CN103500416A - Real-time automatic program trading system and trading method based on Internet - Google Patents
Real-time automatic program trading system and trading method based on Internet Download PDFInfo
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Abstract
The invention provides a real-time automatic program trading system and a real-time automatic program trading method based on Internet for receiving strategy trading instruction signals and completing the automatic ordering through the ordering strategy. The real-time automatic program trading system based on Internet comprises a data processing module, a signal receiving module, a commission ordering module and a strategy management module, wherein the signal receiving module, the commission ordering module and the strategy management module are connected with the data processing module. The real-time automatic program trading system and the real-time automatic program trading method based on Internet provided by the invention have the advantages that investors can select the favorite futures trading strategy for trading, and the ordering number can be selected according to the self fund condition. When the investors want to stop the strategy trading, the receiving of the strategy trading signal can be cancelled at any time.
Description
Technical field
The present invention relates to a kind of transaction system and method for commerce thereof, especially a kind of real-time automated procedures transaction system and method for commerce thereof of Internet-based.
Background technology
Since electronic trading system occurs, the sequencing transaction, as major reform and the innovation of security exchange mode, is accepted and uses by increasing dealer, and growth momentum is quite swift and violent.And, for China futures market, along with the Fast Growth of market structure and product system in recent years, most of staple commodities kinds such as stock index, base metal, noble metal, the energy, chemical industry and agricultural product have been contained in futures market in China at present.Therefore, the abundant and operational market mechanism of product line perfect, realize that to us the sequencing transaction created very favorable condition and wide space.
The sequencing transaction, with respect to traditional manual transaction, has a lot of advantages:
1) trade mode systematization
The dealing decision-making of sequencing transaction is decided by the transaction theory systematization of oneself, the logic judgment rule of institutionalization fully, see through the auxiliary of computer, various transaction theories are converted into to a kind of trade mode of computer program language, by computer, replace the people for sending the dealing signal, the way of bailment of sending according to the system user again, automatically perform by computer the program of placing an order.
2) overcome mental handicape
Get rid of artificial emotional factor, with computer, replace human nature, fear, the greediness of human nature while eliminating transaction, hesitate and the four large mood factors such as gambling property.
3) guarantee trade identity
Guard set operation discipline and the cardinal rule of transaction rigidly, see through computer and write the conditions such as set working specification, profit and risk management as program language, send the signal of a turnover dealing according to program.
4) risk management
Risk management is the whether feasible important indicator of strategy of determining deal, and especially the spin-off transaction adopts the margin trading transaction system, and risk has been exaggerated several times thus, if there is no effective risk management measures, consequence is hardly imaginable.Can set accurate risk management policy in the sequencing transaction, thereby reduce investment risk.
With respect to advantage, its shortcoming is also apparent:
Some well-known software platforms that current procedure transaction technology threshold is high, can not be popular, domestic, sometimes or can not complete the reflection dealer carries out thinking comprehensively.Software industry is more and more flourishing now, but can be not omnipotent, always defective, coding is a technology that the degree of depth is relatively arranged, a lot of people can not, learn and get up not to be a piece of cake so, some prestige and stepping back, and be exactly senior software teacher, transaction thinking that also can not all systemic dealers of arbitrary reflection, a set ofly really can steady in a long-term system of making money may require very complicatedly, not only on buying signals, also have in capital management, instigate on overlapping that various requirements are arranged more in the crew cut management.
Statistics shows, current domestic futures market is used investor's quantity of full-automatic sequencing transaction to account for 1% left and right of investor's sum, by sequencing transaction system prompting buying signals, manually conclude the business or investor's quantity of carrying out semi-automatic transaction accounts for 5%-10% of investor's total amount, and the trading volume of having concluded the business by sequencing accounts for 20%-30% of market total amount of transactions.
Visible, investor's accounting of service routine transaction is also very low, the threshold that is mainly the sequencing transaction is high, the technical highly qualified professional who needs financial mathematic and two fields of computer technology, so at present service routine transaction generally only has institutional investor or large capital investment person, can only be too far behind to catch up for most medium and small investorses.
Summary of the invention
The invention provides a kind of Ordering that passes through, receive tactful trading instruction signal, complete real-time automated procedures transaction system and the method for commerce thereof of the Internet-based automatically placed an order.
Realize the real-time automated procedures transaction system of the Internet-based of one of the object of the invention, comprise data processing module, the signal receiving module be connected with described data processing module, entrust place an order module and policy management module;
Described signal receiving module is for the buying signals that receives the forwarding of policy service center background, the market data of quotation service section transmission and the trust reward data that the buying signals unit sends;
The described trust module that places an order changes into lower mono signal for the buying signals that signal receiving module is received and sends to trading server;
Described policy management module receives tactful buying signals for subscriber switch.
The real-time automated procedures transaction system of described Internet-based, also comprise the indicating risk module be connected with described data processing module, whether concludes the business to reach the effect of risk control for prompting user after receiving buying signals at signal receiving module.
The real-time automated procedures transaction system of described Internet-based, also comprise the display module be connected with described data processing module, for showing the current investing tip of user.
Realize the real-time automated procedures method of commerce of two the Internet-based of the object of the invention, comprise the steps:
(1) select whether to receive the buying signals of trading strategies in policy management module;
(2) signal receiving module receives the policy signal message that the policy service center background forwards; Policy signal message is if the trading instruction signal forwards step (3) to, otherwise forwards step (7) to;
(3) upgrade the tactful position in storehouse information of the given transaction contract of relative strategy;
(4) check whether the current environment that places an order allows to place an order; If allow to place an order forward step (5) to, otherwise forward step (6) to;
(5) automatically place an order, forward step (9) to;
(6) this strategy position in storehouse of the highlighted prompting of policy management module does not line up, and forwards step (9) to;
(7) upgrade the tactful position in storehouse information demonstration of whole transaction contracts of relative strategy;
(8) check tactful position in storehouse, whether the comparison strategy position in storehouse is consistent with the merchandiser position in storehouse, if consistent, forwards step (9) to, forwards step (6) to if inconsistent;
(9) finish.
In described step (5), comprise the steps:
1. the dealing direction of firm order list and order ticket amount;
2. judged whether oppositely to hold position, if having forward step to 3., otherwise forwarded step to 6.;
3. oppositely position in storehouse is closed a position, and the amount of closing a position is trust amount and the reverse smaller value in the amount of holding position;
4. calculate residue order ticket amount, residue order ticket amount=order ticket Liang – amount of closing a position;
5. judged whether residue trust amount, if having forward step to 6., otherwise finished;
6. forward is opened a position.
In described step (5), when trading activity sends abnormality, monitored by the indicating risk module, and be prompted to the investor.
The real-time automated procedures method of commerce of described Internet-based, also comprise step display, shows the current investing tip of user; Described investing tip comprises accounts information, position in storehouse information, policy information.
The real-time automated procedures transaction system of Internet-based of the present invention and the beneficial effect of method of commerce thereof are as follows:
(1) investor can select favorite futures business strategy to be concluded the business, and can select the quantity of ordering according to the financial condition of self; If the investor wants the transaction that stops this strategy and also can cancel at any time this tactful buying signals of reception.
(2) provide real-time fund and the information of holding position to show, be beneficial to the investor and monitor at any time.
(3) there is the indicating risk function, all can show that investment risk informs at every turn when logging in this software, before placing an order, also can inform the investor at every turn, by it, according to situation at that time, determine whether place an order.
(4) there is the broken string prompt facility, when causing transaction to carry out due to network or server abnormal situation, can point out the user, to avoid loss.
The accompanying drawing explanation
Embodiment 1 structural representation of the real-time automated procedures transaction system that Fig. 1 is Internet-based of the present invention.
Embodiment 2 structural representations of the real-time automated procedures transaction system that Fig. 2 is Internet-based of the present invention.
The process flow diagram of the real-time automated procedures method of commerce that Fig. 3 is Internet-based of the present invention.
Automatically the process flow diagram placed an order of the real-time automated procedures method of commerce that Fig. 4 is Internet-based of the present invention.
Embodiment
Embodiment 1
As shown in Figure 1, the real-time automated procedures transaction system of the Internet-based of the present embodiment, comprise data processing module, the signal receiving module be connected with described data processing module, entrusts place an order module, policy management module and indicating risk module;
Described signal receiving module is for the buying signals that receives the forwarding of policy service center background, the market data of quotation service section transmission and the trust reward data that the buying signals unit sends;
The described trust module that places an order changes into lower mono signal for the buying signals that signal receiving module is received and sends to trading server;
Described policy management module receives tactful buying signals for subscriber switch;
Whether described indicating risk module, conclude the business to reach the effect of risk control for prompting user after receiving buying signals at signal receiving module.
Embodiment 2
As shown in Figure 2, the present embodiment is identical, different with basic structure and the principle of embodiment 1: also comprise the display module be connected with described data processing module, for showing the current investing tip of user.
As shown in Figure 3, the real-time automated procedures method of commerce of Internet-based of the present invention, comprise the steps:
(1) select whether to receive the buying signals of trading strategies in policy management module;
(2) signal receiving module receives the policy signal message that the policy service center background forwards; Policy signal message is if the trading instruction signal forwards step (3) to, otherwise forwards step (7) to;
(3) upgrade the tactful position in storehouse information of the given transaction contract of relative strategy;
(4) check whether the current environment that places an order allows to place an order; If allow to place an order forward step (5) to, otherwise forward step (6) to;
(5) automatically place an order, forward step (9) to; When trading activity sends abnormality, monitored by the indicating risk module, and be prompted to the investor;
(6) this strategy position in storehouse of the highlighted prompting of policy management module does not line up, and forwards step (9) to;
(7) upgrade the tactful position in storehouse information demonstration of whole transaction contracts of relative strategy;
(8) check tactful position in storehouse, whether the comparison strategy position in storehouse is consistent with the merchandiser position in storehouse, if consistent, forwards step (9) to, forwards step (6) to if inconsistent;
(9) finish.
The real-time automated procedures method of commerce of described Internet-based, also comprise step display, shows the current investing tip of user; Described investing tip comprises accounts information, position in storehouse information, policy information.
As shown in Figure 4, in described step (5), comprise the steps:
1. the dealing direction of firm order list and order ticket amount;
2. judged whether oppositely to hold position, if having forward step to 3., otherwise forwarded step to 6.;
3. oppositely position in storehouse is closed a position, and the amount of closing a position is trust amount and the reverse smaller value in the amount of holding position;
4. calculate residue order ticket amount, residue order ticket amount=order ticket Liang – amount of closing a position;
5. judged whether residue trust amount, if having forward step to 6., otherwise finished;
6. forward is opened a position.
Embodiment recited above is described the preferred embodiment of the present invention; not scope of the present invention is limited; design under spiritual prerequisite not breaking away from the present invention; various distortion and improvement that the common engineering technical personnel in this area make technical solution of the present invention, all should fall in the definite protection domain of claims of the present invention.
Claims (7)
1. the real-time automated procedures transaction system of an Internet-based, comprise data processing module, the signal receiving module be connected with described data processing module, entrusts place an order module and policy management module;
Described signal receiving module is for the buying signals that receives the forwarding of policy service center background, the market data of quotation service section transmission and the trust reward data that the buying signals unit sends;
The described trust module that places an order changes into lower mono signal for the buying signals that signal receiving module is received and sends to trading server;
Described policy management module receives tactful buying signals for subscriber switch.
2. the real-time automated procedures transaction system of Internet-based according to claim 1, it is characterized in that: also comprise the indicating risk module be connected with described data processing module, whether conclude the business to reach the effect of risk control for prompting user after receiving buying signals at signal receiving module.
3. the real-time automated procedures transaction system of Internet-based according to claim 1 and 2, is characterized in that: also comprise the display module be connected with described data processing module, for showing the current investing tip of user.
4. the real-time automated procedures method of commerce of an Internet-based, comprise the steps:
(1) select whether to receive the buying signals of trading strategies in policy management module;
(2) signal receiving module receives the policy signal message that the policy service center background forwards; Policy signal message is if the trading instruction signal forwards step (3) to, otherwise forwards step (7) to;
(3) upgrade the tactful position in storehouse information of the given transaction contract of relative strategy;
(4) check whether the current environment that places an order allows to place an order; If allow to place an order forward step (5) to, otherwise forward step (6) to;
(5) automatically place an order, forward step (9) to;
(6) this strategy position in storehouse of the highlighted prompting of policy management module does not line up, and forwards step (9) to;
(7) upgrade the tactful position in storehouse information demonstration of whole transaction contracts of relative strategy;
(8) check tactful position in storehouse, whether the comparison strategy position in storehouse is consistent with the merchandiser position in storehouse, if consistent, forwards step (9) to, forwards step (6) to if inconsistent;
(9) finish.
5. the real-time automated procedures method of commerce of Internet-based according to claim 4, is characterized in that: in described step (5), comprise the steps:
1. the dealing direction of firm order list and order ticket amount;
2. judged whether oppositely to hold position, if having forward step to 3., otherwise forwarded step to 6.;
3. oppositely position in storehouse is closed a position, and the amount of closing a position is trust amount and the reverse smaller value in the amount of holding position;
4. calculate residue order ticket amount, residue order ticket amount=order ticket Liang – amount of closing a position;
5. judged whether residue trust amount, if having forward step to 6., otherwise finished;
6. forward is opened a position.
6. the real-time automated procedures method of commerce of Internet-based according to claim 4, is characterized in that: in described step (5), when trading activity sends abnormality, monitored by the indicating risk module, and be prompted to the investor.
7. according to the real-time automated procedures method of commerce of the arbitrary described Internet-based of claim 4～6, it is characterized in that: the real-time automated procedures method of commerce of described Internet-based, also comprise step display, show the current investing tip of user; Described investing tip comprises accounts information, position in storehouse information, policy information.
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Cited By (11)
| Publication number | Priority date | Publication date | Assignee | Title |
|---|---|---|---|---|
| CN105989538A (en) * | 2015-07-28 | 2016-10-05 | 盛立金融软件开发（杭州）有限公司 | Automatic transaction system and automatic transaction method for financial product |
| CN106327333A (en) * | 2016-08-25 | 2017-01-11 | 江苏大泰信息技术有限公司 | Automatic strategy trading system and trading method thereof |
| CN106780022A (en) * | 2016-11-25 | 2017-05-31 | 王堃 | A kind of stock transaction data control system and its method |
| CN106846080A (en) * | 2016-11-01 | 2017-06-13 | 上海携程商务有限公司 | The real-time monitoring system and method placed an order in line service |
| CN106846149A (en) * | 2016-12-27 | 2017-06-13 | 广州新博庭网络信息科技股份有限公司 | A kind for the treatment of method and apparatus of business object |
| CN107103536A (en) * | 2017-05-25 | 2017-08-29 | 深圳开拓者科技有限公司 | A kind of several monitoring methods and system of holding position of merchandising |
| CN107679984A (en) * | 2017-01-16 | 2018-02-09 | 北京资配易投资顾问有限公司 | The method and apparatus that tracking data state is realized by poll |
| CN108009920A (en) * | 2017-12-25 | 2018-05-08 | 安徽磐众信息科技有限公司 | A kind of buying signals video analytic engines based on GPU |
| CN109919774A (en) * | 2019-04-02 | 2019-06-21 | 深圳云财经大数据技术有限公司 | A kind of securities trading control method and system |
| CN110610425A (en) * | 2018-06-14 | 2019-12-24 | 杭州振牛信息科技有限公司 | Capital processing method and device and computer equipment |
| CN112631159A (en) * | 2020-11-24 | 2021-04-09 | 泰康保险集团股份有限公司 | Monitoring method, monitoring device, storage medium and electronic equipment |
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| CN101685527A (en) * | 2008-09-27 | 2010-03-31 | 上海万纬信息技术有限公司 | Stock index future futures-cash arbitrage transaction system and method thereof |
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Patent Citations (1)
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| CN101685527A (en) * | 2008-09-27 | 2010-03-31 | 上海万纬信息技术有限公司 | Stock index future futures-cash arbitrage transaction system and method thereof |
Cited By (13)
| Publication number | Priority date | Publication date | Assignee | Title |
|---|---|---|---|---|
| CN105989538A (en) * | 2015-07-28 | 2016-10-05 | 盛立金融软件开发（杭州）有限公司 | Automatic transaction system and automatic transaction method for financial product |
| CN105989538B (en) * | 2015-07-28 | 2021-11-02 | 盛立安元科技(杭州)股份有限公司 | Automatic trading system and automatic trading method for financial products |
| CN106327333A (en) * | 2016-08-25 | 2017-01-11 | 江苏大泰信息技术有限公司 | Automatic strategy trading system and trading method thereof |
| CN106846080A (en) * | 2016-11-01 | 2017-06-13 | 上海携程商务有限公司 | The real-time monitoring system and method placed an order in line service |
| CN106780022A (en) * | 2016-11-25 | 2017-05-31 | 王堃 | A kind of stock transaction data control system and its method |
| CN106846149A (en) * | 2016-12-27 | 2017-06-13 | 广州新博庭网络信息科技股份有限公司 | A kind for the treatment of method and apparatus of business object |
| CN107679984A (en) * | 2017-01-16 | 2018-02-09 | 北京资配易投资顾问有限公司 | The method and apparatus that tracking data state is realized by poll |
| CN107103536A (en) * | 2017-05-25 | 2017-08-29 | 深圳开拓者科技有限公司 | A kind of several monitoring methods and system of holding position of merchandising |
| CN108009920A (en) * | 2017-12-25 | 2018-05-08 | 安徽磐众信息科技有限公司 | A kind of buying signals video analytic engines based on GPU |
| CN110610425A (en) * | 2018-06-14 | 2019-12-24 | 杭州振牛信息科技有限公司 | Capital processing method and device and computer equipment |
| CN109919774A (en) * | 2019-04-02 | 2019-06-21 | 深圳云财经大数据技术有限公司 | A kind of securities trading control method and system |
| CN109919774B (en) * | 2019-04-02 | 2023-11-03 | 珠海横琴水母量化智能科技有限公司 | Security transaction control method and system |
| CN112631159A (en) * | 2020-11-24 | 2021-04-09 | 泰康保险集团股份有限公司 | Monitoring method, monitoring device, storage medium and electronic equipment |
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