CN107392759A - A kind of disaster recovery method and device of foreign exchange Feed systems - Google Patents
A kind of disaster recovery method and device of foreign exchange Feed systems Download PDFInfo
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- CN107392759A CN107392759A CN201611059734.2A CN201611059734A CN107392759A CN 107392759 A CN107392759 A CN 107392759A CN 201611059734 A CN201611059734 A CN 201611059734A CN 107392759 A CN107392759 A CN 107392759A
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- Prior art keywords
- quotation
- foreign exchange
- rational
- recovery method
- feed systems
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- G—PHYSICS
- G06—COMPUTING; CALCULATING OR COUNTING
- G06Q—INFORMATION 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
- G06Q40/00—Finance; Insurance; Tax strategies; Processing of corporate or income taxes
- G06Q40/04—Trading; Exchange, e.g. stocks, commodities, derivatives or currency exchange
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- G—PHYSICS
- G06—COMPUTING; CALCULATING OR COUNTING
- G06F—ELECTRIC DIGITAL DATA PROCESSING
- G06F11/00—Error detection; Error correction; Monitoring
- G06F11/004—Error avoidance
Abstract
The present invention is applied to field of computer technology, there is provided a kind of disaster recovery method and device of foreign exchange Feed systems, the disaster recovery method of the foreign exchange Feed systems include：Obtain the quotation of multiple mobility providers in foreign exchange market；In the quotation of multiple mobility providers, the quotation of Exception Filter, remaining quotation is obtained；Using offering, blending algorithm merges remaining quotation, generates rational quotation.The present invention solves current foreign exchange Feed systems only with a quotation source, it is difficult to the problem of ensureing the reliability and stability of foreign exchange system.Its advantage is two aspects, on the one hand, by docking multiple mobility providers, as a result of multiple quotation sources, the stability and reliability of foreign exchange quotation are substantially increased, on the other hand, quotation to each mobility provider provides after merging, and improves the reasonability of foreign exchange quotation.
Description
Technical field
The invention belongs to field of computer technology, more particularly to a kind of disaster recovery method and device of foreign exchange Feed systems.
Background technology
Foreign exchange market is 24 hours continual trade market, with trading volume is big, wide in variety, fluctuation is violent, right
The features such as requirement of real-time is high.Due to the presence of these features, the high Feed systems of one stable real-time of structure are very
Difficulty, it is faced with the problems such as quick-fried point of Single Point of Faliure, data, the sliding point of transaction are excessive, quotation postpones, upstream quotation abnormal conduction.
Feed systems are exactly one of most important subsystem of foreign exchange system, and its Stability and dependability is the vertical of whole foreign exchange system
Foot point.
However, foreign exchange Feed systems are only with a quotation source at present, it is difficult to ensure the reliability of foreign exchange system and steady
It is qualitative.The reason is that the complexity of foreign exchange market and foreign exchange system is high, quotation source is easy to go wrong, as network is asked
Topic, quotation provider technical problem etc..And once go wrong, transaction system will be had a strong impact on, great damage is brought to enterprise
Lose.And existing quotation system is typically all to use a quoting services, once there is Single Point of Faliure, will have a strong impact on whole
Foreign exchange system.
The content of the invention
The purpose of the embodiment of the present invention is to provide a kind of disaster recovery method of foreign exchange Feed systems, it is intended to solves current foreign exchange
Feed systems are only with a quotation source, it is difficult to the problem of ensureing the reliability and stability of foreign exchange system.
The embodiment of the present invention is achieved in that a kind of disaster recovery method of foreign exchange Feed systems, including：
Obtain the quotation of multiple mobility providers in foreign exchange market；
In the quotation of multiple mobility providers, the quotation of Exception Filter, remaining quotation is obtained；
Using offering, blending algorithm merges remaining quotation, generates rational quotation.
The another object of the embodiment of the present invention is to provide a kind of disaster tolerance device of foreign exchange Feed systems, including：
Quotation acquisition module, for obtaining the quotation of multiple mobility providers in foreign exchange market；
First filtering module, in the quotation of multiple mobility providers, the quotation of Exception Filter, obtaining remaining
Quotation；
Quote module is merged, for merging remaining quotation using blending algorithm of offering, generates rational quotation.
In embodiments of the present invention, the quotation of multiple mobility providers in foreign exchange market is obtained, solves current foreign exchange
Feed systems are only with a quotation source, it is difficult to the problem of ensureing the reliability and stability of foreign exchange system.Its advantage
It is two aspects, on the one hand, by docking multiple mobility providers, employ multiple quotation sources, substantially increase outer report
The stability and reliability of valency, on the other hand, the quotation to each mobility provider provide after merging, and improve outer report
The reasonability of valency.
Brief description of the drawings
Fig. 1 is the implementation process figure of the disaster recovery method of foreign exchange Feed systems provided in an embodiment of the present invention；
Fig. 2 is the implementation process figure of the multiple Feed service quotations of synchronization provided in an embodiment of the present invention；
Fig. 3 is the implementation process figure of the multiple Feed service quotations of monitoring provided in an embodiment of the present invention；
Fig. 4 is that the disaster recovery method of foreign exchange Feed systems provided in an embodiment of the present invention preferably applies sample figure；
Fig. 5 is the structured flowchart of the disaster tolerance device of foreign exchange Feed systems provided in an embodiment of the present invention.
Embodiment
In order to make the purpose , technical scheme and advantage of the present invention be clearer, it is right below in conjunction with drawings and Examples
The present invention is further elaborated.It should be appreciated that the specific embodiments described herein are merely illustrative of the present invention, and
It is not used in the restriction present invention.
It should be appreciated that ought be in this specification and in the appended claims in use, term " comprising " and "comprising" instruction
Described feature, entirety, step, operation, the presence of element and/or component, but it is not precluded from one or more of the other feature, whole
Body, step, operation, element, component and/or its presence or addition for gathering.
It is also understood that the term used in this description of the invention is merely for the sake of the mesh for describing specific embodiment
And be not intended to limit the present invention.As used in description of the invention and appended claims, unless on
Other situations are hereafter clearly indicated, otherwise " one " of singulative, "one" and "the" are intended to include plural form.
It will be further appreciated that the term "and/or" used in description of the invention and appended claims is
Refer to any combinations of one or more of the associated item listed and be possible to combine, and including these combinations.
As used in this specification and in the appended claims, term " if " can be according to context quilt
Be construed to " when ... " or " once " or " in response to determining " or " in response to detecting ".Similarly, phrase " if determine " or
" if reading [described condition or event] " can be interpreted to mean according to context " once it is determined that " or " in response to true
It is fixed " or " once detecting [described condition or event] " or " in response to detecting [described condition or event] ".
Embodiment one
Fig. 1 is the implementation process figure of the disaster recovery method of foreign exchange Feed systems provided in an embodiment of the present invention, and details are as follows：
In step S101, the quotation of multiple mobility providers in foreign exchange market is obtained；
In step s 102, in the quotation of multiple mobility providers, the quotation of Exception Filter, remaining report is obtained
Valency；
Wherein, by relatively newer quotation and the difference of the quotation of other mobility providers, judged using Voting Algorithm
Whether quotation is abnormal, and abnormal quotation can be deleted.
For example, the price difference between the quotation of mobility provider and the quotation of other mobility providers is obtained, if poor
Valency is more than default Spread Range, then it is assumed that the quotation of the mobility provider is abnormal, deletes the quotation of the mobility provider, will
The quotation of other mobility providers is as remaining quotation.
In step s 103, remaining quotation is merged using blending algorithm of offering, generates rational quotation.
Wherein, above quotation refers both to foreign exchange quotation.
Wherein, any one existing data anastomosing algorithm can be used as quotation blending algorithm.
Alternatively, using the average remaining quotation of blending algorithm of offering, rational quotation is generated.
In embodiments of the present invention, rational quotation is not the quotation of single mobility provider, but to multiple mobility
After the quotation of provider carries out abnormal filtering, by what is drawn after certain blending algorithm processing, be advantageous to improve foreign exchange quotation
Reasonability.
Embodiment two
The embodiment of the present invention describes the implementation process for removing out-of-date quotation, and details are as follows：
In remaining quotation, periodic monitoring simultaneously removes out-of-date quotation.
In embodiments of the present invention, out-of-date quotation is removed, to reduce the bid amount for being given to transaction system, avoids quick-fried problem
Influence to transaction system.
Embodiment three
The embodiment of the present invention describes the implementation process of filtering rational quotation, and details are as follows：
Using little change quotation filter type, rational quotation is filtered；Or
Using the unnecessary quotation Filtration Filtration mode of magnanimity, rational quotation is filtered；Or
Using little change quotation filter type and the unnecessary quotation filter type of magnanimity, rational quotation is filtered.
In embodiments of the present invention, using a variety of quotation filtering policys, the bid amount for the system of being given to can be greatly reduced,
Avoid influence of the quick-fried problem to transaction system.
Example IV
Fig. 2 is the implementation process figure of the multiple Feed service quotations of synchronization provided in an embodiment of the present invention, and details are as follows：
In step s 201, multiple Feed services are configured；
In step S202, using message communicating component ZeroMQ, the synchronous rational quotation to the multiple Feed takes
In business.
Wherein, main Feed services are configured and at least one from Feed services, the main Feed, which is serviced, utilizes message communicating
Component ZeroMQ, push the rational quotation and serviced to described from Feed, realize that the main Feed services take with described from Feed
The quotation of business is synchronous.
Wherein, multiple Feed service, main Feed services and be that Feed in foreign exchange market is serviced from Feed services.
In embodiments of the present invention, it is synchronous that the quotation of principal and subordinate Feed services is realized using ZeroMQ, because ZeroMQ has
Have a characteristic of low delay, high-throughput, thus even if across computer room across a network can also realize more Feed services between low delay it is same
Step, improve the uniformity and reliability of quotation.
Embodiment five
Fig. 3 is the implementation process figure of the multiple Feed service quotations of monitoring provided in an embodiment of the present invention, and details are as follows：
In step S301, the rational quotation of the multiple Feed services of timing acquisition；
In step s 302, whether consistent the rational quotation of multiple Feed services is detected, it is such as inconsistent, then alert.
Wherein, main Feed services and the quotation from Feed services described in timing acquisition, the detection main Feed services
It is whether consistent with the quotation from Feed services, it is such as inconsistent, then alert.
In embodiments of the present invention, it can detect whether quoting services there is a problem in real time by monitoring service, fit
When introduce manpower intervention, can further strengthen the reliability and stability of Feed systems.
Embodiment six
Fig. 4 is that the disaster recovery method of foreign exchange Feed systems provided in an embodiment of the present invention preferably applies sample figure, is described in detail such as
Under：
1.proxy is offered by being subscribed to according to certain messaging protocol to mobility provider, then according to certain rule
The message format of internal system is converted into, and is pushed to Feed services；
2. main Feed services can receive proxy quotation, can then receive main Feed services push from Feed services comes
Quotation.After receiving quotation, main Feed services are first cached quotation, wait pending；
3. handle difference of the thread by relatively new quotation and the quotation of other mobility providers, using Voting Algorithm come
Judge whether quotation is abnormal, and abnormal quotation can be deleted.Quotation after preliminary treatment can be devoted among container；
4. the quotation among container can be handled by following three threads：
(1) the out-of-date monitoring thread of quotation, periodic monitoring simultaneously remove out-of-date quotation；
(2) quotation fusion thread, after the quotation sequence in different quotation sources, preferable several quotations is taken, are melted by quotation
Hop algorithm and preferable several quotations, obtain a rational quotation, there is provided use to follow-up service.Simultaneously also can be quotation
Database is landed, so that data query or data analysis use；
(3) quotation synchronizing thread, this thread starts in main Feed services, rational quotation is sent to from Feed
Service.
5. fusion after quotation can pass through little change quotation filtering, magnanimity unnecessary quotation filtering etc., reduce as far as possible to
To the bid amount of system；
After 6.broker manager modules are from Feed service acquisition to quotation, it can be provided according to different users is allocated to
Personalized quotation, to meet the needs of business development.The module also has the function of automatic switchover Feed services simultaneously, is working as
When preceding connected Feed services go wrong, other Feed services can be switched to the very first time；
Wherein, serviced by providing multiple Feed and realize the automatic switchover of quoting services, ensured Feed quotations system
The reliability and stability of system.
7. monitoring service can regularly pull the quotation of multiple Feed service, detect whether it consistent, it is such as inconsistent, then report
It is alert.
Wherein, Feed:Quotation.
Proxy:Agency service.
LP:Mobility provider.
broker manager:Customized module title.
In embodiments of the present invention, by docking multiple mobility providers, it is different to detect quotation in real time using Voting Algorithm
Filtered often and in time, the then quotation to each mobility provider provides rational quotation after merging, and substantially increases
The stability and reliability of foreign exchange quotation.
Embodiment seven
Fig. 5 is the structured flowchart of the disaster tolerance device of foreign exchange Feed systems provided in an embodiment of the present invention, and the device can be transported
Row is in can be applied in various terminals, and the terminal includes but is not limited to computer, and smart mobile phone, tablet personal computer, individual digital help
Manage PDA, vehicle-mounted computer.For convenience of description, it illustrate only the part related to the embodiment of the present invention.
Reference picture 5, the disaster tolerance device of foreign exchange Feed systems, including：
Quotation acquisition module 51, for obtaining the quotation of multiple mobility providers in foreign exchange market；
First filtering module 52, in the quotation of multiple mobility providers, the quotation of Exception Filter, obtaining remainder
Quotation；
Quote module 53 is merged, for merging remaining quotation using blending algorithm of offering, generates rational quotation.
As a kind of implementation of the present embodiment, the disaster tolerance device, in addition to：
Second filtering module, in remaining quotation, periodic monitoring simultaneously to remove out-of-date quotation.
As a kind of implementation of the present embodiment, the disaster tolerance device, in addition to：
3rd filtering module, for using little change quotation filter type, filtering rational quotation；
Or the unnecessary quotation Filtration Filtration mode using magnanimity, filter rational quotation；Or
Using little change quotation filter type and the unnecessary quotation filter type of magnanimity, rational quotation is filtered.
As a kind of implementation of the present embodiment, the disaster tolerance device, in addition to：
Synchronization module, for configuring multiple Feed services, using message communicating component ZeroMQ, the synchronous rational quotation
Into the multiple Feed services.
As a kind of implementation of the present embodiment, the disaster tolerance device, in addition to：
Alarm module, for the rational quotation of the multiple Feed services of timing acquisition, detect the reasonable report that multiple Feed are serviced
Whether valency is consistent, such as inconsistent, then alerts.
Device provided in an embodiment of the present invention can be applied in foregoing corresponding embodiment of the method, and details are referring to above-mentioned reality
The description of example is applied, will not be repeated here.
Through the above description of the embodiments, it is apparent to those skilled in the art that the present invention can borrow
Software is helped to add the mode of required common hardware to realize.Described program can be stored in read/write memory medium, described
Storage medium, as random access memory, flash memory, read-only storage, programmable read only memory, electrically erasable programmable storage
Device, register etc..The storage medium is located at memory, and processor reads the information in memory, this hair is performed with reference to its hardware
Method described in bright each embodiment.
The foregoing is only a specific embodiment of the invention, but protection scope of the present invention is not limited thereto, any
Those familiar with the art the invention discloses technical scope in, the change or replacement that can readily occur in, all should
It is included within the scope of the present invention.Therefore, protection scope of the present invention should be defined by scope of the claims.
Claims (10)
- A kind of 1. disaster recovery method of foreign exchange Feed systems, it is characterised in that including：Obtain the quotation of multiple mobility providers in foreign exchange market；In the quotation of multiple mobility providers, the quotation of Exception Filter, remaining quotation is obtained；Using offering, blending algorithm merges remaining quotation, generates rational quotation.
- 2. the disaster recovery method of foreign exchange Feed systems as claimed in claim 1, it is characterised in that the disaster recovery method, in addition to：In remaining quotation, periodic monitoring simultaneously removes out-of-date quotation.
- 3. the disaster recovery method of foreign exchange Feed systems as claimed in claim 1, it is characterised in that calculated described using quotation fusion Method merges remaining quotation, after generating rational quotation, the disaster recovery method, in addition to：Using little change quotation filter type, rational quotation is filtered；OrUsing the unnecessary quotation Filtration Filtration mode of magnanimity, rational quotation is filtered；OrUsing little change quotation filter type and the unnecessary quotation filter type of magnanimity, rational quotation is filtered.
- 4. the disaster recovery method of foreign exchange Feed systems as claimed in claim 1, it is characterised in that calculated described using quotation fusion Method merges remaining quotation, after generating rational quotation, the disaster recovery method, in addition to：Configure multiple Feed services；Using message communicating component ZeroMQ, during the synchronous rational quotation services to the multiple Feed.
- 5. the disaster recovery method of foreign exchange Feed systems as claimed in claim 4, it is characterised in that the disaster recovery method, in addition to：The rational quotation of the multiple Feed services of timing acquisition；Whether consistent detect the rational quotation of multiple Feed services, it is such as inconsistent, then alert.
- A kind of 6. disaster tolerance device of foreign exchange Feed systems, it is characterised in that including：Quotation acquisition module, for obtaining the quotation of multiple mobility providers in foreign exchange market；First filtering module, in the quotation of multiple mobility providers, the quotation of Exception Filter, obtaining remaining report Valency；Quote module is merged, for merging remaining quotation using blending algorithm of offering, generates rational quotation.
- 7. the disaster tolerance device of foreign exchange Feed systems as claimed in claim 6, it is characterised in that the disaster tolerance device, including：Second filtering module, in remaining quotation, periodic monitoring simultaneously to remove out-of-date quotation.
- 8. the disaster tolerance device of foreign exchange Feed systems as claimed in claim 6, it is characterised in that the disaster tolerance device, including：3rd filtering module, for using little change quotation filter type, filtering rational quotation；Or the unnecessary quotation Filtration Filtration mode using magnanimity, filter rational quotation；OrUsing little change quotation filter type and the unnecessary quotation filter type of magnanimity, rational quotation is filtered.
- 9. the disaster tolerance device of foreign exchange Feed systems as claimed in claim 6, it is characterised in that the disaster tolerance device, in addition to：Synchronization module, for configuring multiple Feed services, using message communicating component ZeroMQ, the synchronous rational quotation to institute State in multiple Feed services.
- 10. the disaster tolerance device of foreign exchange Feed systems as claimed in claim 9, it is characterised in that the disaster tolerance device, also wrap Include：Alarm module, for the rational quotation of the multiple Feed services of timing acquisition, detecting the rational quotation of multiple Feed services is It is no consistent, it is such as inconsistent, then alert.
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| CN201611059734.2A CN107392759A (en) | 2016-11-25 | 2016-11-25 | A kind of disaster recovery method and device of foreign exchange Feed systems |
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| CN201611059734.2A CN107392759A (en) | 2016-11-25 | 2016-11-25 | A kind of disaster recovery method and device of foreign exchange Feed systems |
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Cited By (1)
| Publication number | Priority date | Publication date | Assignee | Title |
|---|---|---|---|---|
| CN109461067A (en) * | 2018-09-12 | 2019-03-12 | 阿里巴巴集团控股有限公司 | A kind of detection method of foreign exchange quotation abnormal data, apparatus and system |
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