CN112583829A - Method and device for self-adaptive multi-level end-to-end transmission of market information stream - Google Patents
Method and device for self-adaptive multi-level end-to-end transmission of market information stream Download PDFInfo
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- H—ELECTRICITY
- H04—ELECTRIC COMMUNICATION TECHNIQUE
- H04L—TRANSMISSION OF DIGITAL INFORMATION, e.g. TELEGRAPHIC COMMUNICATION
- H04L69/00—Network arrangements, protocols or services independent of the application payload and not provided for in the other groups of this subclass
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- G06Q—INFORMATION AND COMMUNICATION TECHNOLOGY [ICT] SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL OR SUPERVISORY PURPOSES; SYSTEMS OR METHODS SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL OR SUPERVISORY PURPOSES, NOT OTHERWISE PROVIDED FOR
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- G06Q40/04—Trading; Exchange, e.g. stocks, commodities, derivatives or currency exchange
Abstract
The invention discloses a device and a method for self-adapting multistage end-to-end transmission of market information flow, wherein the device comprises the following steps: the local configuration unit is used for configuring a local configuration file and configuring a corresponding local compression level to the local configuration file according to the compression level; the login module unit is used for assembling a login message carrying compression level information according to the configuration in the local configuration file and sending the login message to a superior level; the receiving superior decompression unit receives the login confirmation message replied by the superior, takes out the superior compression level from the message, and decompresses the received data message by using a corresponding compression algorithm; receiving a lower message unit, monitoring a local port, and receiving a login message sent by a lower level so as to establish connection for a compression transmission unit; and the compression transmission unit replies a confirmation login packet carrying a local compression level to the subordinate node, selectively uses or does not use a compression algorithm configured by local configuration according to the type of the login message to compress the data to be transmitted, and transmits the data to the subordinate node.
Description
Technical Field
The invention relates to the technical field of data transmission, in particular to a method and a device for transmitting market information flow by self-adapting multistage end-to-end increasing bandwidth utilization rate.
Background
The current main stream of securities quotation basically uses data stream quotation to transmit real-time quotation, a lower node logs in a quotation gateway of a trading exchange according to a login message format specified by the trading exchange, the trading exchange quotation gateway sends a frame of login confirmation message to the lower node after confirming the login, and the lower node can start to receive the real-time quotation after receiving the frame of login confirmation message. At present, quotation information is generally original uncompressed quotation, or a single fixed compression algorithm is adopted to perform fixed upper-level and lower-level decompression and compression even if the quotation information is compressed, the quotation transmission generally needs to cross machine rooms in different places, cross special lines and the like, one special line possibly needs to use a plurality of services at the same time, and the limitation requirement on bandwidth is high. Meanwhile, the market transmission has higher data delay, the reduction of bandwidth occupation can increase the delay definitely, but the compression speed and the compression ratio of different compression algorithms are in inverse proportion, if the compression speed needs to be improved after the delay reduction, the compression ratio for improving the response of the compression speed can be reduced, the bandwidth is increased, if the bandwidth needs to be reduced, the compression ratio needs to be improved, and the compression ratio can be reduced after the compression ratio is improved. The compression speeds and compression ratios of different compression algorithms are different, and we can respectively give a compression level 1,2,3,4 to a node from small to large according to the compression ratio, but because a node may have a plurality of lower nodes at the same time, and the nodes include some unknown third-party nodes, different lower nodes may need to adopt different compression levels, and for the third-party nodes, only uncompressed data can be received.
Disclosure of Invention
In order to overcome the defects of the prior art, the invention aims to provide a method and a device for self-adaptive multistage end-to-end transmission of market information streams.
To achieve the above object, the present invention provides a device for adaptive multi-level end-to-end market information flow transmission, comprising:
the local configuration unit is used for configuring a local configuration file and configuring a corresponding local compression level into the local configuration file;
the login module unit is used for assembling a login message carrying compression level information according to the configuration in the local configuration file and sending the login message to a superior node;
the receiving upper-level decompression unit is used for receiving the login confirmation message replied by the upper level, taking out the upper-level compression level from the message and decompressing the received data message by using a corresponding compression algorithm according to the compression level;
a lower message receiving unit, configured to monitor a local port and receive a login message sent by a lower level, so as to establish a connection with the compression transmission unit;
and the compression transmission unit is used for replying a confirmation login packet carrying a local compression level to the lower node, selecting a compression algorithm configured by using or not using the locally configured compression level according to the type of the login message to compress the data to be transmitted, and transmitting the data to the lower node.
Preferably, the login module unit multiplexes a standard login message specified by the transaction, and configures a local compression level configured in a local configuration file as a compression level field in a padding information field of the standard login message.
Preferably, when assembling a login message carrying compression level information, the login module unit determines whether a connection upper level in the local configuration file is a trading exchange situation gateway, if the connection upper level is the trading exchange situation gateway, the local compression level in the local configuration file is not configured into a compression level field of the login message, the compression level field in the login message is still default to 0, and if the connection upper level is not the trading exchange situation gateway, the locally configured local compression level is obtained from the local configuration file and configured into the compression level field in the login message.
Preferably, the selected filling information field of the login confirmation message received by the receiving upper level decompression unit and replied by the upper level is used for the upper level node to tell the own compression level field of the lower level node, and the received data message is decompressed by using a corresponding compression algorithm according to the compression level.
Preferably, if the upper level is the exchange market gateway, the default compression type of the login confirmation message replied by the upper level is 0, which represents that the compression type is not compressed, and the receiving upper level decompression unit does not decompress the data received from the exchange market gateway into the original data and stores the data into the cache queue; if the compression level field in the login confirmation message replied by the upper level is not 0, the receiving upper level decompression unit selects a compression algorithm corresponding to the compression level from the compression market message received by the upper level for decompression, then stores the decompressed data into a cache queue, and waits for compression or directly sends the decompressed data to a lower level node.
Preferably, the unit for receiving the subordinate message establishes a monitoring thread to monitor the subordinate node and receive the login message sent by the subordinate login module unit.
Preferably, the compression transmission unit distinguishes whether the lower node is the node type or the third-party node type according to the type of the received lower-level login message, and selects a compression algorithm configured with or without a locally configured compression level to compress the data to be transmitted, and transmits the data to the lower-level node.
Preferably, if the node type is the local node type, after replying the log-in confirmation packet carrying the local node compression level to the subordinate, the compression level configured as the current node of the upper stage is adopted for compression and then transmitted to the subordinate node, and if the node type is the third-party node, after replying the log-in confirmation packet carrying the local node compression level to the subordinate node, the compression is not performed, and the original data decompressed in the cache queue is transmitted to the subordinate node.
Preferably, if the lower node is of the node type, the receiving upper decompression unit decompresses according to the compression level carried in the reply confirmation packet, and if the lower node is of the third node, the compression level carried in the reply registration confirmation packet is ignored by default.
In order to achieve the above object, the present invention further provides a method for self-adaptive multi-level end-to-end market information flow transmission, comprising the following steps:
step S1, the lower node of the gateway logs in according to the standard login message format specified by the transaction, receives the standard reply confirmation login message replied by the transaction place market gateway, receives the original data sent by the transaction place market gateway, stores the original data into a cache queue, and waits for compression or directly sends the original data to the lower node;
step S2, the subordinate node assembles the login message carrying the compression level information according to the local configuration file and sends the login message to the superior node, the superior node distinguishes the subordinate node type according to the login message type of the subordinate node, replies a confirmation login packet carrying the local compression level to the subordinate node, and selects to use or not use the compression algorithm configured by the locally configured compression level to compress the data and transmit the data to the subordinate node;
in step S3, the lower node determines whether or not to decompress the received data based on the received reply acknowledgement packet.
Compared with the prior art, the device and the method for self-adaptive multistage end-to-end transmission of the market information stream multiplex the standard login message and the reply confirmation login message specified by the transaction, add the compression level information in the fields carrying other information of the login message and the reply confirmation login message, send the local compression level to the upper level according to the login message, distinguish whether to use the locally configured compression algorithm to compress the compression level according to the compression level by the upper level and send the compression level to the lower level according to the reply confirmation login message, and decompress the compression level according to the specific compression level by the lower level, thereby realizing the purpose of self-adaptive multistage end-to-end transmission of the market information stream, and improving the bandwidth utilization rate of the system.
Drawings
Fig. 1 is a system architecture diagram of an apparatus for adaptive multi-level end-to-end market information flow transmission according to the present invention;
fig. 2 is a schematic diagram illustrating a message format field of a self-adaptive multi-level end-to-end bandwidth utilization rate-increasing transmission market information flow according to an embodiment of the present invention;
FIG. 3 is a flow chart illustrating the steps of a method for adaptive multi-level end-to-end market information flow transmission according to the present invention;
fig. 4 is a flowchart of a method for adaptive multi-level end-to-end market information flow transmission according to an embodiment of the present invention;
FIG. 5 is a complete node topology diagram of a self-adaptive multi-level end-to-end transmission market information flow for improving bandwidth utilization in the embodiment of the present invention;
fig. 6 is a flowchart of a method for adaptive multi-level end-to-end market information flow transmission according to another embodiment of the present invention;
fig. 7 is a call graph between modules in a node for transmitting market information streams by self-adapting multi-level end-to-end increasing bandwidth utilization in the embodiment of the present invention.
Detailed Description
Other advantages and capabilities of the present invention will be readily apparent to those skilled in the art from the present disclosure by describing the embodiments of the present invention with specific embodiments thereof in conjunction with the accompanying drawings. The invention is capable of other and different embodiments and its several details are capable of modification in various other respects, all without departing from the spirit and scope of the present invention.
Fig. 1 is a system architecture diagram of an apparatus for adaptive multi-level end-to-end market information flow transmission according to the present invention. As shown in fig. 1, the apparatus for self-adapting multi-level end-to-end market information flow transmission according to the present invention is applied to each node, and includes:
the local configuration unit 101 is configured to configure a local configuration file, and configure a corresponding local compression level into the local configuration file according to a compression level required by a client.
In the invention, on the basis of the existing local configuration file, the corresponding compression level is filled in the local configuration file according to the compression level required by the client. Generally, an existing local configuration file at least configures information such as a user name, a password, an ip, a port, and the like required by a local node to connect to an upper node and log in to the upper node, and the local configuration unit 101 configures a corresponding local compression level to the local configuration file according to a compression level required by a client on the basis.
The login module unit 102 is configured to assemble a login message carrying compression level information according to the configuration in the local configuration file generated by the local configuration unit 101, and send the login message to a higher node or an exchange gateway.
Specifically, the login module unit 102 adds the compression level configured in the local configuration file to the compression level field according to the local configuration file and the standard login message format specified by the exchange to generate a login message, and sends the login message to the upper node or the exchange gateway. Fig. 2 is a schematic diagram illustrating a format field of a login message in an embodiment of the present invention, in the embodiment of the present invention, a standard login message specified in a transaction at least includes a fixed message header, a user name, a password, padding information (default to 0), and check bits of other fields and a message tail.
Preferably, when assembling the login message carrying the compression level information, the login module unit 102 needs to determine whether the login message is a gateway of the exchange according to a connection upper level in the local configuration file, if the connection upper level is the gateway of the exchange, the local compression level in the local configuration file is not configured to the compression level field of the login message, at this time, the compression level field in the login message still defaults to 0, and if the connection upper level is not the gateway of the exchange, the login module unit 101 obtains the local compression level configured locally from the local configuration file to the compression level field in the login message, and the login module unit 102 uniformly sends the login message to the connection upper level.
The receiving upper decompression unit 103 is configured to receive the login confirmation message replied by the upper, take out the upper compression level from the message, and decompress the received message according to the compression level by using a corresponding compression algorithm.
In the present invention, as shown in fig. 2, the login confirmation message replied by the upper node includes a fixed message header, a sender code, a receiver code, a login time, a selected padding information (default to 0) and a message tail field, where the selected padding information field is used for the upper node to tell the lower node its own compression level field. If the upper level is the exchange quotation, the default compression type of the login confirmation message replied by the upper level is 0, which means that the compression type is not compressed, that is, the data received by the receiving upper level decompression unit 103 from the exchange quotation gateway is not decompressed and is the original data, as shown in fig. 2, the original real-time quotation message as the original data contains some message headers, stock codes, bargain prices and other information; if the compression level field in the login confirmation message replied by the upper level is not 0, for example, one of 1,2,3, and 4, it indicates that the compression algorithm corresponding to the compression level needs to be selected for decompression from the compressed market message received by the upper level decompression unit 103, and then the decompressed data is stored in the buffer queue to wait for compression or is directly sent to the lower level node, as shown in fig. 2, the compressed market message includes the length of the compressed byte, the length of the byte before compression, and the compressed message, where the length of the compressed byte and the length of the byte before compression are both 4 bytes, that is, the first 8 bytes of the compressed market message are not compressed, and the lower level can directly read the compressed 4 bytes and the 4 bytes before compression to check whether the compression is in error.
A lower message receiving unit 104, configured to monitor a local port, and receive a login message sent by a lower level, so as to establish a connection for the compression transmission unit 105.
In the embodiment of the present invention, after the local configuration file is configured, the lower message receiving unit 104 establishes a monitoring thread to monitor the lower node, and receives the login message sent by the lower login module unit, so as to establish a connection between the upper compression transmission unit 105 and the lower compression transmission unit 105.
And the compression transmission unit 105 is configured to reply a confirmation login packet carrying a local compression level to the subordinate node, and select to use or not use a compression algorithm configured by the locally configured compression level according to the type of the login packet to perform compression, and transmit the compression to the subordinate node.
In the present invention, if the lower node is a third-party node, the higher node is also logged in according to the standard login message of the exchange, and the compression level is set to 0 by default, so the compression transmission unit 105 can distinguish whether the lower node is the present node type or the third-party node type (i.e. whether the lower node and the current node are the same type) according to the type of the received lower login message, if the lower node is the present node type, the lower node is sent to the lower node after being compressed by using the compression level configured as the current node of the upper stage after replying the present node compression level login confirmation packet to the lower node, if the lower node is the third-party node, the compression transmission unit does not perform compression, and after replying the present node compression level login confirmation packet to the lower node, the original data decompressed in the cache queue is sent to the lower node, if the lower node is the present node type, the compression level carried in, and decompressing, and if the node is the third-party node, the compression level carried in the reply login confirmation packet is ignored by default. That is, when the upper node receives the registration packet with the compression level of 0, the confirmation registration packet replied by the upper node on the connection still carries the compression level type of the upper node, but in fact, the default third-party node ignores the type, and the upper node directly sends the decompressed data to the third-party node.
Fig. 3 is a flowchart illustrating steps of a method for adaptive multi-level end-to-end market information flow transmission according to the present invention. As shown in fig. 3, the method for self-adapting multi-level end-to-end market information flow transmission of the present invention includes the following steps:
and step S1, the lower node of the gateway logs in according to the standard login message format specified by the transaction, receives the standard reply confirmation login message replied by the transaction place market gateway, stores the received original data sent by the transaction place market gateway into a cache queue, and waits for compression or directly sends the original data to the lower node.
The standard login message and the standard reply confirmation login message have the formats shown in fig. 2, where the default compression type is 0, which means that the compression type is not compressed, so that the data received by the gateway lower node from the exchange market gateway is not decompressed and is the original data.
The login confirmation packet replied by the gateway of the superior exchange is in a format defined by the standard exchange, although the login confirmation packet includes a defined field, the default value is 0, and when the gateway subordinate node receives the replied login confirmation packet, the gateway subordinate node interprets that the data sent by the gateway of the exchange market is uncompressed data, so that the data accords with the actual situation.
After receiving the information of the market flow of the exchange, the information of the market flow is analyzed to analyze the information of the specific market channel. In the specific embodiment of the invention, the received trading exchange market flow information is analyzed according to the protocol specification, the specific market channel is analyzed, and the channel number of the specific market channel is obtained.
And step S2, the subordinate node assembles the login message carrying the compression level information according to the local configuration file and sends the login message to the superior node, the superior node distinguishes the subordinate node type according to the login message type of the subordinate node, replies a confirmation login packet carrying the local compression level to the subordinate node, and selects to use or not use the compression algorithm configured by the locally configured compression level to compress the data and transmit the data to the subordinate node.
Specifically, a subordinate node adds a compression level configured by the subordinate node to a compression level field according to a standard login message format specified by a transaction to log in to a superior node, and since a third-party node defaults that the compression level is 0 when logging in to the superior node, the superior node distinguishes whether the type of the current node is the node type or the third-party node type (namely, whether the current node is the same type as the current node is judged) according to whether the login message type of the subordinate node is 0 or not, if the type of the current node is the node type, the compression level configured by the current node is adopted to compress and then sent to the subordinate after replying the subordinate node with a compression level login confirmation packet of the current node, and if the type of the third-party node is the node, the decompressed original data is sent to the subordinate after replying the subordinate node with the compression level login confirmation packet of the current.
That is, in step S2, the lower node arranges the compression level arranged by the node itself in the registration message and transmits it to the upper node, the upper node selects compression or non-compression according to the compression level, and the upper node transmits its compression level to the lower node by replying a confirmation registration packet, and the lower node performs corresponding decompression according to the compression level. The higher node only needs to judge whether the compression level carried by the lower node from the login confirmation packet is 0 or not 0, and only needs to select the compression level configured by the node or not, and does not need to carefully distinguish one of the compression levels 1,2,3 and 4.
In step S3, the lower node determines whether or not to decompress the received data based on the received reply acknowledgement packet.
And if the lower node is the type of the node, decompressing according to the compression level carried in the reply confirmation packet, and if the lower node is the third-party node, the compression level carried in the reply login confirmation packet is ignored by default.
Example 1
As shown in fig. 4, in this embodiment, a method for self-adapting a multi-level end-to-end market information flow includes the following steps:
step S1, the node 1 sends the login message to the exchange situation gateway according to the login message format defined by the exchange, the exchange situation gateway receives the login message and then replies a confirmation login message defined by the exchange, the node 1 decompresses by using a specific compression algorithm according to the upper compression level in the confirmation login message, since the login confirmation message replied by the exchange does not carry the defined compression level information, which is 0 by default, the decompression is not needed at the moment, the node 1 starts to receive the real-time uncompressed market data sent by the exchange after receiving the confirmation login message, and selects compression or non-compression according to the specific login message type of each lower node, if the lower login message type is 0, the compression is not adopted on the connection for direct transmission, if the lower login message type is any one of 1,2,3 and 4, the compression node is adopted on the connection, and is also the compression configured in the configuration file in the node 1 The hierarchy is compressed and transmitted to the subordinate nodes (one node may simultaneously comprise a plurality of nodes of the same type as the node and a plurality of third-party nodes).
Step S2, receiving the information of the market flow of the exchange, and analyzing the information to analyze the information of the specific market channel. In the specific embodiment of the invention, the received trading exchange market flow information is analyzed according to the protocol specification, the specific market channel is analyzed, and the channel number of the specific market channel is obtained.
Step S3, multi-level nodes, the process is the same as step S2.
And step S4, the third party node logs in the superior node according to the standard login packet of the exchange, and defaults the compression level to be 0 according to the definition, so when the superior node receives the login packet with the compression level of 0, a confirmation login packet carrying the type of the superior compression level is replied on the connection, the decompressed data is directly sent to the third party node, and the default third party login node ignores the type.
Fig. 5 is a complete node topology diagram of a self-adaptive multi-level end-to-end transmission market information flow for improving bandwidth utilization, according to an embodiment of the present invention, in which, firstly, a node 1 needs to log in a market gateway of an exchange according to information such as a user name, a password, an IP, a Port, etc., and a node 2, a node 3, or a node 4 can select different compression levels to be simultaneously connected to the node 1, a node 5, a node 6, and a node 7 can respectively select different compression levels to be simultaneously connected to the nodes 2, the node 3, and the node 4, and a third-party node service can be connected to the nodes 5, the node 6, and the node 7
Example 2
In this embodiment, as shown in fig. 6, the process of self-adapting multi-level end-to-end market information flow according to the present invention is as follows:
firstly, configuring a specific compression level into a configuration file according to the compression level required by a client, configuring whether a connected superior level filled in the configuration file is a trading exchange gateway or not, if the connected superior level is the trading exchange gateway, a login module unit does not configure the local compression level into a login message, filling 0 by default, if the connected superior level is not the trading exchange gateway, the login module unit reads the locally configured compression level from the configuration file and configures the locally configured compression level into the login message, then the login module uniformly sends the login message to the superior level, after receiving a superior level login confirmation message, a superior level message receiving module selects a specific compression algorithm according to the compression level in the login confirmation message for decompression, if the upper level message is 0, the received market data is not decompressed, and if one of 1,2,3 and 4, the compression algorithm corresponding to the compression level is selected for decompression, and then the decompressed data is stored in a buffer queue to wait for compression or is directly sent to a lower stage.
After submitting and configuring the local configuration file, a monitoring thread is established for monitoring the connection of the lower level, after the reconnection is established, after the login message of the lower level is received, according to the compression level in the login message of the lower level, if the compression level is 0, the data is directly taken out from the cache queue for the connection and sent to the lower level, if the compression level is one of 1,2,3 and 4, the locally configured compression level is selected to be used for sending the data to the lower level, and the locally configured compression level is sent to the lower level when the login packet is replied and confirmed, so the lower level can decompress according to the compression level.
FIG. 7 is a diagram illustrating call among modules within a node according to an embodiment of the present invention. The method comprises the steps that firstly, a local configuration module configures local configuration files, a local login module reads required information from the local configuration module to assemble login messages and sends the login messages to an upper level and a higher level to establish connection, a local lower message receiving module reads the required information from the local configuration module to establish a specific monitoring port, a receiving upper level decompression module selects compression or non-compression according to compression levels in reply messages of the upper level and stores the compression or non-compression into a cache queue, and a compression transmission module selects whether to use local compression level compression to send the compression to the lower level according to the compression levels in the login messages.
It can be seen that, the invention carries compression level information in the login confirmation packet and the reply login confirmation packet, different compression algorithms have different compression rates and compression speeds, the compression speed and the compression rate are in inverse proportion, the result is that the delay and the bandwidth are in inverse proportion, the user can self-configure the compression level according to the requirement without communicating the superior level or the inferior level, the use mode of the user is facilitated, one node is adjusted without influencing other nodes, one connection is adjusted without influencing other connections, the compression level of the superior level and the inferior level is adapted after logging in, and the user can self plan the bandwidth and the influence of the delay by selecting different compression levels
In summary, the device and method for self-adaptive multi-level end-to-end market information flow transmission according to the present invention multiplex the standard login message and reply confirmation login message specified by the transaction, add compression level information to the other information fields carried by the login message and reply confirmation login message, send the local compression level to the upper level according to the login message, the upper level distinguishes whether to compress by using the locally configured compression algorithm according to the compression level and then sends the compressed data to the lower level, the upper level compression level is sent to the lower level according to the reply confirmation login message, and then the lower level decompresses according to the specific compression level, thereby achieving the purpose of self-adaptive multi-level end-to-end market information flow transmission and improving the bandwidth utilization rate of the system.
The foregoing embodiments are merely illustrative of the principles and utilities of the present invention and are not intended to limit the invention. Modifications and variations can be made to the above-described embodiments by those skilled in the art without departing from the spirit and scope of the present invention. Therefore, the scope of the invention should be determined from the following claims.
Claims (10)
1. An apparatus for adaptive multi-level end-to-end market information flow, comprising:
the local configuration unit is used for configuring a local configuration file and configuring a corresponding local compression level into the local configuration file;
the login module unit is used for assembling a login message carrying compression level information according to the configuration in the local configuration file and sending the login message to a superior node;
the receiving upper-level decompression unit is used for receiving the login confirmation message replied by the upper level, taking out the upper-level compression level from the message and decompressing the received data message by using a corresponding compression algorithm according to the compression level;
a lower message receiving unit, configured to monitor a local port and receive a login message sent by a lower level, so as to establish a connection with the compression transmission unit;
and the compression transmission unit is used for replying a confirmation login packet carrying a local compression level to the lower node, selecting a compression algorithm configured by using or not using the locally configured compression level according to the type of the login message to compress the data to be transmitted, and transmitting the data to the lower node.
2. The apparatus for adaptive multi-level end-to-end market information flow according to claim 1, wherein: the logging module unit multiplexes a standard logging message specified by a transaction, and configures a local compression level configured in a local configuration file in a selective filling information field of the standard logging message as a compression level field.
3. The apparatus for adaptive multi-level end-to-end market information flow according to claim 2, wherein: the method comprises the steps that when a login message carrying compression level information is assembled, a login module unit judges whether a connection upper level in a local configuration file is a trading exchange situation gateway or not, if the connection upper level is the trading exchange situation gateway, a local compression level in the local configuration file is not configured into a compression level field of the login message, the compression level field in the login message is still default to 0, and if the connection upper level is not the trading exchange situation gateway, the locally configured local compression level is obtained from the local configuration file and configured into the compression level field in the login message.
4. The apparatus for adaptive multi-level end-to-end market information flow according to claim 3, wherein: and the selected filling information field of the login confirmation message received by the upper decompression unit and replied by the upper node is used for informing the compression level field of the lower node by the upper node, and the received data message is decompressed by using a corresponding compression algorithm according to the compression level.
5. The apparatus for adaptive multi-level end-to-end market information flow according to claim 4, wherein: if the upper level is the exchange quotation gateway, the default compression type of the returned login confirmation message is 0, which represents that the compression type is not compressed, and the data received by the receiving upper level decompression unit from the exchange quotation gateway is not decompressed and is original data, and the data is stored in a cache queue; if the compression level field in the login confirmation message replied by the upper level is not 0, the receiving upper level decompression unit selects a compression algorithm corresponding to the compression level from the compression market message received by the upper level for decompression, then stores the decompressed data into a cache queue, and waits for compression or directly sends the decompressed data to a lower level node.
6. The apparatus for adaptive multi-level end-to-end market information flow according to claim 5, wherein: and the lower message receiving unit establishes a monitoring thread to monitor the lower node and receive the login message sent by the lower login module unit.
7. The apparatus for adaptive multi-level end-to-end market information flow according to claim 6, wherein: the compression transmission unit distinguishes whether the subordinate node is the node type or the third-party node type according to the type of the received subordinate login message, and selects to compress the data to be transmitted by using or not using a compression algorithm configured by a locally configured compression level, and transmits the data to the subordinate node.
8. The apparatus for adaptive multi-level end-to-end market information flow according to claim 7, wherein: if the node type is the node type, after replying the log-in confirmation packet carrying the compression level of the node to the subordinate, the compression level configured as the current node of the superior stage is adopted for compression and then is sent to the subordinate node, and if the node type is the third-party node, after replying the log-in confirmation packet carrying the compression level of the node to the subordinate node, the compression is not carried out, and the decompressed original data in the cache queue is sent to the subordinate.
9. The apparatus for adaptive multi-level end-to-end market information flow according to claim 7, wherein: if the lower node is the node type, the higher level decompression unit receives the compression level carried in the reply login confirmation packet for decompression, and if the lower node is the third node, the compression level carried in the reply login confirmation packet is default and ignored.
10. A method for self-adapting multi-level end-to-end transmission of market information flow comprises the following steps:
step S1, the lower node of the gateway logs in according to the standard login message format specified by the transaction, receives the standard reply confirmation login message replied by the transaction place market gateway, receives the original data sent by the transaction place market gateway, stores the original data into a cache queue, and waits for compression or directly sends the original data to the lower node;
step S2, the subordinate node assembles the login message carrying the compression level information according to the local configuration file and sends the login message to the superior node, the superior node distinguishes the subordinate node type according to the login message type of the subordinate node, replies a confirmation login packet carrying the local compression level to the subordinate node, and selects to use or not use the compression algorithm configured by the locally configured compression level to compress the data and transmit the data to the subordinate node;
in step S3, the lower node determines whether or not to decompress the received data based on the received reply acknowledgement packet.
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