CN110275906A - A kind of distribution method doing city market library - Google Patents

A kind of distribution method doing city market library Download PDF

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Publication number
CN110275906A
CN110275906A CN201910493209.9A CN201910493209A CN110275906A CN 110275906 A CN110275906 A CN 110275906A CN 201910493209 A CN201910493209 A CN 201910493209A CN 110275906 A CN110275906 A CN 110275906A
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China
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market
city
library
main website
doing
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CN110275906B (en
Inventor
何浩明
王敏婷
张登宝
谭杰
严响明
张琛琛
刘晓丹
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SHENZHEN SECURITIES COMMUNICATION CO Ltd
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SHENZHEN SECURITIES COMMUNICATION CO Ltd
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    • GPHYSICS
    • G06COMPUTING; CALCULATING OR COUNTING
    • G06FELECTRIC DIGITAL DATA PROCESSING
    • G06F16/00Information retrieval; Database structures therefor; File system structures therefor
    • G06F16/20Information retrieval; Database structures therefor; File system structures therefor of structured data, e.g. relational data
    • G06F16/22Indexing; Data structures therefor; Storage structures
    • G06F16/2228Indexing structures
    • GPHYSICS
    • G06COMPUTING; CALCULATING OR COUNTING
    • G06FELECTRIC DIGITAL DATA PROCESSING
    • G06F16/00Information retrieval; Database structures therefor; File system structures therefor
    • G06F16/20Information retrieval; Database structures therefor; File system structures therefor of structured data, e.g. relational data
    • G06F16/24Querying
    • G06F16/245Query processing
    • G06F16/2455Query execution
    • GPHYSICS
    • G06COMPUTING; CALCULATING OR COUNTING
    • G06FELECTRIC DIGITAL DATA PROCESSING
    • G06F16/00Information retrieval; Database structures therefor; File system structures therefor
    • G06F16/20Information retrieval; Database structures therefor; File system structures therefor of structured data, e.g. relational data
    • G06F16/24Querying
    • G06F16/245Query processing
    • G06F16/2457Query processing with adaptation to user needs
    • GPHYSICS
    • G06COMPUTING; CALCULATING OR COUNTING
    • G06QINFORMATION AND COMMUNICATION TECHNOLOGY [ICT] SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL OR SUPERVISORY PURPOSES; SYSTEMS OR METHODS SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL OR SUPERVISORY PURPOSES, NOT OTHERWISE PROVIDED FOR
    • G06Q30/00Commerce
    • G06Q30/02Marketing; Price estimation or determination; Fundraising
    • G06Q30/0201Market modelling; Market analysis; Collecting market data
    • GPHYSICS
    • G06COMPUTING; CALCULATING OR COUNTING
    • G06QINFORMATION AND COMMUNICATION TECHNOLOGY [ICT] SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL OR SUPERVISORY PURPOSES; SYSTEMS OR METHODS SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL OR SUPERVISORY PURPOSES, NOT OTHERWISE PROVIDED FOR
    • G06Q40/00Finance; Insurance; Tax strategies; Processing of corporate or income taxes
    • G06Q40/04Trading; Exchange, e.g. stocks, commodities, derivatives or currency exchange

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  • Engineering & Computer Science (AREA)
  • Theoretical Computer Science (AREA)
  • Business, Economics & Management (AREA)
  • Finance (AREA)
  • Physics & Mathematics (AREA)
  • General Physics & Mathematics (AREA)
  • Accounting & Taxation (AREA)
  • Development Economics (AREA)
  • Strategic Management (AREA)
  • Data Mining & Analysis (AREA)
  • General Engineering & Computer Science (AREA)
  • Databases & Information Systems (AREA)
  • Entrepreneurship & Innovation (AREA)
  • Economics (AREA)
  • Marketing (AREA)
  • General Business, Economics & Management (AREA)
  • Computational Linguistics (AREA)
  • Software Systems (AREA)
  • Game Theory and Decision Science (AREA)
  • Technology Law (AREA)
  • Financial Or Insurance-Related Operations Such As Payment And Settlement (AREA)
  • Management, Administration, Business Operations System, And Electronic Commerce (AREA)

Abstract

The invention discloses a kind of distribution methods for doing city market library comprising the steps of: A, market front end processor will do city's information and be sent to main website;B, market front end processor will do the total library information of city's market by the market period and be pushed to main website;C, after main website will do city's information and do the total library information reception of city's market, data integrity is checked, and save in memory;D, main website is matched according to the configuration information in the small station in the configuration file in small station and the information for doing city received according to transaction unit, is generated small station and is made city's table;E, main website makees city's table according to small station, from do filter out small station in the total library information of city's market make city's market void table;F, main website is according to the index mapping relations in the index mapping table in private library to total library, and to doing, market total library acquisition in city's is actual to do city's market data;G, main website does city's market data distributing to market gateway and gives market gateway;H, market gateway receives do city's market data after, read for stock trader/marketmaker's counter system and processing.

Description

A kind of distribution method doing city market library
Technical field
The present invention relates to security technical fields, and in particular to a kind of distribution method for doing city market library.
Background technique
In national medium-sized and small enterprises stock transfer system (hereinafter referred to as " national stock transfers from one department to another to unite " is commonly called as " new three plate "), do City quotient as needed to the formation of underlying securities information do the total library of city's market for provide do city's business, exist and collect personalization and do city Market divide the scene in library.It does city and transfers the possession of the important system innovation that system is new third board market construction, since implementation, promoted price It was found that, improve the market liquidity etc. and played positive effect.In terms of market exposure, because doing the privacy of city's market, entirely State's stock turns system requirements and only issues to marketmaker, discloses its related market data for currently making city's security.According to the friendship of marketmaker Easy permission, the difference for making city's security, for transverse direction, the city library of doing received between different marketmakers may be different;It is longitudinal For, same marketmaker may be also different in the city library of doing received the different days of trade.
And in the prior art, there are no a kind of smooth developments of the city method branch share-holding Zhuan Zuo business, not can solve and do city's row In the business demand and current securities industry that feelings library needs flexible customization, issues on demand, the markets such as each stock trader, Information Intelligence Quotient ginseng The market class data received with mechanism are substantially unification, and the market that can be customized by factors such as permission, business without one kind are received and dispatched Mode.
Summary of the invention
The purpose of the present invention is to provide a kind of distribution methods for doing city market library, to solve to propose in above-mentioned background technique The problem of.
To achieve the above object, the invention provides the following technical scheme: a kind of distribution method for doing city market library, comprising with Lower step:
A, the information for doing city is sent to main website by market front end processor;
B, market front end processor will do the total library information of city's market by the market period and be pushed to main website;
C, main website checks data integrity, and be stored in interior by the information for doing city and after doing the total library information reception of city's market In depositing;
D, main website is according to the configuration information in the small station in the configuration file in small station and the information for doing city received, according to transaction Unit matches, and generates small station and makees city's table;
E, main website makees city's table according to small station, from do filter out small station in the total library information of city's market make city's market void table;Institute The city Shu Zuo market void table has no actual market data, and the index mapping table in only private library to total library is for reducing memory overhead;
F, main website obtains in fact according to the index mapping relations in the index mapping table in private library to total library to the total library of city's market is done The city Ji Zuo market data;
G, main website does city's market data to market gateway, and main website is doing city's market data to the transmission of market gateway When, diff is done into current newest private library in the private library of last time transmission and is compared, finally obtains the incremental data of variation, is handed down to row Snares of love is closed;
H, market gateway receives do city's market data after, landing saves as the market file of DBF format, for stock trader/do City's quotient's counter system is read and processing.
Preferably, it is generally only to send out in the day of trade that the market front end processor, which will do city's information to be sent to the frequency of market main website, Send it is primary, it is described to do city's information content to be that transaction unit is corresponding do city's stock code.
Preferably, the market period is 12 seconds/wheel.
Preferably, city's table is made in the small station has small station number is corresponding all to do city's stock code.
Preferably, the small station is the slave station of main website.
Compared with prior art, the beneficial effects of the present invention are: 1, existing open attribute has the market number of privacy concurrently again According to issuing the solution and mode that provide and can use for reference, replicate.2, distribution rules are simply controllable, and market front end processor can be led completely The reception content for leading user terminal realizes the permission control of market.3, the concurrent processing thread of market main website can start multiple, hardware On can support level extension, high capacity, high performance requirement can be met.4, distribution algorithms are supported to recur, extensive under abnormality Compound case is simple and clear.
Detailed description of the invention
Fig. 1 is frame diagram of the invention.
Fig. 2 is that small station private of the present invention library generates figure.
Fig. 3 is present procedure flow chart.
Specific embodiment
Following will be combined with the drawings in the embodiments of the present invention, and technical solution in the embodiment of the present invention carries out clear, complete Site preparation description, it is clear that described embodiments are only a part of the embodiments of the present invention, instead of all the embodiments.It is based on Embodiment in the present invention, it is obtained by those of ordinary skill in the art without making creative efforts every other Embodiment shall fall within the protection scope of the present invention.
Figure of description is please referred to, the present invention provides a kind of technical solution:
Market front end processor is changed one's profession feelings data for generating stock, and downstream system pushes all kinds of market data, market information. National medium-sized and small enterprises stock transfer system Co., Ltd (hereinafter referred to as " national Gu Zhuan company ") be responsible for its exploitation, deployment and O&M.
Main website (market main website) receives and processes all kinds of market data, and logical by satellite, ground multicast, ground TCP etc. Letter mode sends market data to down-stream system.Shenzhen Securities Communication Co., Ltd.'s (hereinafter referred to as " our company ") be responsible for its exploitation, Deployment and O&M.
Market gateway lands received market data for DBF file, for stock trader end counter system reading process, general portion It is deployed on stock trader end.
The maximum difficult point of this technology is: the total library of city's market is done by what market front end processor issued, according to user (marketmaker) Trading privilege, do the information such as city's security and split and updated, and ultimately generate each user terminal it is exclusive do city's market point Library.Entire technological frame stratal diagram is as shown in figure -1, a kind of distribution method doing city market library comprising the steps of:
A, the information for doing city is sent to main website by market front end processor;
B, market front end processor will do the total library information of city's market by the market period and be pushed to main website;
C, main website checks data integrity, and be stored in interior by the information for doing city and after doing the total library information reception of city's market In depositing;
D, main website is according to the configuration information in the small station in the configuration file in small station and the information for doing city received, according to transaction Unit matches, and generates small station and makees city's table;
E, main website makees city's table according to small station, from do filter out small station in the total library information of city's market make city's market void table;Institute The city Shu Zuo market void table has no actual market data, and the index mapping table in only private library to total library is for reducing memory overhead;
F, main website obtains in fact according to the index mapping relations in the index mapping table in private library to total library to the total library of city's market is done The city Ji Zuo market data;
G, main website does city's market data to market gateway, and main website is doing city's market data to the transmission of market gateway When, diff is done into current newest private library in the private library of last time transmission and is compared, finally obtains the incremental data of variation, is handed down to row Snares of love is closed;
H, market gateway receives do city's market data after, landing saves as the market file of DBF format, for stock trader/do City's quotient's counter system is read and processing.
Preferably, it is generally only to send out in the day of trade that the market front end processor, which will do city's information to be sent to the frequency of market main website, Send it is primary, it is described to do city's information content to be that transaction unit is corresponding do city's stock code.
Preferably, the market period is 12 seconds/wheel.
Preferably, city's table is made in the small station has small station number is corresponding all to do city's stock code.
Preferably, the small station is the slave station of main website.
In current securities industry, the markets such as each stock trader, Information Intelligence Quotient participate in the market class data that mechanism receives and substantially unite One, the market transceiver mode that can be customized by factors such as permission, business without one kind.The realization of this patent has following income:
(1) the market data distributing for having privacy concurrently again for existing open attribute provides the solution party that can be used for reference, replicate Case and mode.
(2) distribution rules are simply controllable, and market front end processor can dominate the reception content of user terminal completely, realize the power of market Limit control.
(3) the concurrent processing thread of market main website can start multiple, on hardware can support level extension, Gao Rong can be met Amount, high performance requirement.
(4) distribution algorithms are supported to recur, and the recovery scheme under abnormality is simple and clear.
Referring to fig. 2, small station private library is generated from doing the total library of city's market, there are three core key is main:
1, it generates small station and makees city's table:
According in user.xml, listing in the configuration information of small station in configuration file, the small station is used to be handed over for market main website Easy unit, transaction unit can configure multiple.What market front end processor issued does in city's information, and city can be done by listing transaction unit Stock code.Successively the record of city's information is done in scanning, is associated with, is matched by " transaction unit ", and the friendship in city's information record is such as done Stock code in record is put into " the making city's table in small station " in the configuration of the small station by easy unit.It scans through after doing city's information, " making city's table in small station " also generates and finishes, which will have its corresponding all stock code for doing city of small station number.
2, small station void table is produced:
In doing the total library of city's market, compares stock code one by one as unit of quotation record, such as do the card of market general headquarters, city Voucher code is also done in city's table in small station simultaneously, then small station void table is added in the index position for doing the total library of city's market in the quotation record In, and sequentially encode.Sequentially scanned as the total library of city's market, i.e. the empty table in the small station also generates completion.
3, small station private library:
Because small station void table has no the actual quotation record data of storage, when need that actual quotation record data is taken to compare, When the operation such as reading, issue, need first that void table obtains this and is recorded in the location index for doing the total library of city's market from small station, total from market Actual quotation record data are got by this index in library.
Referring to Fig. 3, whole flow process is as follows:
(1) market front end processor transmission does the total library of city's market, does city's information;
(2) data module of market main website receives and checks whether do the total library of city's market complete;
(3) business module of market main website generates " small station void table " according to relevant information;
(4) if you need to issue data, market main website conversation module is read according to the index in empty table from market main website data module Take quotation record;
(5) quotation record data are handed down to market gateway by TCP by market Master station communication module;
(6) after market gateway receives market data, market integrality is checked;
(7) market gateway will do city market private library and land for DBF file, for the cabinet of the participants in the market such as stock trader, marketmaker System system is read.
The design is it is noted that in the design, the control circuit being related to, since control each component movement and corresponding Controlling program is all the prior art.In the description of the present invention, it is to be understood that, term " coaxial ", " bottom ", " one end ", The side of the instructions such as " top ", " middle part ", " other end ", "upper", " side ", " top ", "inner", " front ", " center ", " both ends " Position or positional relationship are to be based on the orientation or positional relationship shown in the drawings, and are merely for convenience of description of the present invention and simplification of the description, Rather than the device or element of indication or suggestion meaning must have a particular orientation, be constructed and operated in a specific orientation, because This is not considered as limiting the invention.
In the present invention unless specifically defined or limited otherwise, term " installation ", " setting ", " connection ", " fixation ", Terms such as " being screwed on " shall be understood in a broad sense, for example, it may be being fixedly connected, may be a detachable connection, or integral;It can be with It is mechanical connection, is also possible to be electrically connected;It can be directly connected, two can also be can be indirectly connected through an intermediary The interaction relationship of connection or two elements inside a element, unless otherwise restricted clearly, for the common of this field For technical staff, the specific meanings of the above terms in the present invention can be understood according to specific conditions.
It although an embodiment of the present invention has been shown and described, for the ordinary skill in the art, can be with A variety of variations, modification, replacement can be carried out to these embodiments without departing from the principles and spirit of the present invention by understanding And modification, the scope of the present invention is defined by the appended.

Claims (5)

1. a kind of distribution method for doing city market library, which is characterized in that comprise the steps of:
A, the information for doing city is sent to main website by market front end processor;
B, market front end processor will do the total library information of city's market by the market period and be pushed to main website;
C, main website checks data integrity, and save in memory by the information for doing city and after doing the total library information reception of city's market;
D, main website is according to the configuration information in the small station in the configuration file in small station and the information for doing city received, according to transaction unit It matches, generates small station and make city's table;
E, main website makees city's table according to small station, from do filter out small station in the total library information of city's market make city's market void table;It is described to do City's market void table has no actual market data, and the index mapping table in only private library to total library is for reducing memory overhead;
F, main website is according to the index mapping relations in the index mapping table in private library to total library, and to doing, market total library acquisition in city's is actual Do city's market data;
G, main website does city's market data to market gateway, and main website is when doing city's market data to the transmission of market gateway, Diff is with current newest private library in the private library of last time transmission to compare, finally obtains the incremental data of variation, is handed down to market Gateway;
H, market gateway receives do city's market data after, landing saves as the market file of DBF format, for stock trader/marketmaker Counter system is read and processing.
2. the distribution method according to claim 1 for doing city market library, it is characterised in that: the market front end processor will do city The frequency that information is sent to market main website is that general only transmission is primary in the day of trade, and city's information content of doing is transaction unit pair That answers does city's stock code.
3. the distribution method according to claim 1 for doing city market library, it is characterised in that: the market period is 12 Second/wheel.
4. the distribution method according to claim 1 for doing city market library, it is characterised in that: do the city small station Biao You in the small station It is number corresponding all to do city's stock code.
5. the distribution method according to claim 1 for doing city market library, it is characterised in that: the small station be main website from It stands.
CN201910493209.9A 2019-06-06 2019-06-06 Distribution method for market quotation library Active CN110275906B (en)

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Citations (4)

* Cited by examiner, † Cited by third party
Publication number Priority date Publication date Assignee Title
CN102663649A (en) * 2012-05-18 2012-09-12 苏州工业园区凌志软件有限公司 Financial derivative transaction system
CN102880704A (en) * 2012-09-25 2013-01-16 上海证券交易所 Novel concurrent memory data organization and access method
CN105989539A (en) * 2015-09-22 2016-10-05 盛立金融软件开发(杭州)有限公司 Financial trading condition acquisition system and method
CN109298935A (en) * 2018-09-06 2019-02-01 华泰证券股份有限公司 A kind of method and application of the multi-process single-write and multiple-read without lock shared drive

Patent Citations (4)

* Cited by examiner, † Cited by third party
Publication number Priority date Publication date Assignee Title
CN102663649A (en) * 2012-05-18 2012-09-12 苏州工业园区凌志软件有限公司 Financial derivative transaction system
CN102880704A (en) * 2012-09-25 2013-01-16 上海证券交易所 Novel concurrent memory data organization and access method
CN105989539A (en) * 2015-09-22 2016-10-05 盛立金融软件开发(杭州)有限公司 Financial trading condition acquisition system and method
CN109298935A (en) * 2018-09-06 2019-02-01 华泰证券股份有限公司 A kind of method and application of the multi-process single-write and multiple-read without lock shared drive

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