CN112766575A - Intelligent routing method and system based on complex order - Google Patents

Intelligent routing method and system based on complex order Download PDF

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Publication number
CN112766575A
CN112766575A CN202110084271.XA CN202110084271A CN112766575A CN 112766575 A CN112766575 A CN 112766575A CN 202110084271 A CN202110084271 A CN 202110084271A CN 112766575 A CN112766575 A CN 112766575A
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order
information
obtaining
complex
entrusting
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王炎斌
贾耀龙
任佳
王伯阳
郭加
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China Citic Bank Corp Ltd
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China Citic Bank Corp 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
    • G06Q10/00Administration; Management
    • G06Q10/04Forecasting or optimisation specially adapted for administrative or management purposes, e.g. linear programming or "cutting stock problem"
    • G06Q10/047Optimisation of routes or paths, e.g. travelling salesman problem
    • 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

Abstract

The invention discloses an intelligent routing method and system based on complex orders, wherein the method comprises the following steps: obtaining a first entrusting instruction; analyzing the entrusting information according to the first entrusting instruction to obtain a first entrusting order; obtaining first real-time transaction information; processing the first entrusted order according to the first real-time transaction information to obtain a first complex order; obtaining first preferred path information; and sending the first complex order to a first trading platform and/or a second trading platform according to the first preferred path information. The technical problems that in the prior art, the transaction cost is high and the order transmission mode is not intelligent due to poor mobility capture performance and poor order execution rate effect in the transaction process are solved, and the technical effects of improving mobility capture performance in the transaction process, improving the order execution rate, further reducing the transaction cost and carrying out diversified order intelligent routing are achieved.

Description

Intelligent routing method and system based on complex order
Technical Field
The invention relates to the field related to financial markets, in particular to an intelligent routing method and system based on complex orders.
Background
With the opening and activity of financial markets between banks, the problems of slow manual trading, single trading system channel, simple order type, scattered market channels and the like become more and more pain points which disturb business operations of traders. For example, when a trader wants to put the dollars in a flat position, he needs to manually compare which platform is more excellent in price on a plurality of trading platforms such as a foreign exchange center, a morgan, a flag and the like, and trade for a plurality of times. The simple form of hanging a list and exchanging through different platforms is time-consuming and labor-consuming, and is difficult to grasp opportunities, even has operational risks.
However, in the process of implementing the technical solution of the invention in the embodiments of the present application, the inventors of the present application find that the above-mentioned technology has at least the following technical problems:
the technical problems that in the prior art, the liquidity capturing performance is poor, the order execution rate effect is poor, the transaction cost is high, and the order transmission mode is not intelligent exist in the transaction process.
Disclosure of Invention
The embodiment of the application provides an intelligent routing method and system based on complex orders, solves the technical problems that in the prior art, the mobility capturing performance is poor in the trading process, the order execution rate effect is poor, the trading cost is high, and the order transmission mode is not intelligent, and achieves the technical effects of improving the mobility capturing performance in the trading process, improving the order execution rate, further reducing the trading cost and carrying out diversified order intelligent routing.
In view of the foregoing problems, the present application provides an intelligent routing method and system based on a complex order.
In a first aspect, an embodiment of the present application provides an intelligent routing method based on a complex order, where the method includes: obtaining a first entrusting instruction; analyzing the entrusting information according to the first entrusting instruction to obtain a first entrusting order; obtaining first real-time transaction information; processing the first entrusted order according to the first real-time transaction information to obtain a first complex order; obtaining first preferred path information; and sending the first complex order to a first trading platform and/or a second trading platform according to the first preferred path information.
On the other hand, the application also provides an intelligent routing system based on complex orders, and the system comprises: a first obtaining unit configured to obtain a first delegation instruction; the second obtaining unit is used for analyzing the entrusting information according to the first entrusting instruction to obtain a first entrusting order; a third obtaining unit, configured to obtain first real-time transaction information; a fourth obtaining unit, configured to process the first entrusted order according to the first real-time transaction information, and obtain a first complex order; a fifth obtaining unit configured to obtain first preferred path information; the first sending unit is used for sending the first complex order to a first trading platform and/or a second trading platform according to the first preferred path information.
In a third aspect, the present invention provides an intelligent routing system based on complex orders, comprising a memory, a processor and a computer program stored on the memory and executable on the processor, wherein the processor implements the steps of the method of the first aspect when executing the program.
One or more technical solutions provided in the embodiments of the present application have at least the following technical effects or advantages:
the method comprises the steps of analyzing entrusting information according to a first entrusting instruction to obtain a first entrusting order, processing the first entrusting order according to first real-time transaction information to obtain a first complex order, and sending the first complex order to a first transaction platform and/or a second transaction platform according to a first preferred path, so that the technical effects of improving mobility capture performance in a transaction process, improving the execution rate of the order, further reducing transaction cost and carrying out diversified intelligent routing of the order are achieved.
The foregoing description is only an overview of the technical solutions of the present application, and the present application can be implemented according to the content of the description in order to make the technical means of the present application more clearly understood, and the following detailed description of the present application is given in order to make the above and other objects, features, and advantages of the present application more clearly understandable.
Drawings
Fig. 1 is a schematic flowchart of an intelligent routing method based on a complex order in an embodiment of the present application;
fig. 2 is a schematic structural diagram of an intelligent routing system based on a complex order according to an embodiment of the present application;
fig. 3 is a schematic structural diagram of an exemplary electronic device according to an embodiment of the present application.
Description of reference numerals: a first obtaining unit 11, a second obtaining unit 12, a third obtaining unit 13, a fourth obtaining unit 14, a fifth obtaining unit 15, a first sending unit 16, a bus 300, a receiver 301, a processor 302, a sender 303, a memory 304, a bus interface 306.
Detailed Description
The embodiment of the application provides an intelligent routing method and system based on complex orders, solves the technical problems that in the prior art, the mobility capturing performance is poor in the trading process, the order execution rate effect is poor, the trading cost is high, and the order transmission mode is not intelligent, and achieves the technical effects of improving the mobility capturing performance in the trading process, improving the order execution rate, further reducing the trading cost and carrying out diversified order intelligent routing. Hereinafter, example embodiments according to the present application will be described in detail with reference to the accompanying drawings. It should be apparent that the described embodiments are merely some embodiments of the present application and not all embodiments of the present application, and it should be understood that the present application is not limited to the example embodiments described herein.
Summary of the application
With the opening and activity of financial markets between banks, the problems of slow manual trading, single trading system channel, simple order type, scattered market channels and the like become more and more pain points which disturb business operations of traders. For example, when a trader wants to put the dollars in a flat position, he needs to manually compare which platform is more excellent in price on a plurality of trading platforms such as a foreign exchange center, a morgan, a flag and the like, and trade for a plurality of times. The simple form of hanging a list and exchanging through different platforms is time-consuming and labor-consuming, and is difficult to grasp opportunities, even has operational risks. However, the prior art has the technical problems of poor mobility capturing performance and poor order execution rate effect in the transaction process, high transaction cost and unintelligent order transmission mode.
In view of the above technical problems, the technical solution provided by the present application has the following general idea:
the embodiment of the application provides an intelligent routing method based on a complex order, which comprises the following steps: obtaining a first entrusting instruction; analyzing the entrusting information according to the first entrusting instruction to obtain a first entrusting order; obtaining first real-time transaction information; processing the first entrusted order according to the first real-time transaction information to obtain a first complex order; obtaining first preferred path information; and sending the first complex order to a first trading platform and/or a second trading platform according to the first preferred path information.
Having thus described the general principles of the present application, various non-limiting embodiments thereof will now be described in detail with reference to the accompanying drawings.
Example one
As shown in fig. 1, an embodiment of the present application provides an intelligent routing method based on a complex order, where the method includes:
step S100: obtaining a first entrusting instruction;
specifically, the first entrusting instruction is an entrusting instruction of an accepted trader, and the entrusting instruction comprises entrusting requirement related information of the trader. By way of example, the information may include: time, variety, quantity, price, expiration date, etc.
Step S200: analyzing the entrusting information according to the first entrusting instruction to obtain a first entrusting order;
specifically, the first entrusted order is the first entrusted order entrusted by the trader and obtained according to the first entrusting instruction, and the first entrusted order is obtained by analyzing entrusting information of the trader through the first entrusting instruction.
Step S300: obtaining first real-time transaction information;
step S400: processing the first entrusted order according to the first real-time transaction information to obtain a first complex order;
specifically, the first real-time transaction information is a market quotation of all external markets received in real time. Processing the first order according to the real-time market quotation, wherein the processing process comprises the steps of firstly generating an internal order according to the first order, integrating the quotation according to the market quotation to obtain a uniform external order format, integrating the external order and the internal order into a virtual order book, storing the virtual order book, splitting the order according to the virtual order book by taking price priority, purchase and sale size priority and trading rate priority as basic principles, and generating a complex order.
Step S500: obtaining first preferred path information;
step S600: and sending the first complex order to a first trading platform and/or a second trading platform according to the first preferred path information.
Specifically, the first preferred path information is related information of an optimal path obtained according to different transaction requirements, the optimal path is obtained through judgment and analysis by an intelligent routing module, and the intelligent routing module sends the first order to a first transaction platform and/or a second transaction platform according to the judgment and analysis result. The technical effects of improving mobility capture performance in the transaction process, improving the execution rate of orders, further reducing transaction cost and carrying out diversified intelligent routing of orders are achieved.
Further, the analyzing the delegation information according to the first delegation instruction to obtain a first delegation order, where step S200 in this embodiment of the present application further includes:
step S210: obtaining entrusting information according to the first entrusting instruction;
step S220: analyzing the entrusting information to obtain a first entrusting order;
step S230: obtaining a first transaction ID and timestamp information;
step S240: sending the first delegated order and the first transaction ID and timestamp information to a first user.
Specifically, the transaction ID is transaction ID information obtained from the analyzed request information, that is, from order information and account information, the timestamp is data generated using a digital signature technique, and a signature target includes information such as original document information, a signature parameter, and a signature time. The time stamp system is used for generating and managing time stamps, and the time stamps are generated by digitally signing signature objects so as to prove that original files exist before the signature time. Sending the first delegated order and the first transaction ID and timestamp information to a first user.
Further, said processing the first order according to the first real-time transaction information to obtain a first complex order, in step S400 in this embodiment of the present application, further includes:
step S410: obtaining a first virtual order book;
step S420: obtaining a preset splitting order principle;
step S430: and splitting the first virtual order book according to the preset splitting order principle to obtain a first complex order.
Further, in step S410 of obtaining the first virtual order book in the embodiment of the present application, the method further includes:
step S411: obtaining a first external order book;
step S412: obtaining a first virtual order book according to the first external order book and the first entrusted order;
step S413: and storing the first virtual order book.
Specifically, the virtual order book is a virtual order table obtained according to the internal order, the internal order is a first order, the virtual order book needs to be obtained by referring to the external order book at the moment, the external order book is obtained by integrating market quotations in real time, further, the external order book is obtained by integrating the market quotations in real time through an intelligent route, the complex combination module independently operates and monitors at the background, and the external order book sent by the intelligent route is monitored. And in addition, receiving the entrusted order of the entrusted request module, and uniformly integrating the entrusted order into a virtual order book for algorithm matching according to price priority, purchase and sale size priority, transaction rate priority and order splitting principle, order quantity and effective time in the entrusted order, maximum single quantity and an external order book to generate a complex order.
Further, before obtaining the first virtual order book, step S410 in the embodiment of the present application further includes:
step S414: obtaining a predetermined external order format;
step S415: and converting the first real-time transaction information into a preset external order form format to obtain a first external order book.
Specifically, the preset external order format is a preset external order format, the preset standard of the preset external order format is obtained according to the format of the first entrusted order, the intelligent routing module continuously receives market quotations of all external markets, the real-time market quotations are converted into the preset external order format, a first external order book is obtained, the complex combination module independently operates a monitor in the background, and the first external order book sent by the intelligent routing is monitored. The complex combination module receives the first entrusted order, and the complex combination module is unified and integrated into a virtual order book for algorithm matching according to price priority, purchase and sale size priority, transaction rate priority and order splitting principle, order quantity and effective time in the first entrusted order, maximum single quantity and an external order book to generate a complex order and send the complex order to the intelligent routing module.
Further, according to the principle of splitting an order in advance, the splitting is performed on the first virtual order book to obtain a first complex order, and step S430 in this embodiment of the present application further includes:
step S431: obtaining order quantity information and effective time information according to the first entrusting instruction;
step S432: splitting the first virtual order book according to the preset splitting order principle, the order quantity information and the effective time information to obtain N pieces of sub-order information;
step S433: and combining the N pieces of sub-order information to obtain the first complex order.
Specifically, according to the first entrusting instruction, quantity information of the entrusted orders and entrusted effective time information are obtained, and the preset splitting principle is a preset splitting principle which is artificially set or obtained according to a basic principle of order splitting. Splitting the first virtual order book according to the preset splitting order principle, the order quantity information and the effective time information to obtain N ratio sub-order information, wherein N is a natural number greater than 1. And uniformly integrating the order quantity and the effective time in the entrusted order, the maximum quantity of the single order and an external order book into a virtual order book for algorithm matching according to price priority, purchase and sale size priority, transaction rate priority and order splitting principle, the order quantity and the effective time in the entrusted order, and generating a complex order which is sent to an intelligent routing module. For example, the entrusting instruction key information of the trader includes: us dollars, 500 ten thousand, 15: 00, the external orders have 3 quotations: dollars (bid), 100 million (quoted volume), 6.70 (exchange rate), morgan (trading platform); dollars (bid), 300 million (quoted volume), 6.71 (rate), german (trading platform); dollars (bid), 200 ten thousand (bid amount), 6.72 (exchange rate), flags (trading platform). Then there are 3 sub-orders after splitting, respectively 6.70 for 100 ten thousand; 6.71 of 300 ten thousand, 6.72 of 100 ten thousand; 8) combining the 3 sub-orders into a complex order, adding a new association ID, wherein the association ID is the unique ID of the complex order, receiving the complex order by an intelligent route, and sending a series of sub-orders to each appointed exchange. The method comprises the steps of acquiring a first virtual order book by collecting and integrating a entrusted order and a first external order book, splitting and combining the order according to a preset order splitting principle, order quantity and order effective time information to acquire first complex order information, and achieves the technical effects of improving mobility capture performance in a transaction process, improving order execution rate, further reducing transaction cost and carrying out diversified intelligent order routing.
Further, the sending the first complex order to a first trading platform and/or a second trading platform according to the first preferred path information, in step S600 in this embodiment of the present application, further includes:
step S610: obtaining a preset path selection rule;
step S620: obtaining the first preferred path information according to the preset path selection rule;
step S630: and sending the first complex order to a first trading platform and/or a second trading platform according to the first preferred path information.
Specifically, the predetermined path selection rule is a predetermined path selection rule obtained according to different purposes or requirements of the first entrusted order, first optimal path information is obtained based on the predetermined path selection rule, and the first complex order is sent to the first trading platform and/or the second trading platform according to the optimal path. For example, a forex trader is 15 pm: buying 1000 ten thousand dollars before 00 and selling Renminbi; description of background 1: external A, B, C three trading platforms quoted, wherein the quoted information in U.S. dollars are: 400 ten thousand (the price amount), 6.80 (the price), Morgan (the trading platform); 600 ten thousand (volume quoted), 6.81 (price), and a flag (trading platform); 600 ten thousand (volume quoted), 6.82 (price), Deutsche (trading platform). Results 1: 2 sub-orders are available after the splitting, which are respectively 6.80 of 400 ten thousand; 600 million of 6.81, sent to morgan and the flag. Description of the background 2: external A, B, C three trading platforms quoted, wherein the quoted information in U.S. dollars are: 400 ten thousand (the price amount), 6.80 (the price), Morgan (the trading platform); 600 ten thousand (volume quoted), 6.81 (price), and a flag (trading platform); 600 ten thousand (volume quoted), 6.81 (price), Deutsche (trading platform). Results 2: the flow of the flag is better on the premise that the trade volume and the price of the flag are the same as those of the German will, so the flag is selected. 2 sub-orders are available after the splitting, which are respectively 6.80 of 400 ten thousand; 600 million of 6.81, sent to morgan and the flag.
To sum up, the intelligent routing method and system based on the complex order provided by the embodiment of the application have the following technical effects:
1. the method comprises the steps of analyzing entrusting information according to a first entrusting instruction to obtain a first entrusting order, processing the first entrusting order according to first real-time transaction information to obtain a first complex order, and sending the first complex order to a first transaction platform and/or a second transaction platform according to a first preferred path, so that the technical effects of improving mobility capture performance in a transaction process, improving the execution rate of the order, further reducing transaction cost and carrying out diversified intelligent routing of the order are achieved.
2. The method comprises the steps of acquiring a first virtual order book by collecting and integrating a entrusted order and a first external order book, splitting and combining the order according to a preset order splitting principle, the order quantity and the order effective time information to acquire first complex order information, and achieves the technical effects of improving fluidity capturing performance in a trading process, improving the execution rate of the order, further reducing the trading cost and carrying out diversified intelligent order routing.
Example two
Based on the same inventive concept as the intelligent routing method based on the complex order in the foregoing embodiment, the present invention further provides an intelligent routing system based on the complex order, as shown in fig. 2, the system includes:
a first obtaining unit 11, where the first obtaining unit 11 is configured to obtain a first delegation instruction;
a second obtaining unit 12, where the second obtaining unit 12 is configured to analyze the delegation information according to the first delegation instruction, and obtain a first delegation order;
a third obtaining unit 13, where the third obtaining unit 13 is configured to obtain the first real-time transaction information;
a fourth obtaining unit 14, where the fourth obtaining unit 14 is configured to process the first entrusted order according to the first real-time transaction information, and obtain a first complex order;
a fifth obtaining unit 15, wherein the fifth obtaining unit 15 is configured to obtain the first preferred path information;
a first sending unit 16, where the first sending unit 16 is configured to send the first complex order to a first trading platform and/or a second trading platform according to the first preferred path information.
Further, the system further comprises:
a sixth obtaining unit, configured to obtain delegation information according to the first delegation instruction;
a seventh obtaining unit, configured to analyze the delegation information to obtain a first delegation order;
an eighth obtaining unit configured to obtain the first transaction ID and the timestamp information;
a second sending unit to send the first order and the first transaction ID and timestamp information to a first user.
Further, the system further comprises:
a ninth obtaining unit configured to obtain a first virtual order book;
a tenth obtaining unit, configured to obtain a predetermined split order principle;
an eleventh obtaining unit, configured to split the first virtual order book according to the preset split order rule, to obtain a first complex order.
Further, the system further comprises:
a twelfth obtaining unit configured to obtain a first external order book;
a thirteenth obtaining unit configured to obtain a first virtual order book according to the first external order book and the first order;
a first storage unit to store the first virtual order book.
Further, the system further comprises:
a fourteenth obtaining unit for obtaining a predetermined external order format;
a fifteenth obtaining unit, configured to convert the first real-time transaction information into a predetermined external order format, and obtain a first external order book.
Further, the system further comprises:
a sixteenth obtaining unit, configured to obtain order quantity information and valid time information according to the first delegation instruction;
a seventeenth obtaining unit, configured to split the first virtual order book according to the predetermined split order rule, the order quantity information, and the valid time information, and obtain N pieces of sub-order information;
an eighteenth obtaining unit, configured to combine the N pieces of sub-order information to obtain the first complex order.
Further, the system further comprises:
a nineteenth obtaining unit configured to obtain a predetermined path selection rule;
a twentieth obtaining unit, configured to obtain the first preferred path information according to the predetermined path selection rule;
and the third sending unit is used for sending the first complex order to the first trading platform and/or the second trading platform according to the first preferred path information.
Various changes and specific examples of the complex order-based intelligent routing method in the first embodiment of fig. 1 are also applicable to the complex order-based intelligent routing system of the present embodiment, and through the foregoing detailed description of the complex order-based intelligent routing method, those skilled in the art can clearly know the implementation method of the complex order-based intelligent routing system in the present embodiment, so for the brevity of the description, detailed descriptions are omitted here.
Exemplary electronic device
The electronic device of the embodiment of the present application is described below with reference to fig. 3.
Fig. 3 illustrates a schematic structural diagram of an electronic device according to an embodiment of the present application.
Based on the inventive concept of the complex order-based intelligent routing method in the foregoing embodiments, the present invention further provides a complex order-based intelligent routing system, on which a computer program is stored, and the computer program, when executed by a processor, implements the steps of any one of the foregoing complex order-based intelligent routing methods.
Where in fig. 3 a bus architecture (represented by bus 300), bus 300 may include any number of interconnected buses and bridges, bus 300 linking together various circuits including one or more processors, represented by processor 302, and memory, represented by memory 304. The bus 300 may also link together various other circuits such as peripherals, voltage regulators, power management circuits, and the like, which are well known in the art, and therefore, will not be described any further herein. A bus interface 306 provides an interface between the bus 300 and the receiver 301 and transmitter 303. The receiver 301 and the transmitter 303 may be the same element, i.e., a transceiver, providing a means for communicating with various other systems over a transmission medium.
The processor 302 is responsible for managing the bus 300 and general processing, and the memory 304 may be used for storing data used by the processor 302 in performing operations.
The embodiment of the invention provides an intelligent routing method based on a complex order, which comprises the following steps: obtaining a first entrusting instruction; analyzing the entrusting information according to the first entrusting instruction to obtain a first entrusting order; obtaining first real-time transaction information; processing the first entrusted order according to the first real-time transaction information to obtain a first complex order; obtaining first preferred path information; and sending the first complex order to a first trading platform and/or a second trading platform according to the first preferred path information. The technical problems that in the prior art, the transaction cost is high and the order transmission mode is not intelligent due to poor mobility capture performance and poor order execution rate effect in the transaction process are solved, and the technical effects of improving mobility capture performance in the transaction process, improving the order execution rate, further reducing the transaction cost and carrying out diversified order intelligent routing are achieved.
As will be appreciated by one skilled in the art, embodiments of the present invention may be provided as a method, system, or computer program product. Accordingly, the present invention may take the form of an entirely hardware embodiment, an entirely software embodiment or an embodiment combining software and hardware aspects. Furthermore, the present invention may take the form of a computer program product embodied on one or more computer-usable storage media (including, but not limited to, disk storage, CD-ROM, optical storage, and the like) having computer-usable program code embodied therein.
The present invention is described with reference to flowchart illustrations and/or block diagrams of methods, apparatus (systems), and computer program products according to embodiments of the invention. It will be understood that each flow and/or block of the flow diagrams and/or block diagrams, and combinations of flows and/or blocks in the flow diagrams and/or block diagrams, can be implemented by computer program instructions. These computer program instructions may be provided to a processor of a general purpose computer, special purpose computer, embedded processor, or other programmable data processing apparatus to produce a machine, such that the instructions, which execute via the processor of the computer or other programmable data processing apparatus, create a system for implementing the functions specified in the flowchart flow or flows and/or block diagram block or blocks.
These computer program instructions may also be stored in a computer-readable memory that can direct a computer or other programmable data processing apparatus to function in a particular manner, such that the instructions stored in the computer-readable memory produce an article of manufacture including an instruction system which implement the function specified in the flowchart flow or flows and/or block diagram block or blocks.
These computer program instructions may also be loaded onto a computer or other programmable data processing apparatus to cause a series of operational steps to be performed on the computer or other programmable apparatus to produce a computer implemented process such that the instructions which execute on the computer or other programmable apparatus provide steps for implementing the functions specified in the flowchart flow or flows and/or block diagram block or blocks. While preferred embodiments of the present invention have been described, additional variations and modifications in those embodiments may occur to those skilled in the art once they learn of the basic inventive concepts. Therefore, it is intended that the appended claims be interpreted as including preferred embodiments and all such alterations and modifications as fall within the scope of the invention.
It will be apparent to those skilled in the art that various changes and modifications may be made in the present invention without departing from the spirit and scope of the invention. Thus, if such modifications and variations of the present invention fall within the scope of the claims of the present invention and their equivalents, the present invention is also intended to include such modifications and variations.

Claims (9)

1. An intelligent routing method based on complex orders, wherein the method comprises the following steps:
obtaining a first entrusting instruction;
analyzing the entrusting information according to the first entrusting instruction to obtain a first entrusting order;
obtaining first real-time transaction information;
processing the first entrusted order according to the first real-time transaction information to obtain a first complex order;
obtaining first preferred path information;
and sending the first complex order to a first trading platform and/or a second trading platform according to the first preferred path information.
2. The method of claim 1, wherein said parsing the order information to obtain a first order according to the first order command comprises:
obtaining entrusting information according to the first entrusting instruction;
analyzing the entrusting information to obtain a first entrusting order;
obtaining a first transaction ID and timestamp information;
sending the first delegated order and the first transaction ID and timestamp information to a first user.
3. The method of claim 1, wherein said processing said first order to obtain a first complex order based on said first real-time transaction information comprises:
obtaining a first virtual order book;
obtaining a preset splitting order principle;
and splitting the first virtual order book according to the preset splitting order principle to obtain a first complex order.
4. The method of claim 3, wherein said obtaining a first virtual order book comprises:
obtaining a first external order book;
obtaining a first virtual order book according to the first external order book and the first entrusted order;
and storing the first virtual order book.
5. The method of claim 4, wherein said obtaining the first virtual order book comprises, prior to:
obtaining a predetermined external order format;
and converting the first real-time transaction information into a preset external order form format to obtain a first external order book.
6. The method of claim 3, wherein said splitting said first virtual order book according to said predetermined split order principle to obtain a first complex order comprises:
obtaining order quantity information and effective time information according to the first entrusting instruction;
splitting the first virtual order book according to the preset splitting order principle, the order quantity information and the effective time information to obtain N pieces of sub-order information;
and combining the N pieces of sub-order information to obtain the first complex order.
7. The method of claim 1, wherein said sending the first complex order to a first trading platform and/or a second trading platform according to the first preferred path information comprises:
obtaining a preset path selection rule;
obtaining the first preferred path information according to the preset path selection rule;
and sending the first complex order to a first trading platform and/or a second trading platform according to the first preferred path information.
8. An intelligent routing system based on complex orders, wherein the system comprises:
a first obtaining unit configured to obtain a first delegation instruction;
the second obtaining unit is used for analyzing the entrusting information according to the first entrusting instruction to obtain a first entrusting order;
a third obtaining unit, configured to obtain first real-time transaction information;
a fourth obtaining unit, configured to process the first entrusted order according to the first real-time transaction information, and obtain a first complex order;
a fifth obtaining unit configured to obtain first preferred path information;
the first sending unit is used for sending the first complex order to a first trading platform and/or a second trading platform according to the first preferred path information.
9. An intelligent routing system based on complex orders, comprising a memory, a processor and a computer program stored on the memory and executable on the processor, wherein the processor implements the steps of the method according to any one of claims 1 to 7 when executing the program.
CN202110084271.XA 2021-01-21 2021-01-21 Intelligent routing method and system based on complex order Pending CN112766575A (en)

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CN108320226A (en) * 2018-02-05 2018-07-24 上海千加信息科技有限公司 The intelligent algorithm that a kind of order applied to decentralization exchange is brought together
CN109087082A (en) * 2018-07-23 2018-12-25 阿里巴巴集团控股有限公司 Financial transaction based on block chain executes method and device, electronic equipment
CN111861639A (en) * 2020-06-28 2020-10-30 深圳市中农易讯信息技术有限公司 Financial transaction matching method and system

Patent Citations (4)

* Cited by examiner, † Cited by third party
Publication number Priority date Publication date Assignee Title
CN101388096A (en) * 2007-09-14 2009-03-18 阿里巴巴集团控股有限公司 Multi-platform data standardization processing method and system
CN108320226A (en) * 2018-02-05 2018-07-24 上海千加信息科技有限公司 The intelligent algorithm that a kind of order applied to decentralization exchange is brought together
CN109087082A (en) * 2018-07-23 2018-12-25 阿里巴巴集团控股有限公司 Financial transaction based on block chain executes method and device, electronic equipment
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Application publication date: 20210507