CN112565430B - Low-delay reliable transmission method of multi-market data in wide area network - Google Patents

Low-delay reliable transmission method of multi-market data in wide area network Download PDF

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CN112565430B
CN112565430B CN202011421406.9A CN202011421406A CN112565430B CN 112565430 B CN112565430 B CN 112565430B CN 202011421406 A CN202011421406 A CN 202011421406A CN 112565430 B CN112565430 B CN 112565430B
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service
retransmission
data
market
receiving
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CN112565430A (en
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李瑶
高昀
吴慧超
刘远远
朱正华
蔡楚煌
黄欣
王中澎
魏胜男
朱贤
张辉
杨晨
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SSE INFONET Ltd
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    • HELECTRICITY
    • H04ELECTRIC COMMUNICATION TECHNIQUE
    • H04LTRANSMISSION OF DIGITAL INFORMATION, e.g. TELEGRAPHIC COMMUNICATION
    • H04L67/00Network arrangements or protocols for supporting network services or applications
    • H04L67/50Network services
    • H04L67/51Discovery or management thereof, e.g. service location protocol [SLP] or web services
    • 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
    • HELECTRICITY
    • H04ELECTRIC COMMUNICATION TECHNIQUE
    • H04LTRANSMISSION OF DIGITAL INFORMATION, e.g. TELEGRAPHIC COMMUNICATION
    • H04L47/00Traffic control in data switching networks
    • H04L47/10Flow control; Congestion control
    • H04L47/34Flow control; Congestion control ensuring sequence integrity, e.g. using sequence numbers
    • HELECTRICITY
    • H04ELECTRIC COMMUNICATION TECHNIQUE
    • H04LTRANSMISSION OF DIGITAL INFORMATION, e.g. TELEGRAPHIC COMMUNICATION
    • H04L67/00Network arrangements or protocols for supporting network services or applications
    • H04L67/14Session management
    • H04L67/141Setup of application sessions
    • 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]
    • H04L69/163In-band adaptation of TCP data exchange; In-band control procedures
    • 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
    • H04L69/00Network arrangements, protocols or services independent of the application payload and not provided for in the other groups of this subclass
    • H04L69/26Special purpose or proprietary protocols or architectures

Abstract

The invention relates to a low-delay reliable transmission method of multi-market quotation data in a wide area network.A LDDS protocol is arranged at the upper layer of a UDP/TCP protocol and comprises product categories used for distinguishing different market quotation data; the message sequence number is used for receiving the service and judging whether packet loss or disorder occurs or not; the message type is used for standardizing that the current message data belongs to retransmission or real-time market data; the issuing service directly carries out UDP multicast to the retransmission service and each receiving service; the retransmission service is arranged at the downstream of the release service and is used for quickly caching the real-time quotation, and the retransmission service and the real-time quotation are arranged in the same local area network; the long TCP connection is established between the receiving service and the retransmission service, when the packet loss occurs in the multicast market, the retransmission service is used for realizing accurate compensation, the LDDS protocol layer is designed to increase the definition of the product category, the multiplexing of the multi-market quotation data in the transmission process is realized, an intelligent back-up mechanism is newly added aiming at the situation that the quotation data has wave crests and wave troughs and the convergence of multicast packet loss, the processing performance is further improved, and the transmission delay is reduced.

Description

Low-delay reliable transmission method of multi-market data in wide area network
Technical Field
The invention specifically relates to Low-delay reliable transmission of market quotation Data in a wide area network, aiming at the characteristics of the quotation Data and the requirements on Low delay, a user-defined Low-delay quotation issuing Protocol (LDDS) and retransmission service are designed and added by innovatively combining the advantages of UDP and TCP transmission, and the reliable transmission of the multi-market quotation Data in a remote complex network environment is realized by combining an intelligent retransmission mechanism.
Background
The quotation data mainly comprises quotation contents such as snapshots, entrusts and deals generated by each exchange in the trading period, and covers various securities and varieties such as stocks, bonds, funds, options and futures. Because the market data has high real-time requirement, disorder packet loss is basically not allowed, and the network environment of the current market release has the objective conditions of cross-operator, cross-region and uncontrollable exchange equipment, a TCP transmission mode is basically selected to realize reliable transmission. With continuous expansion of market data content and rapid improvement of downstream user number, the challenge of adopting a TCP mode to a market publishing system is more and more big, and the following problems mainly exist:
1. when the same release node has a plurality of downstream clients, TCP can only adopt a polling mechanism, and the transmission fairness is influenced to a certain extent;
2. as the number of clients increases, the polling period becomes longer, and the transmission delay of each user is indirectly increased;
3. with the increase of the liveness of the stock market, the market data content to be transmitted rapidly increases, and the network delay formed by the acknowledgement mechanism and congestion control of TCP transmission per se can rapidly increase;
4. for example, when market data of a plurality of markets are transmitted in a single TCP connection, the congestion of the single market data can cause that other market data can not be transmitted, and the head of line is blocked;
5. when TCP is transmitted in long distance, due to the self-confirmation mechanism and congestion control, the data packet cannot be rapidly issued, which indirectly causes that the bandwidth cannot be effectively occupied.
In summary, under the requirement of highly-concurrent transmission of multi-market data across regions, the shortage of the TCP transmission mode becomes more and more obvious. However, the situation that the UDP packet loss is out of order and the transmission is unreliable in the wide area network cannot be solved by simply using the UDP to replace the TCP transmission. In the existing reliable multicast mode, it is still necessary to collect acknowledgement messages fed back downstream, and reliable multicast is implemented through an error control and congestion control mechanism, and common technologies include an automatic repeat technology (ARQ), a forward error correction technology (FEC), and a hybrid FEC/ARQ technology. Classical Reliable Multicast protocols include SRM (Scalable reusable Multicast), RMP (reusable Multicast Protocol), RMTP (reusable Multicast Transport Protocol) and TMTP (Tree-based Multicast Transport Protocol). In the case of high concurrency, due to the fact that no ACK is returned or ACK is returned centrally downstream, the reliable multicast mode still has the conditions of return-to-Zero (Drop-to-Zero) and ACK storm (ACK popularization), and the requirement on the processing performance of the issuing end is high. And the reliable multicast modes adopt acknowledgement and congestion control mechanisms similar to TCP transmission to different degrees, and delay consumption still exists.
Reliability and low latency are the most critical requirements for market data transmission. Aiming at the current situation, a novel transmission mode needs to be designed to realize the low-delay reliable transmission of market quotation data.
Disclosure of Invention
The invention aims to solve the defects of the prior art, provides a novel transmission mode, designs and increases a self-defined session protocol and retransmission service by combining the advantages of UDP and TCP transmission, further optimizes the transmission performance aiming at the characteristics of market data, greatly reduces the transmission delay while ensuring the transmission reliability, and provides more timely real-time market data for high-concurrency users across regions.
In order to achieve the purpose, a low-delay reliable transmission method of multi-market quotation data in a wide area network is designed, and comprises a release service, a retransmission service and a receiving service, and is characterized by also comprising an LDDS protocol which is arranged at the upper layer of a UDP/TCP protocol and comprises product categories used for distinguishing different market quotation data; message sequence number, which is used for receiving service to judge whether packet loss or disorder occurs; the message type is used for standardizing that the current message data belongs to retransmission or real-time market data; the issuing service directly carries out UDP multicast to the retransmission service and each receiving service; the retransmission service is arranged at the downstream of the release service, and the retransmission service and the release service adopt UDP multicast and are deployed in the same local area network; the receiving service establishes a long TCP connection with the retransmission service.
Preferably, the retransmission service will cache the published service data in a fast manner according to different product categories.
Preferably, the receiving service establishes a TCP long connection with the retransmission service, and when the multicast market data received from the publishing service is lost, the receiving service sends a retransmission request to the retransmission service for accurate back-complementing, because the receiving service is mostly deployed in a cross-regional wide area network environment, the same data will preferentially reach the retransmission service, and through a receiving time difference between the retransmission service and the receiving service, it is ensured that the retransmission service completes caching when receiving a downstream retransmission request and can rapidly provide the retransmitted data to the downstream receiving service.
Preferably, the receiving service is provided with a disorder rearrangement mechanism, and when the message sequence number of a single product is discontinuous, n data packets can be waited to be sequenced according to the sequence number.
Preferably, an intelligent retransmission mechanism is arranged in the retransmission service, the retransmission service monitors the market data volume received by a single product type within 1 second, when a certain threshold value is reached, the market peak stage is considered to be entered, and at this time, if n receiving services request to retransmit one or more data packets of the same product type, the data packets are automatically retransmitted to all receiving services.
Compared with the prior art, the invention has the advantages that:
1. the existing TCP transmission and reliable multicast modes do not abandon an acknowledgement mechanism and congestion control, and under the condition of high concurrency, the situation of mutual influence exists between all connections, for example, the congestion control in the reliable multicast can reduce the overall sending efficiency of a distribution end because of the congestion degree of a single node;
2. through designing LDDS agreement layer, increase the product classification definition, realize the multiplexing of many market quotations data in transmission process, the transmission condition of single market quotation does not influence other market quotations, there are crest and trough condition to the quotation data, and the tendency of multicast packet loss, newly-increased intelligent anaplerosis mechanism, further promote the processing performance, reduce transmission delay, compare in original quotation release mode, under the prerequisite of guaranteeing transmission reliability, greatly reduced transmission delay.
Drawings
FIG. 1 is a schematic diagram of a conventional transport mechanism of the present invention;
FIG. 2 is a diagram of the new transmission scheme of the present invention;
FIG. 3 is a schematic diagram of the parallel environment transmission of the present invention;
FIG. 4 is a schematic illustration of the production environment transport of the present invention;
Detailed Description
The present invention is further described below in conjunction with the following drawings, the structure and principle of which will be apparent to those skilled in the art. It should be understood that the specific embodiments described herein are merely illustrative of the invention and are not intended to limit the invention.
The invention adds LDDS protocol on the upper layer of UDP/TCP protocol, which contains protocol fields such as product category, message sequence number, message type and message length (see Table 1). The protocol layer specifies a session protocol between a distribution Service (DCS), a reception Service (VDE), and a Retransmission Service (RTS). By defining product categories, different market data can be distinguished; through the message sequence number, the receiving service can judge whether packet loss or disorder occurs; and through the message type, the current message data is specified to belong to retransmission or real-time market data. The LDDS protocol plays a role of a hub in a new transmission mode, and connects different services together.
Figure GDA0003929219620000051
Table 1 LDDS protocol field description
The invention adds the retransmission service (RTS) at the downstream of the issuing service, the retransmission service and the issuing service adopt UDP multicast, and the retransmission service and the issuing service are required to be deployed in the same local area network. According to the LDDS protocol, the retransmission service can quickly cache the published service data according to different product categories, and based on the high-quality transmission quality of the local area network, the retransmission service can ensure the completeness and the accuracy of the cached data. In order to improve the query performance of the retransmission service, the caching of the latest n seconds of market data can be supported.
Table 2 service abbreviation presentation
Abbreviations Means of
DCS Data Collection Service, publishing Service
DDS Data Distribution Service, forwarding Service
RTS Retransmission Service, retransmission Service
VDE Vendor Data Engine, receiving service
In the original transmission mechanism, in order to avoid that the publishing Service directly processes high concurrent TCP connection and may affect the market quotation publishing performance, a layer of Data Distribution Service (DDS) is provided between the publishing Service and the receiving Service, and the forwarding Service transmits the market quotation to each receiving Service through TCP transmission. The invention removes the forwarding service, directly multicasts the issuing service to each receiving service through UDP, avoids the situations of overlong polling period, time delay of a confirmation mechanism, time delay of congestion control and head of line blockage when TCP is highly concurrent, and simultaneously reduces intermediate forwarding links and shortens time delay. Multiplexing can be simultaneously supported by using UDP transmission instead, and for a single receiving service, when a plurality of market quotation data are simultaneously received, all markets are not influenced by the blockage of single market transmission.
The invention realizes reliable transmission by adding an accurate back-compensation mode in the receiving service. The receiving service establishes TCP long connection with the retransmission service, and when the market data received from the issuing service is lost, the receiving service can accurately compensate by sending a retransmission request to the retransmission service. Because the distribution service is mostly deployed in the cross-regional wide area network environment, the same data can preferentially reach the retransmission service, and the receiving time difference between the two services (the retransmission service and the distribution service) can ensure that the retransmission service completes caching when receiving a downstream retransmission request and can rapidly provide the retransmission data for the downstream distribution service. The granularity of the retransmission data can be distinguished according to the product category, so that when the packet loss occurs in a single market quotation, only the single market is retransmitted, and other markets can quickly receive and process the real-time quotation, thereby realizing multiplexing.
The invention adds a disorder rearrangement mechanism in the receiving service. The wide area network multicast has a large amount of disorder situations, for example, if data retransmission is carried out according to the sequence number discontinuity, the retransmission request is too many, therefore, when the message sequence number of a single product is discontinuous, n data packets (default 5 data packets) are waited to be sequenced according to the sequence number, if the message sequence number can be continuously sent, the packet is determined to be lost only when the message sequence number is discontinuous, the data packet retransmission is carried out, and the retransmission request times can be greatly reduced.
The invention adds new intelligent retransmission mechanism in retransmission service. By observation and verification, the data retransmitted by the multiple receiving services has tendency, that is, the data packets lost by the multiple receiving services may be the same data packet of the same product category. Meanwhile, the multi-market data transmission has peaks and valleys, for example, the market data volume is increased rapidly in the early market stage and the lunch market stage, and more data loss is easily formed in the multicast process. In order to avoid processing pressure and possibly generated processing delay on retransmission service caused by the fact that a large number of receiving services frequently request to retransmit the same data at the same time in the peak stage of market conditions, the invention adds an intelligent retransmission mechanism at the retransmission service end. The implementation manner of the mechanism is that the retransmission service monitors the market data volume received by a single product category within 1 second, and when a certain threshold is reached, it is considered that the market peak stage is entered, and at this time, if it is found that n receiving services (default is 5% of the total clients) request to retransmit one or more data packets of the same product category, the data packets are automatically retransmitted to all receiving services.
In a preferred embodiment, the quotation issuing system of the department of China mainly issues the quotation of the domestic exchange market to a plurality of sites all over the country, and mainly transmits quotation data including three markets of Shanghai city, deep city and Hongkong city. Through the LDDS protocol specification, the product categories (u 1, u 2, u 3) can be defined separately for three markets, and the issuing service of each market will issue a sequence number for each message.
In the local area network, a retransmission service is deployed, the retransmission service caches the latest 30-second market data for the Shanghai and Shenhong provinces respectively, and the receiving service is supported to independently request to retransmit message data of a single market.
Currently, the publishing service is deployed in Shanghai, and the receiving service may be deployed at multiple WAN sites, such as hong Kong or Xinjiang in China. The receiving service will receive the Shanghai and Shenhong three market quotations data in real time.
In order to compare the time delay advantage of the new transmission mode with respect to the original transmission mode, two sets of receiving services are deployed at the same site, one set of receiving services is used for receiving market data issued in the original transmission mode, the other set of receiving services is used for receiving data issued in the new transmission mode, and the two sets of receiving services respectively mark a receiving timestamp on each message packet and write the timestamp into a file (see fig. 3 and 4). In the example, the time delay situations of two transmission modes are calculated by comparing the time stamps of the message packets with the same sequence number written in the files in the Shanghai market quotation data. For the message packets with the same sequence number, the larger the timestamp is, the later the message packet is received, and the transmission time delay of different transmission modes can be reversely deduced due to the consistent issuing time.
In order to verify the universality of the transmission mode, time delay comparison is carried out in the existing parallel environment and the production environment at the same time. The quotation data of the parallel environment is the same as that of the production environment, but the firewall equipment of the parallel environment is gigabandwidth, and the firewall equipment of the production environment is gigabandwidth. The parallel environment comprises a Shanghai Hua Xin machine room station and a Chinese hong Kong station at present; the production environment comprises four sites of Xinjiang, chengdu, taiyuan and Shenyang.
By observing the market information data of Shanghai and the market information data, the peak appears mainly at the opening time (9) after the aggregate bidding is finished, and at the moment, the retransmission service can quickly predict and push the market information data which is possibly lost by each downstream receiving service according to an intelligent retransmission mechanism, so that the retransmission delay of the peak time period is reduced.
Figure GDA0003929219620000081
Table 3 statistics table for testing data of each private line
The delay comparison condition of the individual lines of each station in the new and old transmission modes is shown in table 3. In the table, "UDP" denotes a new transmission mode; "TCP" denotes the existing transmission mode; "UDP total packet number" represents the total packet number of Shanghai market quotation data received in the new transmission mode; "TCP total packet number" represents the total number of packets of Shanghai market quotation data received in the existing transmission mode; "UDP retransmission number" indicates the number of times of receiving service request retransmission in the new transmission mode; the UDP packet loss number represents the number of packet losses in the ground file in the new transmission mode; the "average delay" is calculated as follows.
Figure GDA0003929219620000091
From the test results of table 3, the following conclusions can be drawn:
1, compared with the existing transmission mode, the transmission time delay is greatly reduced. The better the effect for stations that are farther away from the distribution service or that have a poor transmission network. For example, the new transmission mode can reduce 1ms transmission delay for shanghai Hua Xin stations, but can reduce 84ms transmission delay for xinjiang stations.
And 2, on the basis of multicast release, the new transmission mode realizes reliable transmission through an accurate back-supplementing mechanism, and each station realizes 0 packet loss, so that the requirement of market data on reliability is met. It can be seen from the test data that the retransmission times of the current parallel environment are much higher than that of the production environment, which indicates that the network environment of the parallel environment is weaker than that of the production environment and may be related to the firewall bandwidth. But even in a poor network environment (parallel environment), the new transmission scheme has achieved all reliable retransmissions.
And 3, the multi-market can realize a multiplexing transmission mode and is not influenced by transmission blockage of a single market. At present, the number of retransmissions in Shanghai and Hongkong markets is more, but the number of retransmissions in deep markets is less, and the normal reception of other markets is not influenced by the retransmission in a single market through the differentiation of product types in LDDS.
The invention combines UDP transmission without confirmation and congestion control, can quickly send the advantages and TCP transmission reliability, designs LDDS protocol and retransmission service, assists in realizing accurate back-filling of receiving service and multiplexing in the transmission process, simultaneously combines the characteristics of trend of peak and packet loss of market data, increases intelligent retransmission of retransmission service, realizes low-delay reliable multicast of multi-market data in a wide area network through integral optimization, and greatly improves transmission efficiency. And the demonstration is carried out by combining the real-time market quotation data of a plurality of markets in Shanghai and Shenhong ports in each site of the existing parallel environment and production environment, so that a good practical effect is generated.

Claims (4)

1. A low-delay reliable transmission method of multi-market quotation data in a wide area network comprises a release service, a retransmission service and a receiving service, and is characterized by also comprising an LDDS protocol which is arranged at the upper layer of a UDP/TCP protocol and comprises product categories used for distinguishing different market quotation data; message sequence number, which is used for receiving service to judge whether packet loss or disorder occurs; the LDDS protocol is a low-delay market release protocol;
the issuing service directly performs UDP multicast to the retransmission service and each receiving service;
the retransmission service is arranged at the downstream of the release service, and the retransmission service and the release service adopt UDP multicast and are deployed in the same local area network;
the receiving service and the retransmission service establish TCP long connection, when packet loss occurs to multicast market data received from the issuing service, accurate compensation is carried out by sending a retransmission request to the retransmission service, the same data can preferentially reach the retransmission service due to the fact that the receiving service is mostly deployed in a cross-regional wide area network environment, and the fact that the retransmission service completes caching when receiving a downstream retransmission request and can rapidly provide the retransmission data to the downstream receiving service is guaranteed through receiving time difference between the retransmission service and the receiving service.
2. The method as claimed in claim 1, wherein the retransmission service performs fast buffering on the published service data according to different product categories.
3. The method as claimed in claim 1, wherein the receiving service has an out-of-order reordering mechanism, and when the message sequence number of a single product is not consecutive, n packets are waited to be ordered according to the sequence number.
4. The method as claimed in claim 1, wherein the retransmission service is provided with an intelligent retransmission mechanism, the retransmission service monitors the amount of market data received by a single product category within 1 second, and when a threshold is reached, it is determined that a market peak stage is entered, and if it is found that n receiving services request retransmission of one or more data packets of the same product category, the data packets are automatically retransmitted to all receiving services.
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