market data transmission is large, and a user mechanism cannot receive market data in parallel.
In a first aspect, an embodiment of the present invention provides a method for data transmission, where the method includes: receiving market data generated by a transaction core system; sending the market data to a high-speed application programming interface in a multicast mode through a user datagram protocol; in response to receiving the retransmission request; and acquiring retransmission market data corresponding to the retransmission request from the history buffer area.
In one embodiment, the method further comprises: and sending the retransmission market data in a multicast mode through a User Datagram Protocol (UDP).
In one embodiment, the method further comprises: and caching the market data in a history cache region.
In an embodiment, the caching the market data in the history cache region specifically includes: and caching the market data in a circular queue of a history cache region.
In an embodiment, the caching the market data in the circular queue of the history buffer specifically includes: determining a write pointer in a circular queue of the history buffer area; and writing the market data into the annular queue of the history buffer area according to the write pointer.
In one embodiment, the market data includes a deal market or a quote market.
In one embodiment, the method further comprises: responding to the situation that retransmission market data corresponding to the retransmission request cannot be obtained from the history cache region; establishing a transmission control protocol with the high-speed application programming interface; and sending the market data to the high-speed application programming interface through the transmission control protocol.
In a second aspect, an embodiment of the present invention provides an apparatus for data transmission, where the apparatus includes: the receiving unit is used for receiving market data generated by the transaction core system; the sending unit is used for sending the market data to a high-speed application programming interface in a multicast mode through a user datagram protocol; the receiving unit is further configured to, in response to receiving a retransmission request; and the acquisition unit is used for acquiring the retransmission market data corresponding to the retransmission request from the history buffer area.
In one embodiment, the sending unit is further configured to: and sending the retransmission market data in a multicast mode through a User Datagram Protocol (UDP).
In one embodiment, the apparatus further comprises: and the cache unit is used for caching the market data in a history cache region.
In an embodiment, the cache unit is specifically configured to cache the market data in a circular queue of a history cache region.
In an embodiment, the cache unit is further specifically configured to determine a write pointer in a circular queue of the history cache region; and writing the market data into the annular queue of the history buffer area according to the write pointer.
In one embodiment, the market data includes a deal market or a quote market.
In one embodiment, the obtaining unit is further configured to respond to that the retransmission market data corresponding to the retransmission request cannot be obtained from the history buffer; the device also comprises a processing unit, a processing unit and a processing unit, wherein the processing unit is used for establishing a transmission control protocol with the high-speed application programming interface; the sending unit is further configured to send the market data to the high-speed application programming interface through the transmission control protocol.
In a third aspect, an embodiment of the present invention provides a computer-readable storage medium on which computer program instructions are stored, which when executed by a processor implement the method according to the first aspect or any one of the possibilities of the first aspect.
In a fourth aspect, an embodiment of the present invention provides an electronic device, including a memory and a processor, the memory being configured to store one or more computer program instructions, wherein the one or more computer program instructions are executed by the processor to implement the method according to the first aspect or any one of the possibilities of the first aspect.
The embodiment of the invention adopts a multicast mode to send the market quotation data to a high-speed application programming interface by receiving the market quotation data generated by a transaction core system and adopting a user datagram protocol, and obtains the retransmission market quotation data corresponding to the retransmission request from the historical cache region in response to receiving the retransmission request. By the method, the quotation data is sent by the user datagram protocol in a multicast mode, so that the user mechanism can receive the quotation data at the same time, the connection is not required to be established through the user datagram protocol, the quotation data can be directly sent to the user mechanism, the delay of the transmission of the quotation data is reduced, the quotation data can be retransmitted according to the retransmission request, and the reliability of the transmission of the quotation data is improved.
Drawings
The above and other objects, features and advantages of the present invention will become more apparent from the following description of the embodiments of the present invention with reference to the accompanying drawings, in which:
fig. 1 is a flowchart of a method for data transmission according to an embodiment of the present invention;
FIG. 2 is a schematic diagram of a transaction center according to an embodiment of the present invention;
FIG. 3 is a diagram of a circular queue according to an embodiment of the present invention;
FIG. 4 is a schematic diagram of another circular queue provided by embodiments of the present invention;
FIG. 5 is a diagram illustrating an apparatus for data transmission according to an embodiment of the present invention;
fig. 6 is a schematic structural diagram of an electronic device according to an embodiment of the present invention.
Detailed Description
The present disclosure is described below based on examples, but the present disclosure is not limited to only these examples. In the following detailed description of the present disclosure, certain specific details are set forth. It will be apparent to those skilled in the art that the present disclosure may be practiced without these specific details. Well-known methods, procedures, components and circuits have not been described in detail so as not to obscure the present disclosure.
Further, those of ordinary skill in the art will appreciate that the drawings provided herein are for illustrative purposes and are not necessarily drawn to scale.
Unless the context clearly requires otherwise, throughout this specification, the words "comprise", "comprising", and the like are to be construed in an inclusive sense as opposed to an exclusive or exhaustive sense; that is, what is meant is "including, but not limited to".
In the description of the present disclosure, it is to be understood that the terms "first," "second," and the like are used for descriptive purposes only and are not to be construed as indicating or implying relative importance. In addition, in the description of the present disclosure, "a plurality" means two or more unless otherwise specified.
The data verification method provided by the present invention, as shown in fig. 1 specifically, includes the following steps:
and S100, receiving market data generated by the transaction core system.
Specifically, a high-speed market gateway (Ultra gateway, Ultra GW) receives market data generated by a transaction core system, where the market data includes a transaction market or a quotation market, and the market data may also be referred to as a market transaction report.
In the embodiment of the present invention, the quotation book may include 10 th or 5 th quotation quotations, and in practical cases, other gears may be used.
And S101, sending the market data to a high-speed application programming interface in a multicast mode through a user datagram protocol.
Specifically, the Ultra GW multicasts the market data to at least one high-speed application programming Interface (Ultra API) through an internal multicast network via a User Datagram Protocol (UDP), where the Ultra API belongs to a hosting room (co-location) that stores a server of a User entity or a terminal of the User entity.
In the embodiment of the present invention, the market trading report may also be referred to as a quotation book after passing through the Ultra GW, which is not limited in the embodiment of the present invention.
In the embodiment of the present invention, a schematic structural diagram of the transaction center end, as shown in fig. 2, specifically includes the following steps: the transaction center end comprises a transaction core system, a high-speed market gateway and a hosting machine room, the transaction core system sends market data to the high-speed market gateway, the high-speed market gateway passes through UDP and sends the market data to a high-speed API, the high-speed API is connected with the member terminals, and the hosting machine room comprises a plurality of member terminals.
Step S102, responding to the received retransmission request.
In this embodiment of the present invention, the Ultra GW provides a history buffer (HistoryBuffer) for caching the market data for each type of market data, where the history buffer may be a circular queue, for example, as shown in fig. 3, each circular queue stores 8 data packets of market data, including data packet 1, data packet 2, data packet 3, data packet 4, data packet 5, data packet 6, data packet 7, and data packet 8, the circular queue has a write pointer (write index) and a retransmission pointer (retransmission index), the write pointer indicates a location of data packet 1 in the circular queue, and when the market data needs to be written, the write pointer writes a location corresponding to data packet 1, that is, covers data packet 1. The history cache region in the embodiment of the present invention may also have other shapes, and the embodiment of the present invention does not limit the history cache region.
In this embodiment of the present invention, the fig. 3 further includes a retransmission pointer (retransmission index), after the high-speed market gateway receives the retransmission request, the retransmission request includes a sequence number of a data packet of market data that needs to be retransmitted, and according to the sequence number of the data packet, a position that needs to be recovered (recovery), that is, a position that needs to be retransmitted, is indicated by the retransmission pointer in the ring alignment.
Step S103, obtaining the retransmission market data corresponding to the retransmission request from the history buffer area.
In the embodiment of the present invention, as shown in fig. 3, it is assumed that the sequence number 5, the sequence number 6, and the sequence number 7 of the data packet of the retransmitted market data included in the received retransmission request are included, and the data packets with the sequence numbers 5, 6, and 7 are obtained in the ring queue.
Optionally, the embodiment of the present invention further includes: and sending the retransmission market data in a multicast mode through a User Datagram Protocol (UDP).
For example, data packets with sequence numbers 5-7 are sent over UDP to the high speed application programming interface.
In the embodiment of the invention, if the pointer to be written is overlapped with the retransmission pointer, the high-speed market gateway writes the new data packet into the annular queue after the retransmission operation is finished.
Optionally, when the history cache area is small, there may be a special case that after the high-speed market gateway receives the retransmission request, the data packet corresponding to the sequence number of the data packet to be retransmitted is already covered and does not exist in the history cache area, the Ultra GW sends a data packet loss message to the user mechanism in the internal hosting machine room, and after the user mechanism receives the data packet loss and disappears, the user mechanism establishes a Transmission Control Protocol (TCP) connection with the Ultra GW, acquires the latest market data in the memory of the high-speed market gateway in a TCP manner, updates the quotation book of the user mechanism, and continues to receive the market data in a UDP manner.
For example, as shown in fig. 4, the data packets cached in the ring queue are data packet 2, data packet 3, data packet 4, data packet 5, data packet 6, data packet 7, data packet 8, and data packet 9, data packet 1 has been covered, the high-speed market gateway receives the data packets with sequence numbers 1, 2, and 3 included in the retransmission request, and obtains the data packets with sequence numbers 1, 2, and 3 in the ring queue, but since data packet 1 has been covered, the Ultra GW sends a data packet loss message to the user mechanism of the internal hosting room, and the user mechanism establishes a Transmission Control Protocol (TCP) connection with the Ultra GW after receiving that the data packet loss disappears, and obtains the latest market data in the memory of the high-speed market gateway in a TCP manner.
In the embodiment of the invention, the market data generated by a transaction core system is received, and then the market data is sent to a high-speed application programming interface in a multicast mode through a user datagram protocol. By the method, the market data is sent in a multicast mode through the user datagram protocol, so that the user mechanism can receive the market data at the same time, connection is not required to be established through the user datagram protocol, the market data can be directly sent to the user mechanism, and the delay of market data transmission is reduced.
In the embodiment of the invention, the time delay for receiving the market data through the UDP can be reduced to a sub-millisecond level.
Fig. 5 is a schematic diagram of a data transmission apparatus according to an embodiment of the present invention. As shown in fig. 5, the data transmission apparatus of the present embodiment includes: a receiving unit 51, a transmitting unit 52 and an acquiring unit 53.
The receiving unit 51 is configured to receive market data generated by the transaction core system; a sending unit 52, configured to send the market data to a high-speed application programming interface in a multicast manner through a user datagram protocol; the receiving unit 51 is further configured to, in response to receiving a retransmission request; an obtaining unit 53, configured to obtain retransmission market data corresponding to the retransmission request from the history buffer.
In one embodiment, the sending unit is further configured to: and sending the retransmission market data in a multicast mode through a User Datagram Protocol (UDP).
In one embodiment, the apparatus further comprises: and the cache unit is used for caching the market data in a history cache region.
In an embodiment, the cache unit is specifically configured to cache the market data in a circular queue of a history cache region.
In an embodiment, the cache unit is further specifically configured to determine a write pointer in a circular queue of the history cache region; and writing the market data into the annular queue of the history buffer area according to the write pointer.
In one embodiment, the market data includes a deal market or a quote market.
In one embodiment, the obtaining unit is further configured to respond to that the retransmission market data corresponding to the retransmission request cannot be obtained from the history buffer; the device also comprises a processing unit, a processing unit and a processing unit, wherein the processing unit is used for establishing a transmission control protocol with the high-speed application programming interface; the sending unit is also used for sending market data to the high-speed application programming interface through the transmission control protocol.
Fig. 6 is a schematic diagram of an electronic device of an embodiment of the invention. The electronic device shown in fig. 6 is a data transmission apparatus, which includes a general computer hardware structure, and at least includes a processor 61 and a memory 62. The processor 61 and the memory 62 are connected by a bus 63. The memory 62 is adapted to store instructions or programs executable by the processor 61. The processor 61 may be a stand-alone microprocessor or a collection of one or more microprocessors. Thus, the processor 61 implements the processing of data and the control of other devices by executing instructions stored by the memory 62 to perform the method flows of embodiments of the present invention as described above. The bus 63 connects the above components together, and also connects the above components to a display controller 64 and a display device and an input/output (I/O) device 65. Input/output (I/O) devices 65 may be a mouse, keyboard, modem, network interface, touch input device, motion sensing input device, printer, and other devices known in the art. Typically, the input/output device 65 is connected to the system through an input/output (I/O) controller 66.
As will be appreciated by one skilled in the art, aspects of the present invention may be embodied as a system, method or computer program product. Accordingly, various aspects of embodiments of the invention may take the form of: an entirely hardware embodiment, an entirely software embodiment (including firmware, resident software, micro-code, etc.) or an embodiment combining software and hardware aspects that may all generally be referred to herein as a "circuit," module "or" system. Furthermore, various aspects of embodiments of the invention may take the form of: a computer program product embodied in one or more computer readable media having computer readable program code embodied thereon.
Any combination of one or more computer-readable media may be utilized. The computer readable medium may be a computer readable signal medium or a computer readable storage medium. A computer readable storage medium may be, for example, but not limited to, an electronic, magnetic, optical, electromagnetic, infrared, or semiconductor system, apparatus, or device, or any suitable combination of the foregoing. More specific examples (a non-exhaustive list) of the computer readable storage medium would include the following: an electrical connection having one or more wires, a portable computer diskette, a hard disk, a Random Access Memory (RAM), a read-only memory (ROM), an erasable programmable read-only memory (EPROM or flash memory), an optical fiber, a portable compact disc read-only memory (CD-ROM), an optical storage device, a magnetic storage device, or any suitable combination of the foregoing. In the context of embodiments of the present invention, a computer readable storage medium may be any tangible medium that can contain, or store a program for use by or in connection with an instruction execution system, apparatus, or device.
A computer readable signal medium may include a propagated data signal with computer readable program code embodied therein, for example, in baseband or as part of a carrier wave. Such a propagated signal may take any of a variety of forms, including, but not limited to: electromagnetic, optical, or any suitable combination thereof. The computer readable signal medium may be any of the following computer readable media: is not a computer readable storage medium and may communicate, propagate, or transport a program for use by or in connection with an instruction execution system, apparatus, or device.
Program code embodied on a computer readable medium may be transmitted using any appropriate medium, including but not limited to wireless, wireline, optical fiber cable, RF, etc., or any suitable combination of the foregoing.
Computer program code for carrying out operations for aspects of embodiments of the present invention may be written in any combination of one or more programming languages, including: object oriented programming languages such as Java, Smalltalk, C + +, and the like; and conventional procedural programming languages, such as the "C" programming language or similar programming languages. The program code may execute entirely on the user's computer, partly on the user's computer, as a stand-alone software package; executing in part on a user computer and in part on a remote computer; or entirely on a remote computer or server. In the latter scenario, the remote computer may be connected to the user's computer through any type of network, including a Local Area Network (LAN) or a Wide Area Network (WAN), or the connection may be made to an external computer (for example, through the Internet using an Internet service provider).
The flowchart illustrations and/or block diagrams of methods, apparatus (systems) and computer program products according to embodiments of the invention described above describe various aspects of embodiments of the invention. It will be understood that each block of the flowchart illustrations and/or block diagrams, and combinations of blocks in the flowchart illustrations and/or block diagrams, can be implemented by computer program instructions. These computer program instructions may be provided to a processor of a general purpose computer, special purpose computer, or other programmable data processing apparatus to produce a machine, such that the instructions, which execute via the processor of the computer or other programmable data processing apparatus, create means for implementing the functions/acts specified in the flowchart and/or block diagram block or blocks.
These computer program instructions may also be stored in a computer readable medium that can direct a computer, other programmable data processing apparatus, or other devices to function in a particular manner, such that the instructions stored in the computer readable medium produce an article of manufacture including instructions which implement the function/act specified in the flowchart and/or block diagram block or blocks.
The computer program instructions may also be loaded onto a computer, other programmable data processing apparatus, or other devices to cause a series of operational steps to be performed on the computer, other programmable apparatus or other devices to produce a computer implemented process such that the instructions which execute on the computer or other programmable apparatus provide processes for implementing the functions/acts specified in the flowchart and/or block diagram block or blocks.
The above description is only a preferred embodiment of the present invention and is not intended to limit the present invention, and various modifications and changes may be made by those skilled in the art. Any modification, equivalent replacement, or improvement made within the spirit and principle of the present invention should be included in the protection scope of the present invention.

Claims (10)

1. A method of data transmission, the method comprising:
receiving market data generated by a transaction core system;
sending the market data to a high-speed application programming interface in a multicast mode through a user datagram protocol;
in response to receiving the retransmission request;
and acquiring retransmission market data corresponding to the retransmission request from the history buffer area.
2. The method of claim 1, further comprising:
and sending the retransmission market data in a multicast mode through a User Datagram Protocol (UDP).
3. The method of claim 1, further comprising:
and caching the market data in a history cache region.
4. The method of claim 3, wherein the caching the market data in the history cache specifically comprises:
and caching the market data in a circular queue of a history cache region.
5. The method of claim 4, wherein the caching the market data in the circular queue of the history buffer specifically comprises:
determining a write pointer in a circular queue of the history buffer area;
and writing the market data into the annular queue of the history buffer area according to the write pointer.
6. The method of claim 1, wherein the market data comprises a deal market or a quote market.
7. The method of claim 1, further comprising:
responding to the situation that retransmission market data corresponding to the retransmission request cannot be obtained from the history cache region;
establishing a transmission control protocol with the high-speed application programming interface;
and sending the market data to the high-speed application programming interface through the transmission control protocol.
8. An apparatus for data transmission, the apparatus comprising:
the receiving unit is used for receiving market data generated by the transaction core system;
the sending unit is used for sending the market data to a high-speed application programming interface in a multicast mode through a user datagram protocol;
the receiving unit is further configured to, in response to receiving a retransmission request;
and the acquisition unit is used for acquiring the retransmission market data corresponding to the retransmission request from the history buffer area.
9. An electronic device comprising a memory and a processor, wherein the memory is configured to store one or more computer program instructions, wherein the one or more computer program instructions are executed by the processor to implement the method of any of claims 1-7.
10. A computer-readable storage medium on which computer program instructions are stored, which computer program instructions, when executed by a processor, implement the method of any one of claims 1-7.
CN201911022187.4A 2019-10-25 2019-10-25 Data transmission method and device and electronic equipment Pending CN110768984A (en)

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CN103957169A (en) * 2014-05-14 2014-07-30 上海复兰信息科技有限公司 Reliable UDP achievement method based on reserve request
CN105897929A (en) * 2016-06-02 2016-08-24 浙江宇视科技有限公司 Video monitoring data backup method and device
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CN112486888A (en) * 2020-12-11 2021-03-12 盛立金融软件开发(杭州)有限公司 Market data transmission method, device, equipment and medium

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