CN108932663A - A kind of simulation trade matching method and device - Google Patents
A kind of simulation trade matching method and device Download PDFInfo
- Publication number
- CN108932663A CN108932663A CN201810666695.5A CN201810666695A CN108932663A CN 108932663 A CN108932663 A CN 108932663A CN 201810666695 A CN201810666695 A CN 201810666695A CN 108932663 A CN108932663 A CN 108932663A
- Authority
- CN
- China
- Prior art keywords
- time
- information
- mock trading
- declaration form
- financial
- Prior art date
- Legal status (The legal status is an assumption and is not a legal conclusion. Google has not performed a legal analysis and makes no representation as to the accuracy of the status listed.)
- Granted
Links
Classifications
-
- 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
Landscapes
- Business, Economics & Management (AREA)
- Accounting & Taxation (AREA)
- Finance (AREA)
- Engineering & Computer Science (AREA)
- Development Economics (AREA)
- Economics (AREA)
- Marketing (AREA)
- Strategic Management (AREA)
- Technology Law (AREA)
- Physics & Mathematics (AREA)
- General Business, Economics & Management (AREA)
- General Physics & Mathematics (AREA)
- Theoretical Computer Science (AREA)
- Financial Or Insurance-Related Operations Such As Payment And Settlement (AREA)
Abstract
The implementation of this disclosure provides a kind of simulation trade matching method and device, and simulation trade matching method includes: to establish connection with financial firm bargain system, according to the time of financial firm bargain system, the time of synchronous setting mock trading system；Financial product list price information is obtained, the financial product list price information is handled, obtains real trade declaration form deal message；Mock trading declaration form deal message is obtained, validation verification is carried out to the mock trading declaration form deal message；Buyer's placard information, seller's placard information are obtained from the practical declaration form deal message and in the mock trading declaration form deal message through validation verification, and sequence buyer's placard information, seller's placard information is preferential according to price first respectively, the time second is preferential arranges, and obtains buyer's rank results and seller's rank results；According to order matching mechanism, matched from buyer's rank results and seller's rank results, mock trading.
Description
Technical field
This application involves technical field of data processing, in particular to a kind of simulation trade matching method and device.
Background technique
Currently, the mock trading system that financial industry has already appeared only records the price of mock trading, since transaction is asked
It asks and is not actually carried out, so its reflexivity can not be verified, and influence of the reflexivity to price is extremely important in real trade,
So existing mock trading system is unable to reach function of the verifying trading strategies in the market in the case of different mobility.
Summary of the invention
The purpose of the application embodiment is to provide a kind of simulation trade matching method and device, solves and firm bargain
Two problems that the price association of system and transaction value are influenced by mock trading provide more when testing itself trading strategies
Add true transaction game environment.
To achieve the above object, the application embodiment provides a kind of simulation trade matching method, comprising:
Connection is established with financial firm bargain system, according to the time of financial firm bargain system, synchronous setting simulation is handed over
The time of easy system；
Financial product list price information is obtained, the financial product list price information is handled, obtains real trade declaration form
Deal message；
Mock trading declaration form deal message is obtained, validation verification is carried out to the mock trading declaration form deal message；
Buyer is obtained from the practical declaration form deal message and in the mock trading declaration form deal message through validation verification
Placard information, seller's placard information, and buyer's placard information, seller's placard information is preferential according to price first respectively,
The preferential sequence arrangement of time second, obtains buyer's rank results and seller's rank results；
According to order matching mechanism, matched from buyer's rank results and seller's rank results, mock trading.
Preferably, further includes:
According to mock trading conclusion of the business situation, mock trading receipt is generated.
Preferably, the step of handling the financial product list price information include:
If the financial product list price information is the fetched data that the firm bargain system provides, to the finance
The time format of product list price information is proofreaded, and is verified to temporal information and exchange hand, it is ensured that the financial product list price
Time and exchange hand in information are in normal range (NR).
Preferably, the step of handling the financial product list price information include:
If the financial product list price information is only market data, according to the market data of a upper tick and currently
The market data of tick are compared, and conjoint disk message breath obtains fetched data；
To the check and correction of the time format of the fetched data, and temporal information and exchange hand are verified, it is ensured that it is described at
Time and exchange hand of the intersection number in are in normal range (NR).
Preferably, include: to the step of mock trading declaration form deal message progress validation verification
Validation verification is carried out to the mock trading declaration form deal message based on three time, quantity, price dimensions.
Preferably, the step of time of synchronous setting mock trading system includes:
The time for obtaining financial firm bargain system, by time of server where the mock trading system with receive
The time synchronization of the finance firm bargain system, levels of precision to Millisecond；
Whether the time synchronization of the server of mock trading system described in poll check is more than maximum time difference threshold value, once
More than maximum time difference threshold value, then the time of mock trading system is arranged in re-synchronization.
Preferably, the step of matching from buyer's rank results and seller's rank results include:
The rule preferential according to price first, the time second is preferential executes sales the matching of both sides.
To achieve the above object, the application embodiment provides a kind of simulation trade matching device, comprising:
Synchronization unit, for establishing connection with financial firm bargain system, according to the time of financial firm bargain system, together
The time of step setting mock trading system；
Real trade declaration form deal message unit, for obtaining financial product list price information, to the financial product list price
Information is handled, and real trade declaration form deal message is obtained；
Mock trading declaration form deal message unit, for obtaining mock trading declaration form deal message, to the mock trading
Declaration form deal message carries out validation verification；
Sequencing unit, for striking a bargain and believing from the practical declaration form deal message with the mock trading declaration form through validation verification
Buyer's placard information, seller's placard information are obtained in breath, and by buyer's placard information, seller's placard information respectively according to valence
The sequence arrangement that lattice first are preferential, the time second is preferential, obtains buyer's rank results and seller's rank results；
Match trading unit is used for according to order matching mechanism, from buyer's rank results and seller's rank results
It is matched, mock trading.
Preferably, further includes:
Transaction receipt generation unit, for generating mock trading receipt according to mock trading conclusion of the business situation.
Preferably, the real trade placard information unit is also used to:
If the financial product list price information is the fetched data that the firm bargain system provides, to the gold
Melt the time format check and correction of product list price information, and temporal information and exchange hand are verified, it is ensured that the financial product board
Time and exchange hand in valence information are in normal range (NR).
Preferably, the real trade placard information unit is also used to:
If the financial product list price information is only market data, according to the market data of a upper tick and currently
The market data of tick are compared, and conjoint disk message breath obtains fetched data；
To the check and correction of the time format of the fetched data, and temporal information and exchange hand are verified, it is ensured that it is described at
Time and exchange hand of the intersection number in are in normal range (NR).
Preferably, the mock trading declaration form deal message unit is specifically used for being based on time, three quantity, price dimensions
Validation verification is carried out to the mock trading declaration form deal message.
Preferably, the synchronization unit includes:
Time adjustment synchronization module, for obtaining the time of financial firm bargain system, by the mock trading system institute
Time and the time synchronization of the financial firm bargain system received in server, levels of precision to Millisecond；
Monitoring modular, when whether the time synchronization for the server of mock trading system described in poll check is more than maximum
Between poor threshold value, once be more than maximum time difference threshold value, then time of re-synchronization setting mock trading system.
Preferably, the rule that the match trading unit is preferential according to price first, the time second is preferential executes sales double
The matching of side.
To achieve the above object, the application embodiment provides a kind of electronic equipment, including memory, processor and deposits
The computer program that can be run on the memory and on the processor is stored up, the processor executes the computer journey
Simulation trade matching method described above is realized when sequence.
To achieve the above object, the application embodiment provides a kind of readable storage medium storing program for executing, is stored thereon with computer journey
Sequence, the computer program are performed the step of realizing simulation trade matching method described above.
Therefore compared with prior art, the technical program is investor when testing itself trading strategies, is provided
More true transaction game environment, so that investor can further verify transaction after completing general static regression test
The validity of strategy, further decreases firm bargain risk.
Detailed description of the invention
It, below will be to embodiment in order to illustrate more clearly of the application embodiment or technical solution in the prior art
Or attached drawing needed to be used in the description of the prior art is briefly described, it should be apparent that, the accompanying drawings in the following description is only
It is some embodiments as described in this application, for those of ordinary skill in the art, in not making the creative labor property
Under the premise of, it is also possible to obtain other drawings based on these drawings.
Fig. 1 provides a kind of simulation trade matching method flow diagram for the embodiment of this disclosure；
Fig. 2 is the mock trading schematic diagram of the embodiment of this disclosure；
Fig. 3 provides a kind of simulation trade matching apparatus function block diagram for the embodiment of this disclosure；
Fig. 4 is a kind of electronic equipment schematic diagram that the embodiment of this disclosure proposes.
Specific embodiment
In order to make those skilled in the art better understand the technical solutions in the application, below in conjunction with the application reality
The attached drawing in mode is applied, the technical solution in the application embodiment is clearly and completely described, it is clear that described
Embodiment is only a part of embodiment of the application, rather than whole embodiments.Based on the embodiment party in the application
Formula, every other embodiment obtained by those of ordinary skill in the art without making creative efforts, is all answered
When the range for belonging to the application protection.
Currently, mature dynamic customer-centric does not bring test system together in the related service that financial institution releases
System service.Only mock trading system is unable to real-time synchronization firm bargain in the market, so that can not be based on true when mock trading
The transaction game of real quotation information, cause mock trading system often without price change or fully according to firm bargain price into
Row transaction, can not consider that volume impact reaches the function of policy validation, can only test product interface correctness.In addition, existing
Mock trading system only realize mock trading writing function, that is, transaction value can not be influenced by simulating the transaction to place an order, only
It is the statistic record as investment, such as simulation speculation in stocks causes record to be distorted with actual conditions, can not record the sliding point of transaction, cause
Mock trading verifying failure.
Based on this, a kind of simulation trade matching method and device of this disclosure, the bargain transaction number of the technical solution
According to two, source part, a part is the transaction disk mouth data of financial firm bargain system, and another part is mock trading client
On the Transaction Information that send, using pressing contract product, the merging treatment mode according to time priority between transaction.It is handed in this way in simulation
In easy system when trade matching, it is the mock trading in more true transaction game environment, can further verifies transaction plan
Validity slightly.
This specification embodiment provides a kind of simulation trade matching method, wherein the simulation trade matching method can be with
Applied in server.Specifically, the server can be capable of providing the website of financial product bargain transaction service after
Platform service server.In the present embodiment, the server can have data operation, store function and network for one
The electronic equipment of interactive function；Or run in the electronic equipment, branch is provided for data processing, storage and network interaction
The software held.Do not limit the quantity of the server specifically in the present embodiment.The server can be a service
Device can also be several servers, alternatively, the server cluster that several servers are formed.
As shown in Figure 1, providing a kind of simulation trade matching method flow diagram for this specification embodiment.Include:
Step 101): connection is established with financial firm bargain system, according to the time of financial firm bargain system, synchronizes and sets
Set the time of mock trading system.
In this step, the time of financial firm bargain system is obtained first, and general list price information is in financial firm bargain
The communication packet that has for first three ten minutes that system starts opening transaction is handed down to finance in fact from the server of mock trading system
On the server of firm bargain system, it is ensured that lead between the server of mock trading system and the server of financial firm bargain system
News are normal.If communicated between the two server normally, by the time of server where mock trading system and financial firm offer
The time synchronization of the server of transaction system is arranged, levels of precision to Millisecond.
In the present embodiment, it between mock trading system and financial firm bargain system after time synchronization setting, saves same
The specifying information log of time is walked, also, the server periodic polling of mock trading system checks whether mock trading system
Time synchronization between server and the server of financial firm bargain system is more than the maximum time difference threshold value of setting, once it is super
It crosses it is necessary to prompt to alert, receives after warning message it is necessary to will be carried out again between mock trading system and financial firm bargain system
Time synchronization setting.In addition, mock trading internal system can to different dealers to further increase the authenticity of mock trading
It needs for trading instruction to be sent to prolonging for transaction system to simulate dealer in firm bargain so that self delay is arranged by dealer
Slow problem makes transaction more really react real trade mark flowing implementations that may be present.
Step 102): obtaining financial product list price information, handle the financial product list price information, obtains practical
Transaction declaration form deal message.
In this step, financial product list price information is obtained by long connection or the channel MQ.Analyze the financial product board
Valence information source.If the financial product list price information comes from firm bargain system, this is can to directly obtain transaction declaration form letter
Breath is then proofreaded the time format of the financial product list price information, and is verified to temporal information and exchange hand, it is ensured that institute
The time and exchange hand stated in financial product list price information are in normal range (NR).Vanilla transaction institute transaction system is provided which to strike a bargain
Detail is recorded, if the financial product list price information is only market data, conclusion of the business record detail is not provided with, was then opened from the same day
Folding indicator message breath and deal message can obtain in every tick market data comprising five or ten grades of buying and selling quotations
Data obtain the record of the conclusion of the business in a tick period from the market data of this tick, and the record that strikes a bargain includes price, quantity, root
It compares, can be bought and sold according to when corresponding in the market data that the quantity of each price in shroud message breath subtracts a upper tick according to price
The quantity of price, the changing value of acquisition are the transaction conclusion of the business quantity value added that positive value indicates same transaction direction, are indicated for negative value
The number of transaction conclusion of the business value added in opposite transaction direction.Such method can not replace practical deal message completely, only maximum limit
Degree reduction market situation, in true deal message missing, temporarily supplement forms the method for handing over record.To the transaction declaration form in later period
The time format of deal message is proofreaded, and is verified to temporal information and exchange hand, it is ensured that the transaction declaration form deal message
In time and exchange hand be in normal range (NR).
Step 103): obtaining mock trading placard information, carries out validity to the mock trading declaration form deal message and tests
Card.
In this step, mock trading declaration form deal message is obtained by long connection or the channel MQ.The information is client
The information to place an order is simulated, is not actual dealing operation.In the present embodiment, time, three quantity, price dimensions pair are based on
The mock trading placard information carries out validation verification.
Step 104): from the practical declaration form deal message and had in the mock trading declaration form deal message of information authentication
Buyer's placard information, seller's placard information are obtained, and by buyer's placard information, seller's placard information respectively according to price the
The sequence arrangement that one is preferential, the time second is preferential, obtains buyer's rank results and seller's rank results.
In this step, queue message condition trigger mechanism is set, to the time verifying pair of upper one untreated declaration form message
Than, be sequentially arranged, the mock trading time should increase order execution delay set by dealer, have not timed out up to when not at
It hands over, does not block trading channel.
Step 105): according to order matching mechanism, matching from buyer's rank results and seller's rank results,
Mock trading.
As shown in Fig. 2, being the mock trading schematic diagram of embodiment of the disclosure.It is preferential by price first, the time second is excellent
First rule executes sales the matching of both sides, since bargain transaction placard information queue contains the letter of financial firm bargain system
The mock trading information that breath and the user for participating in simulation test provide, two aspect declaration form sources have preferably been bonded simulation and have brought survey together
The actual conditions of examination, price and firm offer price are inconsistent, but will surround firm offer price fluctuation under normal circumstances.
Finally, generating mock trading receipt according to conclusion of the business situation, mock trading receipt being returned to simulation system declaration form
Return processing is not done in people, the conclusion of the business completed to financial firm bargain system.
This developing instrument of the technology based on Open Source Platform such as C++, java etc. for proposing become language and non-relational number
It is combined according to library mongodb and common relevant database and middleware RabbitMQ etc., is dominant systems exploitation institute
Use the tool arrived.
In summary, the technical program increases the processing of list price information origin classification, reduces more true transaction ring
Border, the technical program are investor when testing itself trading strategies, more true transaction game environment are provided, so that investment
Person can further verify the validity of trading strategies, further decrease firm bargain after completing general static regression test
Risk.
As shown in figure 3, the embodiment for this disclosure provides a kind of simulation trade matching apparatus function block diagram.Packet
It includes:
Synchronization unit 301, for establishing connection with financial firm bargain system, according to financial firm bargain system when
Between, the time of synchronous setting mock trading system；
Real trade declaration form deal message unit 302, for obtaining financial product list price information, to the financial product board
Valence information is handled, and real trade declaration form deal message is obtained；
Mock trading declaration form deal message unit 303 hands over the simulation for obtaining mock trading declaration form deal message
Easy declaration form deal message carries out validation verification；
Sequencing unit 304, for from the practical declaration form deal message and the mock trading declaration form through validation verification at
It hands over and obtains buyer's placard information, seller's placard information in information, and buyer's placard information, seller's placard information are pressed respectively
The sequence arrangement that according to the price first is preferential, the time second is preferential, obtains buyer's rank results and seller's rank results；
Match trading unit 305 is used for according to order matching mechanism, from buyer's rank results and seller's rank results
In matched, mock trading.
In the present embodiment, trade matching device is simulated further include:
Transaction receipt generation unit, for generating mock trading receipt according to mock trading conclusion of the business situation.
In the present embodiment, the real trade placard information unit is also used to:
If the financial product list price information is the fetched data that the firm bargain system provides, to the finance
The time format of product list price information is proofreaded, and is verified to temporal information and exchange hand, it is ensured that the financial product list price
Time and exchange hand in information are in normal range (NR).
In the present embodiment, the real trade placard information unit is also used to:
If the financial product list price information is only market data, according to the market data of a upper tick and currently
The market data of tick are compared, and conjoint disk message breath obtains fetched data；
To the check and correction of the time format of the fetched data, and temporal information and exchange hand are verified, it is ensured that it is described at
Time and exchange hand of the intersection number in are in normal range (NR).
In the present embodiment, the mock trading declaration form deal message unit is specifically used for being based on time, quantity, price three
A dimension carries out validation verification to the mock trading declaration form deal message.
In the present embodiment, the synchronization unit includes:
Time adjustment synchronization module, for obtaining the time of financial firm bargain system, by the mock trading system institute
Time and the time synchronization of the financial firm bargain system received in server, levels of precision to Millisecond；
Monitoring modular, when whether the time synchronization for the server of mock trading system described in poll check is more than maximum
Between poor threshold value, once be more than maximum time difference threshold value, then time of re-synchronization setting mock trading system.
In the present embodiment, the rule that the match trading unit is preferential according to price first, the time second is preferential is completed
The matching of both parties.
As shown in figure 4, a kind of electronic equipment schematic diagram of the embodiment proposition for this disclosure.Including memory,
Processor and it is stored in the computer program that can be run on the memory and on the processor, the processor executes
Simulation trade matching method described above is realized when the computer program.
The client requirement information processing method that this specification embodiment provides, memory and processor are realized specific
Function can contrast explanation with the aforementioned embodiments in this specification, and can reach the technology effect of aforementioned embodiments
Fruit just repeats no more here.
In the present embodiment, the memory may include the physical unit for storing information, usually by information
It is stored again with the media using the methods of electricity, magnetic or optics after digitlization.Memory described in present embodiment again may be used
To include: to store the device of information, such as RAM, ROM in the way of electric energy；The device of information is stored in the way of magnetic energy, it is such as hard
Disk, floppy disk, tape, core memory, magnetic bubble memory, USB flash disk；Using the device of optical mode storage information, such as CD or DVD.
Certainly, there are also memories of other modes, such as quantum memory, graphene memory etc..
In the present embodiment, the processor can be implemented in any suitable manner.For example, the processor can be with
Take such as microprocessor or processor and storage can by (micro-) processor execute computer readable program code (such as
Software or firmware) computer-readable medium, logic gate, switch, specific integrated circuit (Application Specific
Integrated Circuit, ASIC), programmable logic controller (PLC) and the form etc. for being embedded in microcontroller.
In the present embodiment, the embodiment of the present application also provides a kind of readable storage medium storing program for executing, is stored thereon with computer program,
The computer program is performed the step of realizing simulation trade matching method described above.
Therefore the technical program has the following characteristics that
1. validity: the test to quantization trading strategies, is one to data and technical requirements from strategy Development to test
Higher process, the dynamic of proposition bring test philosophy together and have actually been compatible with possibility situation involved in the market, Ke Huyuan
First manual price tags of transacting business in firm offer data of programming, however transaction value will receive the influence of transaction itself, market
On not can effectively solve the problem that the product or service of this problem.
2. convenience: before realizing design scheme, if the client for participating in financial market needs to complete to trade to oneself
The test of strategy needs voluntarily to build server, introduces list price source, and consumed maintenance cost and time cost are very big, uses
After existing capability, client can be done directly dynamic and test, without the concern for bottom problem.
3. practicability: bank or other investment type financial institutions can be realized by the scheme constructs system of this case to certainly
Comprehensive test of military camp trading strategies, also may be implemented to client consulting prompt service, expand its customer service range and
The competitiveness of bank.
In the 1990s, the improvement of a technology can be distinguished clearly be on hardware improvement (for example,
Improvement to circuit structures such as diode, transistor, switches) or software on improvement (improvement for method flow).So
And with the development of technology, the improvement of current many method flows can be considered as directly improving for hardware circuit.
Designer nearly all obtains corresponding hardware circuit by the way that improved method flow to be programmed into hardware circuit.Cause
This, it cannot be said that the improvement of a method flow cannot be realized with hardware entities module.For example, programmable logic device
(Programmable Logic Device, PLD) (such as field programmable gate array (Field Programmable Gate
Array, FPGA)) it is exactly such a integrated circuit, logic function determines device programming by user.By designer
Voluntarily programming comes a digital display circuit " integrated " on a piece of PLD, designs and makes without asking chip maker
Dedicated IC chip.Moreover, nowadays, substitution manually makes IC chip, this programming is also used instead mostly " is patrolled
Volume compiler (logic compiler) " software realizes that software compiler used is similar when it writes with program development,
And the source code before compiling also write by handy specific programming language, this is referred to as hardware description language
(Hardware Description Language, HDL), and HDL is also not only a kind of, but there are many kind, such as ABEL
(Advanced Boolean Expression Language)、AHDL(Altera Hardware Description
Language)、Confluence、CUPL(Cornell University Programming Language)、HDCal、JHDL
(Java Hardware Description Language)、Lava、Lola、MyHDL、PALASM、RHDL(Ruby
Hardware Description Language) etc., VHDL (Very-High-Speed is most generally used at present
Integrated Circuit Hardware Description Language) and Verilog2.Those skilled in the art
It will be apparent to the skilled artisan that only needing method flow slightly programming in logic and being programmed into integrated circuit with above-mentioned several hardware description languages
In, so that it may it is readily available the hardware circuit for realizing the logical method process.
It is also known in the art that in addition to realizing client and server in a manner of pure computer readable program code
In addition, completely can by by method and step carry out programming in logic come so that client and server with logic gate, switch, dedicated
The form of integrated circuit, programmable logic controller (PLC) and insertion microcontroller etc. realizes identical function.Therefore this client
It is considered a kind of hardware component with server, and the device for realizing various functions for including in it can also be regarded
For the structure in hardware component.Or even, can will be considered as realizing the device of various functions either implementation method
Software module can be the structure in hardware component again.
As seen through the above description of the embodiments, those skilled in the art can be understood that the application can
It realizes by means of software and necessary general hardware platform.Based on this understanding, the technical solution essence of the application
On in other words the part that contributes to existing technology can be embodied in the form of software products, the computer software product
It can store in storage medium, such as ROM/RAM, magnetic disk, CD, including some instructions are used so that a computer equipment
(can be personal computer, server or the network equipment etc.) executes each embodiment of the application or embodiment
Method described in certain parts.
Each embodiment in this specification is described in a progressive manner, same and similar between each embodiment
Part may refer to each other, what each embodiment stressed is the difference with other embodiments.In particular, needle
For the embodiment of client and server, the introduction control for being referred to the embodiment of preceding method is explained.
The application can describe in the general context of computer-executable instructions executed by a computer, such as program
Module.Generally, program module includes routines performing specific tasks or implementing specific abstract data types, programs, objects, group
Part, data structure etc..The application can also be practiced in a distributed computing environment, in these distributed computing environments, by
Task is executed by the connected remote processing devices of communication network.In a distributed computing environment, program module can be with
In the local and remote computer storage media including storage equipment.
Although depicting the application by embodiment, it will be appreciated by the skilled addressee that there are many deformations by the application
With variation without departing from spirit herein, it is desirable to which the attached claims include these deformations and change without departing from the application
Spirit.
Claims (16)
1. a kind of simulation trade matching method characterized by comprising
Connection is established with financial firm bargain system, according to the time of financial firm bargain system, synchronous setting mock trading system
The time of system；
Financial product list price information is obtained, the financial product list price information is handled, real trade declaration form is obtained and strikes a bargain
Information；
Mock trading declaration form deal message is obtained, validation verification is carried out to the mock trading declaration form deal message；
Buyer's declaration form is obtained from the practical declaration form deal message and in the mock trading declaration form deal message through validation verification
Information, seller's placard information, and the preferential, time according to price first respectively by buyer's placard information, seller's placard information
Second preferential sequence arrangement, obtains buyer's rank results and seller's rank results；
According to order matching mechanism, matched from buyer's rank results and seller's rank results, mock trading.
2. the method as described in claim 1, which is characterized in that further include:
According to mock trading conclusion of the business situation, mock trading receipt is generated.
3. method according to claim 1 or 2, which is characterized in that the step handled the financial product list price information
Suddenly include:
If the financial product list price information is the fetched data that the firm bargain system provides, to the financial product
The time format of list price information is proofreaded, and is verified to temporal information and exchange hand, it is ensured that the financial product list price information
In time and exchange hand be in normal range (NR).
4. method according to claim 1 or 2, which is characterized in that the step handled the financial product list price information
Suddenly include:
If the financial product list price information is only market data, according to the market data of a upper tick with current tick's
Market data are compared, and conjoint disk message breath obtains fetched data；
Time format check and correction to the fetched data, and temporal information and exchange hand are verified, it is ensured that the fixture number
Time and exchange hand in are in normal range (NR).
5. method according to claim 1 or 2, which is characterized in that carried out to the mock trading declaration form deal message effective
Property verifying the step of include:
Validation verification is carried out to the mock trading declaration form deal message based on three time, quantity, price dimensions.
6. method according to claim 1 or 2, which is characterized in that the step of synchronizing the time of setting mock trading system is wrapped
It includes:
The time for obtaining financial firm bargain system, by the time of server where the mock trading system and described in receiving
The time synchronization of financial firm bargain system, levels of precision to Millisecond；
Whether the time synchronization of the server of mock trading system described in poll check is more than maximum time difference threshold value, once be more than
Maximum time difference threshold value, then the time of mock trading system is arranged in re-synchronization.
7. method according to claim 1 or 2, which is characterized in that from buyer's rank results and seller's rank results
The step of being matched include:
The rule preferential according to price first, the time second is preferential executes sales the matching of both sides.
8. a kind of simulation trade matching device characterized by comprising
Synchronization unit, according to the time of financial firm bargain system, is synchronized and is set for establishing connection with financial firm bargain system
Set the time of mock trading system；
Real trade declaration form deal message unit, for obtaining financial product list price information, to the financial product list price information
It is handled, obtains real trade declaration form deal message；
Mock trading declaration form deal message unit, for obtaining mock trading declaration form deal message, to the mock trading declaration form
Deal message carries out validation verification；
Sequencing unit, for from the practical declaration form deal message and in the mock trading declaration form deal message through validation verification
Buyer's placard information, seller's placard information are obtained, and by buyer's placard information, seller's placard information respectively according to price the
The sequence arrangement that one is preferential, the time second is preferential, obtains buyer's rank results and seller's rank results；
Match trading unit, for being carried out from buyer's rank results and seller's rank results according to order matching mechanism
Matching, mock trading.
9. device as claimed in claim 8, which is characterized in that further include:
Transaction receipt generation unit, for generating mock trading receipt according to mock trading conclusion of the business situation.
10. device as claimed in claim 8 or 9, which is characterized in that the real trade placard information unit is also used to:
If the financial product list price information is the fetched data that the firm bargain system provides, the finance is produced
The time format of brand valence information is proofreaded, and is verified to temporal information and exchange hand, it is ensured that the financial product list price letter
Time and exchange hand in breath are in normal range (NR).
11. device as claimed in claim 8 or 9, which is characterized in that the real trade placard information unit is also used to:
If the financial product list price information is only market data, according to the market data of a upper tick with current tick's
Market data are compared, and conjoint disk message breath obtains fetched data；
Time format check and correction to the fetched data, and temporal information and exchange hand are verified, it is ensured that the fixture number
Time and exchange hand in are in normal range (NR).
12. device as claimed in claim 8 or 9, which is characterized in that the mock trading declaration form deal message unit is specifically used
Validation verification is carried out to the mock trading declaration form deal message in being based on three time, quantity, price dimensions.
13. device as claimed in claim 8 or 9, which is characterized in that the synchronization unit includes:
Time adjustment synchronization module, for obtaining the time of financial firm bargain system, by clothes where the mock trading system
The time of business device and the time synchronization of the financial firm bargain system received, levels of precision to Millisecond；
Monitoring modular, whether the time synchronization for the server of mock trading system described in poll check is more than maximum time difference
Threshold value, once being more than maximum time difference threshold value, then the time of mock trading system is arranged in re-synchronization.
14. device as claimed in claim 8 or 9, which is characterized in that the match trading unit is preferential according to price first,
The preferential rule of time second executes sales the matching of both sides.
15. a kind of electronic equipment, including memory, processor and it is stored on the memory and can be on the processor
The computer program of operation, which is characterized in that the processor realizes claim 1~7 times when executing the computer program
It anticipates simulation trade matching method described in a claim.
16. a kind of readable storage medium storing program for executing, is stored thereon with computer program, which is characterized in that the computer program is performed
The step of simulation trade matching method described in Shi Shixian claim 1~7 any one claim.
Priority Applications (1)
| Application Number | Priority Date | Filing Date | Title |
|---|---|---|---|
| CN201810666695.5A CN108932663B (en) | 2018-06-26 | 2018-06-26 | Method and device for simulating matched transaction |
Applications Claiming Priority (1)
| Application Number | Priority Date | Filing Date | Title |
|---|---|---|---|
| CN201810666695.5A CN108932663B (en) | 2018-06-26 | 2018-06-26 | Method and device for simulating matched transaction |
Publications (2)
| Publication Number | Publication Date |
|---|---|
| CN108932663A true CN108932663A (en) | 2018-12-04 |
| CN108932663B CN108932663B (en) | 2021-11-19 |
Family
ID=64447040
Family Applications (1)
| Application Number | Title | Priority Date | Filing Date |
|---|---|---|---|
| CN201810666695.5A Active CN108932663B (en) | 2018-06-26 | 2018-06-26 | Method and device for simulating matched transaction |
Country Status (1)
| Country | Link |
|---|---|
| CN (1) | CN108932663B (en) |
Cited By (9)
| Publication number | Priority date | Publication date | Assignee | Title |
|---|---|---|---|---|
| CN109636603A (en) * | 2018-12-06 | 2019-04-16 | 大连飞创信息技术有限公司 | Security mock trading platform based on the configuration of message strategy |
| CN110264092A (en) * | 2019-06-24 | 2019-09-20 | 北京向上一心科技有限公司 | Simulate stock trading method, system, equipment and medium |
| CN110347704A (en) * | 2019-07-16 | 2019-10-18 | 中国工商银行股份有限公司 | Data match method and device |
| CN110929380A (en) * | 2019-10-25 | 2020-03-27 | 深圳市蘑菇财富技术有限公司 | Simulation stock-frying matching system and device |
| CN111402050A (en) * | 2020-03-11 | 2020-07-10 | 北京价值互联科技有限公司 | Center-removing matching method and system based on block chain |
| CN112465645A (en) * | 2020-12-18 | 2021-03-09 | 南京艾科朗克信息科技有限公司 | Simulation deep crossing stock transaction matching system |
| CN112634047A (en) * | 2020-12-30 | 2021-04-09 | 平安证券股份有限公司 | Foreign exchange transaction simulation test method and device, computer equipment and storage medium |
| CN112966382A (en) * | 2021-03-10 | 2021-06-15 | 华泰证券股份有限公司 | Securities trading simulation method and system |
| CN114022278A (en) * | 2021-11-05 | 2022-02-08 | 光大科技有限公司 | Simulated transaction processing method and device |
Citations (14)
| Publication number | Priority date | Publication date | Assignee | Title |
|---|---|---|---|---|
| CN101587581A (en) * | 2008-05-22 | 2009-11-25 | 中国建设银行股份有限公司 | A kind of individual forward exchange transaction system |
| TW201216190A (en) * | 2010-10-14 | 2012-04-16 | Syspower Corp | A virtual transaction system and method |
| CN103262114A (en) * | 2011-01-25 | 2013-08-21 | 株式会社东芝 | Securities transaction simulation system |
| CN103442024A (en) * | 2013-06-21 | 2013-12-11 | 中国科学院深圳先进技术研究院 | System and method for synchronizing smart mobile terminal and cloud virtual mobile terminal |
| CN104008504A (en) * | 2014-06-12 | 2014-08-27 | 天津大学 | Stock market distributing type simulating method based on Multi-Agent |
| US20140335959A1 (en) * | 2007-02-16 | 2014-11-13 | Augustus C. Johnson, Jr. | Systems and/or methods for stock portfolio based competitive simulations |
| US20150186995A1 (en) * | 2013-12-26 | 2015-07-02 | Trading Technologies International, Inc. | Systems and Methods to Monitor Risk of Trading Strategies |
| WO2016042398A1 (en) * | 2014-09-15 | 2016-03-24 | Aesthetic Integration Limited | System and method for modeling and verifying financial trading platforms |
| CN105869051A (en) * | 2016-03-25 | 2016-08-17 | 北京资配易投资顾问有限公司 | Information processing method, device and system |
| CN105976245A (en) * | 2016-04-28 | 2016-09-28 | 优品财富管理有限公司 | Simulated trading system and method |
| CN106339307A (en) * | 2015-07-08 | 2017-01-18 | 南京艾科朗克信息科技有限公司 | Futures exchange transaction front-end system simulator |
| CN106355498A (en) * | 2016-09-27 | 2017-01-25 | 上海红宋网络科技有限公司 | Stock trading management system |
| CN107004223A (en) * | 2014-10-04 | 2017-08-01 | 六达资本私人有限公司 | trading platform system and method |
| CN107301602A (en) * | 2017-06-07 | 2017-10-27 | 多边金宝商业有限公司 | A kind of list price processing system and method |
-
2018
- 2018-06-26 CN CN201810666695.5A patent/CN108932663B/en active Active
Patent Citations (14)
| Publication number | Priority date | Publication date | Assignee | Title |
|---|---|---|---|---|
| US20140335959A1 (en) * | 2007-02-16 | 2014-11-13 | Augustus C. Johnson, Jr. | Systems and/or methods for stock portfolio based competitive simulations |
| CN101587581A (en) * | 2008-05-22 | 2009-11-25 | 中国建设银行股份有限公司 | A kind of individual forward exchange transaction system |
| TW201216190A (en) * | 2010-10-14 | 2012-04-16 | Syspower Corp | A virtual transaction system and method |
| CN103262114A (en) * | 2011-01-25 | 2013-08-21 | 株式会社东芝 | Securities transaction simulation system |
| CN103442024A (en) * | 2013-06-21 | 2013-12-11 | 中国科学院深圳先进技术研究院 | System and method for synchronizing smart mobile terminal and cloud virtual mobile terminal |
| US20150186995A1 (en) * | 2013-12-26 | 2015-07-02 | Trading Technologies International, Inc. | Systems and Methods to Monitor Risk of Trading Strategies |
| CN104008504A (en) * | 2014-06-12 | 2014-08-27 | 天津大学 | Stock market distributing type simulating method based on Multi-Agent |
| WO2016042398A1 (en) * | 2014-09-15 | 2016-03-24 | Aesthetic Integration Limited | System and method for modeling and verifying financial trading platforms |
| CN107004223A (en) * | 2014-10-04 | 2017-08-01 | 六达资本私人有限公司 | trading platform system and method |
| CN106339307A (en) * | 2015-07-08 | 2017-01-18 | 南京艾科朗克信息科技有限公司 | Futures exchange transaction front-end system simulator |
| CN105869051A (en) * | 2016-03-25 | 2016-08-17 | 北京资配易投资顾问有限公司 | Information processing method, device and system |
| CN105976245A (en) * | 2016-04-28 | 2016-09-28 | 优品财富管理有限公司 | Simulated trading system and method |
| CN106355498A (en) * | 2016-09-27 | 2017-01-25 | 上海红宋网络科技有限公司 | Stock trading management system |
| CN107301602A (en) * | 2017-06-07 | 2017-10-27 | 多边金宝商业有限公司 | A kind of list price processing system and method |
Non-Patent Citations (3)
| Title |
|---|
| HONGTAO ZHOU等: "Simulation experiment of continuous double auction stock market based on multi-agent model", 《2010 IEEE INTERNATIONAL CONFERENCE ON PROGRESS IN INFORMATICS AND COMPUTING》 * |
| 温从华等: "基于大数据技术的量化交易策略及金融监管", 《中外企业家》 * |
| 陈灿平等: "上海股票市场收益率与成交量因果关系研究", 《经济经纬》 * |
Cited By (11)
| Publication number | Priority date | Publication date | Assignee | Title |
|---|---|---|---|---|
| CN109636603A (en) * | 2018-12-06 | 2019-04-16 | 大连飞创信息技术有限公司 | Security mock trading platform based on the configuration of message strategy |
| CN110264092A (en) * | 2019-06-24 | 2019-09-20 | 北京向上一心科技有限公司 | Simulate stock trading method, system, equipment and medium |
| CN110347704A (en) * | 2019-07-16 | 2019-10-18 | 中国工商银行股份有限公司 | Data match method and device |
| CN110929380A (en) * | 2019-10-25 | 2020-03-27 | 深圳市蘑菇财富技术有限公司 | Simulation stock-frying matching system and device |
| CN111402050A (en) * | 2020-03-11 | 2020-07-10 | 北京价值互联科技有限公司 | Center-removing matching method and system based on block chain |
| CN112465645A (en) * | 2020-12-18 | 2021-03-09 | 南京艾科朗克信息科技有限公司 | Simulation deep crossing stock transaction matching system |
| CN112634047A (en) * | 2020-12-30 | 2021-04-09 | 平安证券股份有限公司 | Foreign exchange transaction simulation test method and device, computer equipment and storage medium |
| CN112634047B (en) * | 2020-12-30 | 2024-04-26 | 平安证券股份有限公司 | Foreign exchange transaction simulation test method and device, computer equipment and storage medium |
| CN112966382A (en) * | 2021-03-10 | 2021-06-15 | 华泰证券股份有限公司 | Securities trading simulation method and system |
| CN114022278A (en) * | 2021-11-05 | 2022-02-08 | 光大科技有限公司 | Simulated transaction processing method and device |
| CN114022278B (en) * | 2021-11-05 | 2024-04-02 | 光大科技有限公司 | Analog transaction processing method and device |
Also Published As
| Publication number | Publication date |
|---|---|
| CN108932663B (en) | 2021-11-19 |
Similar Documents
| Publication | Publication Date | Title |
|---|---|---|
| CN108932663A (en) | A kind of simulation trade matching method and device | |
| Porru et al. | Blockchain-oriented software engineering: challenges and new directions | |
| US20220012767A1 (en) | Real-time digital asset sampling apparatuses, methods and systems | |
| JP6619801B2 (en) | System and method for facilitation cross order | |
| KR102286388B1 (en) | Transmission latency leveling apparatuses, methods and systems | |
| AU2019203081A1 (en) | Techniques for facilitating electronic trading | |
| WO2018172838A1 (en) | Cognitive regulatory compliance automation of blockchain transactions | |
| JP2017534962A (en) | System and method for semi-open market | |
| Alarcon et al. | Trustworthiness perceptions of computer code: A heuristic-systematic processing model | |
| CN107632930A (en) | A kind of method of testing, device, emulator and the computer-readable storage medium of electricity transaction system | |
| US20190095557A1 (en) | Modelling apparatuses, methods, and systems | |
| JP2016192219A (en) | Automatic traffic generation for faring system | |
| CN107093053B (en) | Method and device for generating prompt date | |
| CN117332247B (en) | Big data transaction and quality assessment method and system using big language model as medium | |
| CN106991087A (en) | A kind of method of distributed transactions, apparatus and system | |
| US9530112B2 (en) | Common conditions for past projects as evidence for success causes | |
| Weichbroth | An empirical study on the impact of gender on mobile applications usability | |
| Maicus | Automated Grading for Advanced Topics Courses | |
| CN109471790A (en) | Send nuclear parameter comparison method and device, computer installation and readable storage medium storing program for executing | |
| CN111598554B (en) | Digital asset address accuracy verification method and system | |
| Li et al. | Error leakage and wasted time: sensitivity and effort analysis of a requirements consistency checking process | |
| Hernández et al. | A requirements taxonomy and rating model for secure and usable B2C/C2C e-commerce websites | |
| Xia et al. | FOFO: A Benchmark to Evaluate LLMs' Format-Following Capability | |
| Alonso et al. | 5.2 Tradeoffs in Energy Efficient Data Management | |
| CN117422538A (en) | Rule checking method, security evaluation method, electronic device, and storage medium |
Legal Events
| Date | Code | Title | Description |
|---|---|---|---|
| PB01 | Publication | ||
| PB01 | Publication | ||
| SE01 | Entry into force of request for substantive examination | ||
| SE01 | Entry into force of request for substantive examination | ||
| GR01 | Patent grant | ||
| GR01 | Patent grant |