CN117011060A - Matching transaction processing method and device, electronic equipment and storage medium - Google Patents

Matching transaction processing method and device, electronic equipment and storage medium Download PDF

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Publication number
CN117011060A
CN117011060A CN202311001190.4A CN202311001190A CN117011060A CN 117011060 A CN117011060 A CN 117011060A CN 202311001190 A CN202311001190 A CN 202311001190A CN 117011060 A CN117011060 A CN 117011060A
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CN
China
Prior art keywords
order
price difference
current
product
trade
Prior art date
Legal status (The legal status is an assumption and is not a legal conclusion. Google has not performed a legal analysis and makes no representation as to the accuracy of the status listed.)
Pending
Application number
CN202311001190.4A
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Chinese (zh)
Inventor
陈嘉伟
刘倩
邓可欣
张珂
陈楚
刘婷
孙小林
Current Assignee (The listed assignees may be inaccurate. Google has not performed a legal analysis and makes no representation or warranty as to the accuracy of the list.)
China Foreign Exchange Trading Center National Interbank Interbank Lending Market Center
Original Assignee
China Foreign Exchange Trading Center National Interbank Interbank Lending Market Center
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Application filed by China Foreign Exchange Trading Center National Interbank Interbank Lending Market Center filed Critical China Foreign Exchange Trading Center National Interbank Interbank Lending Market Center
Priority to CN202311001190.4A priority Critical patent/CN117011060A/en
Publication of CN117011060A publication Critical patent/CN117011060A/en
Pending legal-status Critical Current

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    • GPHYSICS
    • G06COMPUTING; CALCULATING OR COUNTING
    • G06QINFORMATION 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
    • G06Q40/00Finance; Insurance; Tax strategies; Processing of corporate or income taxes
    • G06Q40/04Trading; Exchange, e.g. stocks, commodities, derivatives or currency exchange
    • GPHYSICS
    • G06COMPUTING; CALCULATING OR COUNTING
    • G06FELECTRIC DIGITAL DATA PROCESSING
    • G06F18/00Pattern recognition
    • G06F18/20Analysing
    • G06F18/22Matching criteria, e.g. proximity measures
    • GPHYSICS
    • G06COMPUTING; CALCULATING OR COUNTING
    • G06QINFORMATION 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
    • G06Q30/00Commerce
    • G06Q30/06Buying, selling or leasing transactions
    • G06Q30/0601Electronic shopping [e-shopping]
    • G06Q30/0633Lists, e.g. purchase orders, compilation or processing
    • G06Q30/0635Processing of requisition or of purchase orders

Abstract

The application discloses a matching transaction processing method and device, electronic equipment and storage medium, wherein the method comprises the following steps: receiving a current price difference order submitted by a current user; judging whether an outstanding historical price difference order matched with the current price difference order exists or not; if the non-transacted historical price difference order matched with the current price difference order does not exist, calculating whether a virtual order matched with the current price difference order exists or not according to the current market data under each transaction mechanism; if the virtual order matched with the current price difference order exists, determining whether each product transaction order forming the virtual order matched with the current price difference order can be submitted; if all the product trade orders forming the virtual order matched with the current price difference order can be exchanged, notifying a matcher to which each product trade order belongs, and exchanging each product trade order with the current price difference order.

Description

Matching transaction processing method and device, electronic equipment and storage medium
Technical Field
The present application relates to the field of securities trade processing technology, and in particular, to a matching trade processing method and apparatus, an electronic device, and a storage medium.
Background
Currently, in the market of fixed yields and derivatives, traders conduct combined policy trade on a plurality of products, namely, trade of two products forms a trade order trade, so that yields are obtained through trade price difference of the two products. For example, while buying bond 1, bond 2 is being sold, and there is a certain price difference between buying bond 1 and selling bond 2. This type of transaction takes the transaction of bond 1 and bond 2 as a whole, i.e. as an order, so two products need to be able to be simultaneously placed, which order can only be placed.
In order to meet the needs of this type of trade order, click-throughs have been developed in connection with the way in which dialog offers are transferred. Specifically, a user clicks two products to be traded on a client, then corresponding quotations of the two products are acquired from a designated pricing source, and accordingly the corresponding quotation interface is transferred, and then the sponsored trade of which the quotations meet the requirements is selected.
However, the data source in this way is single, the whole market condition is difficult to reflect, and reverse orders which can be submitted are difficult to find, so that the success rate is low and the transaction efficiency is low.
Disclosure of Invention
Based on the defects of the prior art, the application provides a matching transaction processing method and device, electronic equipment and storage medium, and aims to solve the problems of low success rate and slower transaction efficiency in the prior art.
In order to achieve the above object, the present application provides the following technical solutions:
the first aspect of the application provides a matching transaction processing method, which comprises the following steps:
receiving a current price difference order submitted by a current user;
judging whether an outstanding historical price difference order matched with the current price difference order exists or not; wherein the historical price difference order refers to a price difference order submitted before the current moment;
if the fact that the historical price difference order matched with the current price difference order does not exist is judged, calculating whether a virtual order matched with the current price difference order exists or not according to current market data under each transaction mechanism; wherein the virtual orders are combinations of the trade orders of the products placed by the matcher corresponding to one or more trade mechanisms;
if the virtual order matched with the current price difference order exists, determining whether each product transaction order forming the virtual order matched with the current price difference order can be submitted;
and if the fact that all the product trade orders forming the virtual order matched with the current price difference order can be met is determined, notifying the matcher to which all the product trade orders belong, and trading all the product trade orders with the current price difference order.
Optionally, in the above matching transaction processing method, the method further includes:
and if the fact that the non-transacted historical price difference order matched with the current price difference order exists is judged, the current price difference order and the matched historical price difference order are transacted.
Optionally, in the above matching trade processing method, the determining whether each of the product trade orders that constitute the virtual order matching the current price difference order is eligible for trade includes:
inquiring whether the matcher to which the product trade order belongs can deal with the product trade order or not for each product trade order constituting the virtual order matched with the current price difference order;
receiving a consultation result fed back by the matcher;
if the consultation results fed back by the matcher of each product trade order indicate that the product trade orders can be met, determining that each product trade order forming the virtual order can be met; and indicating the consultation result which can be submitted, and feeding back the consultation result after the matcher determines that the product trade order can be submitted and locks the product trade order.
Optionally, in the above matching transaction processing method, the querying whether the matcher to which the product transaction order belongs can deal with the product transaction order includes:
inquiring whether the current optimal price of the product trade order in the matcher to which the product trade order belongs is equal to an inquiry price; and if the current optimal price of the product trade order is equal to the query price, determining that the product trade order can be submitted.
Optionally, in the above matching transaction processing method, the method further includes:
if the consultation result fed back by the matcher to which any one product transaction order belongs indicates that the transaction cannot be performed, sending an unlocking message to the matcher fed back by the consultation result fed back indicates that the transaction can be performed, so as to unlock the locked product transaction order.
Optionally, in the above matching transaction processing method, the method further includes:
receiving a quotation change notification sent by any one of the matchers; wherein the market change notification is sent by the matcher when the product transaction order submitted by a user is received and fails to be met;
and updating the current market data according to the market change notification, and returning to execute the determination of whether each product transaction order forming the virtual order matched with the current price difference order can be successfully transacted or not at regular time until the current price difference order is successfully transacted.
A second aspect of the present application provides a matching transaction processing apparatus, comprising:
the receiving unit is used for receiving the current price difference order submitted by the current user;
the judging unit is used for judging whether an outstanding historical price difference order matched with the current price difference order exists or not; wherein the historical price difference order refers to a price difference order submitted before the current moment;
the calculating unit is used for calculating whether a virtual order matched with the current price difference order exists according to the current market data under each transaction mechanism when judging that the non-transacted historical price difference order matched with the current price difference order does not exist; wherein the virtual orders are combinations of the trade orders of the products placed by the matcher corresponding to one or more trade mechanisms;
a trade determining unit for determining whether each of the product trade orders composing the virtual order matching the current price difference order is available for trade when it is calculated that there is a virtual order matching the current price difference order;
and the trade notification unit is used for notifying the matcher to which each product trade order belongs to trade each product trade order with the current price difference order when determining that each product trade order forming the virtual order matched with the current price difference order can be met.
Optionally, in the matching transaction processing device, the matching transaction processing device further includes:
and the transaction unit is used for carrying out transaction on the current price difference order and the matched historical price difference order when judging that the non-transacted historical price difference order matched with the current price difference order exists.
Optionally, in the matching transaction processing device, the transaction determining unit includes:
an inquiry unit configured to inquire, for each of the product trade orders constituting the virtual order matching the current price difference order, whether the matcher to which the product trade order belongs can deal with the product trade order;
the result receiving unit is used for receiving the consultation result fed back by the matcher;
the system comprises a trading result determining unit, a virtual order generation unit and a trading unit, wherein the trading result determining unit is used for determining that each product trading order forming the virtual order can be traded when the consultation results fed back by the matcher of each product trading order indicate that the product trading can be done; and indicating the consultation result which can be submitted, and feeding back the consultation result after the matcher determines that the product trade order can be submitted and locks the product trade order.
Optionally, in the matching transaction processing device, the query unit includes:
a query subunit configured to query whether a current optimal price of the product trade order in the matcher to which the product trade order belongs is equal to a query price; and if the current optimal price of the product trade order is equal to the query price, determining that the product trade order can be submitted.
Optionally, in the matching transaction processing device, the matching transaction processing device further includes:
and the unlocking unit is used for sending an unlocking message to the matchmaker which is fed back by the consultation result which is fed back to indicate that the matchmaker can be crossed when the consultation result which is fed back by any one of the matchers to which the product transaction order belongs indicates that the matcher can be crossed, so as to unlock the locked product transaction order.
Optionally, in the matching transaction processing device, the matching transaction processing device further includes:
a notification receiving unit, configured to receive a market change notification sent by any one of the matchers; wherein the market change notification is sent by the matcher when the product transaction order submitted by a user is received and fails to be met;
and the updating unit is used for updating the current market data according to the market change notice, and returning to the transaction determining unit at regular time to execute the determination of whether each product transaction order forming the virtual order matched with the current price difference order can be successfully transacted until the current price difference order is successfully transacted.
A third aspect of the present application provides an electronic device, comprising:
a memory and a processor;
wherein the memory is used for storing programs;
the processor is configured to execute the program, where the program is executed, and specifically configured to implement the matching transaction processing method according to any one of the foregoing.
A fourth aspect of the present application provides a computer storage medium storing a computer program which, when executed, is adapted to carry out a matching transaction processing method as claimed in any one of the preceding claims.
According to the matching transaction processing method, when the current price difference order submitted by the current user is received, whether an uncompleted historical price difference order matched with the current price difference order exists or not is judged, wherein the historical price difference order refers to the price difference order submitted before the current moment. If it is judged that there is no non-transacted historical price difference order matched with the current price difference order, namely, if it is judged that there is no ready other price difference order capable of transacting, calculating whether there is a virtual order matched with the current price difference order according to current market data under each transaction mechanism. The virtual orders are combinations of all product trade orders placed by the matcher corresponding to one or more trade mechanisms. If it is calculated that there is a virtual order matching the current price difference order, it is determined whether each product trade order constituting the virtual order matching the current price difference order is eligible for a transaction. If it is determined that all the product trade orders forming the virtual order matched with the current price difference order can be exchanged, notifying a matcher to which each product trade order belongs, and exchanging each product trade order with the current price difference order. Therefore, when no ready other price difference orders capable of being traded exist, the order combination meeting the trade requirement can be determined based on the data under each trade mechanism, namely, the order combination is matched to obtain the reverse order of the initiated price difference, whether the orders in the order combination can be traded or not is automatically determined, and when all the orders can be traded, the trade is successfully carried out, so that the trade success rate is effectively improved, and the trade efficiency is improved.
Drawings
In order to more clearly illustrate the embodiments of the present application or the technical solutions in the prior art, the drawings that are required to be used in the embodiments or the description of the prior art will be briefly described below, and it is obvious that the drawings in the following description are only embodiments of the present application, and that other drawings can be obtained according to the provided drawings without inventive effort for a person skilled in the art.
FIG. 1 is a flow chart of a matching transaction processing method according to an embodiment of the present application;
FIG. 2 is a flow chart of a method for determining whether each product trade order is eligible for exchange according to an embodiment of the present application;
FIG. 3 is an interaction diagram of an example transaction after submitting a product transaction order according to an embodiment of the present application;
FIG. 4 is an interaction diagram of an example of a matching transaction process provided by an embodiment of the present application;
fig. 5 is a schematic diagram of a matching transaction processing device according to an embodiment of the present application;
fig. 6 is a schematic diagram of an architecture of an electronic device according to an embodiment of the present application.
Detailed Description
The following description of the embodiments of the present application will be made clearly and completely with reference to the accompanying drawings, in which it is apparent that the embodiments described are only some embodiments of the present application, but not all embodiments. All other embodiments, which can be made by those skilled in the art based on the embodiments of the application without making any inventive effort, are intended to be within the scope of the application.
In the present application, relational terms such as first and second, and the like may be used solely to distinguish one entity or action from another entity or action without necessarily requiring or implying any actual such relationship or order between such entities or actions. Also, the terms "comprises," "comprising," or any other variation thereof, are intended to cover a non-exclusive inclusion, such that a process, method, article, or apparatus that comprises a list of elements does not include only those elements but may include other elements not expressly listed or inherent to such process, method, article, or apparatus. Without further limitation, an element defined by the phrase "comprising one … …" does not exclude the presence of other like elements in a process, method, article, or apparatus that comprises the element.
The embodiment of the application provides a matching transaction processing method, as shown in fig. 1, comprising the following steps:
s101, receiving a current price difference order submitted by a current user.
The current price difference order refers to a price difference order currently submitted, and the price difference order is a price difference order of a plurality of product transactions, namely, the current price difference order is only one order, but a plurality of product transactions are required to be carried out at the same time. The current user is typically referred to as the transactant who is currently initiating the transaction. In the embodiment of the application, the price difference order of two product transactions is mainly taken as an example for illustration, but the price difference order is not limited to the combination transaction of two products in a team.
Specifically, the current user performs combined transaction on each product according to the policy, and submits a corresponding price difference order to the scheduling process, namely, the price difference order is a policy transaction order.
S102, judging whether an outstanding historical price difference order matched with the current price difference order exists or not.
Where the historical price difference order refers to a price difference order submitted prior to the current time. Whereas a historical price difference order that matches the current price difference order refers to a historical price difference order with a trade price that matches the current price difference order in the reverse direction. For example, the current price difference order is an order in which bond 1 is purchased while bond 2 is being purchased, and the price difference between bond 2 and bond 1 is being purchased is the target price, then the historical price difference order matching this is an order in which bond 1 should be purchased while bond 2 is being purchased, and the price difference is not less than the target price.
Optionally, if it is determined that there is an outstanding historical price difference order that matches the current price difference order, the current price difference order is directly traded with the matching historical price difference order.
If it is determined that there is no outstanding historical price difference order matching the current price difference order, i.e. the current price difference order cannot match other policy orders, step S103 may be executed at this time.
S103, calculating whether a virtual order matched with the current price difference order exists or not according to the current market data under each transaction mechanism.
The virtual orders are combinations of all product trade orders placed by the matcher corresponding to one or more trade mechanisms. The product trade order is then a trade order for a single product. The virtual order is not an originally existing trade order, but is a virtual order that attempts to combine multiple individual product trade orders in order to trade with a price difference order.
It should be noted that, each transaction mechanism corresponds to a matcher, for example, a transaction mechanism for marketing corresponds to a matcher, and a transaction mechanism for X-bond corresponds to a matcher. And, corresponding market data of a plurality of products, namely related information of a plurality of trade orders, exists under each trade mechanism, so that the market data can be conveniently used for trading single products through the corresponding trade mechanisms respectively.
Therefore, in the embodiment of the application, when judging that there is no non-transacted historical price difference order matched with the current price difference order, that is, there is no ready price difference order, transaction with a virtual order is tried, that is, each product transaction order placed by each matcher is tried to be matched, so as to determine whether there is a chance that the current price difference order is transacted with the matcher order. Specifically, the product trade orders placed by the same matcher can be combined, and the product trade orders placed by different matchers can also be combined.
Therefore, in the embodiment of the application, the current market data is acquired from the matcher corresponding to each transaction mechanism, the virtual order which can be formed is calculated, and then whether the virtual order matched with the current price difference order exists or not is determined from the calculated virtual order. The definition of the virtual order matched with the current price difference order is consistent with the definition of the historical price difference order matched with the current price difference order, and the virtual order and the definition of the historical price difference order matched with the current price difference order are reverse orders with consistent prices.
If it is calculated that there is a virtual order matching the current price difference order, step S104 is performed.
It should be further noted that, since the market data is continuously changing, the virtual orders are also continuously combined, so that the virtual orders matching the historical price difference orders which have not been able to be met can be determined, and thus the transaction of the historical price difference orders is realized.
Optionally, in another embodiment of the present application, the method may further include:
and receiving a quotation change notification sent by any one of the matchers, updating the current quotation data according to the quotation change notification, and returning to the execution step S103 at regular time until the current price difference order is successfully traded.
Wherein, the quotation change notification is sent by the matcher when receiving the product transaction order submitted by the user and is ready for a transaction.
Specifically, a trader may submit a product trade order to a certain matcher to conduct a trade of the product trade order. At this time, the matcher will match in the matcher, that is, find out the reverse order of the trade order of the product, and trade with the reverse order. If there is no matching order, the matching device adds a new product trade order, so that the market data is changed, and the newly added product trade order may form a virtual order matching the current price difference order, so that the current market data needs to be updated, and the process returns to step S103 until the current price difference order is successfully traded.
It should be noted that, each price difference is the current price difference order at the time of submission, so that it is actually for each price difference order for transaction at this time, whether there is an opportunity for trade is retrieved again, so as to trade it.
S104, determining whether each product transaction order which forms the virtual order matched with the current price difference order can be submitted.
It should be noted that, because the market data of the products is continuously changed, and the virtual order is a false order composed of a plurality of independent product trade orders, which is different from the real price difference order submitted, it is necessary to determine whether each product trade order composing the virtual order matched with the current price difference order can be met, so as to ensure that each product trade order can be met, and thus, the trade with the current price difference order can be realized.
If it is determined whether each product trade order that constitutes a virtual order that matches the current price difference order is eligible for a trade, step 105 may be performed.
Optionally, in another embodiment of the present application, a specific implementation of step S104, as shown in fig. 2, includes the following steps:
s201, inquiring whether a matcher to which the product trade order belongs can deal with the product trade order or not according to each product trade order forming the virtual order matched with the current price difference order.
Specifically, in another embodiment of the present application, a specific implementation method for inquiring whether a matcher to which a product trade order belongs can deal with the product trade order includes:
inquiring whether the current optimal price of the product trade order in the matcher to which the product trade order belongs is equal to the inquired price.
Because the price is calculated based on the acquired current market data and the market data is continuously changed when the order is taken, the price is required to be inquired according to the calculated price, namely the inquiry price, and whether the current optimal price of the product trade order in the matcher to which the product trade order belongs is equal to the inquiry price or not is required to be inquired. Wherein if the current optimal price of the product trade order is equal to the query price, it is determined that the product trade order can be fulfilled.
S202, receiving the consultation result fed back by the matcher.
After receiving the inquiry request, each matcher feeds back the consultation result to the scheduling process correspondingly.
S203, judging whether consultation results fed back by the matcher to which each product transaction order belongs indicate that the transaction can be completed.
And indicating the consultation result which can be achieved, determining that the product transaction order can be achieved by the matcher, and feeding back the locked product transaction order.
It should be noted that, since each product trade order constituting the virtual order may be each independent order belonging to different matchers, it cannot be guaranteed that each product trade order can be submitted, and only when each product trade order can be submitted at the same time, the current price difference order can be completed. The inquiry is made to each of the matchers separately and it is determined whether the consultation results fed back by the matchers to which each product trade order belongs indicate that a transaction can be made.
If the consultation results fed back by the matcher to which each product transaction order belongs indicate that the transaction can be completed, step S204 is executed.
And when the matcher determines that the inquired product trade order can be matched with other orders, the matcher locks the product trade order and feeds back the consultation result which can be matched in order to avoid that the current price difference order cannot be matched.
Correspondingly, in the embodiment of the application, if the consultation result fed back by the matcher to which any product transaction order belongs indicates that the transaction cannot be performed, an unlocking message is sent to the matcher to which the consultation result fed back indicates that the transaction can be performed, so that the locked product transaction order is unlocked.
Optionally, since the market data is continuously changed, after sending an unlocking message to the matchmaker that the fed back consultation result indicates that the matchmaking can be made, the locked product transaction order is unlocked, and then the step 103 may be executed again. For example, a specific interaction process may be as shown in fig. 3.
S204, determining that each product transaction order constituting the virtual order can be submitted.
S105, notifying a matcher to which each product trade order belongs, and trading each product trade order with the current price difference order.
Specifically, a matcher to which each product trade order belongs is informed to trade each product trade order with the current price difference order, so that virtual orders formed by each product trade order are realized, and trade is carried out with the current price difference order.
Specifically, the interaction process of the matching transaction processing method provided by the embodiment of the application may be shown in an example shown in fig. 4.
According to the matching transaction processing method, when the current price difference order submitted by the current user is received, whether an uncompleted historical price difference order matched with the current price difference order exists or not is judged, wherein the historical price difference order refers to the price difference order submitted before the current moment. If it is judged that there is no non-transacted historical price difference order matched with the current price difference order, namely, if it is judged that there is no ready other price difference order capable of transacting, calculating whether there is a virtual order matched with the current price difference order according to current market data under each transaction mechanism. The virtual orders are combinations of all product trade orders placed by the matcher corresponding to one or more trade mechanisms. If it is calculated that there is a virtual order matching the current price difference order, it is determined whether each product trade order constituting the virtual order matching the current price difference order is eligible for a transaction. If it is determined that all the product trade orders forming the virtual order matched with the current price difference order can be exchanged, notifying a matcher to which each product trade order belongs, and exchanging each product trade order with the current price difference order. Therefore, when no ready other price difference orders capable of being traded exist, the order combination meeting the trade requirement can be determined based on the data under each trade mechanism, namely, the order combination is matched to obtain the reverse order of the initiated price difference, whether the orders in the order combination can be traded or not is automatically determined, and when all the orders can be traded, the trade is successfully carried out, so that the trade success rate is effectively improved, and the trade efficiency is improved.
Another embodiment of the present application provides a matching transaction processing device, as shown in fig. 5, including the following units:
a receiving unit 501 is configured to receive a current price difference order submitted by a current user.
A determining unit 502 is configured to determine whether there is an outstanding historical price difference order matching the current price difference order.
Where the historical price difference order refers to a price difference order submitted prior to the current time.
And a calculating unit 503, configured to calculate, when it is determined that there is no outstanding historical price difference order matching the current price difference order, whether there is a virtual order matching the current price difference order according to the current market data under each transaction mechanism.
The virtual orders are combinations of all product trade orders placed by the matcher corresponding to one or more trade mechanisms.
And a deal determination unit 504, configured to determine, when it is calculated that there is a virtual order matching the current price difference order, whether each product trade order constituting the virtual order matching the current price difference order is achievable.
And the trade notifying unit 505 is configured to notify the matcher to which each product trade order belongs to trade each product trade order with the current price difference order when it is determined that each product trade order constituting the virtual order matching the current price difference order is available for trade.
Optionally, in the matching transaction processing device provided in another embodiment of the present application, the matching transaction processing device further includes:
and the trading unit is used for trading the current price difference order and the matched historical price difference order when judging that the non-transacted historical price difference order matched with the current price difference order exists.
Optionally, in the matching transaction processing device provided in another embodiment of the present application, the transaction determining unit includes:
and the inquiring unit is used for respectively inquiring whether the matcher to which the product trade order belongs can deal with the product trade order for each product trade order constituting the virtual order matched with the current price difference order.
And the result receiving unit is used for receiving the consultation result fed back by the matcher.
And the transaction result determining unit is used for determining that each product transaction order forming the virtual order can be transacted when the consultation results fed back by the matcher to which each product transaction order belongs indicate that the virtual order can be transacted. And indicating the consultation result which can be achieved, determining that the product transaction order can be achieved by the matcher, and feeding back the locked product transaction order.
Optionally, in the matching transaction processing device provided in another embodiment of the present application, the query unit includes:
and the inquiring subunit is used for inquiring whether the current optimal price of the product trade order in the matcher to which the product trade order belongs is equal to the inquiring price. Wherein if the current optimal price of the product trade order is equal to the query price, it is determined that the product trade order can be fulfilled.
Optionally, in the matching transaction processing device provided in another embodiment of the present application, the matching transaction processing device further includes:
and the unlocking unit is used for sending an unlocking message to the matcher which can be crossed when the consultation result fed back by the matcher to which any product transaction order belongs indicates that the locked product transaction order cannot be crossed, so as to unlock the locked product transaction order.
Optionally, in the matching transaction processing device provided in another embodiment of the present application, the matching transaction processing device further includes:
and the notification receiving unit is used for receiving the quotation change notification sent by any one of the matchers. Wherein the market change notification is sent by the matcher upon receipt of a product transaction order submitted by the user and failure to deal.
And the updating unit is used for updating the current market data according to the market change notification, and returning to the trading determining unit at regular time to execute the steps of determining whether each product trading order forming the virtual order matched with the current price difference order can be traded or not until the current price difference order is successfully traded.
It should be noted that, for the specific working process of each unit provided in the above embodiment of the present application, reference may be made to corresponding steps in the above method embodiment accordingly, which is not described herein again.
Another embodiment of the present application provides an electronic device, as shown in fig. 6, including:
a memory 601 and a processor 602.
Wherein the memory 601 is used for storing programs.
The processor 602 is configured to execute a program stored in the memory 601, and the program is specifically configured to implement the matching transaction processing method provided in any one of the foregoing embodiments when executed.
Another embodiment of the present application provides a computer storage medium storing a computer program for implementing the matching transaction processing method provided in any one of the above embodiments when the computer program is executed.
Computer storage media, including both non-transitory and non-transitory, removable and non-removable media, may be implemented in any method or technology for storage of information. The information may be computer readable instructions, data structures, modules of a program, or other data. Examples of computer storage media include, but are not limited to, phase change memory (PRAM), static Random Access Memory (SRAM), dynamic Random Access Memory (DRAM), other types of Random Access Memory (RAM), read Only Memory (ROM), electrically Erasable Programmable Read Only Memory (EEPROM), flash memory or other memory technology, read only compact disc read only memory (CD-ROM), digital Versatile Discs (DVD) or other optical storage, magnetic cassettes, magnetic tape magnetic disk storage or other magnetic storage devices, or any other non-transmission medium, which can be used to store information that can be accessed by the computing device. Computer-readable media, as defined herein, does not include transitory computer-readable media (transmission media), such as modulated data signals and carrier waves.
Those of skill would further appreciate that the various illustrative elements and algorithm steps described in connection with the embodiments disclosed herein may be implemented as electronic hardware, computer software, or combinations of both, and that the various illustrative elements and steps are described above generally in terms of functionality in order to clearly illustrate the interchangeability of hardware and software. Whether such functionality is implemented as hardware or software depends upon the particular application and design constraints imposed on the solution. Skilled artisans may implement the described functionality in varying ways for each particular application, but such implementation decisions should not be interpreted as causing a departure from the scope of the present application.
The previous description of the disclosed embodiments is provided to enable any person skilled in the art to make or use the present application. Various modifications to these embodiments will be readily apparent to those skilled in the art, and the generic principles defined herein may be applied to other embodiments without departing from the spirit or scope of the application. Thus, the present application is not intended to be limited to the embodiments shown herein but is to be accorded the widest scope consistent with the principles and novel features disclosed herein.

Claims (10)

1. A method of matching transaction processing, comprising:
receiving a current price difference order submitted by a current user;
judging whether an outstanding historical price difference order matched with the current price difference order exists or not; wherein the historical price difference order refers to a price difference order submitted before the current moment;
if the fact that the historical price difference order matched with the current price difference order does not exist is judged, calculating whether a virtual order matched with the current price difference order exists or not according to current market data under each transaction mechanism; wherein the virtual order is a combination of a plurality of product trade orders placed by a matcher corresponding to one or more trade mechanisms;
if the virtual order matched with the current price difference order exists, determining whether each product transaction order forming the virtual order matched with the current price difference order can be submitted;
and if the fact that all the product trade orders forming the virtual order matched with the current price difference order can be met is determined, notifying the matcher to which all the product trade orders belong, and trading all the product trade orders with the current price difference order.
2. The method as recited in claim 1, further comprising:
and if the fact that the non-transacted historical price difference order matched with the current price difference order exists is judged, the current price difference order and the matched historical price difference order are transacted.
3. The method of claim 1, wherein said determining whether each of said product trade orders comprising said virtual order matching said current price difference order is eligible for exchange comprises:
inquiring whether the matcher to which the product trade order belongs can deal with the product trade order or not for each product trade order constituting the virtual order matched with the current price difference order;
receiving a consultation result fed back by the matcher;
if the consultation results fed back by the matcher of each product trade order indicate that the product trade orders can be met, determining that each product trade order forming the virtual order can be met; and indicating the consultation result which can be submitted, and feeding back the consultation result after the matcher determines that the product trade order can be submitted and locks the product trade order.
4. A method according to claim 3, wherein said querying whether the matcher to which the product trade order belongs can fulfill the product trade order comprises:
inquiring whether the current optimal price of the product trade order in the matcher to which the product trade order belongs is equal to an inquiry price; and if the current optimal price of the product trade order is equal to the query price, determining that the product trade order can be submitted.
5. A method according to claim 3, further comprising:
if the consultation result fed back by the matcher to which any one product transaction order belongs indicates that the transaction cannot be performed, sending an unlocking message to the matcher fed back by the consultation result fed back indicates that the transaction can be performed, so as to unlock the locked product transaction order.
6. The method as recited in claim 1, further comprising:
receiving a quotation change notification sent by any one of the matchers; wherein the market change notification is sent by the matcher when the product transaction order submitted by a user is received and fails to be met;
and updating the current market data according to the market change notification, and returning to execute the determination of whether each product transaction order forming the virtual order matched with the current price difference order can be successfully transacted or not at regular time until the current price difference order is successfully transacted.
7. A matching transaction processing device, comprising:
the receiving unit is used for receiving the current price difference order submitted by the current user;
the judging unit is used for judging whether an outstanding historical price difference order matched with the current price difference order exists or not; wherein the historical price difference order refers to a price difference order submitted before the current moment;
the calculating unit is used for calculating whether a virtual order matched with the current price difference order exists according to the current market data under each transaction mechanism when judging that the non-transacted historical price difference order matched with the current price difference order does not exist; wherein the virtual orders are combinations of the trade orders of the products placed by the matcher corresponding to one or more trade mechanisms;
a trade determining unit for determining whether each of the product trade orders composing the virtual order matching the current price difference order is available for trade when it is calculated that there is a virtual order matching the current price difference order;
and the trade notification unit is used for notifying the matcher to which each product trade order belongs to trade each product trade order with the current price difference order when determining that each product trade order forming the virtual order matched with the current price difference order can be met.
8. The apparatus as recited in claim 7, further comprising:
and the transaction unit is used for carrying out transaction on the current price difference order and the matched historical price difference order when judging that the non-transacted historical price difference order matched with the current price difference order exists.
9. An electronic device, comprising:
a memory and a processor;
wherein the memory is used for storing programs;
the processor is configured to execute the program, and the program is specifically configured to implement the matching transaction processing method according to any one of claims 1 to 6 when executed.
10. A computer storage medium storing a computer program which, when executed, is adapted to carry out the matching transaction processing method according to any one of claims 1 to 6.
CN202311001190.4A 2023-08-09 2023-08-09 Matching transaction processing method and device, electronic equipment and storage medium Pending CN117011060A (en)

Priority Applications (1)

Application Number Priority Date Filing Date Title
CN202311001190.4A CN117011060A (en) 2023-08-09 2023-08-09 Matching transaction processing method and device, electronic equipment and storage medium

Applications Claiming Priority (1)

Application Number Priority Date Filing Date Title
CN202311001190.4A CN117011060A (en) 2023-08-09 2023-08-09 Matching transaction processing method and device, electronic equipment and storage medium

Publications (1)

Publication Number Publication Date
CN117011060A true CN117011060A (en) 2023-11-07

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Country Status (1)

Country Link
CN (1) CN117011060A (en)

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