CN111737622B - Method and device for subscribing market information stream - Google Patents
Method and device for subscribing market information stream Download PDFInfo
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- CN111737622B CN111737622B CN202010560498.2A CN202010560498A CN111737622B CN 111737622 B CN111737622 B CN 111737622B CN 202010560498 A CN202010560498 A CN 202010560498A CN 111737622 B CN111737622 B CN 111737622B
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Abstract
The invention discloses a method and a device for subscribing a market information stream, wherein the method comprises the following steps: step S1, receiving a quotation channel subscription selection, acquiring a dynamic library callback interface of the selected subscribed quotation channel, and registering the dynamic library callback interface into a system; s2, receiving and analyzing the market information of the exchange; step S3, judging whether the analyzed quotation channel is subscribed or not according to the analysis result, and calling a dynamic library callback interface of the quotation channel when the judgment result is yes, and storing quotation information of the quotation channel into a shared memory queue of the dynamic library callback interface; and S4, acquiring the market information of all the subscription channels from the shared memory queue in real time by utilizing a sending thread, and sequentially sending the market information to a user side according to the receiving sequence.
Description
Technical Field
The invention relates to the field of computer software and securities quotation, in particular to a novel method and a device for subscribing quotation information flow based on system dynamic library registration call.
Background
The current stock market has basically used the binary and step stock protocols according to which different channels can be divided for stock market. At present, the trade exchange quotations are divided into different fields according to channels, however, each quotation channel may contain a plurality of categories of quotations, each category of quotations has its own release frequency, and when the trade exchange data is received, the trade exchange data contains all channels and all categories of quotation stream information, so that it is not possible to push custom quotation information streams required by customers according to specific channels.
At present, a mode of subscribing the information flow of the market information channel appears, and the current mode of subscribing the information flow of the market information channel mainly includes analyzing the total data of the exchange, then re-assembling and sending the analyzed data to the user according to the needs of the user, however, the method needs to analyze the total data, is slower in speed and larger in occupied bandwidth, and needs total replacement when the standards of the exchange are changed.
Disclosure of Invention
In order to overcome the defects of the prior art, the invention aims to provide a method and a device for subscribing the market information stream, which are used for registering and managing user subscription configuration by using a dynamic library registration callback technology to automatically push the user subscription market information stream.
In order to achieve the above object, the present invention provides a method for subscribing to a market information stream, comprising the steps of:
step S1, receiving a quotation channel subscription selection, acquiring a dynamic library callback interface of the selected subscribed quotation channel, and registering the dynamic library callback interface into a system;
s2, receiving and analyzing the market information of the exchange;
step S3, judging whether the analyzed quotation channel is subscribed or not according to the analysis result, and calling a dynamic library callback interface of the quotation channel when the judgment result is yes, and storing quotation information of the quotation channel into a shared memory queue of the dynamic library callback interface;
and S4, acquiring the market information of all the subscription channels from the shared memory queue in real time by utilizing a sending thread, and sequentially sending the market information to a user side according to the receiving sequence.
Preferably, in step S1, the channel number of the specific market channel selected and subscribed by the user is obtained, the corresponding pre-generated dynamic library callback interface of the market channel is obtained, subscription configuration is performed according to the obtained channel number of the market channel and the corresponding dynamic library callback interface of the channel, the configuration is stored in a fixed file, a configuration file is generated, and the corresponding dynamic library callback interface is registered in the system according to the configuration file.
Preferably, in step S1, a subscription switch is provided, and when receiving an on operation of the subscription switch by a user, a subscription selection of a user' S quotation channel is provided.
Preferably, before step S1, the method further comprises the following steps:
and S0, generating a dynamic library callback interface corresponding to the quotation channel according to the protocol specification of the specific quotation channel.
Preferably, in step S0, a quotation protocol is obtained, and a dynamic library callback interface for parsing data of a quotation channel is generated according to a protocol format of a specific quotation channel in the quotation protocol.
Preferably, the generated dynamic library callback interface has the following three entries: the first is the address of the received market channel data, the second is the length of the received market channel data, and the third is the global shared memory queue.
Preferably, in step S2, the received exchange quotation stream information is parsed according to the protocol specification, and the specific quotation channel is parsed to obtain the channel number of the specific quotation channel.
Preferably, in step S3, if the determination result is no, it indicates that the quotation channel is not subscribed, and at this time, the quotation data of the quotation channel is discarded.
Preferably, in step S4, the sending thread is a separate thread.
In order to achieve the above object, the present invention further provides an apparatus for subscribing to a market information stream, including:
the channel selection and registration unit is used for receiving the subscription selection of the quotation channels, acquiring a dynamic library callback interface of the selected subscribed quotation channels, and registering the dynamic library callback interface into the system;
the quotation information stream receiving and analyzing unit is used for receiving quotation stream information of the exchange and analyzing the quotation stream information;
the dynamic callback interface calling unit is used for judging whether the analyzed quotation channel is subscribed or not according to the analysis result, and calling a dynamic library callback interface of the quotation channel when the judgment result is yes, and storing quotation information of the quotation channel into a shared memory queue of the dynamic library callback interface;
and the quotation information pushing unit is used for acquiring quotation information of all the subscribed channels from the shared memory queue in real time by utilizing a sending thread, and sequentially sending the quotation information to the user side according to the receiving sequence.
Compared with the prior art, the method and the device for subscribing the market information flow have the advantages that through managing the configuration subscribed by the user and registering the corresponding dynamic library callback interface according to the configuration subscribed by the user, when the market information of the exchange is received, the dynamic library callback interface of the market channel is called according to the analysis result, and the market information of the market channel is stored in the global shared memory queue of the dynamic library callback interface.
Drawings
FIG. 1 is a flow chart of steps of a method of subscribing to a market information stream according to the present invention;
FIG. 2 is a system architecture diagram of an apparatus for subscribing to a market information stream in accordance with the present invention;
FIG. 3 is a complete flow chart of the subscription market information flow in an embodiment of the present invention;
FIG. 4 is a flow chart of generating a corresponding channel dynamic library callback interface in an embodiment of the present invention;
FIG. 5 is a schematic diagram illustrating a specific function of a dynamic library callback interface according to an embodiment of the present invention.
Detailed Description
Other advantages and effects of the present invention will become readily apparent to those skilled in the art from the following disclosure, when considered in light of the accompanying drawings, by describing embodiments of the present invention with specific embodiments thereof. The invention may be practiced or carried out in other embodiments and details within the scope and range of equivalents of the various features and advantages of the invention.
FIG. 1 is a flow chart of steps of a method of subscribing to a market information stream according to the present invention. As shown in fig. 1, the method for subscribing to a market information stream according to the present invention includes the following steps:
step S1, receiving a subscription selection of a quotation channel, generating a configuration file according to the selected subscribed quotation channel and a pre-generated dynamic library callback interface thereof, and registering the dynamic library callback interface into a system according to the configuration file.
In the embodiment of the invention, when a user selects to subscribe to a specific channel quotation source, the channel number of the specific quotation channel selected to subscribe by the user can be obtained, a corresponding pre-generated dynamic library callback interface of the quotation channel is obtained, subscription configuration is submitted according to the obtained channel number of the quotation channel and the corresponding dynamic library callback interface of the channel, the configuration is stored in a fixed file, a configuration file is generated, and after a program is started, the corresponding dynamic library callback interface is registered in the system according to the configuration file. In the specific embodiment of the invention, the channel number of each quotation channel corresponds to the callback interface of the dynamic library, and the system can be a windows system or a linux system.
In the present invention, the function of the dynamic library callback interface is to put the data parsed according to the protocol specification into an ordered queue of the shared memory, specifically, record the name of the dynamic library callback interface of the market channel in the configuration file, then register the dynamic library callback interface into the system according to the interface function provided by the system, for example, call regsvr32. In the invention, the dynamic library callback interface of the quotation channel is registered in the system, which is equivalent to a method for analyzing the quotation channel registered in the system. The invention can manage the configuration of the user subscribed to the quotation channel, the user can configure the quotation channel required by the user into the system according to the requirement, and the channel which is not configured is not registered into the system, so that the processing speed is increased and the bandwidth occupation is saved.
Preferably, in step S1, a subscription switch may be set, when an opening operation of the subscription switch by a user is received, subscription selection of a user' S market channel is provided, that is, all market channels are listed for subscription selection by the user, when the user selects one of the market channels, a channel number of the selected market channel is obtained, a dynamic library callback interface of a corresponding channel is obtained according to the channel number, a configuration file is generated, and after a program is started, a corresponding dynamic library callback interface is registered in the system through the configuration file; if the user does not open the subscription switch, the subscription selection of the quotation channels is not performed, and all quotation channels are subscribed currently, namely, the total data of the exchange is analyzed and acquired.
Preferably, before step S1, the method further comprises the following steps:
s0, generating a dynamic library callback interface corresponding to the quotation channel according to the protocol specification of the specific quotation channel. In the specific embodiment of the invention, the quotation protocol can be acquired, and the quotation protocol can be acquired from the exchange network, and then the dynamic library callback interface for analyzing the data of the quotation channel is generated according to the protocol format of the specific quotation channel in the quotation protocol.
In a specific embodiment of the present invention, the generated dynamic library callback interface has three entries: the first receives the address of the channel data of the quotation, the second receives the length of the channel data of the quotation, the third is the overall shared memory queue, its function is to put the channel data of the quotation after analyzing into this shared memory queue.
And S2, receiving the market flow information of the exchange and analyzing the market flow information to analyze specific market channel information. In the specific embodiment of the invention, the received exchange quotation stream information is analyzed according to the protocol specification, and the specific quotation channel is analyzed to obtain the channel number of the specific quotation channel.
And step S3, judging whether the analyzed quotation channel is subscribed or not according to the analysis result, and calling a dynamic library callback interface of the quotation channel when the judgment result is yes, and storing quotation information of the quotation channel into a shared memory queue of the dynamic library callback interface. If the judgment result is negative, the market data of the market channel is abandoned at the moment that the market channel is not subscribed.
And S4, acquiring the market information of all the subscription channels from the shared memory queue in real time by utilizing a sending thread, and sequentially sending the market information to a user side according to the receiving sequence. In a specific embodiment of the present invention, the sending thread is an independent thread, which fixedly obtains the data in the shared memory queue and pushes the data to the user side.
It is seen that the present invention mainly analyzes according to a specific protocol in the exchange network, and the specific format is fixed, so that it is relatively simple to generate a corresponding dynamic library callback interface.
FIG. 2 is a system architecture diagram of an apparatus for subscribing to a market information stream in accordance with the present invention. As shown in fig. 2, an apparatus for subscribing to a market information stream according to the present invention includes:
the channel selecting and registering unit 201 is configured to receive a subscription selection of a quotation channel, generate a configuration file according to the selected subscribed quotation channel and a dynamic library callback interface generated in advance, and register the dynamic library callback interface into a system according to the configuration file.
In a specific embodiment of the present invention, when a user selects to subscribe to a specific channel quotation source, the channel selecting and registering unit 201 obtains a channel number of the specific quotation channel selected to subscribe by the user, obtains a corresponding pre-generated dynamic library callback interface of the quotation channel, performs subscription configuration according to the obtained channel number of the quotation channel and the corresponding dynamic library callback interface of the channel, stores the configuration into a fixed file, generates a configuration file, and registers a corresponding dynamic library callback interface into the system according to the configuration file after the program is started. In the specific embodiment of the invention, the channel number of each quotation channel is uniquely corresponding to the dynamic library callback interface.
In the invention, the function of the dynamic library callback interface is to put the data analyzed according to the protocol specification into an orderly shared memory queue, specifically, record the name of the dynamic library callback interface of the market channel in a configuration file, and register the interface into the system according to the interface function provided by the system. In the invention, the dynamic library callback interface of the quotation channel is registered in the system, which is equivalent to a method for analyzing the quotation channel registered in the system. By the invention, the user can configure the required quotation channels into the system according to the requirements, and the channels which are not configured are not registered into the system, so that the processing speed is increased, and the bandwidth occupation is saved.
Preferably, the channel selecting and registering unit 201 may set a subscription switch to receive subscription of a user to a starting channel, when receiving an opening operation of the subscription switch by the user, the channel selecting and registering unit 201 provides subscription selection of the user to the channel, that is, lists all channels for the user to subscribe and select, when the user selects one of the channels, obtains a channel number of the selected channel, obtains a dynamic library callback interface of the corresponding channel according to the channel number, generates a configuration file, and registers a corresponding dynamic library callback interface into the system through the configuration file after the program is started; if the user does not open the subscription switch, the subscription selection of the quotation channels is not performed, and all quotation channels are subscribed currently, namely, the total data of the exchange is analyzed and acquired.
The quotation information stream receiving and analyzing unit 202 is configured to receive and analyze quotation stream information of the exchange, and analyze the quotation stream information to analyze specific quotation channel information. In a specific embodiment of the present invention, the market information stream receiving and analyzing unit 202 analyzes the received market information stream of the exchange according to the protocol specification, analyzes the specific market channel, and obtains the channel number of the specific market channel.
And the dynamic callback interface calling unit 203 is configured to judge whether the parsed quotation channel is subscribed according to the parsing result, and call the dynamic library callback interface of the quotation channel when the parsing result is yes, and store the quotation information of the quotation channel into the shared memory queue of the dynamic library callback interface. If the judgment result is negative, the market data of the market channel is abandoned at the moment that the market channel is not subscribed.
And the market information pushing unit 204 is configured to obtain market information of all subscription channels from the shared memory queue in real time by using a sending thread, and send the market information to the user side sequentially according to the receiving order. In a specific embodiment of the present invention, the sending thread is an independent thread, which fixedly obtains the data in the shared memory queue and pushes the data to the user side.
Preferably, the device for subscribing to the market information flow of the present invention further comprises:
and the dynamic library callback interface generating unit is used for generating a dynamic library callback interface corresponding to the quotation channel according to the protocol specification of the specific quotation channel. In a specific embodiment of the invention, the dynamic library callback interface generation unit can specifically acquire the quotation protocol from the exchange officer network by acquiring the quotation protocol, and then generate the dynamic library callback interface for analyzing the data of the quotation channel according to the protocol format of the specific quotation channel in the quotation protocol.
In a specific embodiment of the present invention, the generated dynamic library callback interface has three entries: the first is the address of the received market channel data, the second is the length of the received market channel data, and the third is the global shared memory queue, which is used for putting the analyzed market channel data into the shared memory queue.
Examples
FIG. 3 is a complete flow chart of the subscription market information flow in an embodiment of the present invention. In this embodiment, a subscription switch is set first for a user to select whether to subscribe, if so, a specific channel source selected by the user is provided, and a channel number selected by the user is obtained; submitting subscription configuration according to the channel number selected and subscribed by a user and a pre-generated dynamic library callback interface of the channel, storing the configuration in a fixed file to form a configuration file, and registering the dynamic library callback interface of the corresponding channel into a system according to the configuration file after the program is started; receiving a market information stream of a trade exchange, and acquiring a specific channel number after analyzing according to a protocol specification; judging whether the channel number is subscribed (if so, the dynamic library callback interface of the channel number is registered in the system), if so, calling the dynamic library callback interface of the channel number, otherwise, discarding the data of the channel; the system calls the callback interface of the dynamic library, stores the market data of the channel into an ordered shared memory queue, and fixedly acquires the data in the shared memory queue through an independent thread to push the data to the user side.
Fig. 4 is a flowchart of generating a dynamic library callback interface corresponding to a channel in an embodiment of the present invention, specifically, firstly downloading a quotation protocol from an exchange network, and generating a dynamic library (dll) callback interface for analyzing data of the channel according to a protocol format of a specific channel in the quotation protocol.
FIG. 5 is a schematic diagram illustrating a specific function of a dynamic library callback interface according to an embodiment of the present invention. In this embodiment, the dynamic library (dll) callback interfaces mainly have three parameters: the method mainly comprises the steps of putting resolved market information into a shared memory queue, acquiring market information of all subscribed channels from the shared memory queue in real time by an independent sending thread, and sequentially sending the market information to a user side according to a receiving sequence.
In summary, the method and the device for subscribing the market information flow register the corresponding dynamic library callback interface according to the user subscription configuration by managing the user subscription configuration, call the dynamic library callback interface of the market channel according to the analysis result when the market information of the transaction exchange is received, and store the market information of the market channel into the global shared memory queue of the dynamic library callback interface.
The above embodiments are merely illustrative of the principles of the present invention and its effectiveness, and are not intended to limit the invention. Modifications and variations may be made to the above-described embodiments by those skilled in the art without departing from the spirit and scope of the invention. Accordingly, the scope of the invention is to be indicated by the appended claims.
Claims (7)
1. A method of subscribing to a stream of market information, comprising the steps of:
s0, acquiring a quotation protocol according to the protocol specification of a specific quotation channel, and generating a dynamic library callback interface for analyzing the data of the quotation channel according to the protocol format of the specific quotation channel in the quotation protocol; the generated dynamic library callback interface has the following three entries: the first is the address of the received market channel data, the second is the length of the received market channel data, and the third is the global shared memory queue;
step S1, receiving a quotation channel subscription selection, acquiring a dynamic library callback interface of the selected subscribed quotation channel, and registering the dynamic library callback interface into a system;
s2, receiving and analyzing the market information of the exchange;
step S3, judging whether the analyzed quotation channel is subscribed or not according to the analysis result, and calling a dynamic library callback interface of the quotation channel when the judgment result is yes, and storing quotation information of the quotation channel into a shared memory queue of the dynamic library callback interface;
and S4, acquiring the market information of all the subscription channels from the shared memory queue in real time by utilizing a sending thread, and sequentially sending the market information to a user side according to the receiving sequence.
2. A method of subscribing to a stream of market information as recited in claim 1, wherein: in step S1, the channel number of the specific quotation channel selected and subscribed by the user is obtained, the corresponding pre-generated dynamic library callback interface of the quotation channel is obtained, subscription configuration is performed according to the obtained channel number of the quotation channel and the corresponding dynamic library callback interface of the channel, the configuration is stored in a fixed file, a configuration file is generated, and the corresponding dynamic library callback interface is registered in the system according to the configuration file.
3. A method of subscribing to a stream of market information as recited in claim 2, wherein: in step S1, a subscription switch is set, and when receiving the user 'S on operation of the subscription switch, a subscription selection of the user' S quotation channel is provided.
4. A method of subscribing to a stream of market information as recited in claim 1, wherein: in step S2, the received exchange quotation stream information is parsed according to the protocol specification, and the specific quotation channel is parsed to obtain the channel number of the specific quotation channel.
5. A method of subscribing to a stream of market information as recited in claim 1, wherein: in step S3, if the determination result is no, it indicates that the market channel is not subscribed, and the market data of the market channel is discarded.
6. A method of subscribing to a stream of market information as recited in claim 1, wherein: in step S4, the sending thread is an independent thread.
7. An apparatus for subscribing to a stream of market information, comprising:
the dynamic library callback interface generation unit is used for acquiring a quotation protocol according to the protocol specification of a specific quotation channel and generating a dynamic library callback interface for analyzing the data of the quotation channel according to the protocol format of the specific quotation channel in the quotation protocol; the generated dynamic library callback interface has the following three entries: the first is the address of the received market channel data, the second is the length of the received market channel data, and the third is the global shared memory queue;
the channel selection and registration unit is used for receiving the subscription selection of the quotation channels, acquiring a dynamic library callback interface of the selected subscribed quotation channels, and registering the dynamic library callback interface into the system;
the quotation information stream receiving and analyzing unit is used for receiving quotation stream information of the exchange and analyzing the quotation stream information;
the dynamic callback interface calling unit is used for judging whether the analyzed quotation channel is subscribed or not according to the analysis result, and calling a dynamic library callback interface of the quotation channel when the judgment result is yes, and storing quotation information of the quotation channel into a shared memory queue of the dynamic library callback interface;
and the quotation information pushing unit is used for acquiring quotation information of all the subscribed channels from the shared memory queue in real time by utilizing a sending thread, and sequentially sending the quotation information to the user side according to the receiving sequence.
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| CN112379952B (en) * | 2020-12-09 | 2023-04-07 | 成都傲梅科技有限公司 | Method for implementing cross-process callback |
| CN112967142A (en) * | 2021-03-31 | 2021-06-15 | 上海英方软件股份有限公司 | Method and device for forwarding market information stream |
| CN113626219B (en) * | 2021-08-06 | 2022-11-22 | 湖南大学 | Inter-thread data distribution method based on registration callback mechanism |
| CN113989011B (en) * | 2021-12-28 | 2022-04-22 | 深圳华锐分布式技术股份有限公司 | Market data processing method and device, computer equipment and readable storage medium |
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