CN114443566B

CN114443566B - Method for judging consistency of incremental snapshot market data

Info

Publication number: CN114443566B
Application number: CN202210081439.6A
Authority: CN
Inventors: 温士魁; 杨海钢; 贾一平; 涂开辉
Original assignee: Beijing Zhongke Shengxin Technology Co ltd
Current assignee: Beijing Zhongke Shengxin Technology Co ltd
Priority date: 2022-01-24
Filing date: 2022-01-24
Publication date: 2023-03-24
Anticipated expiration: 2042-01-24
Also published as: CN114443566A

Abstract

The invention relates to a method for judging consistency of incremental snapshot market data, and belongs to the technical field of data processing. The method performs the steps of 1) receiving market data; if the snapshot type return value is 1, outputting the market data to the DDR; if the snapshot type return value is 2, jumping to the step 2); 2) Judging according to the operational characters in the market data; 3) Reading all field values of corresponding security codes in the DDR, and sequentially judging whether the price, the bid amount, the total entrustment number and the DDR are consistent or not; if the judgment is consistent, the existing data in the DDR is directly output, and if the judgment is inconsistent, the existing data in the DDR is updated. The invention finishes the judgment by three values, namely the consistency of the front data and the back data is determined, and the process is only 3 clock cycles. The processing flows of the three data are consistent, and decoding can be realized by only one set of program, so that the logic resources are reduced.

Description

Method for judging consistency of incremental snapshot market data

Technical Field

The invention relates to a method for judging consistency of incremental snapshot market data, and belongs to the technical field of data processing.

Background

The upper evidence Level-2 market data source adopts a FAST coding format, and effectively compresses the original data, wherein the snapshot market further compresses the data in a full and incremental manner, the full data of the snapshot is transmitted every 3 seconds, and only incremental data needing to be updated fields are transmitted at other times. The delta data needs to be recovered from all the previous field data. The customer may have the same incremental data for two times before and after for various reasons, and how to restore the same incremental data for two times into full data is a problem to be considered. If the second data is still recovered from the previous data, it is clear that the erroneous data is recovered. In a traditional PC side software decoding mode, data can be completely stored in a memory, then consistency comparison is carried out on incremental data, and if the incremental data are consistent, the operation is abandoned for the second time. The FPGA can also do this by storing data into ram twice, and then comparing the data one by one, but the gear entrusted data is very much, reading and comparing all the data can take a very long clock cycle, and for a financial acceleration system with low delay requirement, this scheme is not acceptable, so we need to perform a special design to solve this problem.

Disclosure of Invention

The technical problem to be solved by the invention is as follows: a method for consistency determination of incremental snapshot market data is provided.

In order to solve the technical problems, the technical scheme provided by the invention is as follows: a method for judging consistency of incremental snapshot market data executes the following steps:

1) Receiving market data;

if the snapshot type return value is 1, outputting the market data to the DDR;

if the snapshot type return value is 2, jumping to the step 2);

2) Judging whether the market data is a new adding operation, an updating operation or a deleting operation relative to the previous market data according to the operational characters in the market data;

the operational characters are the price, the bid amount and the total entrusting stroke number in the market data in the step 2);

3) Reading all field values of corresponding security codes in the DDR, and sequentially judging whether the price is consistent with the price in the DDR, the bid amount is consistent with the bid amount in the DDR, and the total entrusting number is consistent with the total entrusting number in the DDR;

if the judgment is consistent, the existing data in the DDR is directly output, and if the judgment is inconsistent, the existing data in the DDR is updated.

The improvement of the technical scheme is as follows: after skipping to the step 2) according to the snapshot type value, searching existing data in the DDR according to security codes in the market data, and storing the price, the bid amount and the total entrusting number into a keyword information register; storing the market data into a first-in first-out memory while searching for DDR; and after the judgment of the step 3) is finished, reading the market data from the first-in first-out memory, and carrying out corresponding processing according to the judgment result of the step 3).

The invention has the beneficial effects that: the invention can determine the consistency of the front and back data only by three values, and the whole process only needs 3 clock cycles. And the processing flows of the three data are consistent, so that decoding can be realized only by one set of program, and the logic resources are reduced.

Drawings

FIG. 1 is a schematic flow chart of a method according to an embodiment of the present invention.

Fig. 2 is a schematic flow chart of consistency determination.

FIG. 3 is a flow diagram of incremental data processing.

FIG. 4 is a flow chart of incremental process state logic control.

Detailed Description

Example one

In this embodiment, as shown in fig. 1, a method for determining consistency of incremental snapshot market data performs the following steps:

1) Receiving market data;

if the snapshot type (ImageStatus) return value is 1, outputting the market data to the DDR;

if the snapshot type return value is 2, jumping to the step 2);

the operational characters are the price, the bid amount and the total entrusted stroke number in the market data in the step 2);

3) Reading all field values of corresponding security codes (SecurityID) in the DDR, and sequentially judging whether the price is consistent with the price in the DDR, the bid amount is consistent with the bid amount in the DDR, and the total entrusting number is consistent with the total entrusting number in the DDR;

if the above judgments are all consistent, the existing data in the DDR is directly output, and if the above judgments have inconsistent positions, the existing data in the DDR is updated, and the flow is shown in fig. 2.

After jumping to step 2) according to the snapshot type, searching the existing data in the DDR according to the security codes in the market data, and storing the price, the bid amount and the total entrustment stroke number into a keyword information register; storing the market data into a first-in first-out memory while searching for DDR; after the judgment of step 3) is completed, reading the market data from the fifo, and performing corresponding processing according to the judgment result of step 3), wherein the flow is shown in fig. 3.

The logic control in the above steps is performed by a state machine, the state machine jumps as shown in fig. 4, when the data of the fifo memory is not empty and the DDR data is completely read, the jump is started, and at the same time, the data in the fifo memory is read, when the read price data state is jumped to, the value is compared with the highest price of the data in the last DDR, if the data is equal, the signal bid _ first _ price is set to 1, then the jump is performed backwards, when the read purchase quantity data state is jumped to, the value is compared with the highest purchase quantity of the data in the last DDR, if the data is equal, the signal bid _ sa _ qty is set to 1, then the jump is performed backwards, when the read total purchase quantity data state is jumped to, the signal bid _ sam _ operation is compared with the total purchase quantity of the highest price of the data in the last DDR, if the signal bid _ sam _ sa _ operation is consistent, the next status is judged, the signal bid _ amp _ sa _ operation is proved to be consistent, if the increment data is the increment data, and the data in the last DDR is completely output, and the RAM data is directly notified if the increment data is the increment data, and the data is not needed to be the last data. If the data is 0, the incremental data is different from the previous incremental data, normal processing is carried out later, data in the RAM is updated by using data in the first-in first-out memory later, after the updating is finished, the data is output to the PCIE on one hand, and on the other hand, the data is stored in the DDR again to overwrite the previous data and is used by the subsequent incremental data updating. And after the state machine finishes processing, jumping back to the IDLE state, waiting for the next incremental data to arrive, and repeating the process.

The present invention is not limited to the specific technical solutions described in the above embodiments, and the present invention may have other embodiments in addition to the above embodiments. It will be understood by those skilled in the art that various changes, substitutions of equivalents, and alterations can be made without departing from the spirit and scope of the invention.

Claims

1. A method for judging consistency of incremental snapshot market data is characterized by comprising the following steps:

1) Receiving market data;

if the snapshot type return value is 1, namely the full data, the market data is output to the DDR;

if the snapshot type return value is 2, namely the incremental data, jumping to the step 2);

2) Judging whether the operation data is a new adding operation, an updating operation or a deleting operation relative to the last market data according to the operational characters in the market data;

the operational characters correspond to the price, the bid amount and the total entrusted stroke number in the market data in the step 2);

3) Reading all field values of the corresponding security codes in the DDR, and sequentially judging whether the price is consistent with the price in the DDR, the bid quantity is consistent with the bid quantity in the DDR, and the total entrusting stroke number is consistent with the total entrusting stroke number in the DDR;

if the judgment is consistent, the existing data in the DDR is directly output, and if the judgment is inconsistent, the existing data in the DDR is updated;

after jumping to the step 2) according to the snapshot type return value, searching the existing data in the DDR according to the security codes in the market data, and storing the price, the purchase applying amount and the total entrustment number into a keyword information register; storing the market data into a first-in first-out memory while searching for DDR; and after the judgment of the step 3) is finished, reading the market data from the first-in first-out memory, and carrying out corresponding processing according to the judgment result of the step 3).