KR102609478B1 - Apparatus and method for analyzing and guiding abnormal situations in fintech platform service system - Google Patents

Abstract

This disclosure relates to a system for analyzing abnormal situations using the relationship between transaction volume and liquidity in a fintech platform service system. According to the present disclosure, an investment information providing device that generates investment information using the relationship between transaction volume and liquidity includes a processor, the processor receives transaction information regarding transaction details performed in time intervals, and the transaction information From the feature vectors that have the trading volume and fluctuation range of the cryptocurrency as elements, and from the feature vectors, determine a correlation level indicating the relationship between the trading volume and the fluctuation range and a distance level indicating the distribution of the feature vector, , Investment information regarding the trading volume and fluctuation range of the cryptocurrency can be generated using the correlation level and the distance level, and the investment information can be transmitted to the terminal.

Description

Device and method for analyzing and guiding abnormal situations in the fintech platform service system {APPARATUS AND METHOD FOR ANALYZING AND GUIDING ABNORMAL SITUATIONS IN FINTECH PLATFORM SERVICE SYSTEM}

This disclosure generally relates to a device and method for analyzing abnormal situations using the relationship between transaction volume and liquidity in a fintech platform service system and providing guidance to service users.

Cryptocurrency is encrypted and distributedly issued based on blockchain technology and indicates electronic information used as currency in a certain network. Cryptocurrency is a currency traded on a cryptocurrency exchange, not a stock exchange, and is used as a means of payment for goods and services.

The system that provides securities trading services is well-equipped with institutional conditions for market activation, even for low-trading items, in order to provide service users with a highly reliable investment environment, while in the case of cryptocurrency, there are restrictions on the use of cryptocurrency. There is not a sufficient legal foundation in place. In other words, unlike securities, cryptocurrency is not well-equipped with institutional safety measures, so it can be issued and distributed easily, and as a result, it has the characteristic of having a very large trading volume and fluctuation range compared to securities.

In the digital asset market, certain forces increase trading volume by creating counter-trades for marketing purposes. In particular, in the case of small and medium-sized cryptocurrency exchanges with a lack of market participants, the ratio of rotation transactions is high compared to the proportion of total transactions, and such rotation transactions can cause a surge or plunge in the price of cryptocurrency, affecting the stability of investors' investments. .

Conventionally, service users using cryptocurrency trading services had no choice but to directly check the trading volume and price volatility of cryptocurrency in real time, despite the high liquidity of cryptocurrency. However, it is practically difficult for service users to check trading volume, quote slippage, and understand the market status, and there is a problem that service users suffer large losses if they do not properly understand the liquidity of cryptocurrency. In response to this, there has recently been a demand for technology development to provide service users using cryptocurrency trading services with standards and related investment information on false liquidity specific to the digital asset market and to provide investors with a stable investment environment. .

Based on the above-mentioned discussion, this disclosure provides a device and method for analyzing abnormal situations using the relationship between transaction volume and liquidity in a fintech platform service system and providing guidance to service users.

In addition, the present disclosure provides an apparatus and method for confirming the relationship between transaction volume and fluctuation range for each time section from transaction information for each time section.

In addition, the present disclosure provides an apparatus and method for confirming the distribution according to the density of transaction volume and fluctuation range for each time interval from transaction information for each time interval.

Additionally, the present disclosure provides an apparatus and method for generating investment information regarding transaction volume and fluctuation range in the digital asset market.

In addition, the present disclosure provides a device and method for determining whether an abnormal situation occurs in the digital asset market and notifying service users.

According to various embodiments of the present disclosure, a method of operating an investment information providing device that provides investment information related to transaction volume and fluctuation range to service users who use cryptocurrency trading services in the digital asset market includes each of the upper time sections and a plurality of lower time sections. In the case of division into sections, receiving transaction information regarding transaction details performed in each of the plurality of sub-time sections, from the transaction information, using the transaction volume and the fluctuation range of the cryptocurrency as elements, Extracting feature vectors corresponding to each of a plurality of lower time sections, determining a correlation level indicating a relationship between the transaction volume and the fluctuation range for each of the upper time sections from the feature vectors, the feature vector From the step of determining a distance level indicating the distribution of the feature vector for each of the upper time intervals, based on the correlation level and the distance level, generating investment information about the trading volume and fluctuation range of the cryptocurrency and transmitting the investment information.

According to another embodiment, the step of determining the correlation level includes selecting sub feature vectors for lower time intervals included in one upper time interval from among the upper time intervals, and It includes determining a correlation level from the sub-feature vectors based on the correlation level corresponding to, the number of lower time sections included in the one upper time section, the trading volume in the lower time section, and the fluctuation range in the lower time section. can do.

According to another embodiment, the step of determining the distance level includes determining a reference feature vector from the sub-feature vectors, a feature vector included in the sub-feature vectors, a sub-distance level of the feature vector M _i , and correction. Determining sub-distance levels from the sub-feature vectors based on a coefficient, a reference feature vector, and a covariance matrix of the sub-feature vectors, and determining distance levels corresponding to the upper time intervals from the sub-distance levels. It may include a decision step.

According to another embodiment, the step of generating the investment information includes generating a distribution graph displaying the distribution of the correlation level and the distance level according to the transaction volume and the fluctuation range for the upper time intervals. can do.

According to another embodiment, a method of operating an investment information providing device includes identifying whether the correlation level is below a preset first threshold level, and if the correlation level is below the first threshold level, rotating the cryptocurrency. The method may further include generating first additional investment information indicating that the transaction rate is high.

According to another embodiment, a method of operating an investment information providing device includes identifying whether the distance level exceeds a preset second threshold level, and if the distance level exceeds the second threshold level, an abnormal situation. It may further include generating second additional investment information indicating generation.

Various respective aspects and features of the invention are defined in the appended claims. Combinations of the features of the dependent claims may be combined with the features of the independent claims as appropriate, not just those explicitly set out in the claims.

Additionally, one or more features selected from any one embodiment described in this disclosure may be combined with one or more features selected from any other embodiments described in this disclosure, and alternatives to these features may be used. A combination of the above may at least partially alleviate one or more technical problems discussed in this disclosure, or at least partially alleviate technical problems that can be discerned by a person skilled in the art from this disclosure, and further provide the features of the embodiments ( Unless such a particular combination or permutation of embodiment features is understood by those skilled in the art to be incompatible, the combination is possible.

In any described example implementation of this disclosure, two or more physically distinct components may alternatively be integrated into a single component if such integration is possible, so forming a single component. If the same function is performed by , integration is possible. Conversely, a single component of any embodiment described in this disclosure may alternatively, where appropriate, be implemented as two or more separate components that achieve the same functionality.

It is an object of certain embodiments of the present invention to solve, alleviate or eliminate, at least in part, at least one of the problems and/or disadvantages associated with the prior art. Certain embodiments aim to provide at least one of the advantages described below.

The apparatus and method according to various embodiments of the present disclosure calculates an indicator indicating the relationship between trading volume and liquidity and provides related investment information to service users, thereby providing service users with a trading environment with high investment stability. do.

Additionally, devices and methods according to various embodiments of the present disclosure enable the relationship between transaction volume and fluctuation range for each time section to be confirmed by using transaction information for each time section.

In addition, the apparatus and method according to various embodiments of the present disclosure use transaction information according to time sections, allowing the distribution of transaction volume and fluctuation range for each time section to be confirmed according to the density.

In addition, devices and methods according to various embodiments of the present disclosure can determine whether an abnormal situation occurs in the digital asset market and notify service users of this.

The effects that can be obtained from the present disclosure are not limited to the effects mentioned above, and other effects not mentioned can be clearly understood by those skilled in the art from the description below. will be.

1 illustrates a cryptocurrency trading system according to various embodiments of the present disclosure.
Figure 2 illustrates the configuration of an investment information providing device in a cryptocurrency trading system according to various embodiments of the present disclosure.
Figure 3 illustrates the flow of information used by an investment information providing device in a cryptocurrency trading system according to various embodiments of the present disclosure.
FIG. 4 illustrates an example graph for explaining a method of determining a distance level in a cryptocurrency trading system according to various embodiments of the present disclosure.
FIG. 5 illustrates an example graph illustrating investment information in a cryptocurrency trading system according to various embodiments of the present disclosure.
FIG. 6 illustrates a flowchart of a method of operating an investment information providing device in a cryptocurrency trading system according to various embodiments of the present disclosure.

Terms used in the present disclosure are merely used to describe specific embodiments and may not be intended to limit the scope of other embodiments. Singular expressions may include plural expressions, unless the context clearly indicates otherwise. Terms used herein, including technical or scientific terms, may have the same meaning as generally understood by a person of ordinary skill in the technical field described in this disclosure. Among the terms used in this disclosure, terms defined in general dictionaries may be interpreted to have the same or similar meaning as the meaning they have in the context of related technology, and unless clearly defined in this disclosure, have an ideal or excessively formal meaning. It is not interpreted as In some cases, even terms defined in the present disclosure cannot be interpreted to exclude embodiments of the present disclosure.

In various embodiments of the present disclosure described below, a hardware approach method is explained as an example. However, since various embodiments of the present disclosure include technology using both hardware and software, the various embodiments of the present disclosure do not exclude software-based approaches.

Hereinafter, this disclosure relates to an apparatus and method for providing service users with investment information related to transaction volume and fluctuation range in a cryptocurrency trading system. Specifically, this disclosure describes a technology for providing a trading environment with high investment stability to service users by calculating an indicator indicating the relationship between trading volume and liquidity and providing related investment information to service users.

Below, various embodiments will be described in detail with reference to the attached drawings so that those skilled in the art can easily implement them. However, since the technical idea of the present disclosure can be modified and implemented in various forms, it is not limited to the embodiments described in this specification. In describing the embodiments disclosed in this specification, if it is determined that detailed description of related known technologies may obscure the gist of the technical idea of the present disclosure, detailed descriptions of the known technologies will be omitted. Identical or similar components will be assigned the same reference number and duplicate descriptions thereof will be omitted.

In this specification, when an element is described as being "connected" to another element, this includes not only the case of being "directly connected" but also the case of being "indirectly connected" with another element in between. When an element is said to “include” another element, this means that it does not exclude another element in addition to the other element, but may further include another element, unless specifically stated to the contrary.

Some embodiments may be described in terms of functional block configurations and various processing steps. Some or all of these functional blocks may be implemented as any number of hardware and/or software configurations that perform specific functions. For example, the functional blocks of the present disclosure may be implemented by one or more microprocessors, or may be implemented by circuit configurations for certain functions. Functional blocks of the present disclosure may be implemented in various programming or scripting languages. The functional blocks of this disclosure may be implemented as algorithms running on one or more processors. Functions performed by a functional block in the present disclosure may be performed by a plurality of functional blocks, or functions performed by a plurality of functional blocks in the present disclosure may be performed by a single functional block. Additionally, the present disclosure may employ conventional technologies for electronic environment setup, signal processing, and/or data processing.

In addition, in the present disclosure, the expressions greater than or less than are used to determine whether a specific condition is satisfied or fulfilled, but this is only a description for expressing an example and excludes descriptions of more or less. It's not about doing it. Conditions written as ‘more than’ can be replaced with ‘more than’, conditions written as ‘less than’ can be replaced with ‘less than’, and conditions written as ‘more than and less than’ can be replaced with ‘greater than and less than’.

1 illustrates a cryptocurrency trading system 100 according to various embodiments of the present disclosure.

The cryptocurrency trading system 100 refers to a system that provides an environment that allows service users, such as cryptocurrency investors or transaction service providers, to trade cryptocurrency. According to the cryptocurrency trading system 100, investors can buy or sell cryptocurrency through a cryptocurrency exchange, and the cryptocurrency exchange can provide cryptocurrency trading services and make profit through fees. Additionally, investment information providers can provide investment information related to cryptocurrency trading to investors or transaction service providers. According to an embodiment of the present disclosure, the cryptocurrency trading system 100 may include a terminal 110, an exchange server 130, an investment information providing device 150, and a network 107.

The terminal 110 indicates an electronic device used by a service user who trades cryptocurrency. The terminal 110 is an electronic device used by sellers or buyers of cryptocurrency to trade cryptocurrency. Service users can use the terminal 110 to access the exchange server 130 and through the exchange server 130. Cryptocurrency trading services are available. According to an embodiment of the present disclosure, the terminal 110 may include a fixed terminal implemented as a computer device or a mobile terminal. Specifically, the terminal 110 can point to a smart phone, mobile phone, navigation, computer, laptop, digital broadcasting terminal, personal digital assistants (PDA), portable multimedia player (PMP), and tablet PC. Additionally, the terminal 110 may communicate with at least one of the exchange server 130 or the investment information providing device 150 through the network 107. The specific configuration of the terminal 110 is described in detail in FIG. 2.

The exchange server 130 provides a platform for exchanging or trading at least one type of cryptocurrency and instructs the server device of the exchange to obtain fees as revenue. According to one example, the exchange server 130 serves as a platform for purchasing and selling virtual currency, provides exchange services between fiat currency and cryptocurrency, or sells cryptocurrency at the market price or specified price through a web quotation window. It can perform a distribution function. Additionally, the exchange server 130 may be implemented as a computer that can connect to a remote server or terminal through the network 107.

The investment information providing device 150 indicates an electronic device used by the investment information provider. The investment information providing device 150 may perform the function of generating investment information related to the trading volume and fluctuation range of cryptocurrencies and providing investment information to service users. Specifically, the investment information providing device 150 may receive transaction information regarding transaction details classified by time from the exchange server 130, and use the transaction information to extract feature vectors with transaction volume and fluctuation range as elements. . The investment information providing device 150 may use the feature vector to calculate a correlation level indicating the relationship between transaction volume and fluctuation range and a distance level indicating the distribution of the feature vector. Afterwards, the investment information providing device 150 generates investment information about the trading volume and fluctuation range of cryptocurrency items using the correlation level and distance level, and provides the investment information to service users, so that cryptocurrency transactions can be performed stably. We can assist you.

As shown in FIG. 1, components of the cryptocurrency trading system 100 may be connected through a network 107. According to an embodiment of the present disclosure, the network 107 refers to a connection structure capable of exchanging information between nodes such as a plurality of terminals and servers. Examples of such networks include RF, 3GPP (3rd generation partnership project) network, LTE (long term evolution) network, 5GPP (5th generation partnership project) network, WIMAX (world interoperability for microwave access) network, Internet, LAN (local area network), Wireless LAN (wireless local area) network), WAN (wide area network), PAN (personal area network), Bluetooth network, NFC network, satellite broadcasting network, analog broadcasting network, DMB (digital multimedia broadcasting) network, etc., but are not limited thereto. .

In the digital asset market, sell orders and buy orders are formed based on the prices desired by sellers and buyers, respectively, and the market price is formed as a result of mutual agreement. The more active the market is, the more sell and buy orders are placed at a price close to the agreed upon price, resulting in transactions being concluded at a price that is less different from the market price. However, when the market is less active, the desired price can be greatly reduced due to insufficient order volume. A transaction may be concluded at a price that is out of line. Taking advantage of this, various attempts have been made to make it appear as if market transactions are actively taking place even when they are not, and these attempts have caused unexpected losses to service users. In particular, abnormal attempts are most often made by exploiting the fact that cryptocurrency exchanges only display the price fluctuation range and trading volume of cryptocurrency, and it is difficult for service users to identify abnormal attempts until they continuously observe changes in the quoted price. . In response to this, the investment information providing device 150 according to the present disclosure measures changes in quotes submitted in the market, identifies and quantifies the normal range of price volatility that can occur based on the trading volume in the market, and provides investment information to service users. The purpose is to provide.

If the quote submitted in the cryptocurrency trading market is a price formed only through normal transactions, it shows various patterns during the conclusion process. Specifically, in the case of execution by market order, if the first quantity of the first bid price concluded is greater than the trading volume, a quote equal to the first quantity minus the trading volume remains. In the case of execution by limit price order, if the first quantity is smaller than the trading volume and the limit price is not the price at which the second quote will be executed, the price equal to the trading volume minus the first quantity remains as the price on the other side, and the limit price is higher than the second price. In the case of the price at which the contract is to be executed, an quotation equal to the quantity of the difference from the second quotation remains. In other words, a change in the quote price occurs along with the transaction volume due to a single execution order. If this is quantified, it is predicted how much the submitted quote price will be executed and how much the quote price will change for the execution order corresponding to the average value of the transaction volume. It can be. Using this, the investment information providing device 150 according to the present disclosure can calculate an index through average calculation and deviation calculation with respect to the range of possible change measured during a specific time period in consideration of transaction volume and fluctuation range.

The investment information providing device 150 may generate an ideal indicator by determining the price change when a transaction occurs for all transactions for each index constituent item and calculating the deviation thereof. However, abnormal indicators are highly prone to errors when there is abnormal market disturbance. In order to consider price changes due to abnormal behavior, the investment information providing device 150 calculates the deviation by adding the price change when a transaction occurs and the price change that may occur, including the quantity canceled after the price quote is submitted within the price change section. A blink reflection indicator can be created. Alternatively, the investment information providing device 150 may generate a general index by measuring the quote price multiple times for each price change section and calculating the deviation of the difference between the effective ask price and the current price within the price change section.

The generated indicators use a method of setting the baseline for the next section based on the statistics of the previous section, so abnormal behavior that deviates from the average value is reflected in the form of noise. In other words, if a deviation in volatility that is excessively larger or smaller than the general volatility is observed, the indicator is immediately reflected in the form of noise.

In addition, since the indicator is an indicator that derives the deviation of the measurement results of each section, the larger the number of samples, the more accurate the result. Therefore, the reliability of the indicator can be increased when multiple measured results are adopted when multiple nodes form a network and each generate and accumulate results.

The investment information providing device 150 can extract index transaction data appropriate for the current market situation from transaction information and provide investment information related to transaction volume and fluctuation range to investors in real time. Additionally, the investment information providing device 150 can protect investors by notifying them when an abnormal situation is identified through analysis of liquidity-related investment indicators. Below, a specific method by which the investment information providing device 150 generates investment information is illustrated.

FIG. 2 illustrates a configuration 200 of an investment information providing device 150 in a cryptocurrency trading system 100 according to various embodiments of the present disclosure. Terms such as 'unit' and 'unit' used hereinafter refer to a unit that processes at least one function or operation, and may be implemented as hardware, software, or a combination of hardware and software. The investment information providing device 150 may include a memory 210, a processor 220, a communication unit 230, an input/output interface 240, and a display unit 250.

The memory 210 temporarily or permanently stores data such as basic programs, applications, and setting information for the operation of the investment information providing device 150. The memory 210 may include a non-permanent mass storage device such as random access memory (RAM), read only memory (ROM), and a disk drive, but the present invention is not limited thereto. These software components may be loaded from a computer-readable recording medium separate from the memory 210 using a drive mechanism. Such separate computer-readable recording media may include computer-readable recording media such as floppy drives, disks, tapes, DVD/CD-ROM drives, and memory cards. Depending on the embodiment, software components may be loaded into the memory 210 through the communication unit 230 rather than a computer-readable recording medium. Additionally, the memory 210 may provide stored data upon request from the processor 220. According to an embodiment of the present disclosure, the memory 210 may store transaction information regarding cryptocurrency transaction details performed in a plurality of time intervals.

The processor 220 controls the overall operations of the investment information providing device 150. For example, the processor 220 may control signals to be transmitted and received through the communication unit 230. Additionally, the processor 220 may be configured to process instructions of a computer program by performing basic arithmetic, logic, and input/output operations. Commands may be provided to the processor 220 by the memory 210 or the communication unit 230. For example, processor 220 may be configured to execute received instructions according to program code stored in a recording device such as memory 210. For example, the processor 220 may control the investment information providing device 150 to perform operations according to various embodiments described later. According to an embodiment of the present disclosure, when each of the upper time sections is divided into a plurality of lower time sections, the processor 220 receives transaction information regarding transaction details performed in each of the plurality of lower time sections. From the transaction information, extract the transaction volume and fluctuation range of the cryptocurrency as an element, extract feature vectors corresponding to each of a plurality of lower time intervals, and establish the relationship between transaction volume and fluctuation range for each upper time interval from the feature vectors. Determine the correlation level that indicates, determine the distance level that indicates the distribution of the feature vectors for each upper time interval from the feature vectors, and based on the correlation level and distance level, invest in the trading volume and fluctuation range of the cryptocurrency. It can be controlled to generate information and transmit investment information.

The communication unit 230 performs functions for transmitting and receiving signals through wired and wireless channels. All or part of the communication unit 230 may be referred to as a transmitting unit, a receiving unit, or a transmitting/receiving unit. The communication unit 230 may provide a function for the investment information providing device 150 and at least one other node to communicate with each other through a communication network. According to an embodiment of the present disclosure, when the processor 220 of the investment information providing device 150 generates a request signal according to a program code stored in a recording device such as the memory 210, the request signal is sent to the communication unit 230. It can be transmitted to at least one other node through a communication network under the control of . Conversely, control signals, commands, content, files, etc. provided under the control of a processor of at least one other node may be received by the investment information providing device 150 through the communication unit 230. According to an embodiment of the present disclosure, the communication unit 230 may receive transaction information regarding transaction details performed in each of a plurality of sub-time intervals from the exchange server 130. Additionally, according to an embodiment of the present disclosure, the communication unit 230 may transmit investment information to an electronic device used by a service user.

The input/output interface 240 may be a means for interfacing with an input/output device (not shown). At this time, the input device may be, for example, a device such as a keyboard or mouse, and the output device may be provided in the form of a device such as a display unit for displaying images. As another example, the input/output interface 240 may be a means for interfacing with a device that integrates input and output functions into one, such as a touch screen. Specifically, the processor 220 of the investment information providing device 150 processes commands of the computer program loaded in the memory 210, and the service screen or content constructed using data provided by the server is input/output interface 240. ) can be displayed on the display. According to an embodiment of the present disclosure, the input/output interface 240 may include means for interfacing with the display unit 250. The input/output interface 240 may receive a user input for a web browsing window displayed on the display unit 250, and may receive output data to be output through the display unit 250 from the processor 220 in response to the above-described user input. It can be delivered. According to an embodiment of the present disclosure, the input/output interface 240 may directly receive a command for controlling the investment information providing device 150 from an investment information provider.

The display unit 250 indicates a display module including one or more displays. Each of the one or more displays included in the display unit 250 may individually display independent content, and the one or more displays described above may be combined to display a single content. According to an embodiment of the present disclosure, one or more displays included in the display unit 250 may include multiple physically separated displays, or may be multiple physically combined displays, and one screen may be divided and used. It may be a display that can be used. According to an embodiment of the present disclosure, the display unit 250 may directly display investment information to the investment information provider on the screen.

Because digital assets are based on decentralization, their prices may vary by exchange, and even if they have the same volatility, there may be differences in liquidity between exchanges. In particular, investors who invest in cryptocurrency on exchanges with few market participants are highly likely to make incorrect investment decisions due to false liquidity caused by automatic trading by external forces. In response, investment information providers can automatically extract transaction data that matches the current market situation, determine false liquidity, and provide it to investors, thereby informing investors whether an abnormal situation has occurred. Accordingly, service users can transparently check the risk of volatility caused by unstable liquidity and construct a more stable investment portfolio.

The investment information providing device 150 may receive transaction information regarding transaction details from the exchange server 130. Additionally, the investment information providing device 150 may process transaction information to determine a correlation level indicating the relationship between transaction volume and fluctuation range, and a distance level indicating the distribution of transaction volume and fluctuation range. Afterwards, the investment information providing device 150 synthesizes the correlation level and distance level to generate comprehensive investment information about the trading volume and fluctuation range of the cryptocurrency in the cryptocurrency trading system 100, and transmits the investment information to the service user. You can. A specific method by which the investment information providing device 150 generates investment information from transaction information is described in detail below.

FIG. 3 illustrates a flow 300 of information used by the investment information providing device 150 in the cryptocurrency transaction system 100 according to various embodiments of the present disclosure.

Market participants are more willing to trade when the price of an asset rises or falls significantly. In other words, in the case of cryptocurrency with many actual market participants, there is a clear proportional relationship in which the trading volume increases as the fluctuation range increases, and the data distribution density is high. On the other hand, in the case of cryptocurrencies, where the number of actual market participants is small and the proportion of cross-trading is high, the degree of proportionality is small and the distribution density is low. Therefore, the investment information providing device 150 according to the present disclosure can generate investment information by considering both the correlation level and the distance level.

Referring to FIG. 3, the investment information providing device 150 acquires transaction information 310 and generates investment information 330. Specifically, the investment information providing device 150 may obtain transaction information 310 regarding transaction details for each time section from the exchange server 130. Here, the time section may be composed of upper time sections, and each of the upper time sections may be divided into a plurality of lower time sections. According to an embodiment of the present disclosure, the upper time section may indicate a time section in units of 1 second, and the lower time section may indicate a time section in units of 0.1 second or 0.01 second. The present disclosure exemplifies a case where each of the upper time sections is a time section of 1 second, and the lower time section is a time section of 0.01 second, but the size of the time section can be changed depending on the setting. According to an embodiment of the present disclosure, the investment information providing device 150 may obtain transaction information 310 regarding transaction details performed in each of the lower time sections.

The investment information providing device 150 extracts feature vectors 301 from the transaction information 310. The feature vectors 301 are vectors whose elements include the trading volume and fluctuation range of the cryptocurrency, and indicate vectors corresponding to each of a plurality of sub-time intervals. According to an embodiment of the present disclosure, the investment information providing device 150 checks the transaction volume, high price, and low price data in each sub-time section from the transaction information 310 divided by time section, and determines the difference between the high price and the low price. The fluctuation range can be calculated through . Through this, the investment information providing device 150 can extract a feature vector [V, R] whose elements are the transaction volume V and the fluctuation range R for each sub-time interval. Referring to Figure 3, each of the upper time intervals t ₁ , t ₂ , and t ₃ can be divided into lower time intervals t ₁₁ to t _1N , t ₂₁ to t _2N , and t ₃₁ to t _3N , providing investment information. The device 150 can extract feature vectors 301 whose elements are the transaction volume V and the fluctuation range R for each sub-time interval.

The investment information providing device 150 may determine a correlation level 303 indicating the relationship between transaction volume and fluctuation range for each upper time section from the feature vectors 301. Correlation refers to a statistic that represents the relationship between two elements. The investment information providing device 150 according to the present disclosure selects a plurality of lower time sections included in one upper time section and establishes a correlation level 303 using sub feature vectors corresponding to the plurality of selected lower time sections. You can decide. According to an embodiment of the present disclosure, the correlation level may be determined based on <Equation 1>.

_Referring to <Equation 1>, _i can indicate the fluctuation range in the ith sub-time interval. That is, the investment information providing device 150 may determine the correlation level corresponding to one upper time section through correlation calculation on a plurality of sub-feature vectors related to one higher time section.

The investment information providing device 150 may determine a distance level 307 indicating the distribution of the feature vector for each upper time section from the feature vectors 301. Specifically, the investment information providing device 150 selects a reference feature vector from the sub-feature vectors and creates sub-distance levels 305 corresponding to each sub-time interval using the distances between the reference feature vector and the sub-feature vectors. can be decided. Thereafter, the investment information providing device 150 may determine the distance level 307 corresponding to the upper time section using the sub-distance levels 305 corresponding to the lower time sections. A specific method by which the investment information providing device 150 determines the distance level 307 from the feature vectors 301 is described in detail in FIG. 4.

The investment information providing device 150 uses a correlation level 303 indicating the relationship between transaction volume and fluctuation range corresponding to each of the upper time sections and a distance level 307 indicating density through the distribution of feature vectors. Thus, investment information 330 can be generated. According to an embodiment of the present disclosure, the investment information providing device 150 may generate a distribution graph displaying the distribution of correlation levels and distance levels according to transaction volume and fluctuation range in upper time sections. Thereafter, the investment information providing device 150 may transmit the generated investment information 330 to the service user. A specific example of investment information 330 is described in detail in FIG. 5 .

FIG. 4 illustrates an example graph 400 for explaining a method of determining a distance level in the cryptocurrency transaction system 100 according to various embodiments of the present disclosure.

The investment information providing device 150 determines sub-distance levels using a plurality of sub feature vectors for a plurality of lower time intervals included in one upper time interval. Here, the sub-feature vectors may indicate a feature vector [V, R] with the transaction volume V and fluctuation range R as elements. The display points shown in FIG. 4 show the positions of feature vectors when the horizontal axis is the transaction volume V and the vertical axis is the fluctuation range R.

The investment information providing device 150 according to the present disclosure can determine the reference feature vector 401 from sub-feature vectors. According to an embodiment of the present disclosure, the investment information providing device 150 may determine the reference feature vector 401 using the median value in at least one of transaction volume and fluctuation range.

Afterwards, the investment information providing device 150 determines the sub-distance levels 305 by calculating the distance 410 between the reference feature vector 401 and the sub-feature vector 403 based on the data density of the sub-feature vectors. You can decide. Sub-distance levels 305 may be determined based on Equation 2.

Referring to <Equation 2>, M _i is the i-th feature vector included in the sub-feature vectors, Y _s is the sub-distance level of the feature vector M _i , c is the correction coefficient, M ₀ is the reference feature vector, and S ^-1 may indicate the covariance matrix of sub-feature vectors.

The investment information providing device 150 may calculate sub-distance levels 305 for each of the lower time sections by performing a distance calculation on the sub feature vectors corresponding to each of the lower time sections. Thereafter, the investment information providing device 150 may determine the distance level 307 corresponding to the upper time interval from the sub-distance levels 305. According to an embodiment of the present disclosure, the investment information providing device 150 may determine the distance level 307 using an average calculation of the sub-distance levels 305.

In a cryptocurrency trading system, feature vectors related to trading volume and fluctuation range do not match each hour. In other words, if there is an abnormal situation in the trading system, at least one of the trading volume and fluctuation range will have a value outside the data density range. Here, the investment information providing device 150 calculates an unusual feature vector by using a covariance matrix considering the data density from the feature vectors 301, and generates and provides investment information through this, thereby providing stable information to the user. It can provide an investment environment.

FIG. 5 illustrates an example graph 500 illustrating investment information in the cryptocurrency trading system 100 according to various embodiments of the present disclosure. Referring to Figure 5, the horizontal axis may indicate the correlation level, and the vertical axis may indicate the distance level. Additionally, the display points shown in FIG. 5 illustrate the coordinate positions of time sections above the correlation level and distance level.

After determining the correlation level and distance level for each upper time interval, the investment information providing device 150 may generate investment information using the correlation level and distance level. According to an embodiment of the present disclosure, the investment information providing device 150 may generate a distribution graph that displays the distribution of correlation levels and distance levels according to transaction volume and fluctuation range for upper time intervals.

In addition, the investment information providing device 150 may use the distribution graph to determine whether the cryptocurrency's self-trading ratio is high or whether an abnormal situation has occurred and generate additional investment information corresponding thereto. Here, the additional investment information may include at least one of first additional investment information according to the correlation level and second additional investment information according to the distance level. The investment information providing device 150 may add the generated additional investment information to the investment information 330 and transmit it to the service user.

According to an embodiment of the present disclosure, the investment information providing device 150 identifies whether the correlation level is below the preset first threshold level 511, and when the correlation level is below the first threshold level 511, the transaction volume and It can be judged that the correlation between fluctuations has decreased. In this case, the investment information providing device 150 may generate first additional investment information indicating that the cryptocurrency trading ratio is high.

According to an embodiment of the present disclosure, the investment information providing device 150 identifies whether the distance level is above the preset second threshold level 513, and if the distance level is above the second threshold level 533, it is not normal. It can be judged that an unauthorized market transaction took place. In this case, the investment information providing device 150 may generate second additional investment information indicating the occurrence of an abnormal situation.

FIG. 6 illustrates a flowchart 600 of a method of operating the investment information providing device 150 in the cryptocurrency trading system 100 according to various embodiments of the present disclosure. Figure 6 illustrates a method of operating the processor 220.

Referring to FIG. 6, in step 601, when each of the upper time sections is divided into a plurality of lower time sections, the investment information providing device 150 records the transaction details performed in each of the plurality of lower time sections. Receive transaction information about The investment information providing device 150 may obtain transaction information regarding transaction details in each time section from the exchange server 130.

In step 603, the investment information providing device 150 extracts feature vectors corresponding to each of a plurality of sub-time sections from the transaction information, using the transaction volume and fluctuation range of the cryptocurrency as elements. The investment information providing device 150 may generate a plurality of feature vectors that correspond to each of a plurality of sub-time sections and have transaction volume and fluctuation range as elements.

In step 605, the investment information providing device 150 determines a correlation level indicating the relationship between the trading volume and the fluctuation range for each upper time section, starting from the feature vectors. According to an embodiment of the present disclosure, the investment information providing device 150 selects sub-feature vectors for lower time sections included in one upper time section among the upper time sections, and based on <Equation 1> Thus, the correlation level can be determined from the sub-feature vectors.

In step 607, the investment information providing device 150 determines a distance level indicating the distribution of the feature vectors for each upper time interval from the feature vectors. According to an embodiment of the present disclosure, the investment information providing device 150 determines a reference feature vector from sub-feature vectors, and determines sub-distance levels from the sub-feature vectors based on <Equation 2>, Distance levels corresponding to upper time intervals can be determined from the sub-distance levels.

In step 609, the investment information providing device 150 generates investment information about the trading volume and fluctuation range of cryptocurrency based on the correlation level and distance level.

According to an embodiment of the present disclosure, the investment information providing device 150 may generate a distribution graph that displays the distribution of correlation levels and distance levels according to transaction volume and fluctuation range for upper time intervals.

According to an embodiment of the present disclosure, the investment information providing device 150 identifies whether the correlation level is below a preset first threshold level, and when the correlation level is below the first threshold level, the cryptocurrency's repurchase transaction ratio is First additional investment information indicating high may be generated.

According to an embodiment of the present disclosure, the investment information providing device 150 identifies whether the distance level exceeds a preset second threshold level, and when the distance level exceeds the second threshold level, indicates the occurrence of an abnormal situation. Second additional investment information may be generated.

In step 611, the investment information providing device 150 transmits investment information. The investment information providing device 150 may transmit the generated investment information to the service user.

Methods according to embodiments described in the claims or specification of the present disclosure may be implemented in the form of hardware, software, or a combination of hardware and software.

When implemented as software, a computer-readable storage medium that stores one or more programs (software modules) may be provided. One or more programs stored in a computer-readable storage medium are configured to be executable by one or more processors in an electronic device (configured for execution). One or more programs include instructions that cause the electronic device to execute methods according to embodiments described in the claims or specification of the present disclosure.

These programs (software modules, software) may include random access memory, non-volatile memory, including flash memory, read only memory (ROM), and electrically erasable programmable ROM. (electrically erasable programmable read only memory, EEPROM), magnetic disc storage device, compact disc-ROM (CD-ROM), digital versatile discs (DVDs), or other types of disk storage. It can be stored in an optical storage device or magnetic cassette. Alternatively, it may be stored in a memory consisting of a combination of some or all of these. Additionally, multiple configuration memories may be included.

In addition, the program may be distributed through a communication network such as the Internet, an intranet, a local area network (LAN), a wide area network (WAN), or a storage area network (SAN), or a combination thereof. It may be stored on an attachable storage device that is accessible. This storage device can be connected to a device performing an embodiment of the present disclosure through an external port. Additionally, a separate storage device on a communication network may be connected to the device performing an embodiment of the present disclosure.

In the specific embodiments of the present disclosure described above, elements included in the disclosure are expressed in singular or plural numbers depending on the specific embodiment presented. However, singular or plural expressions are selected to suit the presented situation for convenience of explanation, and the present disclosure is not limited to singular or plural components, and even components expressed in plural may be composed of singular or singular. Even expressed components may be composed of plural elements.

Meanwhile, in the detailed description of the present disclosure, specific embodiments have been described, but of course, various modifications are possible without departing from the scope of the present disclosure. Therefore, the scope of the present disclosure should not be limited to the described embodiments, but should be determined not only by the scope of the patent claims described later, but also by the scope of this patent claim and equivalents.

Claims (5)

In an investment information providing device that generates investment information about abnormal situations using transaction volume and fluctuation range,
The investment information providing device includes a processor,
The processor,
In the case where each of the upper time sections is divided into a plurality of lower time sections, receiving transaction information regarding transaction details performed in each of the plurality of lower time sections,
From the transaction information, extracting feature vectors corresponding to each of the plurality of sub-time intervals using the transaction volume and the fluctuation range of the cryptocurrency as elements,
From the feature vectors, determine a correlation level indicating a relationship between the transaction volume and the fluctuation range for each of the upper time intervals,
From the feature vectors, determine a distance level indicating the distribution of the feature vector for each of the upper time intervals,
Based on the correlation level and the distance level, generate investment information about the trading volume and fluctuation range of the cryptocurrency,
Sending the above investment information,
The processor,
Using the feature vector, select lower time intervals included in one upper time interval from among the upper time intervals,
Determine the correlation level using a plurality of sub-feature vectors corresponding to the sub-time intervals,
The correlation level is determined based on Equation 1,
(Equation 1)

_{Wherein _} Indicates the fluctuation range in the th sub-time interval,
The processor,
Determine sub-distance levels based on the data density of the plurality of sub-feature vectors,
Determine a distance level corresponding to the upper time interval from the sub-distance levels,
The sub-distance levels are determined based on Equation 2,
(Equation 2)

Where Mi is the ith feature vector included in the sub-feature vectors, Y _s is the sub-distance level of the feature vector Mi, c is the correction coefficient, M ₀ is the reference feature vector, and S ^-1 is the covariance matrix of the sub-feature vectors. Instruct,
The processor,
Identify whether the correlation level is below a preset first threshold level,
If the correlation level is below the first threshold level, generate first additional investment information indicating that the trading ratio of the cryptocurrency is high,
Identify whether the distance level exceeds a second preset threshold level,
If the distance level exceeds the second threshold level, generate second additional investment information indicating the occurrence of an abnormal situation regarding the cryptocurrency,
Adding the first additional investment information and the second additional investment information to the investment information,
The processor is
Check transaction volume, high price, and low price data in each of the plurality of sub-time intervals from the transaction information, and calculate the fluctuation range through the difference between high and low prices,
An investment information providing device that calculates the feature vectors using the transaction volume and the fluctuation range as elements in the plurality of sub-time sections.
In claim 1,
The investment information providing device wherein the processor generates a distribution graph displaying the distribution of the correlation level and the distance level according to the transaction volume and the fluctuation range for the upper time intervals.
In claim 1,
An investment information providing device wherein the upper time section indicates a time section of 1 second, and the plurality of lower time sections indicate a time section of 0.1 second.
In claim 1,
The investment information providing device wherein the processor determines a distance level corresponding to the upper time interval using an average calculation of the sub-distance levels.

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