CN112116466A - Unified platform system for stock futures financial data exchange - Google Patents

Unified platform system for stock futures financial data exchange Download PDF

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Publication number
CN112116466A
CN112116466A CN202010530345.3A CN202010530345A CN112116466A CN 112116466 A CN112116466 A CN 112116466A CN 202010530345 A CN202010530345 A CN 202010530345A CN 112116466 A CN112116466 A CN 112116466A
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service
data
layer module
user
file
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李云成
王永峰
夏阳
史光伟
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Shanghai Financial Futures Information Technology Co ltd
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Shanghai Financial Futures Information Technology Co ltd
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    • 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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Abstract

The invention discloses a unified platform system for stock futures financial data exchange, which improves the data interaction efficiency and reduces the operation cost. The technical scheme is as follows: the system comprises: the data layer module is used for storing user data, service data, system parameters and authority parameters; the service layer module is used for providing service and internal management service for the system, and file service, wherein the file service comprises storage, forwarding and downloading of a user transmission file; and the access transfer layer module is used for providing the service of the access system for the user. The access transfer layer module adopts a preposed direct connection mode, and can reach the final user only by two preposed units at most for the general message forwarding requirement; meanwhile, the problem that the message sequence cannot be guaranteed under other complex designs can be avoided.

Description

Unified platform system for stock futures financial data exchange
Technical Field
The invention relates to a financial data exchange platform among different systems in the financial industry, in particular to a unified platform system for the financial data exchange of the stock futures industry.
Background
With the rapid development of the financial futures market, the domestic futures business is also accelerating. The traditional connection mode of the bank financial service system and the futures company system adopts a direct connection communication structure as shown in fig. 1, but the high-cost direct connection data interaction mode cannot meet the rapid development requirement of the industry, and each participating mechanism in the industry urgently hopes to establish a uniform cross-industry financial data exchange platform, so that the data interaction efficiency is improved, and the operation cost is reduced.
Disclosure of Invention
The following presents a simplified summary of one or more aspects in order to provide a basic understanding of such aspects. This summary is not an extensive overview of all contemplated aspects, and is intended to neither identify key or critical elements of all aspects nor delineate the scope of any or all aspects. Its sole purpose is to present some concepts of one or more aspects in a simplified form as a prelude to the more detailed description that is presented later.
The invention aims to solve the problems and provides a unified platform system for stock futures financial data exchange, which improves the data interaction efficiency and reduces the operation cost.
The technical scheme of the invention is as follows: the invention discloses a unified platform system for exchanging financial data of stock futures, which comprises a data layer module, a service layer module and an access transfer layer module, wherein the data layer module is bidirectionally connected with the service layer module, the service layer module is bidirectionally connected with the access transfer layer module, and the data layer module is bidirectionally connected with the access transfer layer module, wherein:
the data layer module is used for storing user data, service data, system parameters and authority parameters;
the service layer module is used for providing service and internal management service for the system, and file service, wherein the file service comprises storage, forwarding and downloading of a user transmission file;
and the access transfer layer module is used for providing the service of the access system for the user in a front-end mode.
According to an embodiment of the unified platform system for stock futures financial data exchange of the present invention, the user data includes account information and authority information, and the service data includes history forwarding information and files.
According to an embodiment of the unified platform system for stock futures financial data exchange of the present invention, the data layer module is stored by using an Oracle database.
According to an embodiment of the unified platform system for stock futures financial data exchange, the service layer module stores files in a direct hard disk writing mode and provides file services to the outside in a double-active mode.
According to an embodiment of the unified platform system for stock futures financial data exchange of the present invention, the service layer module performs real-time data synchronization between file services to ensure consistency of file information.
According to an embodiment of the unified platform system for stock futures financial data exchange of the present invention, the access transfer layer module further includes a session management unit, a data transceiving unit, a login authentication unit, an inquiry service unit, a load balancing unit, a service customizing unit, a security control unit, and an authority control unit, wherein:
the session management unit is used for managing the user login and the session with the system after the user login, and realizing disconnection reconnection;
the login authentication unit is used for providing user identity authentication;
the data receiving and sending unit is used for receiving the user request data and forwarding the user request data to other prepositions or services or directly forwarding the user request data to other users connected with the prepositions;
the query service unit is used for querying data comprising a user list and a file list;
the safety control unit is used for ensuring the data safety of user login and information communication each time;
the authority control unit is used for carrying out service authority verification on the user request and avoiding illegal request transfer to a background;
the load balancing unit adopts a multi-preposition deployment mode and is used for balancing the connection of the user to the system;
and the service customizing unit is used for binding the prepositions according to service requirements so as to isolate service connections of different levels.
According to an embodiment of the unified platform system for stock futures financial data exchange of the present invention, the prefixes of the access transit layer modules are directly connected to each other through a publish-subscribe pattern of a third-party sourcing message queue library.
Compared with the prior art, the invention has the following beneficial effects: the system of the invention realizes a high-performance financial data exchange platform in the futures industry and provides financial data exchange services such as silver season, exchange and exchange, silver derivation, bank evidence data exchange service, fund data synchronization service and the like. The system of the invention is based on a ZMQ (zero MQ) efficient publishing and subscribing communication mode and focuses on the core requirement of channel service. The system platform adopts a flexible assembly mode, and each component can be selectively deployed according to the actual service requirement and supports transverse expansion. All service components have no single point, and all preposed units in the preposed group can be mutually prepared. And multiple service types such as message transfer, file caching, platform query service and the like are supported.
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The above features and advantages of the present disclosure will be better understood upon reading the detailed description of embodiments of the disclosure in conjunction with the following drawings. In the drawings, components are not necessarily drawn to scale, and components having similar relative characteristics or features may have the same or similar reference numerals.
Fig. 1 is a schematic diagram illustrating a conventional banking and finance service system directly communicating with a futures company system.
Fig. 2 is a schematic diagram showing the communication structure of the unified platform system for stock futures financial data exchange of the present invention.
Fig. 3 shows a schematic diagram of a platform bearer service of an embodiment of the unified platform system for stock futures financial data exchange of the present invention.
Fig. 4 shows a platform logic architecture diagram of an embodiment of the unified platform system for stock futures financial data exchange of the present invention.
Fig. 5 shows a schematic diagram of the front-end architecture of the embodiment of fig. 4.
FIG. 6 illustrates a schematic diagram of the file service of the embodiment of FIG. 4.
Fig. 7 shows a flow diagram of a service application scenario of the message exchange of the present invention.
Fig. 8 shows a flow diagram of a business application scenario of the file service of the present invention.
Detailed Description
The invention is described in detail below with reference to the figures and specific embodiments. It is noted that the aspects described below in connection with the figures and the specific embodiments are only exemplary and should not be construed as imposing any limitation on the scope of the present invention.
Fig. 2 shows a communication structure of the unified platform system for stock futures financial data exchange of the present invention, and as shown in fig. 2, one end of the unified platform system of the present invention is connected to systems of each futures company, and the other end is connected to financial service systems of each bank, so as to provide financial data exchange services such as banking period, exchange, banking, bank payment data exchange service, fund data synchronization service, etc.
As shown in fig. 3, the unified platform system of the present invention provides several main service scenarios: message exchange, file service, query class service, and login service. The message exchange, query class service and login service belong to the message channel service shown in fig. 3, and the file service belongs to the file channel service shown in fig. 3.
The flow of the business application scenario of the point-to-point message service is shown in fig. 7, where the customer submits a transaction, the futures company initiates a transfer request to the unified platform system, and the unified platform system forwards the transfer request to the financial service system of the bank. After receiving the transfer request, the bank processes the request and sends a response to the unified platform system. The unified platform system then forwards the response to the futures company. The futures company processes the response after receiving the response and replies with a message that the customer transfer was successful.
The flow of the file service business application scenario is shown in fig. 8, where the bank sends the reconciliation file to the unified platform system, the unified platform system caches the reconciliation file and forwards the reconciliation file to the futures company, and the futures company receives the reconciliation file from the unified platform system.
The service application scene of the query service provides a matched query service function for the unified platform system and requests a response mode.
The application scenario of the login service is that a client mechanism needs to log in the unified platform system first to establish communication connection with the unified platform system in order to obtain the data exchange service of the unified platform system.
Fig. 4 shows a platform logic architecture of an embodiment of the unified platform system for stock futures financial data exchange of the present invention, and as shown in fig. 4, the unified platform system of the present embodiment includes: the system comprises a data layer module, a service layer module and an access transfer layer module.
The data layer module is connected with the service layer module in a bidirectional mode, the service layer module is connected with the access transfer layer module in a bidirectional mode, and the data layer module is connected with the access transfer layer module in a bidirectional mode.
The data layer module is stored by adopting an Oracle database and is mainly used for storing user data (including account information, authority information and the like), service data (including historical forwarding information, files and the like), system parameters, authority parameters and the like.
The service layer module is used for unifying the service and internal management service provided by the platform system and the file service. The file service is mainly used for storing, forwarding and downloading files transmitted by a user.
The unified platform system provides file storage and file downloading functions to the outside, in this embodiment, a hard disk direct writing mode is adopted for file storage, a dual-active mode is adopted for providing file services to the outside, and real-time data synchronization is performed between the file services to ensure consistency of file information.
The file service flow is as shown in fig. 6, the file service adopts a dual active architecture, and there are two scenarios of uploading and downloading. In service, when a user A sends a file to a user B, the process is that the user A uploads the file to a file service, and the user B downloads the file from the file service.
When uploading files, a user sends an uploading request to the front through the API, the front inquires available file services, an available file service address is returned to the user in a load balancing mode, and the user uploads the files to the file services. Meanwhile, the file services are automatically synchronized, and the files of the two file services are kept consistent.
When downloading the file, the user sends a downloading request to the front end through the API, the front end inquires the available file service, because the files on the two file services are completely consistent, the front end returns an available file service address to the user in a load balancing mode, and the user downloads the corresponding file from the file service.
The access transfer layer module provides the service of the access system for the user in a preposed mode. The access transfer layer module comprises a session management unit, a data transceiving unit, a login authentication unit, an inquiry service unit, a load balancing unit, a service customization unit, a security control unit and an authority control unit.
The session management unit is used for managing the user login and the session with the system after the user login, and realizing disconnection reconnection.
The login authentication unit is used for providing a user identity authentication function.
The data receiving and sending unit is used for receiving the user request data and forwarding the user request data to other prepositions or services or directly forwarding the user request data to other users connected with the prepositions.
The query service unit is used for querying data comprising a user list and a file list.
The safety control unit is used for ensuring the data safety of user login and information communication each time.
The authority control unit is used for carrying out service authority verification on the user request and avoiding illegal request transfer to a background.
The load balancing unit adopts a multi-preposition deployment mode and is used for balancing the connection of the user to the system.
The service customizing unit is used for binding the prepositive service according to the service requirement so as to isolate service connections of different levels.
As a centralized transit channel service, intermediate links should be reduced as much as possible, so that the access transit layer module of the embodiment adopts a preposed direct connection mode, and can reach the end user only through two preposed units at most for the general message forwarding requirement; meanwhile, the problem that the message sequence cannot be guaranteed under other complex designs can be avoided.
As shown in fig. 5, the publish-subscribe patterns between platform prefixes through ZMQ (ZeroMQ, third party open source message queue library) are directly connected to each other. Suppose that the user A logs on the front end 4 and the user B logs on the front end 5, and the A can reach the B only through the front end 4 and the front end 5 at most when the A forwards the message to the B, so that the delay caused by the forwarding of the intermediate link is reduced.
While, for purposes of simplicity of explanation, the methodologies are shown and described as a series of acts, it is to be understood and appreciated that the methodologies are not limited by the order of acts, as some acts may, in accordance with one or more embodiments, occur in different orders and/or concurrently with other acts from that shown and described herein or not shown and described herein, as would be understood by one skilled in the art.
Those of skill would further appreciate that the various illustrative logical blocks, modules, circuits, and algorithm steps described in connection with the embodiments disclosed herein may be implemented as electronic hardware, computer software, or combinations of both. To clearly illustrate this interchangeability of hardware and software, various illustrative components, blocks, modules, circuits, and steps have been described above generally in terms of their functionality. Whether such functionality is implemented as hardware or software depends upon the particular application and design constraints imposed on the overall system. Skilled artisans may implement the described functionality in varying ways for each particular application, but such implementation decisions should not be interpreted as causing a departure from the scope of the present invention.
The various illustrative logical blocks, modules, and circuits described in connection with the embodiments disclosed herein may be implemented or performed with a general purpose processor, a Digital Signal Processor (DSP), an Application Specific Integrated Circuit (ASIC), a Field Programmable Gate Array (FPGA) or other programmable logic device, discrete gate or transistor logic, discrete hardware components, or any combination thereof designed to perform the functions described herein. A general purpose processor may be a microprocessor, but in the alternative, the processor may be any conventional processor, controller, microcontroller, or state machine. A processor may also be implemented as a combination of computing devices, e.g., a combination of a DSP and a microprocessor, a plurality of microprocessors, one or more microprocessors in conjunction with a DSP core, or any other such configuration.
The steps of a method or algorithm described in connection with the embodiments disclosed herein may be embodied directly in hardware, in a software module executed by a processor, or in a combination of the two. A software module may reside in RAM memory, flash memory, ROM memory, EPROM memory, EEPROM memory, registers, hard disk, a removable disk, a CD-ROM, or any other form of storage medium known in the art. An exemplary storage medium is coupled to the processor such the processor can read information from, and write information to, the storage medium. In the alternative, the storage medium may be integral to the processor. The processor and the storage medium may reside in an ASIC. The ASIC may reside in a user terminal. In the alternative, the processor and the storage medium may reside as discrete components in a user terminal.
In one or more exemplary embodiments, the functions described may be implemented in hardware, software, firmware, or any combination thereof. If implemented in software as a computer program product, the functions may be stored on or transmitted over as one or more instructions or code on a computer-readable medium. Computer-readable media includes both computer storage media and communication media including any medium that facilitates transfer of a computer program from one place to another. A storage media may be any available media that can be accessed by a computer. By way of example, and not limitation, such computer-readable media can comprise RAM, ROM, EEPROM, CD-ROM or other optical disk storage, magnetic disk storage or other magnetic storage devices, or any other medium that can be used to carry or store desired program code in the form of instructions or data structures and that can be accessed by a computer. Any connection is properly termed a computer-readable medium. For example, if the software is transmitted from a web site, server, or other remote source using a coaxial cable, fiber optic cable, twisted pair, Digital Subscriber Line (DSL), or wireless technologies such as infrared, radio, and microwave, then the coaxial cable, fiber optic cable, twisted pair, DSL, or wireless technologies such as infrared, radio, and microwave are included in the definition of medium. Disk (disk) and disc (disc), as used herein, includes Compact Disc (CD), laser disc, optical disc, Digital Versatile Disc (DVD), floppy disk and blu-ray disc where disks (disks) usually reproduce data magnetically, while discs (discs) reproduce data optically with lasers. Combinations of the above should also be included within the scope of computer-readable media.
The previous description of the disclosure is provided to enable any person skilled in the art to make or use the disclosure. Various modifications to the disclosure will be readily apparent to those skilled in the art, and the generic principles defined herein may be applied to other variations without departing from the spirit or scope of the disclosure. Thus, the disclosure is not intended to be limited to the examples and designs described herein but is to be accorded the widest scope consistent with the principles and novel features disclosed herein.

Claims (7)

1. The utility model provides a unified platform system of securities futures trade financial data exchange which characterized in that, the system includes data layer module, service layer module and inserts transit layer module, data layer module and service layer module both way junction, service layer module and the module both way junction that inserts transit layer, data layer module and the module both way junction that inserts transit layer, wherein:
the data layer module is used for storing user data, service data, system parameters and authority parameters;
the service layer module is used for providing service and internal management service for the system, and file service, wherein the file service comprises storage, forwarding and downloading of a user transmission file;
and the access transfer layer module is used for providing the service of the access system for the user in a front-end mode.
2. The unified platform system for securities futures financial data exchange according to claim 1, wherein the user data comprises account information, authority information, and the business data comprises history forwarding messages, files.
3. The unified platform system for securities futures financial data exchange according to claim 2, wherein the data layer module is stored by using an Oracle database.
4. The unified platform system for stock futures financial data exchange as claimed in claim 1, wherein the service layer module performs file storage in a direct write hard disk manner while providing file service to the outside in a double-live manner.
5. The unified platform system for securities futures financial data exchange according to claim 1, wherein the service layer module performs real-time data synchronization between file services to ensure consistency of file information.
6. The unified platform system for stock futures financial data exchange of claim 1, wherein the access transfer layer module further comprises a session management unit, a data transceiving unit, a login authentication unit, a query service unit, a load balancing unit, a service customization unit, a security control unit, and a permission control unit, wherein:
the session management unit is used for managing the user login and the session with the system after the user login, and realizing disconnection reconnection;
the login authentication unit is used for providing user identity authentication;
the data receiving and sending unit is used for receiving the user request data and forwarding the user request data to other prepositions or services or directly forwarding the user request data to other users connected with the prepositions;
the query service unit is used for querying data comprising a user list and a file list;
the safety control unit is used for ensuring the data safety of user login and information communication each time;
the authority control unit is used for carrying out service authority verification on the user request and avoiding illegal request transfer to a background;
the load balancing unit adopts a multi-preposition deployment mode and is used for balancing the connection of the user to the system;
and the service customizing unit is used for binding the prepositions according to service requirements so as to isolate service connections of different levels.
7. The unified platform system for stock futures financial data exchange as claimed in claim 1, wherein the front end of the access transit layer module is directly connected to the subscription mode of the third party open source message queue library.
CN202010530345.3A 2020-06-11 2020-06-11 Unified platform system for stock futures financial data exchange Pending CN112116466A (en)

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