WO2021081693A1 - Digital currency transaction data processing method, device and system - Google Patents

Digital currency transaction data processing method, device and system Download PDF

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Publication number
WO2021081693A1
WO2021081693A1 PCT/CN2019/113597 CN2019113597W WO2021081693A1 WO 2021081693 A1 WO2021081693 A1 WO 2021081693A1 CN 2019113597 W CN2019113597 W CN 2019113597W WO 2021081693 A1 WO2021081693 A1 WO 2021081693A1
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Prior art keywords
transaction
price
period
cooling
traded
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PCT/CN2019/113597
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French (fr)
Chinese (zh)
Inventor
曲俊杰
王乐
陈岱
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云图技术有限公司
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Priority to PCT/CN2019/113597 priority Critical patent/WO2021081693A1/en
Publication of WO2021081693A1 publication Critical patent/WO2021081693A1/en

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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

Definitions

  • the present invention relates to the technical field of computer data processing, and in particular, to a method, device and system for processing digital currency transaction data.
  • the purpose of the embodiments of this specification is to provide a digital currency transaction data processing method, device, and system, which can effectively avoid large price fluctuations in a short period of time and ensure transaction stability.
  • a method for processing digital currency transaction data comprising:
  • the cooling-off period is initiated, and after the cooling-off period is over, the following adjustment steps are performed: if it is determined that the transaction request has not been revoked, adjust the valuation, and determine the new The price fluctuation range of, re-judge whether the possible transaction price is within the new price fluctuation range;
  • the possible transaction price is determined as the final transaction price of the currency pair to be traded, and the transaction is matched according to the final transaction price.
  • the adjusting the accounting value includes:
  • the estimated value is adjusted to be equal to the minimum value of the price fluctuation interval.
  • the method further includes:
  • the first restricted transaction period includes the preset time period before the end of the cooling-off period corresponding to the transaction request and/or the adjustment step execution time period, and if so, the order cancellation request is rejected .
  • the method before determining the possible transaction price of the currency pair to be traded, the method further includes:
  • the second restricted transaction period includes the preset time period before the end of the cooling-off period corresponding to the first transaction and/or the adjustment step execution time period, and if so, suspend all transactions.
  • the transaction request includes the preset time period before the end of the cooling-off period corresponding to the first transaction and/or the adjustment step execution time period, and if so, suspend all transactions. The transaction request.
  • the method before determining the possible transaction price of the currency pair to be traded, the method further includes:
  • the method further includes:
  • the critical value of the obtained price fluctuation range closest to the possible transaction price is determined as the final transaction price.
  • the embodiment of this specification also provides a digital currency transaction data processing device, the device includes:
  • the data receiving module is used to receive the transaction request of the currency pair to be traded, and to determine the possible transaction price of the currency pair to be traded;
  • a data judgment module for judging whether the possible transaction price is within a price fluctuation interval, the price fluctuation interval being determined according to the estimated value and the price fluctuation threshold, and the estimated value is determined according to the latest transaction price;
  • the data adjustment module is used to start a cooling-off period if the judgment result is no, and after the cooling-off period ends, perform the following adjustment steps: if it is determined that the transaction request has not been revoked, adjust the valuation according to the adjustment After determining the value of the new price fluctuation range, re-judge whether the possible transaction price is within the new price fluctuation range; if the judgment result is no, restart the cooling-off period and repeat the above adjustment steps until the possible transaction price is within the new price fluctuation range. Within the new price fluctuation range;
  • the transaction price determination module is used to determine the possible transaction price as the final transaction price of the currency pair to be traded when it is determined that the possible transaction price is within the new price fluctuation range, and to match the transaction according to the final transaction price .
  • the device further includes:
  • the transaction judgment module is used to judge whether there is a first transaction in the currency pair to be traded; if it exists, whether it exists, and whether it is in the second restricted transaction period, the second restricted transaction period includes the first transaction
  • the embodiments of this specification also provide a digital currency transaction data processing device, the device including a processor and a memory for storing executable instructions of the processor, the instructions being executed by the processor include the following step:
  • the cooling-off period is initiated, and after the cooling-off period is over, the following adjustment steps are performed: if it is determined that the transaction request has not been revoked, adjust the valuation, and determine the new The price fluctuation range of, re-judge whether the possible transaction price is within the new price fluctuation range;
  • the possible transaction price is determined as the final transaction price of the currency pair to be traded, and the transaction is matched according to the final transaction price.
  • the embodiment of this specification also provides a digital currency transaction data processing system, the system includes a request receiving module, a matching module, and a cooling module, wherein:
  • the request receiving module is used to receive the transaction request of the currency pair to be traded, and send it to the matching module;
  • the matching module is used to determine the possible transaction price of the currency pair to be traded, and send the possible transaction price to the cooling module;
  • the cooling module is used to determine whether the possible transaction price is within a price fluctuation range, the price fluctuation range is determined according to the estimated value and the price fluctuation threshold, and the estimated value is determined according to the latest transaction price; if the result of the judgment is no, then Start the cooling-off period, and after the cooling-off period ends, perform the following adjustment steps:
  • the cooling module is also used to determine the possible transaction price as the final transaction price of the currency pair to be traded when it is determined that the possible transaction price is within a new price fluctuation range, and feed it back to the matching module;
  • the matching module is also used to match transactions according to the final transaction price.
  • the digital currency transaction data processing method, device, and system provided in one or more embodiments of this specification can set a cool-down mechanism by default. After determining the user’s initial possible transaction price for a transaction currency pair, the possibility can be determined first. Whether the transaction price meets the requirements of the price fluctuation range, if not, the cooling-off period is initiated. During the cooling-off period, the user can choose to withdraw the order, which can prevent the wrong quotation from affecting the market, or cause large price fluctuations in a short period of time, causing panic. If the user does not withdraw the order, the system can adjust the price fluctuation range requirements after the end of the cooling-off period to reassess the possible transaction price.
  • the possible transaction price is regarded as the final transaction price and the transaction is matched.
  • FIG. 1 is a schematic flowchart of an embodiment of a digital currency transaction data processing method provided in this specification
  • FIG. 2 is a schematic flowchart of another embodiment of a digital currency transaction data processing method provided in this specification.
  • FIG. 3 is a schematic flowchart of another embodiment of a digital currency transaction data processing method provided in this specification.
  • FIG. 4 is a schematic flowchart of another embodiment of a digital currency transaction data processing method provided in this specification.
  • Figure 5 is a schematic flow diagram of a digital currency transaction data processing method in some embodiments provided in this specification.
  • FIG. 6 is a schematic diagram of the module structure of an embodiment of a digital currency transaction data processing device provided in this specification.
  • Fig. 7 is a schematic structural diagram of a server according to an exemplary embodiment of the present specification.
  • the embodiment of the specification provides a digital currency transaction data processing method, which can set a calm mechanism by preset, and after determining the user's possible transaction price for a trading currency pair, it can first determine whether the possible transaction price meets price fluctuations If the scope requirements are not met, a cooling-off period will be initiated. During the cooling-off period, the user can choose to withdraw the order, which can prevent the wrong quotation from affecting the market, or cause large price fluctuations in a short period of time, causing panic. If the user does not withdraw the order, the system can adjust the price fluctuation range requirements after the end of the cooling-off period to reassess the possible transaction price.
  • the possible transaction price is regarded as the final transaction price to match the transaction.
  • Fig. 1 is a schematic flowchart of an embodiment of the digital currency transaction data processing method provided in this specification.
  • this specification provides method operation steps or device structures as shown in the following embodiments or drawings, the method or device may include more or fewer operation steps after partial combination based on conventional or no creative labor. Or modular unit.
  • steps or structures where there is no necessary causal relationship logically the execution order of these steps or the module structure of the device is not limited to the execution order or module structure shown in the embodiments of this specification or the drawings.
  • the described method or module structure is applied to an actual device, server or terminal product, it can be executed sequentially or in parallel according to the method or module structure shown in the embodiments or drawings (for example, parallel processor or multi-threaded processing). Environment, even including distributed processing, server cluster implementation environment).
  • the digital currency transaction data processing method provided in this specification may include:
  • S0 Receive a transaction request of the currency pair to be traded, and determine the possible transaction price of the currency pair to be traded.
  • the currency pair to be traded may refer to the digital currency of this transaction.
  • the transaction request may include the information of the user who initiated the transaction and the type, quantity, transaction price and other information of the currency pair to be traded.
  • the possible transaction price may include the possible transaction price of the currency pair to be traded obtained by the matching engine based on a preset matching mechanism.
  • the user can initiate a buy or sell transaction request for the currency pair to be traded to the matching engine.
  • the transaction request may include information such as the transaction type, the type and quantity of the currency pair to be traded, and the expected transaction price.
  • the transaction type may include a market price sell order and a market price. Buy orders, buy limit orders, sell limit orders, IOC (Immediate-Or-Cancel, execute immediately or cancel the order) transaction orders and other transaction types.
  • the matching engine can match transactions according to the matching mechanism, and obtain the possible transaction price of the currency pair to be traded.
  • the matching mechanism may adopt an existing matching mechanism of the digital currency trading platform. For example, after a user places an order, the matching engine can match the transaction according to the principle of price priority and time priority, and the price between the two has priority over time.
  • one or more possible transactions for the currency pair to be traded can be obtained.
  • price
  • the aforementioned matching mechanism is only an example, and the matching mechanism can be implemented in accordance with the existing matching method of the trading platform during specific implementation, which is not limited here.
  • S2 Determine whether the possible transaction price is within a price fluctuation range, the price fluctuation range is determined according to the estimated value and the price fluctuation threshold, and the estimated value is determined according to the latest transaction price.
  • the price fluctuation range can be used to restrict the possible transaction price.
  • a calming mechanism can be activated to prevent large price fluctuations in a short period of time.
  • the price fluctuation interval may be determined according to the calculated value and the price fluctuation threshold.
  • the estimated value can be determined according to the latest transaction price.
  • the latest transaction price may be the last successful transaction price or the reopening price of the currency pair to be traded.
  • the reopening price may include the opening price set at the initial opening of the currency pair to be traded every day, or the corresponding opening price when the trading needs to be reopened within a day due to some reasons.
  • the possible transaction price can be determined as the final transaction price, and continuous matching transactions can be performed.
  • a cooling-off period can be initiated.
  • the length of the cooling-off period can be preset according to the actual transaction market.
  • the user may choose to cancel the transaction order of the currency pair to be traded.
  • the system can perform the following steps:
  • the possible transaction price is determined as the final transaction price of the currency pair to be traded, and the transaction is matched according to the final transaction price.
  • the valuation can be adjusted in the following manner: if the transaction price is likely to be higher, the valuation value can be increased appropriately, and if the transaction price is likely to be lower, the valuation value can be appropriately decreased. Then, a new price fluctuation range can be determined based on the adjusted valuation, and reassess whether the possible transaction price is within the new price fluctuation range.
  • the valuation value can be adjusted in the following manner: when the possible transaction price is greater than the maximum value of the price fluctuation interval, the valuation value is adjusted to be equal to the maximum value of the price fluctuation interval. Value; when the possible transaction price is less than the minimum value of the price fluctuation interval, adjust the calculated value to be equal to the minimum value of the price fluctuation interval.
  • the possible transaction price is determined as the final transaction price of the currency pair to be traded, the final transaction price is matched and the transaction is made, and the final transaction The price is the latest transaction price and the market quotation is released.
  • the system can adjust the price fluctuation range requirements to re-evaluate the possible transaction price until it is determined that the possible transaction price meets the price fluctuation range requirements, then the possible transaction price will be regarded as the final transaction price , Matchmaking transactions. It can effectively avoid large price fluctuations in a short period of time and ensure the stability of transactions.
  • FIG. 2 shows a schematic flowchart of a digital currency transaction data processing method in some other embodiments of this specification. As shown in Figure 2, the method may further include:
  • S2002 Receive an order cancellation request for the transaction request
  • S2004 Determine whether it is in the first restricted transaction period, the first restricted transaction period includes the preset time period before the end of the cooling-off period corresponding to the transaction request and/or the adjustment step execution time period, and if so, reject the withdrawal Single request.
  • the preset time period may be 10 seconds before the end of the cooling-off period.
  • the system needs to reassess whether the possible transaction price meets the new price fluctuation range. If the user withdraws the order when the possible transaction price is about to be revalued or is revaluating the possible transaction price, it may lead to a revaluation of the possible transaction price Problems occur, which affect the accuracy of the final transaction price determination and the stability of the system.
  • FIG. 3 shows a schematic flowchart of a digital currency transaction data processing method in some other embodiments of this specification. As shown in Figure 3, before determining the possible transaction price of the currency pair to be traded, it may further include:
  • S3002 Determine whether there is a first transaction in progress of the currency pair to be traded
  • the second restricted transaction period includes the preset time period before the end of the cooling-off period corresponding to the first transaction and/or the adjustment step execution time period, if yes, then Suspend the transaction request.
  • the first transaction may include a transaction being processed in the system corresponding to the currency pair to be traded. If the corresponding transaction in processing of the currency pair to be traded exists in the system, the transaction can be regarded as the first transaction, so as to distinguish the expression.
  • the transaction being processed may include transactions at any link in the entire process from the determination of the possible transaction price to the matching transaction at the final transaction price and release. If it exists, it can be judged whether the system is in the second restricted transaction period.
  • the second restricted transaction period may include a preset time period before the end of the cooling-off period corresponding to the first transaction and/or an adjustment step execution time period. If it is, the transaction request is suspended.
  • the user may be restricted from initiating a new transaction request for the currency pair to be traded in a preset time period before the end of the cooling-off period and within the execution time period of the adjustment step. If the possible transaction price is about to be revalued or the possible transaction price is being revalued, a new transaction request for the currency pair to be traded may be received, which may cause the revaluation of the possible transaction price to become unstable, thereby affecting the determination of the final transaction price. Accuracy and stability of the system. At other points in the cooling-off period, a new transaction request for the currency pair to be traded can be received.
  • FIG. 4 shows a schematic flowchart of a digital currency transaction data processing method in some other embodiments of this specification. As shown in Figure 4, before the matching module determines the possible transaction price of the currency pair to be traded, it may further include:
  • S4004 Determine whether there is a second transaction in progress of the currency pair to be traded initiated by the user information, and if so, obtain the first transaction type of the second transaction;
  • S4006 Determine whether to continue the transaction request according to the first transaction type and the second transaction type corresponding to the transaction request.
  • the second transaction may include a transaction to the currency pair to be traded initiated by a certain specific user information, and the specific user information may include the user information in the transaction request.
  • the system After the system receives the transaction request, it can first obtain the user information in the transaction request, and determine whether there is a second transaction to the currency pair to be traded initiated by the user corresponding to the user information in the system. If it exists, then obtain the first transaction.
  • the first transaction type of the second transaction Determine whether to continue the transaction request according to the first transaction type and the second transaction type corresponding to the transaction request.
  • the first transaction type may include a transaction type corresponding to the second transaction
  • the second transaction type may include a transaction type corresponding to the transaction request.
  • the types of the first transaction type and the second transaction type may be the same or different.
  • a certain judgment rule may be set in advance, and then the transaction request and the second transaction are analyzed based on the judgment rule, and whether to continue the transaction request is determined according to the analysis result. It can prevent the user's self-initiated buy and sell orders from being traded at will, causing confusion in the transaction, thereby improving the stability of the transaction.
  • the judgment rule may include:
  • the limit sell order must satisfy : There is no intersection between buying and selling prices. That is to say, assuming that the price of the currency quoted by the user is (0, X], it is necessary to ensure that the quoted price is [X+TickSize, + ⁇ ).
  • the TickSize refers to the minimum price plus or minus unit preset by the trading platform. In this way, it can be guaranteed that the user's buy and sell orders cannot be traded under any circumstances. The reverse is also true.
  • Figure 5 shows a schematic diagram of a digital currency transaction process in an implementation scenario of this specification.
  • the following transaction restriction rules can be pre-configured in the system:
  • the matching engine will not accept the transaction order at this time, that is, the transaction order issued by the investor will not be processed at this time;
  • the user can initiate a transaction request, and the transaction request may include user information, the type of currency pair to be traded, the initial transaction price, and so on.
  • the matching engine can receive the transaction request, it can first determine whether the transaction can be matched.
  • lastprice represents the latest transaction price
  • QuoteLimit represents the price fluctuation threshold
  • MatchingPrice represents the possible transaction price
  • QuotePrice represents the calculated value
  • LReopeningPrice represents the reopening price
  • QTY represents the quantity.
  • the final transaction price can be used as the reopening price, and the market can be reopened for continuous matching.
  • the reopening condition may be:
  • the exchange will announce the LastPrice of each currency pair in the market, the quotation quotation (optimum, suboptimal price, number of orders, etc.), real-time transaction quotation, 24h rise and fall, 24h highest price, 24h lowest price, 24h transaction Quantity and so on.
  • the exchange system can set the price fluctuation scale (QuoteLimit) and cooling-off period time for each currency pair in advance.
  • the system activates the cooling-off mechanism with a cooling-off period of 3mins. After the cooling-off period, if Alice and Bob do not withdraw the order, the system will continue to determine whether the possible transaction price (120) is within [100+10-10, 100+10+10]. Since the possible transaction price of 120 is within the range, then You can use 120 as the final transaction price, match the transaction, and reopen the transaction, and update the LastPrice and ReopeningPrice to 120.
  • the system can recalculate the re-opening price after the cooling-off period ends and immediately reopen the market.
  • the critical value of the price fluctuation interval closest to the possible transaction price is determined as the final transaction price.
  • the price fluctuation range at the end of this cooling-off period can be obtained as: [100-10,100+10], and its corresponding critical values are 90 and 110, and the possible transaction price is 79. Then the price fluctuation range can be closest to the possible transaction
  • the critical value of 90 is determined as the final transaction price. After determining the final transaction price, the system can directly reopen the market and release the reopening price as 90.
  • the digital currency transaction data processing method can set a calm mechanism by default. After determining the user’s initial possible transaction price for a transaction currency pair, it can first determine whether the possible transaction price is satisfied If the price fluctuation range requirements are not met, a cooling-off period will be initiated. During the cooling-off period, the user can choose to withdraw the order, which can prevent the wrong quote from affecting the market, or cause large price fluctuations in a short period of time, causing panic. If the user does not withdraw the order, the system can adjust the price fluctuation range requirements after the end of the cooling-off period to reassess the possible transaction price.
  • the possible transaction price is regarded as the final transaction price to match the transaction.
  • one or more embodiments of this specification also provide a digital currency transaction data processing device.
  • the described devices may include systems, software (applications), modules, components, servers, etc. that use the methods described in the embodiments of this specification, combined with necessary implementation hardware devices.
  • the installation system in one or more embodiments provided in the embodiments of this specification is as described in the following embodiments. Since the implementation scheme of the system to solve the problem is similar to the method, the implementation of the specific device in the embodiment of this specification can refer to the implementation of the foregoing method, and the repetition will not be repeated.
  • the term "module" can implement a combination of software and/or hardware with predetermined functions.
  • FIG. 6 shows a schematic diagram of the system structure of an embodiment of a digital currency transaction data processing device provided in the specification. As shown in FIG. 6, the device may include:
  • the data receiving module 102 may be used to receive a transaction request of the currency pair to be traded, and determine the possible transaction price of the currency pair to be traded;
  • the data judging module 104 can be used to judge whether the possible transaction price is within a price fluctuation interval, the price fluctuation interval being determined according to the estimated value and the price fluctuation threshold, and the estimated value is determined according to the latest transaction price;
  • the data adjustment module 106 can be used to start a cooling-off period if the judgment result is no, and after the cooling-off period ends, perform the following adjustment steps: if it is determined that the transaction request has not been revoked, adjust the valuation, Determine the new price fluctuation range according to the adjusted valuation, and re-judge whether the possible transaction price is within the new price fluctuation range; if the result of the judgment is no, restart the cooling-off period and repeat the above adjustment steps until the possible transaction The price is within the new price fluctuation range;
  • the transaction price determination module 108 may be used to determine the possible transaction price as the final transaction price of the currency pair to be traded when it is determined that the possible transaction price is within a new price fluctuation range, according to the final transaction price Matching transactions.
  • the device may further include:
  • the transaction determining module 110 may be used to determine whether there is a first transaction in the currency pair to be traded; if it exists, determine whether it is in a second restricted transaction period, and the second restricted transaction period includes the corresponding first transaction.
  • the digital currency transaction data processing device provided by one or more embodiments of this specification can set a cool-down mechanism by preset, and after determining the initial possible transaction price of a certain trading currency pair by the user, it can first determine whether the possible transaction price is satisfied If the price fluctuation range requirements are not met, a cooling-off period will be initiated. During the cooling-off period, the user can choose to withdraw the order, which can prevent the wrong quotation from affecting the market, or cause large price fluctuations in a short period of time, causing panic. If the user does not withdraw the order, the system can adjust the price fluctuation range requirements after the end of the cooling-off period to reassess the possible transaction price.
  • the possible transaction price is regarded as the final transaction price to match the transaction.
  • this specification also provides a digital currency transaction data processing device, including a processor and a memory storing executable instructions of the processor. When the instructions are executed by the processor, the implementation includes the following method steps:
  • the cooling-off period is initiated, and after the cooling-off period is over, the following adjustment steps are performed: if it is determined that the transaction request has not been revoked, adjust the valuation, and determine the new The price fluctuation range of, re-judge whether the possible transaction price is within the new price fluctuation range;
  • the possible transaction price is determined as the final transaction price of the currency pair to be traded, and the transaction is matched according to the final transaction price.
  • FIG. 7 is a block diagram of the hardware structure of a digital currency transaction server to which the embodiment of this specification is applied.
  • the server 100 may include one or more (only one is shown in the figure) processor 200 (the processor 200 may include, but is not limited to, a processing device such as a microprocessor MCU or a programmable logic device FPGA), The memory 300 for storing data, and the transmission module 400 for communication functions.
  • the structure shown in FIG. 7 is only for illustration, and does not limit the structure of the above electronic device.
  • the server 100 may also include more or fewer components than shown in FIG. 7, for example, may also include other processing hardware, such as a database or multi-level cache, a GPU, or have a configuration different from that shown in FIG. 7.
  • the memory 300 can be used to store software programs and modules of application software, such as program instructions/modules corresponding to the search method in the embodiment of the present invention.
  • the processor 200 executes various functions by running the software programs and modules stored in the memory 300 Application and data processing.
  • the memory 300 may include a high-speed random access memory, and may also include a non-volatile memory, such as one or more magnetic storage devices, flash memory, or other non-volatile solid-state memories.
  • the memory 300 may further include a memory remotely provided with respect to the processor 200, and these remote memories may be connected to the computer terminal through a network. Examples of the aforementioned networks include, but are not limited to, the Internet, corporate intranets, local area networks, mobile communication networks, and combinations thereof.
  • the transmission module 400 is used to receive or send data via a network.
  • the above-mentioned specific examples of the network may include a wireless network provided by a communication provider of a computer terminal.
  • the transmission module 400 includes a network adapter (Network Interface Controller, NIC), which can be connected to other network devices through a base station so as to communicate with the Internet.
  • the transmission module 400 may be a radio frequency (RF) module, which is used to communicate with the Internet in a wireless manner.
  • RF radio frequency
  • the storage medium may include a physical device for storing information, and usually the information is stored in an electric, magnetic, or optical medium after digitizing the information.
  • the storage medium may include: devices that use electrical energy to store information, such as various types of memory, such as RAM, ROM, etc.; devices that use magnetic energy to store information, such as hard disks, floppy disks, magnetic tapes, magnetic core memory, bubble memory, U disk; a device that uses optical means to store information, such as a CD or DVD.
  • devices that use electrical energy to store information such as various types of memory, such as RAM, ROM, etc.
  • devices that use magnetic energy to store information such as hard disks, floppy disks, magnetic tapes, magnetic core memory, bubble memory, U disk
  • a device that uses optical means to store information such as a CD or DVD.
  • quantum memory graphene memory, and so on.
  • the above-mentioned device may also include other implementation manners according to the description of the method embodiment.
  • specific implementation manners reference may be made to the description of the related method embodiments, which will not be repeated here.
  • the digital currency transaction data processing equipment described in the above embodiment can preset a cooling mechanism. After determining the user's initial possible transaction price for a certain trading currency pair, it can first determine whether the possible transaction price meets the price fluctuation range requirements , If not satisfied, the cooling-off period will be initiated. During the cooling-off period, the user can choose to withdraw the order, which can prevent the wrong quotation from affecting the market, or cause large price fluctuations in a short period of time, causing panic. If the user does not withdraw the order, the system can adjust the price fluctuation range requirements after the end of the cooling-off period to reassess the possible transaction price. Until it is determined that the possible transaction price meets the requirements of the price fluctuation range, the possible transaction price is regarded as the final transaction price to match the transaction. Using the various embodiments of this specification can effectively avoid large price fluctuations in a short period of time and ensure the stability of transactions.
  • the system can be a separate digital currency transaction data processing system, or it can be applied to a variety of computer data processing systems.
  • the system can be a single server, or it can include server clusters, systems (including distributed systems), software (applications), The actual operation device, logic gate circuit device, quantum computer, etc., combined with the necessary implementation hardware terminal device.
  • the digital currency transaction data processing system may include at least one processor and a memory storing computer-executable instructions. When the processor executes the instructions, the steps of the method described in any one or more of the foregoing embodiments are implemented.
  • the system may include a request receiving module, a matching module, and a cooling module, where:
  • the request receiving module may be used to receive the transaction request of the currency pair to be traded, and send it to the matching module;
  • the matching module may be used to determine the possible transaction price of the currency pair to be traded, and send the possible transaction price to the cooling module;
  • the cool-down module may be used to determine whether the possible transaction price is within a price fluctuation range, the price fluctuation range is determined according to the estimated value and the price fluctuation threshold, and the estimated value is determined according to the latest transaction price; if the judgment result is no, Then start the cooling-off period, and after the cooling-off period ends, perform the following adjustment steps:
  • the cooling module may also be used to determine the possible transaction price as the final transaction price of the currency pair to be traded when it is determined that the possible transaction price is within a new price fluctuation range, and feed it back to the matching module ;
  • the matching module can also be used to match transactions according to the final transaction price.
  • the device or system described above in this specification may also include other implementation manners based on the description of the related method embodiments.
  • specific implementation manners refer to the description of the method embodiments, which will not be repeated here.
  • the various embodiments in this specification are described in a progressive manner, and the same or similar parts between the various embodiments can be referred to each other, and each embodiment focuses on the differences from other embodiments.
  • the description is relatively simple, and for related parts, please refer to the part of the description of the method embodiments.
  • a typical implementation device is a computer.
  • the computer may be, for example, a personal computer, a laptop computer, a vehicle-mounted human-computer interaction device, a cellular phone, a camera phone, a smart phone, a personal digital assistant, a media player, a navigation device, an email device, a game console, and a tablet.
  • Computers, wearable devices, or any combination of these devices may be implemented by computer chips or entities, or implemented by products with certain functions.
  • the computer may be, for example, a personal computer, a laptop computer, a vehicle-mounted human-computer interaction device, a cellular phone, a camera phone, a smart phone, a personal digital assistant, a media player, a navigation device, an email device, a game console, and a tablet.
  • the functions are divided into various modules and described separately.
  • the function of each module can be realized in the same one or more software and/or hardware, or the module that realizes the same function can be realized by a combination of multiple sub-modules or sub-units, etc. .
  • the device embodiments described above are merely illustrative.
  • the division of the units is only a logical function division, and there may be other divisions in actual implementation, for example, multiple units or components can be combined or integrated. To another system, or some features can be ignored, or not implemented.
  • the displayed or discussed mutual coupling or direct coupling or communication connection may be indirect coupling or communication connection through some interfaces, devices or units, and may be in electrical, mechanical or other forms.
  • controllers in addition to implementing the controller in a purely computer-readable program code manner, it is entirely possible to program the method steps to make the controller use logic gates, switches, application-specific integrated circuits, programmable logic controllers, and embedded logic.
  • the same function can be realized in the form of a microcontroller, etc. Therefore, such a controller can be regarded as a hardware component, and the devices included in the controller for realizing various functions can also be regarded as a structure within the hardware component. Or even, the device for realizing various functions can be regarded as both a software module for realizing the method and a structure within a hardware component.
  • These computer program instructions can also be stored in a computer-readable memory that can guide a computer or other programmable data processing equipment to work in a specific manner, so that the instructions stored in the computer-readable memory produce an article of manufacture including the instruction device.
  • the device implements the functions specified in one process or multiple processes in the flowchart and/or one block or multiple blocks in the block diagram.
  • These computer program instructions can also be loaded on a computer or other programmable data processing equipment, so that a series of operation steps are executed on the computer or other programmable equipment to produce computer-implemented processing, so as to execute on the computer or other programmable equipment.
  • the instructions provide steps for implementing the functions specified in one process or multiple processes in the flowchart and/or one block or multiple blocks in the block diagram.
  • the computing device includes one or more processors (CPUs), input/output interfaces, network interfaces, and memory.
  • processors CPUs
  • input/output interfaces network interfaces
  • memory volatile and non-volatile memory
  • one or more embodiments of this specification can be provided as a method, a system, or a computer program product. Therefore, one or more embodiments of this specification may adopt the form of a complete hardware embodiment, a complete software embodiment, or an embodiment combining software and hardware. Moreover, one or more embodiments of this specification may adopt computer programs implemented on one or more computer-usable storage media (including but not limited to disk storage, CD-ROM, optical storage, etc.) containing computer-usable program codes. The form of the product.
  • computer-usable storage media including but not limited to disk storage, CD-ROM, optical storage, etc.
  • One or more embodiments of this specification may be described in the general context of computer-executable instructions executed by a computer, such as program modules.
  • program modules include routines, programs, objects, components, data structures, etc. that perform specific tasks or implement specific abstract data types.
  • One or more embodiments of this specification can also be practiced in a distributed computing environment. In these distributed computing environments, tasks are performed by remote processing devices connected through a communication network.
  • program modules can be located in local and remote computer storage media including storage devices.

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Abstract

A digital currency transaction data processing method, device and system. The method comprises: receiving a transaction request for a currency pair to be transacted, and determining a possible transaction price of the currency pair to be transacted (S0); determining whether the possible transaction price falls within a price fluctuation interval, the price fluctuation interval being determined according to a valuation value and a price fluctuation threshold, and the valuation value being determined according to the latest transaction price (S2); if not, starting a cooling-off period (S402); after the cooling-off period is finished, executing the following steps: determining whether a user cancels the order (S404), if not, adjusting the valuation value (S406), determining a new price fluctuation interval according to the adjusted valuation value (S408), and re-determining whether the possible transaction price falls within the new price fluctuation interval (S410); if not, restarting the cooling-off period, and repeating the above steps; and when it is determined that the possible transaction price falls within the new price fluctuation interval, determining the possible transaction price as a final transaction price of the currency pair to be transacted, and promoting the transaction according to the final transaction price (S6). Large price fluctuation in a short time can be effectively avoided.

Description

一种数字货币交易数据处理方法、装置及系统Method, device and system for processing digital currency transaction data 技术领域Technical field
本发明涉及计算机数据处理技术领域,特别地,涉及一种数字货币交易数据处理方法、装置及系统。The present invention relates to the technical field of computer data processing, and in particular, to a method, device and system for processing digital currency transaction data.
背景技术Background technique
随着当今世界的不断发展,数字货币交易已经成为一种新兴的用户式。在这巨大的数字货币市场体系中,交易所竞争日趋激烈,如何建立一个符合市场需求的交易所成为各大平台趋之若鹜的重点。但目前数字货币市场价格波动剧烈,很容易令投资者兴奋并丧失理性。投资者在完全亢奋的状态下,很难对个别数字货币进行深入研究,只想着赶紧买,买到就是赚到,会慌不择路的买、买、买。同时,不同的数字货币价格差别较大,投资者很容易发错价格而影响市场行情,并无法反应市场的真实状况。因此,如何构建一个可以在短时间内稳定交易价格的剧烈波动的交易平台成为亟待解决的技术问题。With the continuous development of today's world, digital currency transactions have become a new type of user. In this huge digital currency market system, exchanges are becoming more and more competitive, and how to build an exchange that meets market needs has become the focus of all major platforms. However, the current price fluctuations in the digital currency market can easily make investors excited and irrational. In a state of complete excitement, it is difficult for investors to conduct in-depth research on individual digital currencies. They just want to buy quickly. Buying is earning, and they will panic buying, buying, and buying. At the same time, the prices of different digital currencies are quite different, and investors are likely to send wrong prices and affect market conditions, and they cannot reflect the true conditions of the market. Therefore, how to build a trading platform that can stabilize the violent fluctuations of trading prices in a short period of time has become an urgent technical problem.
发明内容Summary of the invention
本说明书实施例的目的在于提供一种数字货币交易数据处理方法、装置及系统,可以有效避免短时间内的价格大幅波动,保证交易的稳定性。The purpose of the embodiments of this specification is to provide a digital currency transaction data processing method, device, and system, which can effectively avoid large price fluctuations in a short period of time and ensure transaction stability.
本说明书提供一种数字货币交易数据处理方法、装置及系统是包括如下方式实现的:This manual provides a digital currency transaction data processing method, device and system, which are implemented in the following ways:
一种数字货币交易数据处理方法,所述方法包括:A method for processing digital currency transaction data, the method comprising:
接收待交易币对的交易请求,并确定所述待交易币对的可能成交价;Receive the transaction request of the currency pair to be traded, and determine the possible transaction price of the currency pair to be traded;
判断所述可能成交价是否在价格波动区间内,所述价格波动区间根据计价值以及价格波动阈值确定,所述计价值根据最新成交价确定;Judging whether the possible transaction price is within a price fluctuation interval, the price fluctuation interval being determined according to the estimated value and the price fluctuation threshold, and the estimated value is determined according to the latest transaction price;
如果判断结果为否,则启动冷静期,并在所述冷静期结束后,执行下述调整步骤:若确定所述交易请求未撤销,则调整所述计价值,根据调整后的计价值确定新的价格波动区间,重新判断所述可能成交价是否在新的价格波动区间内;If the result of the judgment is negative, the cooling-off period is initiated, and after the cooling-off period is over, the following adjustment steps are performed: if it is determined that the transaction request has not been revoked, adjust the valuation, and determine the new The price fluctuation range of, re-judge whether the possible transaction price is within the new price fluctuation range;
如果判断结果为否,重新启动冷静期,重复上述调整步骤,直至所述可能成交价在新的价格波动区间内;If the judgment result is no, restart the cooling-off period and repeat the above adjustment steps until the possible transaction price is within the new price fluctuation range;
当确定所述可能成交价在新的价格波动区间内时,将所述可能成交价确定为所述待交易币对的最终成交价,根据所述最终成交价撮合交易。When it is determined that the possible transaction price is within the new price fluctuation range, the possible transaction price is determined as the final transaction price of the currency pair to be traded, and the transaction is matched according to the final transaction price.
本说明书所述方法的另一个实施例中,所述调整所述计价值,包括:In another embodiment of the method described in this specification, the adjusting the accounting value includes:
当所述可能成交价大于所述价格波动区间的最大值时,调整所述计价值等于所述价格波动区间的最大值;When the possible transaction price is greater than the maximum value of the price fluctuation interval, adjusting the calculated value to be equal to the maximum value of the price fluctuation interval;
当所述可能成交价小于所述价格波动区间的最小值时,调整所述计价值等于所述价格波动区间的最小值。When the possible transaction price is less than the minimum value of the price fluctuation interval, the estimated value is adjusted to be equal to the minimum value of the price fluctuation interval.
本说明书所述方法的另一个实施例中,所述方法还包括:In another embodiment of the method described in this specification, the method further includes:
接收对所述交易请求的撤单请求;Receive an order cancellation request for the transaction request;
判断是否处于第一限制交易期间,所述第一限制交易期间包括所述交易请求对应的冷静期结束前预设时间段和/或调整步骤执行时间段,如果是,则拒绝所述撤单请求。Determine whether it is in the first restricted transaction period, the first restricted transaction period includes the preset time period before the end of the cooling-off period corresponding to the transaction request and/or the adjustment step execution time period, and if so, the order cancellation request is rejected .
本说明书所述方法的另一个实施例中,所述确定所述待交易币对的可能成交价之前,还包括:In another embodiment of the method described in this specification, before determining the possible transaction price of the currency pair to be traded, the method further includes:
判断是否存在所述待交易币对进行中的第一交易;【JQU:什么叫第一交易?】Determine whether there is the first transaction in the process of the currency pair to be traded; [JQU: What is the first transaction? 】
如果存在,判断是否处于第二限制交易期间,所述第二限制交易期间包括所述第一交易对应的冷静期结束前预设时间段和/或调整步骤执行时间段,如果是,则暂停所述交易请求。If so, determine whether it is in the second restricted transaction period, the second restricted transaction period includes the preset time period before the end of the cooling-off period corresponding to the first transaction and/or the adjustment step execution time period, and if so, suspend all transactions. The transaction request.
本说明书所述方法的另一个实施例中,所述确定所述待交易币对的可能成交价之前,还包括:In another embodiment of the method described in this specification, before determining the possible transaction price of the currency pair to be traded, the method further includes:
获取所述交易请求中的用户信息;Obtaining user information in the transaction request;
判断是否存在由所述用户信息发起的所述待交易币对进行中的第二交易,如果存在,则获取所述第二交易的第一交易类型;Determine whether there is a second transaction in progress of the currency pair to be traded initiated by the user information, and if so, obtain the first transaction type of the second transaction;
根据所述第一交易类型以及所述交易请求对应的第二交易类型确定是否继续进行所述交易请求。Determine whether to continue the transaction request according to the first transaction type and the second transaction type corresponding to the transaction request.
本说明书所述方法的另一个实施例中,所述在所述冷静期结束后,还包括:In another embodiment of the method described in this specification, after the cooling-off period ends, the method further includes:
若确定所述待交易币对对应的交易全部撤单,则获取本次冷静期结束时所对应的 价格波动区间;If it is determined that all transactions corresponding to the currency pair to be traded are cancelled, the corresponding price fluctuation range at the end of the cooling-off period will be obtained;
将获取的价格波动区间的最接近所述可能成交价的临界值确定为最终成交价。The critical value of the obtained price fluctuation range closest to the possible transaction price is determined as the final transaction price.
另一方面,本说明书实施例还提供一种数字货币交易数据处理装置,所述装置包括:On the other hand, the embodiment of this specification also provides a digital currency transaction data processing device, the device includes:
数据接收模块,用于接收待交易币对的交易请求,并确定所述待交易币对的可能成交价;The data receiving module is used to receive the transaction request of the currency pair to be traded, and to determine the possible transaction price of the currency pair to be traded;
数据判断模块,用于判断所述可能成交价是否在价格波动区间内,所述价格波动区间根据计价值以及价格波动阈值确定,所述计价值根据最新成交价确定;A data judgment module for judging whether the possible transaction price is within a price fluctuation interval, the price fluctuation interval being determined according to the estimated value and the price fluctuation threshold, and the estimated value is determined according to the latest transaction price;
数据调整模块,用于如果判断结果为否,则启动冷静期,并在所述冷静期结束后,执行下述调整步骤:若确定所述交易请求未撤销,则调整所述计价值,根据调整后的计价值确定新的价格波动区间,重新判断所述可能成交价是否在新的价格波动区间内;如果判断结果为否,重新启动冷静期,重复上述调整步骤,直至所述可能成交价在新的价格波动区间内;The data adjustment module is used to start a cooling-off period if the judgment result is no, and after the cooling-off period ends, perform the following adjustment steps: if it is determined that the transaction request has not been revoked, adjust the valuation according to the adjustment After determining the value of the new price fluctuation range, re-judge whether the possible transaction price is within the new price fluctuation range; if the judgment result is no, restart the cooling-off period and repeat the above adjustment steps until the possible transaction price is within the new price fluctuation range. Within the new price fluctuation range;
成交价确定模块,用于当确定所述可能成交价在新的价格波动区间内时,将所述可能成交价确定为所述待交易币对的最终成交价,根据所述最终成交价撮合交易。The transaction price determination module is used to determine the possible transaction price as the final transaction price of the currency pair to be traded when it is determined that the possible transaction price is within the new price fluctuation range, and to match the transaction according to the final transaction price .
本说明书所述装置的另一个实施例中,所述装置还包括:In another embodiment of the device described in this specification, the device further includes:
交易判断模块,用于判断是否存在所述待交易币对进行中的第一交易;如果存在,判断是否如果存在,判断是否处于第二限制交易期间,所述第二限制交易期间包括所述第一交易对应的冷静期结束前预设时间段和/或调整步骤执行时间段,如果是,则暂停所述交易请求。The transaction judgment module is used to judge whether there is a first transaction in the currency pair to be traded; if it exists, whether it exists, and whether it is in the second restricted transaction period, the second restricted transaction period includes the first transaction The preset time period and/or the adjustment step execution time period before the end of the cooling-off period corresponding to a transaction, if yes, suspend the transaction request.
另一方面,本说明书实施例还提供一种数字货币交易数据处理设备,所述设备包括处理器及用于存储处理器可执行指令的存储器,所述指令被所述处理器执行时实现包括以下步骤:On the other hand, the embodiments of this specification also provide a digital currency transaction data processing device, the device including a processor and a memory for storing executable instructions of the processor, the instructions being executed by the processor include the following step:
接收待交易币对的交易请求,并确定所述待交易币对的可能成交价;Receive the transaction request of the currency pair to be traded, and determine the possible transaction price of the currency pair to be traded;
判断所述可能成交价是否在价格波动区间内,所述价格波动区间根据计价值以及价格波动阈值确定,所述计价值根据最新成交价确定;Judging whether the possible transaction price is within a price fluctuation interval, the price fluctuation interval being determined according to the estimated value and the price fluctuation threshold, and the estimated value is determined according to the latest transaction price;
如果判断结果为否,则启动冷静期,并在所述冷静期结束后,执行下述调整步骤:若确定所述交易请求未撤销,则调整所述计价值,根据调整后的计价值确定新的价格波动区间,重新判断所述可能成交价是否在新的价格波动区间内;If the result of the judgment is negative, the cooling-off period is initiated, and after the cooling-off period is over, the following adjustment steps are performed: if it is determined that the transaction request has not been revoked, adjust the valuation, and determine the new The price fluctuation range of, re-judge whether the possible transaction price is within the new price fluctuation range;
如果判断结果为否,重新启动冷静期,重复上述调整步骤,直至所述可能成交价在新的价格波动区间内;If the judgment result is no, restart the cooling-off period and repeat the above adjustment steps until the possible transaction price is within the new price fluctuation range;
当确定所述可能成交价在新的价格波动区间内时,将所述可能成交价确定为所述待交易币对的最终成交价,根据所述最终成交价撮合交易。When it is determined that the possible transaction price is within the new price fluctuation range, the possible transaction price is determined as the final transaction price of the currency pair to be traded, and the transaction is matched according to the final transaction price.
另一方面,本说明书实施例还提供一种数字货币交易数据处理系统,所述系统包括请求接收模块、撮合模块以及冷静模块,其中,On the other hand, the embodiment of this specification also provides a digital currency transaction data processing system, the system includes a request receiving module, a matching module, and a cooling module, wherein:
所述请求接收模块用于接收待交易币对的交易请求,并发送给所述撮合模块;The request receiving module is used to receive the transaction request of the currency pair to be traded, and send it to the matching module;
所述撮合模块用于确定所述待交易币对的可能成交价,并将所述可能成交价发送至冷静模块;The matching module is used to determine the possible transaction price of the currency pair to be traded, and send the possible transaction price to the cooling module;
所述冷静模块用于判断所述可能成交价是否在价格波动区间内,所述价格波动区间根据计价值以及价格波动阈值确定,所述计价值根据最新成交价确定;如果判断结果为否,则启动冷静期,并在所述冷静期结束后,执行下述调整步骤:The cooling module is used to determine whether the possible transaction price is within a price fluctuation range, the price fluctuation range is determined according to the estimated value and the price fluctuation threshold, and the estimated value is determined according to the latest transaction price; if the result of the judgment is no, then Start the cooling-off period, and after the cooling-off period ends, perform the following adjustment steps:
若确定所述交易请求未撤销,则调整所述计价值,根据调整后的计价值确定新的价格波动区间,重新判断所述可能成交价是否在新的价格波动区间内;If it is determined that the transaction request has not been cancelled, adjust the valuation, determine a new price fluctuation range based on the adjusted valuation, and re-judge whether the possible transaction price is within the new price fluctuation range;
如果判断结果为否,重新启动冷静期,重复上述调整步骤,直至所述可能成交价在新的价格波动区间内;If the judgment result is no, restart the cooling-off period and repeat the above adjustment steps until the possible transaction price is within the new price fluctuation range;
所述冷静模块还用于在确定所述可能成交价在新的价格波动区间内时,将所述可能成交价确定为所述待交易币对的最终成交价,并反馈给所述撮合模块;The cooling module is also used to determine the possible transaction price as the final transaction price of the currency pair to be traded when it is determined that the possible transaction price is within a new price fluctuation range, and feed it back to the matching module;
所述撮合模块还用于根据所述最终成交价撮合交易。The matching module is also used to match transactions according to the final transaction price.
本说明书一个或多个实施例提供的数字货币交易数据处理方法、装置及系统,可以通过预设设定冷静机制,在确定用户对某交易币对的初始可能成交价后,可以先判断该可能成交价是否满足价格波动范围要求,如果不满足,则启动冷静期。在冷静期内用户可以选择撤单,从而可以防止因错误报价而影响市场行情,或者,引起短时间内价格大幅波动,造成恐慌。如果用户未撤单,在冷静期结束后,系统可以调整价格波动范围要求,以重估所述可能成交价。直至确定可能成交价满足价格波动范围要求,则将该可能成交价作为最终成交价,撮合交易。利用本说明书各个实施例,可以有效避免短时间内的价格大幅波动,保证交易的稳定性。The digital currency transaction data processing method, device, and system provided in one or more embodiments of this specification can set a cool-down mechanism by default. After determining the user’s initial possible transaction price for a transaction currency pair, the possibility can be determined first. Whether the transaction price meets the requirements of the price fluctuation range, if not, the cooling-off period is initiated. During the cooling-off period, the user can choose to withdraw the order, which can prevent the wrong quotation from affecting the market, or cause large price fluctuations in a short period of time, causing panic. If the user does not withdraw the order, the system can adjust the price fluctuation range requirements after the end of the cooling-off period to reassess the possible transaction price. Until it is determined that the possible transaction price meets the requirements of the price fluctuation range, the possible transaction price is regarded as the final transaction price and the transaction is matched. Using the various embodiments of this specification can effectively avoid large price fluctuations in a short period of time and ensure the stability of transactions.
附图说明Description of the drawings
为了更清楚地说明本说明书实施例或现有技术中的技术方案,下面将对实施例或现有技术描述中所需要使用的附图作简单地介绍,显而易见地,下面描述中的附图仅仅是本说明书中记载的一些实施例,对于本领域普通技术人员来讲,在不付出创造性劳动性的前提下,还可以根据这些附图获得其他的附图。在附图中:In order to more clearly describe the technical solutions in the embodiments of this specification or the prior art, the following will briefly introduce the drawings that need to be used in the description of the embodiments or the prior art. Obviously, the drawings in the following description are only These are some embodiments described in this specification. For those of ordinary skill in the art, other drawings can be obtained from these drawings without creative labor. In the attached picture:
图1为本说明书提供的一种数字货币交易数据处理方法实施例的流程示意图;FIG. 1 is a schematic flowchart of an embodiment of a digital currency transaction data processing method provided in this specification;
图2为本说明书提供的另一种数字货币交易数据处理方法实施例的流程示意图;2 is a schematic flowchart of another embodiment of a digital currency transaction data processing method provided in this specification;
图3为本说明书提供的另一种数字货币交易数据处理方法实施例的流程示意图;3 is a schematic flowchart of another embodiment of a digital currency transaction data processing method provided in this specification;
图4为本说明书提供的另一种数字货币交易数据处理方法实施例的流程示意图;4 is a schematic flowchart of another embodiment of a digital currency transaction data processing method provided in this specification;
图5为本说明书提供的一些实施例中的数字货币交易数据处理方法流程示意图;Figure 5 is a schematic flow diagram of a digital currency transaction data processing method in some embodiments provided in this specification;
图6为本说明书提供的一种数字货币交易数据处理装置实施例的模块结构示意图;6 is a schematic diagram of the module structure of an embodiment of a digital currency transaction data processing device provided in this specification;
图7为根据本说明书的一个示例性实施例的服务器的示意结构图。Fig. 7 is a schematic structural diagram of a server according to an exemplary embodiment of the present specification.
具体实施方式Detailed ways
为了使本技术领域的人员更好地理解本说明书中的技术方案,下面将结合本说明书一个或多个实施例中的附图,对本说明书一个或多个实施例中的技术方案进行清楚、完整地描述,显然,所描述的实施例仅是说明书一部分实施例,而不是全部的实施例。基于说明书一个或多个实施例,本领域普通技术人员在没有做出创造性劳动前提下所获得的所有其他实施例,都应当属于本说明书实施例方案保护的范围。In order to enable those skilled in the art to better understand the technical solutions in this specification, the following will make clear and complete the technical solutions in one or more embodiments of this specification in conjunction with the drawings in one or more embodiments of this specification. It is obvious that the described embodiments are only a part of the embodiments in the specification, rather than all the embodiments. Based on one or more embodiments of the specification, all other embodiments obtained by a person of ordinary skill in the art without creative work shall fall within the protection scope of the embodiment scheme of this specification.
随着当今世界的不断发展,数字货币交易已经成为一种新兴的用户式。在这巨大的数字货币市场体系中,交易所竞争日趋激烈,如何建立一个符合市场需求的交易所成为各大平台趋之若鹜的重点。目前证券交易所多采用熔断机制。例如,当沪深300指数触发5%熔断阈值时,交易所将暂停交易15分钟,而如果尾盘阶段触发5%或全天任何时候触发7%则暂停交易,直至收市。但目前股市已经设置了10%的涨跌停板制度,如果再加上5%、7%的熔断阈值,且这两个熔断阈值和涨跌停板距离太近,等于给了空头明显的进攻目标。而市场一旦达到7%的跌幅市场就丧失了流动性,在不明真相的情况下,投资者最理性的选择就是抛出股票,锁定亏损,赢得确定性。但投资者在不确定的未来中还无法交易,严重影响了交易的正常进行。With the continuous development of today's world, digital currency transactions have become a new type of user. In this huge digital currency market system, exchanges are becoming more and more competitive, and how to build an exchange that meets market needs has become the focus of all major platforms. Currently, stock exchanges mostly use circuit breakers. For example, when the CSI 300 Index triggers the 5% circuit breaker threshold, the exchange will suspend trading for 15 minutes, and if 5% is triggered at the end of the market or 7% is triggered at any time throughout the day, trading will be suspended until the market closes. However, the stock market has set a 10% price limit system. If the fusing thresholds of 5% and 7% are added, and the distance between the two fusing thresholds and the price limit is too close, it is equivalent to giving bears an obvious offensive target. Once the market reaches a 7% drop, the market loses its liquidity. Without knowing the truth, the most rational choice for investors is to sell stocks, lock in losses, and gain certainty. However, investors are still unable to trade in an uncertain future, which has seriously affected the normal conduct of transactions.
相应的,说明书实施例提供一种数字货币交易数据处理方法,可以通过预设设定 冷静机制,在确定用户对某交易币对的可能成交价后,可以先判断该可能成交价是否满足价格波动范围要求,如果不满足,则启动冷静期。在冷静期内用户可以选择撤单,从而可以防止因错误报价而影响市场行情,或者,引起短时间内价格大幅波动,造成恐慌。如果用户未撤单,在冷静期结束后,系统可以调整价格波动范围要求,以重估所述可能成交价。直至确定可能成交价满足价格波动范围要求,则将该可能成交价作为最终成交价,撮合交易。利用本说明书各个实施例,可以有效避免短时间内的价格大幅波动,保证交易的稳定性。Correspondingly, the embodiment of the specification provides a digital currency transaction data processing method, which can set a calm mechanism by preset, and after determining the user's possible transaction price for a trading currency pair, it can first determine whether the possible transaction price meets price fluctuations If the scope requirements are not met, a cooling-off period will be initiated. During the cooling-off period, the user can choose to withdraw the order, which can prevent the wrong quotation from affecting the market, or cause large price fluctuations in a short period of time, causing panic. If the user does not withdraw the order, the system can adjust the price fluctuation range requirements after the end of the cooling-off period to reassess the possible transaction price. Until it is determined that the possible transaction price meets the requirements of the price fluctuation range, the possible transaction price is regarded as the final transaction price to match the transaction. Using the various embodiments of this specification can effectively avoid large price fluctuations in a short period of time and ensure the stability of transactions.
图1是本说明书提供的所述一种数字货币交易数据处理方法实施例流程示意图。虽然本说明书提供了如下述实施例或附图所示的方法操作步骤或装置结构,但基于常规或者无需创造性的劳动在所述方法或装置中可以包括更多或者部分合并后更少的操作步骤或模块单元。在逻辑性上不存在必要因果关系的步骤或结构中,这些步骤的执行顺序或装置的模块结构不限于本说明书实施例或附图所示的执行顺序或模块结构。所述的方法或模块结构的在实际中的装置、服务器或终端产品应用时,可以按照实施例或者附图所示的方法或模块结构进行顺序执行或者并行执行(例如并行处理器或者多线程处理的环境、甚至包括分布式处理、服务器集群的实施环境)。Fig. 1 is a schematic flowchart of an embodiment of the digital currency transaction data processing method provided in this specification. Although this specification provides method operation steps or device structures as shown in the following embodiments or drawings, the method or device may include more or fewer operation steps after partial combination based on conventional or no creative labor. Or modular unit. In steps or structures where there is no necessary causal relationship logically, the execution order of these steps or the module structure of the device is not limited to the execution order or module structure shown in the embodiments of this specification or the drawings. When the described method or module structure is applied to an actual device, server or terminal product, it can be executed sequentially or in parallel according to the method or module structure shown in the embodiments or drawings (for example, parallel processor or multi-threaded processing). Environment, even including distributed processing, server cluster implementation environment).
具体的一个实施例如图1所示,本说明书提供的数字货币交易数据处理方法,所述方法可以包括:A specific embodiment is shown in Figure 1. The digital currency transaction data processing method provided in this specification may include:
S0:接收待交易币对的交易请求,确定所述待交易币对的可能成交价。S0: Receive a transaction request of the currency pair to be traded, and determine the possible transaction price of the currency pair to be traded.
所述待交易币对可以是指本次交易的数字货币。所述交易请求可以包括发起本次交易的用户的信息以及待交易币对的类型、数量、交易价格等信息。所述可能成交价可以包括撮合引擎基于预设撮合机制撮合后获得的所述待交易币对可能的交易价格。The currency pair to be traded may refer to the digital currency of this transaction. The transaction request may include the information of the user who initiated the transaction and the type, quantity, transaction price and other information of the currency pair to be traded. The possible transaction price may include the possible transaction price of the currency pair to be traded obtained by the matching engine based on a preset matching mechanism.
用户可以向撮合引擎发起对待交易币对的买单或者卖单交易请求,该交易请求可以包括交易类型、待交易币对的类型、数量、期望交易价格等信息,所述交易类型可以包括市价卖单、市价买单、限价买单、限价卖单、IOC(Immediate-Or-Cancel,立即执行否则取消订单)交易单等交易类型。撮合引擎可以根据撮合机制撮合交易,获得所述待交易币对的可能成交价。所述撮合机制可以采用数字货币交易平台已有的撮合机制。例如,用户下单后,撮合引擎可以按照价格优先,时间优先的原则进行撮合成交,且两者之间价格优先于时间,基于该撮合机制可以获得该待交易币对的一个或者多个可能成交价。当然,所述撮合机制仅仅为举例说明,具体实施时撮合机制可以 按照交易平台现有的撮合方式执行,这里不做限定。S2:判断所述可能成交价是否在价格波动区间内,所述价格波动区间根据计价值以及价格波动阈值确定,所述计价值根据最新成交价确定。The user can initiate a buy or sell transaction request for the currency pair to be traded to the matching engine. The transaction request may include information such as the transaction type, the type and quantity of the currency pair to be traded, and the expected transaction price. The transaction type may include a market price sell order and a market price. Buy orders, buy limit orders, sell limit orders, IOC (Immediate-Or-Cancel, execute immediately or cancel the order) transaction orders and other transaction types. The matching engine can match transactions according to the matching mechanism, and obtain the possible transaction price of the currency pair to be traded. The matching mechanism may adopt an existing matching mechanism of the digital currency trading platform. For example, after a user places an order, the matching engine can match the transaction according to the principle of price priority and time priority, and the price between the two has priority over time. Based on the matching mechanism, one or more possible transactions for the currency pair to be traded can be obtained. price. Of course, the aforementioned matching mechanism is only an example, and the matching mechanism can be implemented in accordance with the existing matching method of the trading platform during specific implementation, which is not limited here. S2: Determine whether the possible transaction price is within a price fluctuation range, the price fluctuation range is determined according to the estimated value and the price fluctuation threshold, and the estimated value is determined according to the latest transaction price.
所述价格波动区间可以用于约束可能成交价,当可能成交价超过价格波动区间时,可以启动冷静机制,防止短时间内价格大幅波动。所述价格波动区间可以根据计价值以及价格波动阈值确定。所述计价值可以根据最新成交价确定。The price fluctuation range can be used to restrict the possible transaction price. When the possible transaction price exceeds the price fluctuation range, a calming mechanism can be activated to prevent large price fluctuations in a short period of time. The price fluctuation interval may be determined according to the calculated value and the price fluctuation threshold. The estimated value can be determined according to the latest transaction price.
所述最新成交价可以为所述待交易币对的上一次交易的成功交易价格或者重新开盘价。所述重新开盘价可以包括待交易币对每天初始开盘时所设定的开盘价、或者一天内因一些原因需要重新开盘时所对应的开盘价。The latest transaction price may be the last successful transaction price or the reopening price of the currency pair to be traded. The reopening price may include the opening price set at the initial opening of the currency pair to be traded every day, or the corresponding opening price when the trading needs to be reopened within a day due to some reasons.
如果确定所述可能成交价在价格波动区间内,则可以将所述可能成交价确定为最终成交价,进行连续撮合交易。If it is determined that the possible transaction price is within the price fluctuation range, the possible transaction price can be determined as the final transaction price, and continuous matching transactions can be performed.
S4:如果判断结果为否,则启动冷静期,并在所述冷静期结束后,执行下述调整步骤:若确定所述交易请求未撤销,则调整所述计价值,根据调整后的计价值确定新的价格波动区间,重新判断所述可能成交价是否在新的价格波动区间内;如果判断结果为否,重新启动冷静期,重复上述调整步骤,直至所述可能成交价在新的价格波动区间内。S4: If the judgment result is no, start a cooling-off period, and after the cooling-off period ends, perform the following adjustment steps: if it is determined that the transaction request has not been cancelled, adjust the valuation based on the adjusted valuation Determine the new price fluctuation range, and re-judge whether the possible transaction price is within the new price fluctuation range; if the judgment result is no, restart the cooling-off period and repeat the above adjustment steps until the possible transaction price fluctuates within the new price fluctuation range Within the interval.
如果确定所述可能成交价超出价格波动区间,则可以启动冷静期。所述冷静期的长短可以根据实际交易行情预先设定。在所述冷静期内,用户可以选择撤销所述待交易币对的交易单。通过设定冷静期,可以有效避免用户在发错报价或者仓促发出交易请求的情况下,及时撤单,防止因错误报价而影响市场行情,或者,引起短时间内价格大幅波动,造成恐慌。If it is determined that the possible transaction price exceeds the price fluctuation range, a cooling-off period can be initiated. The length of the cooling-off period can be preset according to the actual transaction market. During the cooling-off period, the user may choose to cancel the transaction order of the currency pair to be traded. By setting a cooling-off period, you can effectively prevent users from withdrawing orders in a timely manner in the case of sending wrong quotes or hurriedly sending transaction requests, preventing the wrong quotes from affecting market conditions, or causing large price fluctuations in a short period of time, causing panic.
一些实施方式中,如果所述可能成交价超出价格波动区间,系统可以执行下述步骤:In some implementations, if the possible transaction price exceeds the price fluctuation range, the system can perform the following steps:
S402:启动冷静期;S402: Start the cooling-off period;
S404:在所述冷静期结束后,判断用户是否撤单;S404: After the cooling-off period ends, determine whether the user cancels the order;
S406:如果没有撤单,则调整计价值;S406: If the order is not cancelled, adjust the calculated value;
S408:根据调整后的计价值确定新的价格波动区间;S408: Determine a new price fluctuation interval according to the adjusted valuation;
S410:判断所述可能成交价是否在新的价格波动区间内;S410: Determine whether the possible transaction price is within a new price fluctuation range;
如果不在新的价格波动区间内,则重新启动冷静期,并在冷静期结束后重复上述 步骤S402-S408;If it is not within the new price fluctuation range, restart the cooling-off period, and repeat the above steps S402-S408 after the cooling-off period ends;
如果在新的价格波动区间内,则将所述可能成交价确定为所述待交易币对的最终成交价,根据所述最终成交价撮合交易。If it is within the new price fluctuation range, the possible transaction price is determined as the final transaction price of the currency pair to be traded, and the transaction is matched according to the final transaction price.
一些实施方式中,可以采用下述方式调整计价值:如果可能成交价较高,则可以适当调高计价值,如果可能成交价较低,则可以适当调低计价值。然后,可以根据调整后的计价值确定新的价格波动区间,重估可能成交价是否在新的价格波动区间内。In some implementations, the valuation can be adjusted in the following manner: if the transaction price is likely to be higher, the valuation value can be increased appropriately, and if the transaction price is likely to be lower, the valuation value can be appropriately decreased. Then, a new price fluctuation range can be determined based on the adjusted valuation, and reassess whether the possible transaction price is within the new price fluctuation range.
本说明书的一些实施例中,优选的,可以采用下述方式调整计价值:当所述可能成交价大于所述价格波动区间的最大值时,调整所述计价值等于所述价格波动区间的最大值;当所述可能成交价小于所述价格波动区间的最小值时,调整所述计价值等于所述价格波动区间的最小值。通过该种方式调整计价值,可以更加平稳准确的进行计价值的调整,同时,如果可能成交价过高或者过低,则可以使得用户有足够的时间确定是否撤单。In some embodiments of this specification, preferably, the valuation value can be adjusted in the following manner: when the possible transaction price is greater than the maximum value of the price fluctuation interval, the valuation value is adjusted to be equal to the maximum value of the price fluctuation interval. Value; when the possible transaction price is less than the minimum value of the price fluctuation interval, adjust the calculated value to be equal to the minimum value of the price fluctuation interval. By adjusting the valuation in this way, the valuation can be adjusted more smoothly and accurately. At the same time, if the transaction price may be too high or too low, the user can have enough time to determine whether to withdraw the order.
S6:当确定所述可能成交价在新的价格波动区间内时,将所述可能成交价确定为所述待交易币对的最终成交价,根据所述最终成交价撮合交易。S6: When it is determined that the possible transaction price is within the new price fluctuation range, the possible transaction price is determined as the final transaction price of the currency pair to be traded, and the transaction is matched according to the final transaction price.
当确定所述可能成交价在新的价格波动区间内时,将所述可能成交价确定为所述待交易币对的最终成交价,按所述最终成交价进行撮合成交,并将该最终成交价作为最新成交价,发布行情。When it is determined that the possible transaction price is within the new price fluctuation range, the possible transaction price is determined as the final transaction price of the currency pair to be traded, the final transaction price is matched and the transaction is made, and the final transaction The price is the latest transaction price and the market quotation is released.
利用本说明书上述一个或者多个实施例,通过预设设定冷静机制,在冷静期内用户可以选择撤单,从而可以防止因错误报价而影响市场行情,或者,引起短时间内价格大幅波动,造成恐慌。如果用户未撤单,在冷静期结束后,系统可以调整价格波动范围要求,以重估所述可能成交价,直至确定可能成交价满足价格波动范围要求,则将该可能成交价作为最终成交价,撮合交易。可以有效避免短时间内的价格大幅波动,保证交易的稳定性。Using one or more of the above-mentioned embodiments of this specification, by preset cooling mechanism, users can choose to withdraw orders during the cooling-off period, which can prevent incorrect quotes from affecting market conditions or causing large price fluctuations in a short period of time. Cause panic. If the user does not withdraw the order, after the cooling-off period ends, the system can adjust the price fluctuation range requirements to re-evaluate the possible transaction price until it is determined that the possible transaction price meets the price fluctuation range requirements, then the possible transaction price will be regarded as the final transaction price , Matchmaking transactions. It can effectively avoid large price fluctuations in a short period of time and ensure the stability of transactions.
图2表示本说明书的另一些实施例中的数字货币交易数据处理方法的流程示意图。如图2所示,所述方法还可以包括:FIG. 2 shows a schematic flowchart of a digital currency transaction data processing method in some other embodiments of this specification. As shown in Figure 2, the method may further include:
S2002:接收对所述交易请求的撤单请求;S2002: Receive an order cancellation request for the transaction request;
S2004:判断是否处于第一限制交易期间,所述第一限制交易期间包括所述交易请求对应的冷静期结束前预设时间段和/或调整步骤执行时间段,如果是,则拒绝所述撤单请求。S2004: Determine whether it is in the first restricted transaction period, the first restricted transaction period includes the preset time period before the end of the cooling-off period corresponding to the transaction request and/or the adjustment step execution time period, and if so, reject the withdrawal Single request.
如果系统将要执行或者正在执行调整步骤,重估可能成交价是否满足新的价格波动区间,则此时不允许投资者撤单,在冷静期的其他时间段允许撤单。If the system is about to execute or is performing adjustment steps, and reassess whether the possible transaction price meets the new price fluctuation range, investors are not allowed to withdraw the order at this time, and the order is allowed to be withdrawn during other time periods of the cooling-off period.
一些实施例中,可以设定冷静期结束前预设时间段以及调整步骤执行时间段内限制用户撤单。所述预设时间段如可以为冷静期结束前10秒。冷静期结束后,系统需要重估可能成交价是否满足新的价格波动区间,如果在即将开始重估可能成交价或者正在重估可能成交价时,用户撤单,则可能导致可能成交价重估出现问题,从而影响最终成交价确定的准确性以及系统的稳定性。In some embodiments, it is possible to set a preset time period before the end of the cooling-off period and limit the user's cancellation of orders within the time period during which the adjustment step is performed. For example, the preset time period may be 10 seconds before the end of the cooling-off period. After the cooling-off period is over, the system needs to reassess whether the possible transaction price meets the new price fluctuation range. If the user withdraws the order when the possible transaction price is about to be revalued or is revaluating the possible transaction price, it may lead to a revaluation of the possible transaction price Problems occur, which affect the accuracy of the final transaction price determination and the stability of the system.
图3表示本说明书的另一些实施例中的数字货币交易数据处理方法的流程示意图。如图3所示,所述确定所述待交易币对的可能成交价之前,还可以包括:FIG. 3 shows a schematic flowchart of a digital currency transaction data processing method in some other embodiments of this specification. As shown in Figure 3, before determining the possible transaction price of the currency pair to be traded, it may further include:
S3002:判断是否存在所述待交易币对进行中的第一交易;S3002: Determine whether there is a first transaction in progress of the currency pair to be traded;
S3004:如果存在,判断是否处于第二限制交易期间,所述第二限制交易期间包括所述第一交易对应的冷静期结束前预设时间段和/或调整步骤执行时间段,如果是,则暂停所述交易请求。S3004: If it exists, determine whether it is in the second restricted transaction period, the second restricted transaction period includes the preset time period before the end of the cooling-off period corresponding to the first transaction and/or the adjustment step execution time period, if yes, then Suspend the transaction request.
所述第一交易可以包括所述待交易币对对应的在系统中正在处理的交易。若系统中存在所述待交易币对所述对应的正在处理中的交易,则可以将该交易作为第一交易,以便于区分表述。所述正在处理中的交易可以包括处于从可能成交价的确定到按最终成交价撮合交易、并发布的整个过程中任意环节的交易。如果存在,可以判断系统是否处于第二限制交易期间。所述第二限制交易期间可以包括所述第一交易对应的冷静期结束前预设时间段和/或调整步骤执行时间段。如果是,则暂停所述交易请求。The first transaction may include a transaction being processed in the system corresponding to the currency pair to be traded. If the corresponding transaction in processing of the currency pair to be traded exists in the system, the transaction can be regarded as the first transaction, so as to distinguish the expression. The transaction being processed may include transactions at any link in the entire process from the determination of the possible transaction price to the matching transaction at the final transaction price and release. If it exists, it can be judged whether the system is in the second restricted transaction period. The second restricted transaction period may include a preset time period before the end of the cooling-off period corresponding to the first transaction and/or an adjustment step execution time period. If it is, the transaction request is suspended.
可以在冷静期结束前预设时间段以及所述调整步骤执行时间段内限制用户发起对所述待交易币对的新的交易请求。如果在即将重估可能成交价或者正在重估可能成交价时,接收所述待交易币对的新的交易请求,则可能导致可能成交价的重估出现不稳定,从而影响最终成交价确定的准确性以及系统的稳定性。在冷静期的其他时间点可以接收所述待交易币对的新的交易请求。The user may be restricted from initiating a new transaction request for the currency pair to be traded in a preset time period before the end of the cooling-off period and within the execution time period of the adjustment step. If the possible transaction price is about to be revalued or the possible transaction price is being revalued, a new transaction request for the currency pair to be traded may be received, which may cause the revaluation of the possible transaction price to become unstable, thereby affecting the determination of the final transaction price. Accuracy and stability of the system. At other points in the cooling-off period, a new transaction request for the currency pair to be traded can be received.
图4表示本说明书的另一些实施例中的数字货币交易数据处理方法的流程示意图。如图4所示,所述撮合模块确定对所述待交易币对的可能成交价之前,还可以包括:FIG. 4 shows a schematic flowchart of a digital currency transaction data processing method in some other embodiments of this specification. As shown in Figure 4, before the matching module determines the possible transaction price of the currency pair to be traded, it may further include:
S4002:获取所述交易请求中的用户信息;S4002: Obtain user information in the transaction request;
S4004:判断是否存在由所述用户信息发起的所述待交易币对进行中的第二交易, 如果存在,则获取所述第二交易的第一交易类型;S4004: Determine whether there is a second transaction in progress of the currency pair to be traded initiated by the user information, and if so, obtain the first transaction type of the second transaction;
S4006:根据所述第一交易类型以及所述交易请求对应的第二交易类型确定是否继续进行所述交易请求。S4006: Determine whether to continue the transaction request according to the first transaction type and the second transaction type corresponding to the transaction request.
所述第二交易可以包括由某特定用户信息所发起的对所述待交易币对的交易,所述特定用户信息可以包括所述交易请求中的用户信息。系统接收交易请求后,可以先获取交易请求中的用户信息,判断系统中是否存在该用户信息所对应的用户发起的对所述待交易币对的第二交易,如果存在,则获取所述第二交易的第一交易类型。根据所述第一交易类型以及交易请求对应的第二交易类型确定是否继续进行所述交易请求。The second transaction may include a transaction to the currency pair to be traded initiated by a certain specific user information, and the specific user information may include the user information in the transaction request. After the system receives the transaction request, it can first obtain the user information in the transaction request, and determine whether there is a second transaction to the currency pair to be traded initiated by the user corresponding to the user information in the system. If it exists, then obtain the first transaction. The first transaction type of the second transaction. Determine whether to continue the transaction request according to the first transaction type and the second transaction type corresponding to the transaction request.
所述第一交易类型可以包括所述第二交易对应的交易类型,所述第二交易类型可以包括所述交易请求所对应的交易类型。所述第一交易类型与所述第二交易类型的种类可以相同,也可以不同。可以预先设定一定的判断规则,然后,基于所述判断规则对所述交易请求以及第二交易进行分析,根据分析结果确定是否继续进行所述交易请求。可以防止用户自己发起的买卖单随意成交,造成交易混乱,从而提高交易进行的稳定性。一些实施方式中,所述判断规则可以包括:The first transaction type may include a transaction type corresponding to the second transaction, and the second transaction type may include a transaction type corresponding to the transaction request. The types of the first transaction type and the second transaction type may be the same or different. A certain judgment rule may be set in advance, and then the transaction request and the second transaction are analyzed based on the judgment rule, and whether to continue the transaction request is determined according to the analysis result. It can prevent the user's self-initiated buy and sell orders from being traded at will, causing confusion in the transaction, thereby improving the stability of the transaction. In some implementation manners, the judgment rule may include:
若系统中已有用户自己发起的某个币对的市价买单,则该用户不能发起该币对的任何卖单;若已有用户自己发起的某个币对的市价卖单,则该用户不能发起该币对的任何买单。If there is already a market price buy order for a certain currency pair initiated by a user in the system, the user cannot initiate any sell order for that currency pair; if there is already a market price sell order for a certain currency pair initiated by the user, the user cannot initiate the Any buy orders for currency pairs.
若系统中已有用户自己发起的某个币对的限价买单,则该用户不能发起该币对的市价卖单;但可以发起该币对的限价卖单,此时,该限价卖单需满足:买、卖价格之间没有交集。即假设该币对该用户报买的价格为(0,X],则需保证报卖价格在[X+TickSize,+∞)。所述TickSize是指交易平台预设的最小价格加减单位。这样,可以保证该用户的买单和卖单在任何情况下都不能成交。反之亦如此。If there is already a limit buy order for a certain currency pair initiated by the user in the system, the user cannot initiate a market price sell order for the currency pair; but can initiate a limit sell order for the currency pair. At this time, the limit sell order must satisfy : There is no intersection between buying and selling prices. That is to say, assuming that the price of the currency quoted by the user is (0, X], it is necessary to ensure that the quoted price is [X+TickSize, +∞). The TickSize refers to the minimum price plus or minus unit preset by the trading platform. In this way, it can be guaranteed that the user's buy and sell orders cannot be traded under any circumstances. The reverse is also true.
对于系统中已经撤销或已经成交的报价,则不受上述两种情况的限制。For quotes that have been cancelled or traded in the system, they are not subject to the above two conditions.
通过预先在系统中配置一定的交易限制规则,可以进一步保证交易的正常运转,防止冷静期结束后,重估最新开盘价时,用户自己发起的买卖单随意成交,造成交易混乱,从而提高交易进行的稳定性。By configuring certain transaction restriction rules in the system in advance, the normal operation of the transaction can be further guaranteed, and the latest opening price after the cooling-off period is over, the buy and sell orders initiated by the user will be randomly traded, which will cause the transaction to be chaotic and improve the transaction. The stability.
图5表示本说明书一个实施场景中的数字货币交易流程示意图。在本实施场景中,系统中可以预先配置有如下交易限制规则:Figure 5 shows a schematic diagram of a digital currency transaction process in an implementation scenario of this specification. In this implementation scenario, the following transaction restriction rules can be pre-configured in the system:
1)发生撮合交易时,买卖双方即将撮合成交的价格超过价格波动阈值时,系统会启动冷静机制,停止撮合;1) When a matchmaking transaction occurs, when the price at which the buyer and seller are about to match the transaction exceeds the price fluctuation threshold, the system will activate the calming mechanism and stop the matchmaking;
2)如果系统即将或者正在重估可能成交价,则此时不允许投资者撤单,其他时间段允许撤单;2) If the system is about to reassess the possible transaction price, investors are not allowed to withdraw the order at this time, and the order is allowed to withdraw in other time periods;
3)如果系统即将或者正在重估可能成交价,则此时撮合引擎不接收交易单,即投资者发布的交易单此时不做处理;3) If the system is about to reassess the possible transaction price, the matching engine will not accept the transaction order at this time, that is, the transaction order issued by the investor will not be processed at this time;
4)用户在冷静期间内以及冷静期间结束后的最终成交价确定过程中,无法发送IOC(Immediate-Or-Cancel,立即执行否则取消订单)类型的交易单;4) During the process of determining the final transaction price during the cooling-off period and after the cooling-off period, the user cannot send IOC (Immediate-Or-Cancel, execute immediately or cancel the order) type of transaction order;
5)撮合引擎中已有本人发起的某个币对的市价买单,则本人不能发起该币对的任何卖单;已有本人发起的某个币对的市价卖单,则本人不能发起该币对的任何买单;5) There is already a market buy order for a certain currency pair initiated by me in the matchmaking engine, then I cannot initiate any sell order for that currency pair; if I have already initiated a market sell order for a certain currency pair, I cannot initiate the currency pair. Any pay
6)撮合引擎中已有本人发起的某个币对的限价买单,则本人不能发起该币对的市价卖单;可以发起该币对的限价卖单,但需保证买、卖价格之间没有交集。即假设该币对本人报买的价格为(0,X],则需保证报卖价格在[X+TickSize,+∞)。这样,保证了本人的买单和卖单在任何情况下都不能成交,反之亦如此;6) There is already a limit buy order for a certain currency pair initiated by me in the matching engine, then I cannot initiate a market sell order for that currency pair; I can initiate a limit sell order for this currency pair, but it is necessary to ensure that there is no difference between the buying and selling prices. Intersection. That is to say, assuming that the price of the coin is (0, X), you need to ensure that the quoted price is [X+TickSize, +∞). In this way, it is guaranteed that my buy and sell orders cannot be executed under any circumstances, and vice versa;
7)撮合引擎中已经撤销或已经成交的报价,则不受此限制。7) Quotes that have been cancelled or traded in the matching engine are not subject to this restriction.
如图5所示,用户可以发起交易请求,所述交易请求可以包括用户信息、待交易币对的类型、初始发起交易价格等。撮合引擎可以接收该交易请求后,可以先判断是否可以撮合交易。As shown in FIG. 5, the user can initiate a transaction request, and the transaction request may include user information, the type of currency pair to be traded, the initial transaction price, and so on. After the matching engine can receive the transaction request, it can first determine whether the transaction can be matched.
如判断已有用户自己发起的对该待交易币对的交易,则可以根据上述限制规则分析是否可以继续撮合交易,如果符合上述限制规则,则暂停交易;如果判断系统即将或者正在重估所述待交易币对的可能成交价,则该交易请求也暂停交易。待重新开盘后,并发布最新行情后,再继续对该交易请求的撮合交易处理。If it is judged that a user has initiated a transaction for the currency pair to be traded, it can be analyzed according to the above restriction rules whether it can continue to match the transaction. If the above restriction rules are met, the transaction will be suspended; if it is judged that the system is about to reassess the said If the possible transaction price of the currency pair to be traded, the transaction request is also suspended. After the market is reopened and the latest market information is released, the matching transaction processing of the transaction request will continue.
若已确定可能成交价,则可以进行如下操作处理。其中,lastprice表示最新成交价,QuoteLimit表示价格波动阈值,MatchingPrice表示可能成交价,QuotePrice表示计价值,LReopeningPrice表示重新开盘价,QTY表示数量。If the possible transaction price has been determined, the following operations can be performed. Among them, lastprice represents the latest transaction price, QuoteLimit represents the price fluctuation threshold, MatchingPrice represents the possible transaction price, QuotePrice represents the calculated value, LReopeningPrice represents the reopening price, and QTY represents the quantity.
判断MatchingPrice是否在[QuotePrice-QuoteLimit,QuotePrice+QuoteLimit]区间内:Determine whether the MatchingPrice is within the range of [QuotePrice-QuoteLimit,QuotePrice+QuoteLimit]:
1)当MatchingPrice>QuotePrice+QuoteLimit时,1) When MatchingPrice>QuotePrice+QuoteLimit,
①QuotePrice=lastPrice;如果MatchingPrice超出 [QuotePrice-QuoteLimit,QuotePrice+QuoteLimit],进入冷静期,并触发冷静机制;①QuotePrice=lastPrice; if the MatchingPrice exceeds [QuotePrice-QuoteLimit,QuotePrice+QuoteLimit], enter the cooling-off period and trigger the cooling-off mechanism;
②冷静期结束后,调整QuotePrice=QuotePrice+QuoteLimit;重估matchingPrice,当MatchingPrice在[QuotePrice-QuoteLimit,QuotePrice+QuoteLimit]区间内,则将可能成交价确定为最终成交价。②After the cooling-off period, adjust QuotePrice=QuotePrice+QuoteLimit; re-evaluate matchingPrice. When MatchingPrice is within the range of [QuotePrice-QuoteLimit, QuotePrice+QuoteLimit], the possible transaction price is determined as the final transaction price.
2)当MatchingPrice<QuotePrice-QuoteLimit时,2) When MatchingPrice<QuotePrice-QuoteLimit,
①QuotePrice=lastPrice;由于MatchingPrice超出[QuotePrice-QuoteLimit,QuotePrice+QuoteLimit],进入冷静期,并触发冷静机制;①QuotePrice=lastPrice; because MatchingPrice exceeds [QuotePrice-QuoteLimit,QuotePrice+QuoteLimit], it enters the cooling-off period and triggers the cooling-off mechanism;
②调整QuotePrice=QuotePrice-QuoteLimit;重估matchingPrice,当MatchingPrice在[QuotePrice-QuoteLimit,QuotePrice+QuoteLimit]区间内,则将可能成交价确定为最终成交价。②Adjust QuotePrice=QuotePrice-QuoteLimit; re-evaluate matchingPrice, when MatchingPrice is within the range of [QuotePrice-QuoteLimit, QuotePrice+QuoteLimit], the possible transaction price is determined as the final transaction price.
3)MatchingPrice在[QuotePrice-QuoteLimit,QuotePrice+QuoteLimit]区间内时,则按MatchingPrice撮合成交并发布行情,LastPrice=MatchingPrice。3) When the MatchingPrice is within the range of [QuotePrice-QuoteLimit, QuotePrice+QuoteLimit], the matching price will be matched and the market will be released, LastPrice=MatchingPrice.
冷静期结束,确定最终成交价后,在符合重新开盘条件时,可以将该最终成交价作为重新开盘价,重新开盘,进行连续撮合。一些实施方式中,所述重新开盘条件可以为:After the cooling-off period is over, after the final transaction price is determined, when the reopening conditions are met, the final transaction price can be used as the reopening price, and the market can be reopened for continuous matching. In some embodiments, the reopening condition may be:
1、所有的价格优于重新开盘价的限价委托单都能够成交;1. All limit orders whose prices are higher than the reopening price can be traded;
2、在重新开盘价处,买卖盘其中一方的所有委托都必须能够全部成交,如其中一方的所有委托未全部成交,则无法开盘或者重新开盘价定义不正确。2. At the reopening price, all orders from one of the parties must be able to be completed. If all orders from one of the parties are not completed, the opening cannot be opened or the reopening price is incorrectly defined.
重新开盘时,不一定要求所有市价单全部成交,如果市价单不能全部成交,则未成交部分的市价单可以由系统撤单。When the market is reopened, all market orders may not be required to be filled. If all market orders cannot be filled, the uncompleted market orders can be cancelled by the system.
基于上述实施场景中的方案,本说明书提供的场景实例如下:Based on the solutions in the above implementation scenarios, the scenario examples provided in this specification are as follows:
1、通常交易所会公布市场上每个币对的LastPrice、报价行情(最优、次优价、委托数量等)、实时成交行情、24h涨跌幅、24h最高价、24h最低价、24h成交量等。1. Usually the exchange will announce the LastPrice of each currency pair in the market, the quotation quotation (optimum, suboptimal price, number of orders, etc.), real-time transaction quotation, 24h rise and fall, 24h highest price, 24h lowest price, 24h transaction Quantity and so on.
2、交易所系统可以预先为每种币对设置价格波动刻度(QuoteLimit)、冷静期时间等。2. The exchange system can set the price fluctuation scale (QuoteLimit) and cooling-off period time for each currency pair in advance.
3、假设在ETH/BTC中,LastPrice=100,QuoteLimit=10,冷静期为3mins,市场上此刻没有报价。3. Suppose that in ETH/BTC, LastPrice=100, QuoteLimit=10, the cooling-off period is 3mins, and there is no quotation in the market at this moment.
Alice发布交易单,Side=Buy,Price=120,QTY=10。Alice issues a transaction order, Side=Buy, Price=120, QTY=10.
Bob发布交易单,Side=Sell,Price=110,QTY=5。Bob issues a transaction order, Side=Sell, Price=110, QTY=5.
此刻,判断可能成交价120在[100-10,100+10]内,则系统启动冷静机制,冷静期为3mins。冷静期结束,如果Alice和Bob没有撤单,则系统会继续判断可能成交价(120)是否在[100+10-10,100+10+10]内,由于可能成交价120在区间内,则可以将120作为最终成交价,撮合成交,并重新开盘,更新LastPrice及ReopeningPrice为120。At this moment, if it is judged that the possible transaction price of 120 is within [100-10,100+10], the system activates the cooling-off mechanism with a cooling-off period of 3mins. After the cooling-off period, if Alice and Bob do not withdraw the order, the system will continue to determine whether the possible transaction price (120) is within [100+10-10, 100+10+10]. Since the possible transaction price of 120 is within the range, then You can use 120 as the final transaction price, match the transaction, and reopen the transaction, and update the LastPrice and ReopeningPrice to 120.
系统在启动冷静机制期间,如果因为撤单导致某侧盘口被清空或重新开盘时盘口无法成交,则系统可以在冷静期结束后,重新计算重新开盘价,并立即重新开盘。During the system activation of the cooling-off mechanism, if a certain side of the market is emptied or cannot be traded when the market is reopened due to the cancellation of the order, the system can recalculate the re-opening price after the cooling-off period ends and immediately reopen the market.
本说明书的另一些实施例中,当某次冷静期结束后,若确定所述待交易币对对应的交易全部撤单时,获取本次冷静期结束时所对应的价格波动区间;将获取的价格波动区间的最接近所述可能成交价的临界值确定为最终成交价。In some other embodiments of this specification, after a certain cooling-off period ends, if it is determined that the transactions corresponding to the currency pair to be traded are all cancelled, the corresponding price fluctuation range at the end of the cooling-off period will be obtained; The critical value of the price fluctuation interval closest to the possible transaction price is determined as the final transaction price.
假设lastprice=100,QuoteLimit=10,此时MatchingPrice=79,由于MatchingPrice<lastprice-QuoteLimit,即MatchingPrice超出[QuotePrice-QuoteLimit,QuotePrice+QuoteLimit],则进入冷静期。Assuming that lastprice=100 and QuoteLimit=10, at this time MatchingPrice=79, because MatchingPrice<lastprice-QuoteLimit, that is, MatchingPrice exceeds [QuotePrice-QuoteLimit, QuotePrice+QuoteLimit], the cooling-off period is entered.
假设在冷静期期间,系统内所有可成交交易单全部撤单。则可以获取本次冷静期结束时的价格波动区间为:[100-10,100+10],其对应的临界值为90和110,可能成交价为79,则可以将价格波动区间的最接近可能成交价的临界值90确定为最终成交价。在确定最终成交价后,系统可以直接重新开盘,并发布重新开盘价为90。Suppose that during the cooling-off period, all tradable transaction orders in the system are cancelled. Then the price fluctuation range at the end of this cooling-off period can be obtained as: [100-10,100+10], and its corresponding critical values are 90 and 110, and the possible transaction price is 79. Then the price fluctuation range can be closest to the possible transaction The critical value of 90 is determined as the final transaction price. After determining the final transaction price, the system can directly reopen the market and release the reopening price as 90.
本说明书中的各个实施例均采用递进的方式描述,各个实施例之间相同相似的部分互相参见即可,每个实施例重点说明的都是与其他实施例的不同之处。具体的可以参照前述相关处理相关实施例的描述,在此不做一一赘述。The various embodiments in this specification are described in a progressive manner, and the same or similar parts between the various embodiments can be referred to each other, and each embodiment focuses on the differences from other embodiments. For details, reference may be made to the description of the foregoing related processing related embodiments, which will not be repeated here.
上述对本说明书特定实施例进行了描述。其它实施例在所附权利要求书的范围内。在一些情况下,在权利要求书中记载的动作或步骤可以按照不同于实施例中的顺序来执行并且仍然可以实现期望的结果。另外,在附图中描绘的过程不一定要求示出的特定顺序或者连续顺序才能实现期望的结果。在某些实施方式中,多任务处理和并行处理也是可以的或者可能是有利的。The foregoing describes specific embodiments of this specification. Other embodiments are within the scope of the appended claims. In some cases, the actions or steps described in the claims may be performed in a different order than in the embodiments and still achieve desired results. In addition, the processes depicted in the drawings do not necessarily require the specific order or sequential order shown in order to achieve the desired results. In some embodiments, multitasking and parallel processing are also possible or may be advantageous.
本说明书一个或多个实施例提供的数字货币交易数据处理方法,可以通过预设设定冷静机制,在确定用户对某交易币对的初始可能成交价后,可以先判断该可能成交价是否满足价格波动范围要求,如果不满足,则启动冷静期。在冷静期内用户可以选择撤单,从而可以防止因错误报价而影响市场行情,或者,引起短时间内价格大幅波 动,造成恐慌。如果用户未撤单,在冷静期结束后,系统可以调整价格波动范围要求,以重估所述可能成交价。直至确定可能成交价满足价格波动范围要求,则将该可能成交价作为最终成交价,撮合交易。利用本说明书各个实施例,可以有效避免短时间内的价格大幅波动,保证交易的稳定性。The digital currency transaction data processing method provided in one or more embodiments of this specification can set a calm mechanism by default. After determining the user’s initial possible transaction price for a transaction currency pair, it can first determine whether the possible transaction price is satisfied If the price fluctuation range requirements are not met, a cooling-off period will be initiated. During the cooling-off period, the user can choose to withdraw the order, which can prevent the wrong quote from affecting the market, or cause large price fluctuations in a short period of time, causing panic. If the user does not withdraw the order, the system can adjust the price fluctuation range requirements after the end of the cooling-off period to reassess the possible transaction price. Until it is determined that the possible transaction price meets the requirements of the price fluctuation range, the possible transaction price is regarded as the final transaction price to match the transaction. Using the various embodiments of this specification can effectively avoid large price fluctuations in a short period of time and ensure the stability of transactions.
基于上述所述的数字货币交易数据处理方法,本说明书一个或多个实施例还提供一种数字货币交易数据处理装置。所述的装置可以包括使用了本说明书实施例所述方法的系统、软件(应用)、模块、组件、服务器等并结合必要的实施硬件的装置。基于同一创新构思,本说明书实施例提供的一个或多个实施例中的装系统如下面的实施例所述。由于系统解决问题的实现方案与方法相似,因此本说明书实施例具体的装置的实施可以参见前述方法的实施,重复之处不再赘述。以下所使用的,术语“模块”可以实现预定功能的软件和/或硬件的组合。尽管以下实施例所描述的系统较佳地以软件来实现,但是硬件,或者软件和硬件的组合的实现也是可能并被构想的。具体的,图6表示说明书提供的一种数字货币交易数据处理装置实施例的系统结构示意图,如图6所示,所述装置可以包括:Based on the digital currency transaction data processing method described above, one or more embodiments of this specification also provide a digital currency transaction data processing device. The described devices may include systems, software (applications), modules, components, servers, etc. that use the methods described in the embodiments of this specification, combined with necessary implementation hardware devices. Based on the same innovative concept, the installation system in one or more embodiments provided in the embodiments of this specification is as described in the following embodiments. Since the implementation scheme of the system to solve the problem is similar to the method, the implementation of the specific device in the embodiment of this specification can refer to the implementation of the foregoing method, and the repetition will not be repeated. As used below, the term "module" can implement a combination of software and/or hardware with predetermined functions. Although the system described in the following embodiments is preferably implemented by software, implementation by hardware or a combination of software and hardware is also possible and conceived. Specifically, FIG. 6 shows a schematic diagram of the system structure of an embodiment of a digital currency transaction data processing device provided in the specification. As shown in FIG. 6, the device may include:
数据接收模块102,可以用于接收待交易币对的交易请求,并确定所述待交易币对的可能成交价;The data receiving module 102 may be used to receive a transaction request of the currency pair to be traded, and determine the possible transaction price of the currency pair to be traded;
数据判断模块104,可以用于判断所述可能成交价是否在价格波动区间内,所述价格波动区间根据计价值以及价格波动阈值确定,所述计价值根据最新成交价确定;The data judging module 104 can be used to judge whether the possible transaction price is within a price fluctuation interval, the price fluctuation interval being determined according to the estimated value and the price fluctuation threshold, and the estimated value is determined according to the latest transaction price;
数据调整模块106,可以用于如果判断结果为否,则启动冷静期,并在所述冷静期结束后,执行下述调整步骤:若确定所述交易请求未撤销,则调整所述计价值,根据调整后的计价值确定新的价格波动区间,重新判断所述可能成交价是否在新的价格波动区间内;如果判断结果为否,重新启动冷静期,重复上述调整步骤,直至所述可能成交价在新的价格波动区间内;The data adjustment module 106 can be used to start a cooling-off period if the judgment result is no, and after the cooling-off period ends, perform the following adjustment steps: if it is determined that the transaction request has not been revoked, adjust the valuation, Determine the new price fluctuation range according to the adjusted valuation, and re-judge whether the possible transaction price is within the new price fluctuation range; if the result of the judgment is no, restart the cooling-off period and repeat the above adjustment steps until the possible transaction The price is within the new price fluctuation range;
成交价确定模块108,可以用于当确定所述可能成交价在新的价格波动区间内时,将所述可能成交价确定为所述待交易币对的最终成交价,根据所述最终成交价撮合交易。The transaction price determination module 108 may be used to determine the possible transaction price as the final transaction price of the currency pair to be traded when it is determined that the possible transaction price is within a new price fluctuation range, according to the final transaction price Matching transactions.
本说明书的另一个实施例中,所述装置还可以包括:In another embodiment of the present specification, the device may further include:
交易判断模块110,可以用于判断是否存在所述待交易币对进行中的第一交易;如果存在,判断是否处于第二限制交易期间,所述第二限制交易期间包括所述第一交 易对应的冷静期结束前预设时间段和/或调整步骤执行时间段,如果是,则暂停所述交易请求。The transaction determining module 110 may be used to determine whether there is a first transaction in the currency pair to be traded; if it exists, determine whether it is in a second restricted transaction period, and the second restricted transaction period includes the corresponding first transaction. The preset time period and/or the adjustment step execution time period before the end of the cooling-off period, if yes, suspend the transaction request.
需要说明的,上述所述的系统根据方法实施例的描述还可以包括其他的实施方式。具体的实现方式可以参照相关方法实施例的描述,在此不作一一赘述。It should be noted that the above-mentioned system may also include other implementation manners according to the description of the method embodiment. For specific implementation manners, reference may be made to the description of the related method embodiments, which will not be repeated here.
本说明书一个或多个实施例提供的数字货币交易数据处理装置,可以通过预设设定冷静机制,在确定用户对某交易币对的初始可能成交价后,可以先判断该可能成交价是否满足价格波动范围要求,如果不满足,则启动冷静期。在冷静期内用户可以选择撤单,从而可以防止因错误报价而影响市场行情,或者,引起短时间内价格大幅波动,造成恐慌。如果用户未撤单,在冷静期结束后,系统可以调整价格波动范围要求,以重估所述可能成交价。直至确定可能成交价满足价格波动范围要求,则将该可能成交价作为最终成交价,撮合交易。利用本说明书各个实施例,可以有效避免短时间内的价格大幅波动,保证交易的稳定性。The digital currency transaction data processing device provided by one or more embodiments of this specification can set a cool-down mechanism by preset, and after determining the initial possible transaction price of a certain trading currency pair by the user, it can first determine whether the possible transaction price is satisfied If the price fluctuation range requirements are not met, a cooling-off period will be initiated. During the cooling-off period, the user can choose to withdraw the order, which can prevent the wrong quotation from affecting the market, or cause large price fluctuations in a short period of time, causing panic. If the user does not withdraw the order, the system can adjust the price fluctuation range requirements after the end of the cooling-off period to reassess the possible transaction price. Until it is determined that the possible transaction price meets the requirements of the price fluctuation range, the possible transaction price is regarded as the final transaction price to match the transaction. Using the various embodiments of this specification can effectively avoid large price fluctuations in a short period of time and ensure the stability of transactions.
本说明书提供的上述实施例所述的方法或系统可以通过计算机程序实现业务逻辑并记录在存储介质上,所述的存储介质可以计算机读取并执行,实现本说明书实施例所描述方案的效果。因此,本说明书还提供一种数字货币交易数据处理设备,包括处理器及存储处理器可执行指令的存储器,所述指令被所述处理器执行时实现包括下述方法步骤:The method or system described in the foregoing embodiment provided in this specification can implement business logic through a computer program and record it on a storage medium, and the storage medium can be read and executed by a computer to achieve the effects of the solution described in the embodiment of this specification. Therefore, this specification also provides a digital currency transaction data processing device, including a processor and a memory storing executable instructions of the processor. When the instructions are executed by the processor, the implementation includes the following method steps:
接收待交易币对的交易请求,并确定所述待交易币对的可能成交价;Receive the transaction request of the currency pair to be traded, and determine the possible transaction price of the currency pair to be traded;
判断所述可能成交价是否在价格波动区间内,所述价格波动区间根据计价值以及价格波动阈值确定,所述计价值根据最新成交价确定;Judging whether the possible transaction price is within a price fluctuation interval, the price fluctuation interval being determined according to the estimated value and the price fluctuation threshold, and the estimated value is determined according to the latest transaction price;
如果判断结果为否,则启动冷静期,并在所述冷静期结束后,执行下述调整步骤:若确定所述交易请求未撤销,则调整所述计价值,根据调整后的计价值确定新的价格波动区间,重新判断所述可能成交价是否在新的价格波动区间内;If the result of the judgment is negative, the cooling-off period is initiated, and after the cooling-off period is over, the following adjustment steps are performed: if it is determined that the transaction request has not been revoked, adjust the valuation, and determine the new The price fluctuation range of, re-judge whether the possible transaction price is within the new price fluctuation range;
如果判断结果为否,重新启动冷静期,重复上述调整步骤,直至所述可能成交价在新的价格波动区间内;If the judgment result is no, restart the cooling-off period and repeat the above adjustment steps until the possible transaction price is within the new price fluctuation range;
当确定所述可能成交价在新的价格波动区间内时,将所述可能成交价确定为所述待交易币对的最终成交价,根据所述最终成交价撮合交易。When it is determined that the possible transaction price is within the new price fluctuation range, the possible transaction price is determined as the final transaction price of the currency pair to be traded, and the transaction is matched according to the final transaction price.
本说明书实施例所提供的方法实施例可以在计算机终端、服务器或者类似的运算装置中执行。以运行在服务器上为例,图7是应用本说明书实施例的数字货币交易服 务器的硬件结构框图。如图7所示,服务器100可以包括一个或多个(图中仅示出一个)处理器200(处理器200可以包括但不限于微处理器MCU或可编程逻辑器件FPGA等的处理装置)、用于存储数据的存储器300、以及用于通信功能的传输模块400。本领域普通技术人员可以理解,图7所示的结构仅为示意,其并不对上述电子装置的结构造成限定。例如,服务器100还可包括比图7中所示更多或者更少的组件,例如还可以包括其他的处理硬件,如数据库或多级缓存、GPU,或者具有与图7所示不同的配置。The method embodiments provided in the embodiments of this specification can be executed in a computer terminal, a server or a similar computing device. Taking running on a server as an example, Fig. 7 is a block diagram of the hardware structure of a digital currency transaction server to which the embodiment of this specification is applied. As shown in FIG. 7, the server 100 may include one or more (only one is shown in the figure) processor 200 (the processor 200 may include, but is not limited to, a processing device such as a microprocessor MCU or a programmable logic device FPGA), The memory 300 for storing data, and the transmission module 400 for communication functions. Those of ordinary skill in the art can understand that the structure shown in FIG. 7 is only for illustration, and does not limit the structure of the above electronic device. For example, the server 100 may also include more or fewer components than shown in FIG. 7, for example, may also include other processing hardware, such as a database or multi-level cache, a GPU, or have a configuration different from that shown in FIG. 7.
存储器300可用于存储应用软件的软件程序以及模块,如本发明实施例中的搜索方法对应的程序指令/模块,处理器200通过运行存储在存储器300内的软件程序以及模块,从而执行各种功能应用以及数据处理。存储器300可包括高速随机存储器,还可包括非易失性存储器,如一个或者多个磁性存储装置、闪存、或者其他非易失性固态存储器。在一些实例中,存储器300可进一步包括相对于处理器200远程设置的存储器,这些远程存储器可以通过网络连接至计算机终端。上述网络的实例包括但不限于互联网、企业内部网、局域网、移动通信网及其组合。The memory 300 can be used to store software programs and modules of application software, such as program instructions/modules corresponding to the search method in the embodiment of the present invention. The processor 200 executes various functions by running the software programs and modules stored in the memory 300 Application and data processing. The memory 300 may include a high-speed random access memory, and may also include a non-volatile memory, such as one or more magnetic storage devices, flash memory, or other non-volatile solid-state memories. In some examples, the memory 300 may further include a memory remotely provided with respect to the processor 200, and these remote memories may be connected to the computer terminal through a network. Examples of the aforementioned networks include, but are not limited to, the Internet, corporate intranets, local area networks, mobile communication networks, and combinations thereof.
传输模块400用于经由一个网络接收或者发送数据。上述的网络具体实例可包括计算机终端的通信供应商提供的无线网络。在一个实例中,传输模块400包括一个网络适配器(Network Interface Controller,NIC),其可通过基站与其他网络设备相连从而可与互联网进行通讯。在一个实例中,传输模块400可以为射频(Radio Frequency,RF)模块,其用于通过无线方式与互联网进行通讯。The transmission module 400 is used to receive or send data via a network. The above-mentioned specific examples of the network may include a wireless network provided by a communication provider of a computer terminal. In one example, the transmission module 400 includes a network adapter (Network Interface Controller, NIC), which can be connected to other network devices through a base station so as to communicate with the Internet. In an example, the transmission module 400 may be a radio frequency (RF) module, which is used to communicate with the Internet in a wireless manner.
所述存储介质可以包括用于存储信息的物理装置,通常是将信息数字化后再以利用电、磁或者光学等方式的媒体加以存储。所述存储介质有可以包括:利用电能方式存储信息的装置如,各式存储器,如RAM、ROM等;利用磁能方式存储信息的装置如,硬盘、软盘、磁带、磁芯存储器、磁泡存储器、U盘;利用光学方式存储信息的装置如,CD或DVD。当然,还有其他方式的可读存储介质,例如量子存储器、石墨烯存储器等等。The storage medium may include a physical device for storing information, and usually the information is stored in an electric, magnetic, or optical medium after digitizing the information. The storage medium may include: devices that use electrical energy to store information, such as various types of memory, such as RAM, ROM, etc.; devices that use magnetic energy to store information, such as hard disks, floppy disks, magnetic tapes, magnetic core memory, bubble memory, U disk; a device that uses optical means to store information, such as a CD or DVD. Of course, there are other ways of readable storage media, such as quantum memory, graphene memory, and so on.
需要说明的,上述所述的设备根据方法实施例的描述还可以包括其他的实施方式。具体的实现方式可以参照相关方法实施例的描述,在此不作一一赘述。It should be noted that the above-mentioned device may also include other implementation manners according to the description of the method embodiment. For specific implementation manners, reference may be made to the description of the related method embodiments, which will not be repeated here.
上述实施例所述的数字货币交易数据处理设备,可以通过预设设定冷静机制,在确定用户对某交易币对的初始可能成交价后,可以先判断该可能成交价是否满足价格 波动范围要求,如果不满足,则启动冷静期。在冷静期内用户可以选择撤单,从而可以防止因错误报价而影响市场行情,或者,引起短时间内价格大幅波动,造成恐慌。如果用户未撤单,在冷静期结束后,系统可以调整价格波动范围要求,以重估所述可能成交价。直至确定可能成交价满足价格波动范围要求,则将该可能成交价作为最终成交价,撮合交易。利用本说明书各个实施例,可以有效避免短时间内的价格大幅波动,保证交易的稳定性。The digital currency transaction data processing equipment described in the above embodiment can preset a cooling mechanism. After determining the user's initial possible transaction price for a certain trading currency pair, it can first determine whether the possible transaction price meets the price fluctuation range requirements , If not satisfied, the cooling-off period will be initiated. During the cooling-off period, the user can choose to withdraw the order, which can prevent the wrong quotation from affecting the market, or cause large price fluctuations in a short period of time, causing panic. If the user does not withdraw the order, the system can adjust the price fluctuation range requirements after the end of the cooling-off period to reassess the possible transaction price. Until it is determined that the possible transaction price meets the requirements of the price fluctuation range, the possible transaction price is regarded as the final transaction price to match the transaction. Using the various embodiments of this specification can effectively avoid large price fluctuations in a short period of time and ensure the stability of transactions.
本说明书还提供一种数字货币交易数据处理系统,所述系统可以为单独的数字货币交易数据处理系统,也可以应用在多种计算机数据处理系统中。所述的系统可以为单独的服务器,也可以包括使用了本说明书的一个或多个所述方法或一个或多个实施例装置的服务器集群、系统(包括分布式系统)、软件(应用)、实际操作装置、逻辑门电路装置、量子计算机等并结合必要的实施硬件的终端装置。所述数字货币交易数据处理系统可以包括至少一个处理器以及存储计算机可执行指令的存储器,所述处理器执行所述指令时实现上述任意一个或者多个实施例中所述方法的步骤。This specification also provides a digital currency transaction data processing system. The system can be a separate digital currency transaction data processing system, or it can be applied to a variety of computer data processing systems. The system can be a single server, or it can include server clusters, systems (including distributed systems), software (applications), The actual operation device, logic gate circuit device, quantum computer, etc., combined with the necessary implementation hardware terminal device. The digital currency transaction data processing system may include at least one processor and a memory storing computer-executable instructions. When the processor executes the instructions, the steps of the method described in any one or more of the foregoing embodiments are implemented.
本说明书的一些实施例中,所述系统可以包括请求接收模块、撮合模块以及冷静模块,其中,In some embodiments of this specification, the system may include a request receiving module, a matching module, and a cooling module, where:
所述请求接收模块可以用于接收待交易币对的交易请求,并发送给所述撮合模块;The request receiving module may be used to receive the transaction request of the currency pair to be traded, and send it to the matching module;
所述撮合模块可以用于确定所述待交易币对的可能成交价,并将所述可能成交价发送至冷静模块;The matching module may be used to determine the possible transaction price of the currency pair to be traded, and send the possible transaction price to the cooling module;
所述冷静模块可以用于判断所述可能成交价是否在价格波动区间内,所述价格波动区间根据计价值以及价格波动阈值确定,所述计价值根据最新成交价确定;如果判断结果为否,则启动冷静期,并在所述冷静期结束后,执行下述调整步骤:The cool-down module may be used to determine whether the possible transaction price is within a price fluctuation range, the price fluctuation range is determined according to the estimated value and the price fluctuation threshold, and the estimated value is determined according to the latest transaction price; if the judgment result is no, Then start the cooling-off period, and after the cooling-off period ends, perform the following adjustment steps:
若确定所述交易请求未撤销,则调整所述计价值,根据调整后的计价值确定新的价格波动区间,重新判断所述可能成交价是否在新的价格波动区间内;If it is determined that the transaction request has not been cancelled, adjust the valuation, determine a new price fluctuation range based on the adjusted valuation, and re-judge whether the possible transaction price is within the new price fluctuation range;
如果判断结果为否,重新启动冷静期,重复上述调整步骤,直至所述可能成交价在新的价格波动区间内;If the judgment result is no, restart the cooling-off period and repeat the above adjustment steps until the possible transaction price is within the new price fluctuation range;
所述冷静模块还可以用于在确定所述可能成交价在新的价格波动区间内时,将所述可能成交价确定为所述待交易币对的最终成交价,并反馈给所述撮合模块;The cooling module may also be used to determine the possible transaction price as the final transaction price of the currency pair to be traded when it is determined that the possible transaction price is within a new price fluctuation range, and feed it back to the matching module ;
所述撮合模块还可以用于根据所述最终成交价撮合交易。The matching module can also be used to match transactions according to the final transaction price.
需要说明的是,本说明书上述所述的装置或者系统根据相关方法实施例的描述还可以包括其他的实施方式,具体的实现方式可以参照方法实施例的描述,在此不作一一赘述。本说明书中的各个实施例均采用递进的方式描述,各个实施例之间相同相似的部分互相参见即可,每个实施例重点说明的都是与其他实施例的不同之处。尤其,对于硬件+程序类、存储介质+程序实施例而言,由于其基本相似于方法实施例,所以描述的比较简单,相关之处参见方法实施例的部分说明即可。It should be noted that the device or system described above in this specification may also include other implementation manners based on the description of the related method embodiments. For specific implementation manners, refer to the description of the method embodiments, which will not be repeated here. The various embodiments in this specification are described in a progressive manner, and the same or similar parts between the various embodiments can be referred to each other, and each embodiment focuses on the differences from other embodiments. In particular, for the hardware+programs, storage medium+program embodiments, since they are basically similar to the method embodiments, the description is relatively simple, and for related parts, please refer to the part of the description of the method embodiments.
本说明书实施例并不局限于必须是符合标准数据模型/模板或本说明书实施例所描述的情况。某些行业标准或者使用自定义方式或实施例描述的实施基础上略加修改后的实施方案也可以实现上述实施例相同、等同或相近、或变形后可预料的实施效果。应用这些修改或变形后的数据获取、存储、判断、处理方式等获取的实施例,仍然可以属于本说明书的可选实施方案范围之内。The embodiments of this specification are not limited to the conditions described in the embodiments of this specification that must conform to the standard data model/template. Certain industry standards or implementations described in custom methods or examples with slight modifications can also achieve the same, equivalent or similar implementation effects of the foregoing examples, or predictable implementation effects after modification. The examples obtained by applying these modified or deformed data acquisition, storage, judgment, processing methods, etc., can still fall within the scope of the optional implementation solutions of this specification.
上述对本说明书特定实施例进行了描述。其它实施例在所附权利要求书的范围内。在一些情况下,在权利要求书中记载的动作或步骤可以按照不同于实施例中的顺序来执行并且仍然可以实现期望的结果。另外,在附图中描绘的过程不一定要求示出的特定顺序或者连续顺序才能实现期望的结果。在某些实施方式中,多任务处理和并行处理也是可以的或者可能是有利的。The foregoing describes specific embodiments of this specification. Other embodiments are within the scope of the appended claims. In some cases, the actions or steps described in the claims may be performed in a different order than in the embodiments and still achieve desired results. In addition, the processes depicted in the drawings do not necessarily require the specific order or sequential order shown in order to achieve the desired results. In some embodiments, multitasking and parallel processing are also possible or may be advantageous.
上述实施例阐明的系统、装置、模块或单元,具体可以由计算机芯片或实体实现,或者由具有某种功能的产品来实现。一种典型的实现设备为计算机。具体的,计算机例如可以为个人计算机、膝上型计算机、车载人机交互设备、蜂窝电话、相机电话、智能电话、个人数字助理、媒体播放器、导航设备、电子邮件设备、游戏控制台、平板计算机、可穿戴设备或者这些设备中的任何设备的组合。The systems, devices, modules, or units explained in the above embodiments may be implemented by computer chips or entities, or implemented by products with certain functions. A typical implementation device is a computer. Specifically, the computer may be, for example, a personal computer, a laptop computer, a vehicle-mounted human-computer interaction device, a cellular phone, a camera phone, a smart phone, a personal digital assistant, a media player, a navigation device, an email device, a game console, and a tablet. Computers, wearable devices, or any combination of these devices.
为了描述的方便,描述以上装置时以功能分为各种模块分别描述。当然,在实施本说明书一个或多个时可以把各模块的功能在同一个或多个软件和/或硬件中实现,也可以将实现同一功能的模块由多个子模块或子单元的组合实现等。以上所描述的装置实施例仅仅是示意性的,例如,所述单元的划分,仅仅为一种逻辑功能划分,实际实现时可以有另外的划分方式,例如多个单元或组件可以结合或者可以集成到另一个系统,或一些特征可以忽略,或不执行。另一点,所显示或讨论的相互之间的耦合或直接耦合或通信连接可以是通过一些接口,装置或单元的间接耦合或通信连接,可以是电性,机械或其它的形式。For the convenience of description, when describing the above device, the functions are divided into various modules and described separately. Of course, when implementing one or more of this specification, the function of each module can be realized in the same one or more software and/or hardware, or the module that realizes the same function can be realized by a combination of multiple sub-modules or sub-units, etc. . The device embodiments described above are merely illustrative. For example, the division of the units is only a logical function division, and there may be other divisions in actual implementation, for example, multiple units or components can be combined or integrated. To another system, or some features can be ignored, or not implemented. In addition, the displayed or discussed mutual coupling or direct coupling or communication connection may be indirect coupling or communication connection through some interfaces, devices or units, and may be in electrical, mechanical or other forms.
本领域技术人员也知道,除了以纯计算机可读程序代码方式实现控制器以外,完全可以通过将方法步骤进行逻辑编程来使得控制器以逻辑门、开关、专用集成电路、可编程逻辑控制器和嵌入微控制器等的形式来实现相同功能。因此这种控制器可以被认为是一种硬件部件,而对其内部包括的用于实现各种功能的装置也可以视为硬件部件内的结构。或者甚至,可以将用于实现各种功能的装置视为既可以是实现方法的软件模块又可以是硬件部件内的结构。Those skilled in the art also know that, in addition to implementing the controller in a purely computer-readable program code manner, it is entirely possible to program the method steps to make the controller use logic gates, switches, application-specific integrated circuits, programmable logic controllers, and embedded logic. The same function can be realized in the form of a microcontroller, etc. Therefore, such a controller can be regarded as a hardware component, and the devices included in the controller for realizing various functions can also be regarded as a structure within the hardware component. Or even, the device for realizing various functions can be regarded as both a software module for realizing the method and a structure within a hardware component.
本发明是参照根据本发明实施例的方法、设备(系统)、和计算机程序产品的流程图和/或方框图来描述的。应理解可由计算机程序指令实现流程图和/或方框图中的每一流程和/或方框、以及流程图和/或方框图中的流程和/或方框的结合。可提供这些计算机程序指令到通用计算机、专用计算机、嵌入式处理机或其他可编程数据处理设备的处理器以产生一个机器,使得通过计算机或其他可编程数据处理设备的处理器执行的指令产生用于实现在流程图一个流程或多个流程和/或方框图一个方框或多个方框中指定的功能的装置。The present invention is described with reference to flowcharts and/or block diagrams of methods, devices (systems), and computer program products according to embodiments of the present invention. It should be understood that each process and/or block in the flowchart and/or block diagram, and the combination of processes and/or blocks in the flowchart and/or block diagram can be implemented by computer program instructions. These computer program instructions can be provided to the processor of a general-purpose computer, a special-purpose computer, an embedded processor, or other programmable data processing equipment to generate a machine, so that the instructions executed by the processor of the computer or other programmable data processing equipment are generated It is a device that realizes the functions specified in one process or multiple processes in the flowchart and/or one block or multiple blocks in the block diagram.
这些计算机程序指令也可存储在能引导计算机或其他可编程数据处理设备以特定方式工作的计算机可读存储器中,使得存储在该计算机可读存储器中的指令产生包括指令装置的制造品,该指令装置实现在流程图一个流程或多个流程和/或方框图一个方框或多个方框中指定的功能。These computer program instructions can also be stored in a computer-readable memory that can guide a computer or other programmable data processing equipment to work in a specific manner, so that the instructions stored in the computer-readable memory produce an article of manufacture including the instruction device. The device implements the functions specified in one process or multiple processes in the flowchart and/or one block or multiple blocks in the block diagram.
这些计算机程序指令也可装载到计算机或其他可编程数据处理设备上,使得在计算机或其他可编程设备上执行一系列操作步骤以产生计算机实现的处理,从而在计算机或其他可编程设备上执行的指令提供用于实现在流程图一个流程或多个流程和/或方框图一个方框或多个方框中指定的功能的步骤。These computer program instructions can also be loaded on a computer or other programmable data processing equipment, so that a series of operation steps are executed on the computer or other programmable equipment to produce computer-implemented processing, so as to execute on the computer or other programmable equipment. The instructions provide steps for implementing the functions specified in one process or multiple processes in the flowchart and/or one block or multiple blocks in the block diagram.
在一个典型的配置中,计算设备包括一个或多个处理器(CPU)、输入/输出接口、网络接口和内存。In a typical configuration, the computing device includes one or more processors (CPUs), input/output interfaces, network interfaces, and memory.
还需要说明的是,术语“包括”、“包含”或者其任何其他变体意在涵盖非排他性的包含,从而使得包括一系列要素的过程、方法、商品或者设备不仅包括那些要素,而且还包括没有明确列出的其他要素,或者是还包括为这种过程、方法、商品或者设备所固有的要素。在没有更多限制的情况下,由语句“包括一个……”限定的要素,并不排除在包括所述要素的过程、方法或者设备中还存在另外的相同要素。It should also be noted that the terms "include", "include" or any other variants thereof are intended to cover non-exclusive inclusion, so that a process, method, commodity or equipment including a series of elements not only includes those elements, but also includes Other elements that are not explicitly listed, or they also include elements inherent to such processes, methods, commodities, or equipment. If there are no more restrictions, the element defined by the sentence "including a..." does not exclude the existence of other same elements in the process, method, or device that includes the element.
本领域技术人员应明白,本说明书一个或多个实施例可提供为方法、系统或计算 机程序产品。因此,本说明书一个或多个实施例可采用完全硬件实施例、完全软件实施例或结合软件和硬件方面的实施例的形式。而且,本说明书一个或多个实施例可采用在一个或多个其中包含有计算机可用程序代码的计算机可用存储介质(包括但不限于磁盘存储器、CD-ROM、光学存储器等)上实施的计算机程序产品的形式。Those skilled in the art should understand that one or more embodiments of this specification can be provided as a method, a system, or a computer program product. Therefore, one or more embodiments of this specification may adopt the form of a complete hardware embodiment, a complete software embodiment, or an embodiment combining software and hardware. Moreover, one or more embodiments of this specification may adopt computer programs implemented on one or more computer-usable storage media (including but not limited to disk storage, CD-ROM, optical storage, etc.) containing computer-usable program codes. The form of the product.
本说明书一个或多个实施例可以在由计算机执行的计算机可执行指令的一般上下文中描述,例如程序模块。一般地,程序模块包括执行特定任务或实现特定抽象数据类型的例程、程序、对象、组件、数据结构等等。也可以在分布式计算环境中实践本本说明书一个或多个实施例,在这些分布式计算环境中,由通过通信网络而被连接的远程处理设备来执行任务。在分布式计算环境中,程序模块可以位于包括存储设备在内的本地和远程计算机存储介质中。One or more embodiments of this specification may be described in the general context of computer-executable instructions executed by a computer, such as program modules. Generally, program modules include routines, programs, objects, components, data structures, etc. that perform specific tasks or implement specific abstract data types. One or more embodiments of this specification can also be practiced in a distributed computing environment. In these distributed computing environments, tasks are performed by remote processing devices connected through a communication network. In a distributed computing environment, program modules can be located in local and remote computer storage media including storage devices.
本说明书中的各个实施例均采用递进的方式描述,各个实施例之间相同相似的部分互相参见即可,每个实施例重点说明的都是与其他实施例的不同之处。尤其,对于系统实施例而言,由于其基本相似于方法实施例,所以描述的比较简单,相关之处参见方法实施例的部分说明即可。在本说明书的描述中,参考术语“一个实施例”、“一些实施例”、“示例”、“具体示例”、或“一些示例”等的描述意指结合该实施例或示例描述的具体特征、结构、材料或者特点包含于本说明书的至少一个实施例或示例中。在本说明书中,对上述术语的示意性表述并不必须针对的是相同的实施例或示例。而且,描述的具体特征、结构、材料或者特点可以在任一个或多个实施例或示例中以合适的方式结合。此外,在不相互矛盾的情况下,本领域的技术人员可以将本说明书中描述的不同实施例或示例以及不同实施例或示例的特征进行结合和组合。The various embodiments in this specification are described in a progressive manner, and the same or similar parts between the various embodiments can be referred to each other, and each embodiment focuses on the differences from other embodiments. In particular, as for the system embodiment, since it is basically similar to the method embodiment, the description is relatively simple, and for related parts, please refer to the part of the description of the method embodiment. In the description of this specification, descriptions with reference to the terms "one embodiment", "some embodiments", "examples", "specific examples", or "some examples" etc. mean specific features described in conjunction with the embodiment or example , Structure, materials or features are included in at least one embodiment or example in this specification. In this specification, the schematic representations of the above terms do not necessarily refer to the same embodiment or example. Moreover, the described specific features, structures, materials or characteristics may be combined in any one or more embodiments or examples in a suitable manner. In addition, those skilled in the art can combine and combine the different embodiments or examples and the features of the different embodiments or examples described in this specification without contradicting each other.
以上所述仅为本说明书的实施例而已,并不用于限制本说明书。对于本领域技术人员来说,本说明书可以有各种更改和变化。凡在本说明书的精神和原理之内所作的任何修改、等同替换、改进等,均应包含在本说明书的权利要求范围之内。The above descriptions are only examples of this specification, and are not intended to limit this specification. For those skilled in the art, this specification can have various modifications and changes. Any modification, equivalent replacement, improvement, etc. made within the spirit and principle of this specification shall be included in the scope of the claims of this specification.

Claims (10)

  1. 一种数字货币交易数据处理方法,其特征在于,所述方法包括:A digital currency transaction data processing method, characterized in that the method includes:
    接收待交易币对的交易请求,确定所述待交易币对的可能成交价;Receive the transaction request of the currency pair to be traded, and determine the possible transaction price of the currency pair to be traded;
    判断所述可能成交价是否在价格波动区间内,所述价格波动区间根据计价值以及价格波动阈值确定,所述计价值根据最新成交价确定;Judging whether the possible transaction price is within a price fluctuation interval, the price fluctuation interval being determined according to the estimated value and the price fluctuation threshold, and the estimated value is determined according to the latest transaction price;
    如果判断结果为否,则启动冷静期,并在所述冷静期结束后,执行下述调整步骤:若确定所述交易请求未撤销,则调整所述计价值,根据调整后的计价值确定新的价格波动区间,重新判断所述可能成交价是否在新的价格波动区间内;If the result of the judgment is negative, the cooling-off period is initiated, and after the cooling-off period is over, the following adjustment steps are performed: if it is determined that the transaction request has not been revoked, adjust the valuation, and determine the new The price fluctuation range of, re-judge whether the possible transaction price is within the new price fluctuation range;
    如果判断结果为否,重新启动冷静期,重复上述调整步骤,直至所述可能成交价在新的价格波动区间内;If the judgment result is no, restart the cooling-off period and repeat the above adjustment steps until the possible transaction price is within the new price fluctuation range;
    当确定所述可能成交价在新的价格波动区间内时,将所述可能成交价确定为所述待交易币对的最终成交价,根据所述最终成交价撮合交易。When it is determined that the possible transaction price is within the new price fluctuation range, the possible transaction price is determined as the final transaction price of the currency pair to be traded, and the transaction is matched according to the final transaction price.
  2. 根据权利要求1所述的方法,其特征在于,所述调整所述计价值,包括:The method according to claim 1, wherein said adjusting said valuation value comprises:
    当所述可能成交价大于所述价格波动区间的最大值时,调整所述计价值等于所述价格波动区间的最大值;When the possible transaction price is greater than the maximum value of the price fluctuation interval, adjusting the calculated value to be equal to the maximum value of the price fluctuation interval;
    当所述可能成交价小于所述价格波动区间的最小值时,调整所述计价值等于所述价格波动区间的最小值。When the possible transaction price is less than the minimum value of the price fluctuation interval, the estimated value is adjusted to be equal to the minimum value of the price fluctuation interval.
  3. 根据权利要求1所述的方法,其特征在于,所述方法还包括:The method according to claim 1, wherein the method further comprises:
    接收所述交易请求的撤单请求;Receiving the cancellation request of the transaction request;
    判断是否处于第一限制交易期间,所述第一限制交易期间包括所述交易请求对应的冷静期结束前预设时间段和/或调整步骤执行时间段,如果是,则拒绝所述撤单请求。Determine whether it is in the first restricted transaction period, the first restricted transaction period includes the preset time period before the end of the cooling-off period corresponding to the transaction request and/or the adjustment step execution time period, and if so, the order cancellation request is rejected .
  4. 根据权利要求1所述的方法,其特征在于,所述确定所述待交易币对的可能成交价之前,还包括:The method according to claim 1, wherein before the determining the possible transaction price of the currency pair to be traded, the method further comprises:
    判断是否存在所述待交易币对进行中的第一交易;Judging whether there is the first transaction in progress of the currency pair to be traded;
    如果存在,判断是否处于第二限制交易期间,所述第二限制交易期间包括所述第一交易对应的冷静期结束前预设时间段和/或调整步骤执行时间段,如果是,则暂停所述交易请求。If so, determine whether it is in the second restricted transaction period, the second restricted transaction period includes the preset time period before the end of the cooling-off period corresponding to the first transaction and/or the adjustment step execution time period, and if so, suspend all transactions. The transaction request.
  5. 根据权利要求1所述的方法,其特征在于,所述确定所述待交易币对的可能 成交价之前,还包括:The method according to claim 1, characterized in that, before the determining the possible transaction price of the currency pair to be traded, the method further comprises:
    获取所述交易请求中的用户信息;Obtaining user information in the transaction request;
    判断是否存在由所述用户信息发起的所述待交易币对进行中的第二交易,如果存在,则获取所述第二交易的第一交易类型;Determine whether there is a second transaction in progress of the currency pair to be traded initiated by the user information, and if so, obtain the first transaction type of the second transaction;
    根据所述第一交易类型以及所述交易请求对应的第二交易类型确定是否继续进行所述交易请求。Determine whether to continue the transaction request according to the first transaction type and the second transaction type corresponding to the transaction request.
  6. 根据权利要求1所述的方法,其特征在于,所述在所述冷静期结束后,还包括:The method according to claim 1, wherein after the cooling-off period ends, the method further comprises:
    若确定所述待交易币对对应的交易全部撤单,则获取本次冷静期结束时所对应的价格波动区间;If it is determined that all transactions corresponding to the currency pair to be traded are cancelled, then the corresponding price fluctuation range at the end of the cooling-off period will be obtained;
    将获取的价格波动区间的最接近所述可能成交价的临界值确定为最终成交价。The critical value of the obtained price fluctuation range closest to the possible transaction price is determined as the final transaction price.
  7. 一种数字货币交易数据处理装置,其特征在于,所述装置包括:A digital currency transaction data processing device, characterized in that the device comprises:
    数据接收模块,用于接收待交易币对的交易请求,并确定所述待交易币对的可能成交价;The data receiving module is used to receive the transaction request of the currency pair to be traded, and to determine the possible transaction price of the currency pair to be traded;
    数据判断模块,用于判断所述可能成交价是否在价格波动区间内,所述价格波动区间根据计价值以及价格波动阈值确定,所述计价值根据最新成交价确定;A data judgment module for judging whether the possible transaction price is within a price fluctuation interval, the price fluctuation interval being determined according to the estimated value and the price fluctuation threshold, and the estimated value is determined according to the latest transaction price;
    数据调整模块,用于如果判断结果为否,则启动冷静期,并在所述冷静期结束后,执行下述调整步骤:若确定所述交易请求未撤销,则调整所述计价值,根据调整后的计价值确定新的价格波动区间,重新判断所述可能成交价是否在新的价格波动区间内;如果判断结果为否,重新启动冷静期,重复上述调整步骤,直至所述可能成交价在新的价格波动区间内;The data adjustment module is used to start a cooling-off period if the judgment result is no, and after the cooling-off period ends, perform the following adjustment steps: if it is determined that the transaction request has not been revoked, adjust the valuation according to the adjustment After determining the value of the new price fluctuation range, re-judge whether the possible transaction price is within the new price fluctuation range; if the judgment result is no, restart the cooling-off period and repeat the above adjustment steps until the possible transaction price is within the new price fluctuation range. Within the new price fluctuation range;
    成交价确定模块,用于当确定所述可能成交价在新的价格波动区间内时,将所述可能成交价确定为所述待交易币对的最终成交价,根据所述最终成交价撮合交易。The transaction price determination module is used to determine the possible transaction price as the final transaction price of the currency pair to be traded when it is determined that the possible transaction price is within the new price fluctuation range, and to match the transaction according to the final transaction price .
  8. 根据权利要求7所述的装置,其特征在于,所述装置还包括:The device according to claim 7, wherein the device further comprises:
    交易判断模块,用于判断是否存在所述待交易币对进行中的第一交易;如果存在,判断是否处于第二限制交易期间,所述第二限制交易期间包括所述第一交易对应的冷静期结束前预设时间段和/或调整步骤执行时间段,如果是,则暂停所述交易请求。The transaction judgment module is used to judge whether there is a first transaction in the currency pair to be traded; if so, whether it is in a second restricted transaction period, the second restricted transaction period includes the calmness corresponding to the first transaction Before the end of the period, the preset time period and/or the adjustment step execution time period, if so, suspend the transaction request.
  9. 一种数字货币交易数据处理设备,其特征在于,所述设备包括处理器及用于存储处理器可执行指令的存储器,所述指令被所述处理器执行时实现包括以下步骤:A digital currency transaction data processing device, characterized in that the device includes a processor and a memory for storing executable instructions of the processor, and the implementation of the instructions when executed by the processor includes the following steps:
    接收待交易币对的交易请求,确定所述待交易币对的可能成交价;Receive the transaction request of the currency pair to be traded, and determine the possible transaction price of the currency pair to be traded;
    判断所述可能成交价是否在价格波动区间内,所述价格波动区间根据计价值以及价格波动阈值确定,所述计价值根据最新成交价确定;Judging whether the possible transaction price is within a price fluctuation interval, the price fluctuation interval being determined according to the estimated value and the price fluctuation threshold, and the estimated value is determined according to the latest transaction price;
    如果判断结果为否,则启动冷静期,并在所述冷静期结束后,执行下述调整步骤:若确定所述交易请求未撤销,则调整所述计价值,根据调整后的计价值确定新的价格波动区间,重新判断所述可能成交价是否在新的价格波动区间内;If the result of the judgment is negative, the cooling-off period is initiated, and after the cooling-off period is over, the following adjustment steps are performed: if it is determined that the transaction request has not been revoked, adjust the valuation, and determine the new The price fluctuation range of, re-judge whether the possible transaction price is within the new price fluctuation range;
    如果判断结果为否,重新启动冷静期,重复上述调整步骤,直至所述可能成交价在新的价格波动区间内;If the judgment result is no, restart the cooling-off period and repeat the above adjustment steps until the possible transaction price is within the new price fluctuation range;
    当确定所述可能成交价在新的价格波动区间内时,将所述可能成交价确定为所述待交易币对的最终成交价,根据所述最终成交价撮合交易。When it is determined that the possible transaction price is within the new price fluctuation range, the possible transaction price is determined as the final transaction price of the currency pair to be traded, and the transaction is matched according to the final transaction price.
  10. 一种数字货币交易数据处理系统,其特征在于,所述系统包括请求接收模块、撮合模块以及冷静模块,其中,A digital currency transaction data processing system, characterized in that the system includes a request receiving module, a matching module, and a cooling module, wherein:
    所述请求接收模块用于接收待交易币对的交易请求,并发送给所述撮合模块;The request receiving module is used to receive the transaction request of the currency pair to be traded, and send it to the matching module;
    所述撮合模块用于确定所述待交易币对的可能成交价,并将所述可能成交价发送至冷静模块;The matching module is used to determine the possible transaction price of the currency pair to be traded, and send the possible transaction price to the cooling module;
    所述冷静模块用于判断所述可能成交价是否在价格波动区间内,所述价格波动区间根据计价值以及价格波动阈值确定,所述计价值根据最新成交价确定;如果判断结果为否,则启动冷静期,并在所述冷静期结束后,执行下述调整步骤:The cooling module is used to determine whether the possible transaction price is within a price fluctuation range, the price fluctuation range is determined according to the estimated value and the price fluctuation threshold, and the estimated value is determined according to the latest transaction price; if the result of the judgment is no, then Start the cooling-off period, and after the cooling-off period ends, perform the following adjustment steps:
    若确定所述交易请求未撤销,则调整所述计价值,根据调整后的计价值确定新的价格波动区间,重新判断所述可能成交价是否在新的价格波动区间内;If it is determined that the transaction request has not been cancelled, adjust the valuation, determine a new price fluctuation range based on the adjusted valuation, and re-judge whether the possible transaction price is within the new price fluctuation range;
    如果判断结果为否,重新启动冷静期,重复上述调整步骤,直至所述可能成交价在新的价格波动区间内;If the judgment result is no, restart the cooling-off period and repeat the above adjustment steps until the possible transaction price is within the new price fluctuation range;
    所述冷静模块还用于在确定所述可能成交价在新的价格波动区间内时,将所述可能成交价确定为所述待交易币对的最终成交价,并反馈给所述撮合模块;The cooling module is also used to determine the possible transaction price as the final transaction price of the currency pair to be traded when it is determined that the possible transaction price is within a new price fluctuation range, and feed it back to the matching module;
    所述撮合模块还用于根据所述最终成交价撮合交易。The matching module is also used to match transactions according to the final transaction price.
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