CN104751362A - Method and device for submitting orders - Google Patents
Method and device for submitting orders Download PDFInfo
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- CN104751362A CN104751362A CN201510130540.6A CN201510130540A CN104751362A CN 104751362 A CN104751362 A CN 104751362A CN 201510130540 A CN201510130540 A CN 201510130540A CN 104751362 A CN104751362 A CN 104751362A
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Abstract
The invention is applicable to the software field of a security transaction system, and provides a method for submitting orders and device for submitting the orders. The method for submitting the orders comprises the following steps: determining a sequencing mode of the orders; when a data inlet of the security transaction system receives multiple orders at the same one moment, obtaining the sequencing index of the orders; according to the sequencing mode, multiple orders and obtained sequencing index, sequencing multiple orders and establishing an order sequence; in the order sequence, selecting the preferable order according to the sequence. The method and the device for submitting orders solve the problem that the existing security transaction system cannot select preferable order from multiple orders when multiple orders are received at the same time and the correct rate of the order transaction is reduced. Under the normal running of the security transaction system, the preferable order can be submitted preferably; on the one hand, the correct rate of submitting the orders is improved; on the other hand, the order submitting method can be popularized on a large scale.
Description
Technical field
The invention belongs to the software field of securities exchange system, particularly relate to a kind of order commit method and device.
Background technology
Along with the development of domestic securities market, the order rapid development portion that high frequency transaction produces has exceeded traditional trading volume.High frequency is concluded the business, and refers to by high-performance computer, makes a response, and complete rapidly the dealing of security within the extremely short time to turn of the market.
But existing securities exchange system, when synchronization receives multiple order, in multiple order, cannot select preferred order, reduce the accuracy that order strikes a bargain.Its reason is, existing securities exchange system, when synchronization have received multiple order, only can adopt random mode, choose order, declare to stock exchange in multiple order, and the order of random selecting, be not preferred order.For ease of explanation, be exemplified below, high frequency person dealer A and B captures a chance simultaneously, submit to securities exchange system simultaneously and check, securities exchange system have received checking of A and B transmission at synchronization, checking that A and B sends is all buy in same stock, A bids 10.20 yuan, B bids 10.30 yuan, has first declared A and has declared B again, because trading window is ofer short duration under random case, result causes A conclusion of the business B not strike a bargain, if this situation occurs often, greatly can reduce the accuracy that order strikes a bargain, be unfavorable for the conclusion of the business of order.
Summary of the invention
The object of the embodiment of the present invention is to provide a kind of order commit method, is intended to solve existing securities exchange system, when synchronization receives multiple order, in multiple order, cannot select preferred order, reduces the problem of the accuracy that order strikes a bargain.
The embodiment of the present invention is achieved in that a kind of order commit method, comprising:
Determine the sequencing model of order;
When the Data entries of securities exchange system receives multiple order at synchronization, obtain the sequence index of described order;
According to described sequencing model, described multiple order and the sequence index that gets, described multiple order is sorted, sets up order sequence;
In described order sequence, according to the height of sequence, choose preferred order.
Another object of the embodiment of the present invention is to provide a kind of order issuing means, comprising:
Sequencing model determination module, for determining the sequencing model of order;
Sequence index selection module, for when the Data entries of securities exchange system receives multiple order at synchronization, obtains the sequence index of described order;
Order sequence sets up module, for according to described sequencing model, described multiple order and the sequence index that gets, sorts, set up order sequence to described multiple order;
Module chosen by order, in described order sequence, according to the height of sequence, chooses preferred order.
In embodiments of the present invention, according to sequencing model and the sequence index that gets, in order sequence, multiple order is sorted, according to the height of sequence, choose preferred order.Solve existing securities exchange system, when synchronization receives multiple order, in multiple order, preferred order cannot be selected, reduce the problem of the accuracy that order strikes a bargain.When securities exchange system normally runs, can preferentially strike a bargain preferred order, on the one hand, can improve the accuracy that order strikes a bargain, on the other hand, also can promote the use of this order commit method on a large scale.
Accompanying drawing explanation
Fig. 1 is the realization flow figure of the order commit method that the embodiment of the present invention provides;
Fig. 2 is the realization flow figure of the order commit method step S102 that the embodiment of the present invention provides;
Fig. 3 is the better sample figure of the order mapping that the embodiment of the present invention provides;
Fig. 4 is the better sample figure of the hash table merging that the embodiment of the present invention provides;
Fig. 5 is the realization flow figure of the S204 that the embodiment of the present invention provides;
Fig. 6 is the better sample figure of the Order Sorting that the embodiment of the present invention provides;
Fig. 7 is the structured flowchart of the order issuing means that the embodiment of the present invention provides.
Embodiment
In order to make object of the present invention, technical scheme and advantage clearly understand, below in conjunction with drawings and Examples, the present invention is further elaborated.Should be appreciated that specific embodiment described herein only in order to explain the present invention, be not intended to limit the present invention.
embodiment one
With reference to the realization flow figure that figure 1, Fig. 1 is the order commit method that the embodiment of the present invention provides, details are as follows:
In step S101, determine the sequencing model of order;
Described order is that synchronization arrives securities exchange system, and the order that target is identical.
Described target includes but not limited to stock code, fund code.
Described sequencing model is with price priority, secondly preferential with trading volume, finally with the pattern that frequency is preferential.
Wherein, when order is for selling into direction, price priority is that high price is preferential, it is preferentially low that trading volume is preferably trading volume, frequency is preferably high preferential of frequency, or when order is for selling into direction, price priority is that high price is preferential, trading volume is preferably high preferential of trading volume, and frequency is preferably high preferential of frequency.
Wherein, when order is for selling outgoing direction, price priority is preferential at a low price, it is preferentially low that trading volume is preferably trading volume, frequency is preferably high preferential of frequency, or when order is for selling outgoing direction, price priority is preferential at a low price, trading volume is preferably high preferential of trading volume, and frequency is preferably high preferential of frequency.
Wherein, frequency is the frequent degree of the transaction of account belonging to order.
In step s 102, when the Data entries of securities exchange system receives multiple order at synchronization, according to described multiple order, set up order sequence, described order sequence comprises described multiple order;
In step s 103, according to described sequencing model, described multiple order and the sequence index that gets, described multiple order is sorted, sets up order sequence;
Described sequence index comprises at least one index in price, trading volume, frequency.
In step S104, in described order sequence, according to the height of sequence, choose preferred order.
In described order sequence, according to the height of sequence, choose preferred order and submit to, make preferred order can complete transaction fast.
In embodiments of the present invention, according to sequencing model and the sequence index that gets, in order sequence, multiple order is sorted, according to the height of sequence, choose preferred order.Solve existing securities exchange system, when synchronization receives multiple order, in multiple order, preferred order cannot be selected, reduce the problem of the accuracy that order strikes a bargain.When securities exchange system normally runs, can preferentially strike a bargain preferred order, on the one hand, can improve the accuracy that order strikes a bargain, on the other hand, also can promote the use of this order commit method on a large scale.
embodiment two
With reference to the realization flow figure that figure 2, Fig. 2 is the order commit method step S103 that the embodiment of the present invention provides, details are as follows:
In step s 201, when the Data entries of securities exchange system receives multiple order at synchronization, described multiple order forms order data chain;
In step S202, use the key value in hash function, in described order data chain, extract the stock code of described order;
In step S203, according to described stock code, described order is mapped in hash table, according to the difference in dealing direction, described order is divided into two hash tables;
In step S204, in two hash tables, according to described sequencing model and described sequence index, described order is sorted;
In step S205, described two hash tables are merged into an order sequence.
With reference to the better sample figure that figure 3, Fig. 3 is the order mapping that the embodiment of the present invention provides;
With reference to the better sample figure that figure 4, Fig. 4 is the hash table merging that the embodiment of the present invention provides.
The implementation process that order maps is as follows:
The order submitted to by client finally can form an order data chain in securities exchange system, for the order arrived simultaneously, will form the order data chain of a limited length.Pre-configured hash function is used to be mapped in hash table by the order in this order data chain, and the difference according to dealing direction is divided into two hash tables, the key value key of hash function gets the stock code of order, can be mapped to different addresses to make the different order of target.
Wherein, for the order that key value is identical, be linked to after same address by the form of chained list, when inserting chained list, use insertion sort, during sequence, adopt the sequencing model described in embodiment one.
Wherein, before the order in this order data chain is mapped in hash table by the pre-configured hash function of use, comprising:
Configuration hash function.
The configuration of described hash function is as follows:
Key value key can be mapped directly to memory address by hash function, is expressed as: Addr=H (key), and key value is stock code here.Stock code is general very regular, such as Shenzhen A-share, stock code totally 6, and the most left two is security type tag slot, and the 3rd to the 6th is sequential encoding district, and span is 0001-9999.Generally speaking, Ji Weidoushi sequential encoding district after stock code, according to this characteristic, structure hash function, such as, set the length of Data-Link as n,
h (key)=key%10
m, m represents the figure place of n, and n is length.
Wherein, when order maps existence conflict, adopt process conflict mode, solve the conflict mapped between order.
Wherein, conflict mode is processed as follows:
The address that hash function maps may produce conflict, here because key value exists identical possibility, therefore conflict is divided into two kinds, a kind of is the conflict of the identical generation of key value, the address conflict that another kind produces when being key value difference, i.e. key1 ≠ key2, and f (key1)=f (key2), this situation is called synonym concerning hash function.Because order identical for key value has been linked to same address, so can not usage chain address method when the conflict of process synonym, additive method can be selected, as open addressing, again hashing.When process conflict, resolution is needed to be any conflict, method is: after generation conflict searches out first address, take out first order, the key value (stock code) of both comparisons, is so linked to suitable position, this address by this order, if different if identical, just find new address by selected method, until not conflict.
Wherein, the implementation process of hash table merging is as follows:
After forming two hash tables, in hash table, the order of each address link in order, next two hash tables is merged into a new queue.Concrete grammar is: from first address of two hash tables, get order in turn and put into queue, for each hash table, first get first order from each address, from the beginning first order on each address is got again after arriving last address, now, because first is taken away, this order is actually second original order.In this process, sky can be got in some addresses, until the order on all addresses is all got sky, this process is end.When two hash tables are all empty, just define order sequence, the order relating to same target in order sequence is all orderly.
embodiment three
With reference to the realization flow figure that figure 5, Fig. 5 is the S204 that the embodiment of the present invention provides, details are as follows:
In step S501, in described hash table, sort according to the price in described order, the excellent described Order Sorting of valency is front;
In step S502, when described price is identical, the less described Order Sorting of trading volume is front;
In step S503, when described price and described trading volume homogeneous phase simultaneously, the higher described Order Sorting of frequency is front.
With reference to the better sample figure that figure 6, Fig. 6 is the Order Sorting that the embodiment of the present invention provides.
Wherein, P represents price, and V represents trading volume, P|V: price | trading volume.M and n is the sequence number of order.
Sortord is first with price priority, secondly preferential with trading volume, finally preferential with frequency.
In embodiments of the present invention, the order that synchronization arrives securities exchange system target identical is reasonably sorted, order reasonably sequentially can be struck a bargain with one.When securities exchange system normally runs, can preferentially strike a bargain preferred order, on the one hand, can improve the accuracy that order strikes a bargain, on the other hand, also can promote the use of this order commit method on a large scale.
embodiment four
Fig. 7 is the structured flowchart of the order issuing means that the embodiment of the present invention provides, and this device can run on terminal.For convenience of explanation, illustrate only part related to the present embodiment.
With reference to Fig. 7, this order issuing means, comprising:
Sequencing model determination module 71, sequencing model determination module, for determining the sequencing model of order;
Sequence index selection module 72, for when the Data entries of securities exchange system receives multiple order at synchronization, obtains the sequence index of described order;
Order sequence sets up module 73, for according to described sequencing model, described multiple order and the sequence index that gets, sorts, set up order sequence to described multiple order;
Module 74 chosen by order, in described order sequence, according to the height of sequence, chooses preferred order.
Further, in this order issuing means, described sequence index comprises at least one index in price, trading volume, frequency.
Further, in this order issuing means, described sequencing model is with price priority, secondly preferential with trading volume, finally with the pattern that frequency is preferential.
Further, in this order issuing means, described order sequence is set up module and is comprised:
Order data chain forming unit, for when the Data entries of securities exchange system receives multiple order at synchronization, described multiple order forms order data chain;
Stock code extraction unit, for using the key value in hash function, in described order data chain, extracts the stock code of described order;
Hash table unit, for according to described stock code, is mapped in hash table by described order, according to the difference in dealing direction, described order is divided into two hash tables;
Sequencing unit, in two hash tables, according to described sequencing model and described sequence index, sorts to described order;
Merge cells, for being merged into an order sequence according to by described two hash tables.
Further, in this order issuing means, described sequencing unit, comprising:
The excellent sequence subelement of valency, in described hash table, sorts according to the price in described multiple order, and the excellent described Order Sorting of valency is front;
Trading volume sequence subelement, when described price is identical, the less described Order Sorting of trading volume is front;
Frequency sequence subelement, when described price and described trading volume homogeneous phase simultaneously, the higher described Order Sorting of frequency is front.
The device that the embodiment of the present invention provides can be applied in the embodiment of the method for aforementioned correspondence, and details, see the description of above-described embodiment, do not repeat them here.
Through the above description of the embodiments, those skilled in the art can be well understood to the mode that the present invention can add required common hardware by software and realizes.Described program can be stored in read/write memory medium, described storage medium, as random access memory, flash memory, ROM (read-only memory), programmable read only memory, electrically erasable programmable storer, register etc.This storage medium is positioned at storer, and processor reads the information in storer, performs the method described in each embodiment of the present invention in conjunction with its hardware.
The above; be only the specific embodiment of the present invention, but protection scope of the present invention is not limited thereto, is anyly familiar with those skilled in the art in the technical scope that the present invention discloses; the change that can expect easily or replacement, all should be encompassed within protection scope of the present invention.Therefore, protection scope of the present invention should be as the criterion with the protection domain of claim.
Claims (10)
1. an order commit method, is characterized in that, comprising:
Determine the sequencing model of order;
When the Data entries of securities exchange system receives multiple order at synchronization, obtain the sequence index of described order;
According to described sequencing model, described multiple order and the sequence index that gets, described multiple order is sorted, sets up order sequence;
In described order sequence, according to the height of sequence, choose preferred order.
2. order commit method according to claim 1, is characterized in that, described sequence index comprises at least one index in price, trading volume, frequency.
3. order commit method according to claim 1, is characterized in that, described sequencing model is with price priority, secondly preferential with trading volume, finally with the pattern that frequency is preferential.
4. order commit method according to claim 1, is characterized in that, described according to described sequencing model, described multiple order and the sequence index that gets, sorts, set up order sequence, be specially described multiple order:
When the Data entries of securities exchange system receives multiple order at synchronization, described multiple order forms order data chain;
Use the key value in hash function, in described order data chain, extract the stock code of described order;
According to described stock code, described order is mapped in hash table, according to the difference in dealing direction, described order is divided into two hash tables;
In two hash tables, according to described sequencing model and described sequence index, described order is sorted;
Described two hash tables are merged into an order sequence.
5. order commit method according to claim 4, is characterized in that, described in two hash tables, according to described sequencing model and described sequence index, sorts, be specially described order:
In described hash table, sort according to the price in described order, the excellent described Order Sorting of valency is front;
When described price is identical, the less described Order Sorting of trading volume is front;
When described price and described trading volume homogeneous phase simultaneously, the higher described Order Sorting of frequency is front.
6. an order issuing means, is characterized in that, comprising:
Sequencing model determination module, for determining the sequencing model of order;
Sequence index selection module, for when the Data entries of securities exchange system receives multiple order at synchronization, obtains the sequence index of described order;
Order sequence sets up module, for according to described sequencing model, described multiple order and the sequence index that gets, sorts, set up order sequence to described multiple order;
Module chosen by order, in described order sequence, according to the height of sequence, chooses preferred order.
7. order issuing means according to claim 6, is characterized in that, described sequence index comprises at least one index in price, trading volume, frequency.
8. order issuing means according to claim 6, is characterized in that, described sequencing model is with price priority, secondly preferential with trading volume, finally with the pattern that frequency is preferential.
9. device according to claim 6, is characterized in that, described order sequence is set up module and comprised:
Order data chain forming unit, for when the Data entries of securities exchange system receives multiple order at synchronization, described multiple order forms order data chain;
Stock code extraction unit, for using the key value in hash function, in described order data chain, extracts the stock code of described order;
Hash table unit, for according to described stock code, is mapped in hash table by described order, according to the difference in dealing direction, described order is divided into two hash tables;
Sequencing unit, in two hash tables, according to described sequencing model and described sequence index, sorts to described order;
Merge cells, for being merged into an order sequence according to by described two hash tables.
10. the order issuing means according to claim 6 or 7, is characterized in that, described sequencing unit, comprising:
The excellent sequence subelement of valency, in described hash table, sorts according to the price in described multiple order, and the excellent described Order Sorting of valency is front;
Trading volume sequence subelement, when described price is identical, the less described Order Sorting of trading volume is front;
Frequency sequence subelement, when described price and described trading volume homogeneous phase simultaneously, the higher described Order Sorting of frequency is front.
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| CN201510130540.6A CN104751362A (en) | 2015-03-24 | 2015-03-24 | Method and device for submitting orders |
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| CN201510130540.6A CN104751362A (en) | 2015-03-24 | 2015-03-24 | Method and device for submitting orders |
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| CN201510130540.6A Pending CN104751362A (en) | 2015-03-24 | 2015-03-24 | Method and device for submitting orders |
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Cited By (3)
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| CN105787656A (en) * | 2016-02-25 | 2016-07-20 | 王聪东 | Supply-demand relation system realized through stair scale intersection method rather than cyclic processing |
| CN106327105A (en) * | 2016-09-07 | 2017-01-11 | 东信和平科技股份有限公司 | Order priority level data processing method and order priority level data processing system |
| CN107608661A (en) * | 2017-09-14 | 2018-01-19 | 北京天德科技有限公司 | A kind of high concurrent two dimension based on block chain brings the core algorithm of matrix together |
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Cited By (3)
| Publication number | Priority date | Publication date | Assignee | Title |
|---|---|---|---|---|
| CN105787656A (en) * | 2016-02-25 | 2016-07-20 | 王聪东 | Supply-demand relation system realized through stair scale intersection method rather than cyclic processing |
| CN106327105A (en) * | 2016-09-07 | 2017-01-11 | 东信和平科技股份有限公司 | Order priority level data processing method and order priority level data processing system |
| CN107608661A (en) * | 2017-09-14 | 2018-01-19 | 北京天德科技有限公司 | A kind of high concurrent two dimension based on block chain brings the core algorithm of matrix together |
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