CN112486888A - Market data transmission method, device, equipment and medium - Google Patents

Market data transmission method, device, equipment and medium Download PDF

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Publication number
CN112486888A
CN112486888A CN202011445285.1A CN202011445285A CN112486888A CN 112486888 A CN112486888 A CN 112486888A CN 202011445285 A CN202011445285 A CN 202011445285A CN 112486888 A CN112486888 A CN 112486888A
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market data
data
host
target type
storage area
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王永国
刘生
李森
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Shengli Finacial Software Development Hangzhou Co ltd
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Shengli Finacial Software Development Hangzhou Co ltd
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    • GPHYSICS
    • G06COMPUTING; CALCULATING OR COUNTING
    • G06FELECTRIC DIGITAL DATA PROCESSING
    • G06F13/00Interconnection of, or transfer of information or other signals between, memories, input/output devices or central processing units
    • G06F13/38Information transfer, e.g. on bus
    • G06F13/42Bus transfer protocol, e.g. handshake; Synchronisation
    • G06F13/4204Bus transfer protocol, e.g. handshake; Synchronisation on a parallel bus
    • G06F13/4221Bus transfer protocol, e.g. handshake; Synchronisation on a parallel bus being an input/output bus, e.g. ISA bus, EISA bus, PCI bus, SCSI bus
    • GPHYSICS
    • G06COMPUTING; CALCULATING OR COUNTING
    • G06FELECTRIC DIGITAL DATA PROCESSING
    • G06F9/00Arrangements for program control, e.g. control units
    • G06F9/06Arrangements for program control, e.g. control units using stored programs, i.e. using an internal store of processing equipment to receive or retain programs
    • G06F9/46Multiprogramming arrangements
    • G06F9/54Interprogram communication
    • G06F9/546Message passing systems or structures, e.g. queues
    • 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
    • G06Q30/06Buying, selling or leasing transactions
    • G06Q30/0601Electronic shopping [e-shopping]
    • G06Q30/0633Lists, e.g. purchase orders, compilation or processing
    • G06Q30/0635Processing of requisition or of purchase orders
    • 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
    • GPHYSICS
    • G06COMPUTING; CALCULATING OR COUNTING
    • G06FELECTRIC DIGITAL DATA PROCESSING
    • G06F2213/00Indexing scheme relating to interconnection of, or transfer of information or other signals between, memories, input/output devices or central processing units
    • G06F2213/0026PCI express

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Abstract

The application discloses a market data transmission method, device, equipment and medium. The method comprises the following steps: acquiring market data through a board card, and classifying the market data to obtain target type market data; allocating a separate pcie channel for each target type market data, and transmitting the target type market data to a host through the pcie channel; and receiving the target type market data through a target process corresponding to the pcie channel in the host. According to the method and the device, target type market data of different types are transmitted in parallel through the multiple channels of the pcie, each pcie channel directly carries out data interaction with the corresponding software process, the pcie channels are independent, and each process independently processes the market data, so that the data transmission delay is reduced, and the data processing capacity and the stability of the system are improved.

Description

Market data transmission method, device, equipment and medium
Technical Field
The present invention relates to the field of data transmission, and in particular, to a method, an apparatus, a device, and a medium for transmitting market data.
Background
Currently, the market data is transmitted and processed, the market data sent by a trading exchange is received through hardware, the received market data is transmitted to a driver through a pci channel, the driver copies the memory after receiving the market data, and then the memory copies the market data and distributes the market data to a corresponding software receiving process according to market categories. However, the memory copy action brings a large transmission delay because the driver needs to copy the memory to send to one software process after receiving the market data, and the drive distribution of the market data is a serial processing process, and if one software process is slow in processing, the data reception of other software processes is affected. The transmission delay of the market data is increased, and the stability of the market data processing system is reduced.
Disclosure of Invention
In view of this, the present invention provides a data transmission method, apparatus, device and medium, which can reduce data transmission delay and improve data processing capability and stability of a system. The specific scheme is as follows:
in a first aspect, the present application discloses a data transmission method, including:
acquiring market data through a board card, and classifying the market data to obtain target type market data;
allocating a separate pcie channel for each target type market data, and transmitting the target type market data to a host through the pcie channel;
and receiving the target type market data through a target process corresponding to the pcie channel in the host.
Optionally, the transmitting the target type market data to the host through the pcie channel includes:
packaging the target type market data to obtain a corresponding market data packet;
transmitting the market data packet to the host through the pcie channel;
writing the quotation data packet into a corresponding independent storage area in the host according to a preset storage relation; and the preset storage relationship is the corresponding relationship between the pcie channel and the independent storage area.
Optionally, the receiving, by the target process corresponding to the pci channel in the host, the target type market data includes:
reading the market data packet in the corresponding independent storage area by using a target process in the host according to a preset reading relation; and the preset reading relation is the corresponding relation between the target process and the independent storage area.
Optionally, the method for transmitting market data further includes:
receiving order data sent by a counter through a network port of the board card, and determining a seat corresponding to the order data according to a target field in the order data;
and sending the order data to an application program through a pcie channel corresponding to the seat, and forwarding the order data to a trading exchange through an API (application programming interface) by the application program.
Optionally, after the target process in the host is used to read the market data packet in the independent storage area, the method further includes:
releasing the independent storage area;
and sending corresponding storage area release information to the board card through the pcie channel.
In a second aspect, the present application discloses a data transmission apparatus, comprising:
the system comprises a data acquisition module, a data processing module and a data processing module, wherein the data acquisition module is used for acquiring market data through a board card and classifying the market data to obtain target type market data;
the data transmission module is used for distributing an independent pcie channel for each target type market data and transmitting the target type market data to the host through the pcie channel;
and the data receiving module is used for receiving the target type market data through a target process corresponding to the pcie channel in the host.
Optionally, the data transmission module includes:
the packaging unit is used for packaging the target type market data to obtain a corresponding market data packet;
the transmission unit is used for transmitting the market data packet to the host through the pcie channel;
the writing unit is used for writing the quotation data packet into a corresponding independent storage area in the host according to a preset storage relation; and the preset storage relationship is the corresponding relationship between the pcie channel and the independent storage area.
Optionally, the data receiving module includes:
the reading unit is used for reading the market data packet in the corresponding independent storage area by using a target process in the host according to a preset reading relation; and the preset reading relation is the corresponding relation between the target process and the independent storage area.
In a third aspect, the present application discloses an electronic device, comprising:
a memory for storing a computer program;
a processor for executing the computer program to implement the aforementioned data transmission method.
In a fourth aspect, the present application discloses a computer readable storage medium for storing a computer program; wherein the computer program realizes the aforementioned data transmission method when executed by a processor.
According to the method and the device, market data are obtained through a board card, and the market data are classified to obtain target type market data; allocating a separate pcie channel for each target type market data, and transmitting the target type market data to a host through the pcie channel; and receiving the target type market data through a target process corresponding to the pcie channel in the host.
Therefore, different types of target type market data are obtained by classifying the market data, then an independent pcie channel is distributed for each type of target type market data, and multi-channel target type market data are transmitted on a hardware pcie layer. And moreover, the pcie channel is directly communicated with the target process, so that the copying and distribution of the drive memory are avoided, the processes independently process respective market data in parallel, the data transmission delay is reduced, the system structure is simplified, and the system stability is improved.
Drawings
In order to more clearly illustrate the embodiments of the present invention or the technical solutions in the prior art, the drawings used in the description of the embodiments or the prior art will be briefly described below, it is obvious that the drawings in the following description are only embodiments of the present invention, and for those skilled in the art, other drawings can be obtained according to the provided drawings without creative efforts.
Fig. 1 is a flowchart of a market data transmission method provided in the present application;
FIG. 2 is a flow chart of a specific market data transmission provided herein;
fig. 3 is a flowchart of a specific market data transmission method provided in the present application;
FIG. 4 is a flow chart of a specific market data transmission system provided herein;
FIG. 5 is a flow chart illustrating an exemplary order transmission process provided herein;
fig. 6 is a schematic structural diagram of a market data transmission device according to the present application;
fig. 7 is a block diagram of an electronic device provided in the present application.
Detailed Description
In the prior art, market data is transmitted to a driver through a pcie channel, the driver copies an internal memory after receiving the market data, and then distributes the market data to corresponding software receiving processes according to market categories. Because the driver needs memory copy to send the quotation data to the software process after receiving the quotation data, the memory copy action brings great transmission delay, and the drive distribution of the quotation data is a serial processing process, thereby increasing the transmission delay of the quotation data and reducing the stability of the quotation data processing system. In order to overcome the technical problems, the application provides a market data transmission method based on a pcie multichannel, which can reduce data transmission time delay and improve the data processing capacity and stability of a system.
The embodiment of the application discloses a market data transmission method, which is shown in fig. 1 and can comprise the following steps:
step S11: acquiring market data through a board card, and classifying the market data to obtain target type market data.
In this embodiment, market data is first obtained through the board card, and the market data is classified to obtain target type market data. The method comprises the steps that market data sent by a trading exchange are obtained through a hardware board card, and the market data are classified through an internal market processing module according to user requirements to obtain one or more types of target type market data; the original market data packet is obtained, and irrelevant market data are filtered according to the market types to obtain target type market data. The classification criteria of the market data may include, but are not limited to, consignment by consignment, deal by deal, market snapshot, and index snapshot.
Step S12: and allocating a separate pcie channel for each target type market data, and transmitting the target type market data to a host through the pcie channel.
In this embodiment, after the target type market data is obtained, a separate pci channel is allocated to each target type market data, and then the target type market data is transmitted from the board card to the host through the pci channel. According to the types of the market data, different types of market data enter different pcie channels, and the different pcie channels transmit a plurality of types of target type market data in parallel. Specifically, the obtained target market data can be put on different pcie channels in a unified calculation mode, so that the market data received by the application layer does not need to be filtered, and the market data of the channels can use the same magnification factor so as to be convenient to calculate; and for the market data which does not need to be concerned, the information receiving processing of other channels can be directly discarded and not interfered. Meanwhile, different types of quotations walk through different hardware pcie channels in a hardware pcie multi-channel parallel transmission mode, the quotations of different types can be processed in parallel, parallel data processing in hardware can be compatible, and data processing capacity is improved.
Step S13: and receiving the target type market data through a target process corresponding to the pcie channel in the host.
In this embodiment, after the target type market data is transmitted to the host through the pcie channel, the target type market data is received and processed by using a target process corresponding to the pcie channel in the host. It can be understood that a software receiving process is started for each pci channel at the terminal, and each pci channel directly performs data interaction with a target process, that is, target type market data of one pci channel is processed by one process. For example, as shown in fig. 2, the original market data may be transmitted to the hardware parsing module in an optical splitting manner, that is, all market contents from the network are received through a network access, after the hardware parsing module of the board receives the original market data, the original market data are classified according to different market types, four types of target market data, namely, order, bargain, snapshot and index, are obtained through market classification, and then a pci channel is allocated to each type of market data and handed over to different threads for processing; the four market conditions types are put into different channels to be uploaded by utilizing a pcie multichannel parallel scheme, and the application layer receives market condition data of each channel in a multithreading mode. Each target type market data in the host can be received and processed by one or more threads, or can be received and processed by a single process.
Therefore, different types of target type market data are obtained by classifying the market data, then an independent pcie channel is distributed for each type of target type market data, and multi-channel target type market data are transmitted on a hardware pcie layer. Moreover, the software process directly communicates with the Pdie channel, so that memory copy and data distribution of the driver are avoided, each Pdie channel directly performs data interaction with the corresponding target process, and channel switching and data copy between the driver and each process can be omitted; the software layer uses a multi-channel parallel mode, can process various quotations in parallel, improves the system quotation processing capacity, and the data receiving and processing of other software processes can not be influenced due to the low processing speed of one software process.
The embodiment of the application discloses a specific market data transmission method, which is shown in fig. 3 and can include the following steps:
step S21: acquiring market data through a board card, and classifying the market data to obtain target type market data.
Step S22: and distributing an independent pcie channel for each target type market data, and packaging the target type market data to obtain a corresponding market data packet.
In this embodiment, after obtaining the target type market data, package the target type market data to obtain a corresponding market data packet; specifically, the packaging process may include, but is not limited to, adding header information.
Step S23: and transmitting the market data packet to the host through the pcie channel.
In this embodiment, after the quotation data packet is obtained, the quotation data packet is transmitted to the host through the pcie channel, and a corresponding software process is notified to read data; specifically, the market data packet may be transmitted to the host through a pcie ip core of the board card and a pcie ip core of the host. For example, as shown in fig. 4, after receiving a market data packet transmitted by a hardware pci channel, a pci ip core of a hardware board sends the market data packet to a pci ip core of a computer motherboard.
Step S24: writing the quotation data packet into a corresponding independent storage area in the host according to a preset storage relation; and the preset storage relationship is the corresponding relationship between the pcie channel and the independent storage area.
In this embodiment, after receiving the market data packet, the host writes the market data packet into a corresponding independent storage area in the host according to a preset storage relationship; wherein, the preset storage relationship is the corresponding relationship between the pcie channel and the independent storage area; it can be understood that the driver applies one or more independent storage areas for each pcie channel in the memory, and stores the market data packet passing through the pcie channel to the corresponding storage area. For example, as shown in fig. 4, after the pcie ip core of the motherboard receives the market data packet, the market data packet is stored in the storage space corresponding to the pcie channel by using the software layer pcie channel according to the header information of the data packet.
Step S25: reading the market data packet in the corresponding independent storage area by using a target process in the host according to a preset reading relation; and the preset reading relation is the corresponding relation between the target process and the independent storage area.
In the embodiment, the market data packet in the corresponding independent storage area is read by using the target process in the host according to the preset reading relation; the preset reading relation is the corresponding relation between the target process and the independent storage area. It can be understood that a target process reads an independent storage area corresponding to a pci channel.
Step S26: releasing the independent storage area; and sending corresponding storage area release information to the board card through the pcie channel.
In this embodiment, for example, as shown in fig. 4, after the target process reads the target market data packet in the independent storage area, the corresponding independent storage area is released, and the hardware board is notified through the pcie channel, and the independent storage area is released and can be used continuously.
In this embodiment, the market data transmission method may further include: receiving order data sent by a counter through a network port of the board card, and determining a seat corresponding to the order data according to a target field in the order data; and sending the order data to an application program through a pcie channel corresponding to the seat, and forwarding the order data to a trading exchange through an API (application programming interface) by the application program. It can be understood that, for example, as shown in fig. 5, in the counter trading system, a user places an order and sends and receives an order response through a seat, in this embodiment, each seat corresponds to a pcie channel, and after receiving order data sent by the counter, the board card determines the seat corresponding to the order data by looking up a seat field in the order data. And then the order data is sent to an application program through the pcie corresponding to the seat, and the application program forwards the order data to the exchange through an API example interface of the exchange.
Compared with the prior art, a single pcie channel transmission mode is generally used before a hardware counter system, all seats share one pcie channel, a driver copies and forwards data after receiving a market situation, the single performance of each seat is influenced by the driving performance, and multi-seat queuing processing is needed for issued order response data. In the embodiment, each seat occupies one channel in a pcie multichannel parallel mode, the seats are directly independent and do not influence each other, and each seat only needs to process data of the corresponding channel, so that the ordering performance of the system can be improved.
For the specific process of the step S21, reference may be made to the corresponding contents disclosed in the foregoing embodiments, and details are not repeated here.
As can be seen from the above, the market data packet is written into the corresponding independent storage area in the host according to the preset storage relationship, wherein the preset storage relationship is the corresponding relationship between the pci channel and the independent storage area; and reading the market data packet in the corresponding independent storage area by using the target process in the host according to a preset reading relation, wherein the preset reading relation is the corresponding relation between the target process and the independent storage area. Therefore, the rapid transmission of market data is realized by utilizing the corresponding relation between the pcie channel and the independent storage area and the corresponding relation between the independent storage area and the target process, the time delay of data transmission is reduced, each pcie channel directly carries out data interaction with the corresponding target process, and channel switching and data copying between a driver and each process can be omitted; meanwhile, the software layer adopts a multi-channel parallel mode to process various quotations in parallel, and the quotation processing capacity of the system is improved.
Correspondingly, the embodiment of the present application further discloses a market data transmission device, as shown in fig. 6, the device includes:
the data acquisition module 11 is configured to acquire market data through a board card, and classify the market data to obtain target type market data;
the data transmission module 12 is configured to allocate a separate pci channel to each piece of target-type market data, and transmit the target-type market data to the host through the pci channel;
and the data receiving module 13 is configured to receive the target type market data through a target process corresponding to the pci channel in the host.
Therefore, different types of target type market data are obtained by classifying the market data, then an independent pcie channel is distributed for each type of target type market data, and multi-channel target type market data are transmitted on a hardware pcie layer. Moreover, the software process directly communicates with the Pdie channel, so that memory copy and data distribution of the driver are avoided, each Pdie channel directly performs data interaction with the corresponding target process, and channel switching and data copy between the driver and each process can be omitted; the software layer uses a multi-channel parallel mode, can process various quotations in parallel, improves the system quotation processing capacity, and the data receiving and processing of other software processes can not be influenced due to the low processing speed of one software process.
In some specific embodiments, the data transmission module 12 may specifically include:
the packaging unit is used for packaging the target type market data to obtain a corresponding market data packet;
the transmission unit is used for transmitting the market data packet to the host through the pcie channel;
the writing unit is used for writing the quotation data packet into a corresponding independent storage area in the host according to a preset storage relation; and the preset storage relationship is the corresponding relationship between the pcie channel and the independent storage area.
In some specific embodiments, the data receiving module 13 may specifically include:
the reading unit is used for reading the market data packet in the corresponding independent storage area by using a target process in the host according to a preset reading relation; and the preset reading relation is the corresponding relation between the target process and the independent storage area.
In some specific embodiments, the market data transmission device may specifically include:
a memory area releasing unit configured to release the independent memory area; and sending corresponding storage area release information to the board card through the pcie channel.
Further, the embodiment of the present application also discloses an electronic device, which is shown in fig. 7, and the content in the drawing cannot be considered as any limitation to the application scope.
Fig. 7 is a schematic structural diagram of an electronic device 20 according to an embodiment of the present disclosure. The electronic device 20 may specifically include: at least one processor 21, at least one memory 22, a power supply 23, a communication interface 24, an input output interface 25, and a communication bus 26. The memory 22 is used for storing a computer program, and the computer program is loaded and executed by the processor 21 to implement the relevant steps in the market data transmission method disclosed in any one of the foregoing embodiments.
In this embodiment, the power supply 23 is configured to provide a working voltage for each hardware device on the electronic device 20; the communication interface 24 can create a data transmission channel between the electronic device 20 and an external device, and a communication protocol followed by the communication interface is any communication protocol applicable to the technical solution of the present application, and is not specifically limited herein; the input/output interface 25 is configured to obtain external input data or output data to the outside, and a specific interface type thereof may be selected according to specific application requirements, which is not specifically limited herein.
In addition, the storage 22 is used as a carrier for resource storage, and may be a read-only memory, a random access memory, a magnetic disk or an optical disk, etc., the resources stored thereon include an operating system 221, a computer program 222, data 223 including market data, etc., and the storage may be a transient storage or a permanent storage.
The operating system 221 is used for managing and controlling each hardware device and the computer program 222 on the electronic device 20, so as to realize the operation and processing of the mass data 223 in the memory 22 by the processor 21, and may be Windows Server, Netware, Unix, Linux, and the like. The computer program 222 may further include a computer program that can be used to perform other specific tasks in addition to the computer program that can be used to perform the market data transmission method disclosed in any of the foregoing embodiments and executed by the electronic device 20. The data 223 may include market data acquired by the electronic device 20.
Further, an embodiment of the present application further discloses a computer storage medium, where computer-executable instructions are stored in the computer storage medium, and when the computer-executable instructions are loaded and executed by a processor, the steps of the market data transmission method disclosed in any of the foregoing embodiments are implemented.
The embodiments are described in a progressive manner, each embodiment focuses on differences from other embodiments, and the same or similar parts among the embodiments are referred to each other. The device disclosed by the embodiment corresponds to the method disclosed by the embodiment, so that the description is simple, and the relevant points can be referred to the method part for description.
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 Random Access Memory (RAM), memory, Read Only Memory (ROM), electrically programmable ROM, electrically erasable programmable ROM, registers, hard disk, a removable disk, a CD-ROM, or any other form of storage medium known in the art.
Finally, it should also be noted that, herein, relational terms such as first and second, and the like may be used solely to distinguish one entity or action from another entity or action without necessarily requiring or implying any actual such relationship or order between such entities or actions. Also, the terms "comprises," "comprising," or any other variation thereof, are intended to cover a non-exclusive inclusion, such that a process, method, article, or apparatus that comprises a list of elements does not include only those elements but may include other elements not expressly listed or inherent to such process, method, article, or apparatus. Without further limitation, an element defined by the phrase "comprising an … …" does not exclude the presence of other identical elements in a process, method, article, or apparatus that comprises the element.
The method, the device, the equipment and the medium for transmitting the market data provided by the invention are described in detail, a specific example is applied in the text to explain the principle and the implementation mode of the invention, and the description of the embodiment is only used for helping to understand the method and the core idea of the invention; meanwhile, for a person skilled in the art, according to the idea of the present invention, there may be variations in the specific embodiments and the application scope, and in summary, the content of the present specification should not be construed as a limitation to the present invention.

Claims (10)

1. A market data transmission method, comprising:
acquiring market data through a board card, and classifying the market data to obtain target type market data;
allocating a separate pcie channel for each target type market data, and transmitting the target type market data to a host through the pcie channel;
and receiving the target type market data through a target process corresponding to the pcie channel in the host.
2. The market data transmission method according to claim 1, wherein the transmitting the target type market data to a host through the pcie channel includes:
packaging the target type market data to obtain a corresponding market data packet;
transmitting the market data packet to the host through the pcie channel;
writing the quotation data packet into a corresponding independent storage area in the host according to a preset storage relation; and the preset storage relationship is the corresponding relationship between the pcie channel and the independent storage area.
3. The market data transmission method according to claim 2, wherein the receiving the target type market data by a target process corresponding to the pcie channel in the host includes:
reading the market data packet in the corresponding independent storage area by using a target process in the host according to a preset reading relation; and the preset reading relation is the corresponding relation between the target process and the independent storage area.
4. The market data transmission method according to claim 1, further comprising:
receiving order data sent by a counter through a network port of the board card, and determining a seat corresponding to the order data according to a target field in the order data;
and sending the order data to an application program through a pcie channel corresponding to the seat, and forwarding the order data to a trading exchange through an API (application programming interface) by the application program.
5. The method according to claim 3, wherein after the reading of the market data packet in the independent storage area by the target process in the host, the method further comprises:
releasing the independent storage area;
and sending corresponding storage area release information to the board card through the pcie channel.
6. A market data transmission device, comprising:
the system comprises a data acquisition module, a data processing module and a data processing module, wherein the data acquisition module is used for acquiring market data through a board card and classifying the market data to obtain target type market data;
the data transmission module is used for distributing an independent pcie channel for each target type market data and transmitting the target type market data to the host through the pcie channel;
and the data receiving module is used for receiving the target type market data through a target process corresponding to the pcie channel in the host.
7. The market data transmission device of claim 6, wherein the data transmission module comprises:
the packaging unit is used for packaging the target type market data to obtain a corresponding market data packet;
the transmission unit is used for transmitting the market data packet to the host through the pcie channel;
the writing unit is used for writing the quotation data packet into a corresponding independent storage area in the host according to a preset storage relation; and the preset storage relationship is the corresponding relationship between the pcie channel and the independent storage area.
8. The market data transmission device of claim 6, wherein the data receiving module comprises:
the reading unit is used for reading the market data packet in the corresponding independent storage area by using a target process in the host according to a preset reading relation; and the preset reading relation is the corresponding relation between the target process and the independent storage area.
9. An electronic device, comprising:
a memory for storing a computer program;
a processor for executing the computer program to implement the market data transmission method according to any one of claims 1 to 5.
10. A computer-readable storage medium for storing a computer program; wherein the computer program when executed by a processor implements the market data transmission method according to any one of claims 1 to 5.
CN202011445285.1A 2020-12-11 2020-12-11 Market data transmission method, device, equipment and medium Pending CN112486888A (en)

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Application publication date: 20210312