CN115129654B

CN115129654B - Market quotation snapshot processing method and related device

Info

Publication number: CN115129654B
Application number: CN202211062075.3A
Authority: CN
Inventors: 张宪忠; 孙路遥
Original assignee: Zhuhai Xingyun Zhilian Technology Co Ltd
Current assignee: Zhuhai Xingyun Zhilian Technology Co Ltd
Priority date: 2022-08-31
Filing date: 2022-08-31
Publication date: 2022-11-18
Anticipated expiration: 2042-08-31
Also published as: CN115129654A

Abstract

The embodiment of the application provides a quotation snapshot processing method and a related device, which are applied to a quotation server in a trading exchange data system, wherein the trading exchange data system comprises the quotation server, at least one matching server and at least one high-frequency trading terminal, the quotation server, the at least one matching server and the at least one high-frequency trading terminal are in communication connection, the quotation server comprises a main CPU and a DPU, at least one cloud service host is also deployed in the quotation server, and the at least one cloud service host comprises a first cloud service host. According to the method, the first transaction entrusted matching data set sent by the first matching server is received through the first cloud service host, and the market snapshot is calculated by the DPU through the processing flow table and the global flow table according to the first transaction entrusted matching data set, so that the hardware acceleration effect is achieved, the market snapshot is rapidly processed, the processing speed is increased, and the computing power of the CPU is relieved.

Description

Market quotation snapshot processing method and related device

Technical Field

The application belongs to the technical field of networks, and particularly relates to a quotation snapshot processing method and a related device.

Background

At present, a security exchange issues market snapshot information according to a certain time period, the issuing time of common market snapshot information is 0.5s, namely, a market service system receives various market data issued by the security exchange every 0.5s, and then directly forwards the market data to each security exchange application, so that a user side can timely learn real-time market, for example, know information such as consignment, successful deal and the like one by one.

In the prior art, the quotation snapshot is generated by the CPU, and the CPU resource occupancy rate is high due to the high updating frequency of the quotation snapshot.

Disclosure of Invention

The embodiment of the application provides a market condition snapshot processing method and a related device, which aim to achieve a hardware acceleration effect, realize the rapid processing of market condition snapshots, improve the processing speed and release the computing power of a CPU.

In a first aspect, an embodiment of the present application provides a quotation snapshot processing method, which is applied to a quotation server in a data system of a trading exchange, where the data system of the trading exchange includes the quotation server, at least one matching server and at least one high-frequency trading terminal, the quotation server, the at least one matching server and the at least one high-frequency trading terminal are in communication connection, the quotation server includes a main CPU and a DPU, the quotation server is further deployed with at least one cloud service host, and the at least one cloud service host includes a first cloud service host; the method comprises the following steps:

the method comprises the steps that a first cloud service host receives at least one first transaction entrusted matching data set sent by a first matching server, the first matching server is any one of the at least one matching server, the first matching server correspondingly processes transaction entrusted matching data of at least one financial product, each financial product corresponds to at least one second transaction entrusted matching data set, and the second transaction entrusted matching data set is any one of the first transaction entrusted matching data sets;

the first cloud service host sending the at least one second transaction commitment match data set to the DPU;

the DPU performs steps a-D on each of the at least one second transaction commitment match data set:

step A, acquiring a first historical quotation snapshot through a processing flow table, wherein the first historical quotation snapshot is a historical quotation snapshot of a previous processing period of a first financial product, the first financial product is any one of the at least one financial product, the processing flow table is arranged in the DPU, the processing flow table comprises at least one flow table entry, and the at least one flow table entry is a processing rule of a corresponding second transaction entrusted matching data set;

step B, calculating a first quotation snapshot by processing a flow table according to the first historical quotation snapshot and the at least one second transaction entrustment matching data set;

step C, updating the first historical quotation snapshot by processing a flow table according to the first quotation snapshot to obtain a second historical quotation snapshot;

step D, sending the second historical quotation snapshot to the main CPU through a global flow table, wherein the second historical quotation snapshot is used for providing an indication for the main CPU to send the second historical quotation snapshot to a corresponding first high-frequency trading terminal, the first high-frequency trading terminal is any one of the at least one high-frequency trading terminal, the global flow table is arranged in the DPU, the global flow table comprises at least one global table entry, and the global table entry is a forwarding rule of the second historical quotation snapshot.

In a second aspect, an embodiment of the present application provides a quotation snapshot processing method, which is applied to a first matching server in an exchange data system, where the exchange data system includes the quotation server, at least one matching server and at least one high-frequency transaction terminal, the first matching server is any one of the at least one matching server, the quotation server, the at least one matching server and the at least one high-frequency transaction terminal are in communication connection, the quotation server includes a main CPU and a DPU, at least one cloud service host is further deployed in the quotation server, and the at least one cloud service host includes a first cloud service host, where the method includes:

the first matching server receives at least one transaction entrusted matching data set sent by at least one first high-frequency transaction terminal, wherein the first high-frequency transaction terminal is any one of the at least one high-frequency transaction terminal, and the first matching server correspondingly processes transaction entrusted matching data of at least one financial product;

sending the at least one transaction entrusted matching data set to a master CPU of the market server, wherein the at least one transaction entrusted matching data set is used for providing an instruction for the master CPU to send at least one first transaction entrusted matching data set to a corresponding first cloud server, the at least one transaction entrusted matching data set comprises the at least one first transaction entrusted matching data set, each financial product corresponds to at least one second transaction entrusted matching data set, the second transaction entrusted matching data set is any one of the first transaction entrusted matching data sets, the at least one second transaction entrusted matching data set is used for providing an instruction for the first cloud service host to send the at least one second transaction entrusted matching data set to the DPU, and the at least one second transaction entrusted matching data set also provides an instruction for the DPU to execute the steps A-D on each second transaction entrusted matching data set;

the content of the steps A-D is as follows:

step C, updating the first historical quotation snapshot according to the first quotation snapshot by processing a flow table to obtain a second historical quotation snapshot;

In a third aspect, an embodiment of the present application provides a market snapshot processing method, which is applied to a high-frequency transaction terminal in an exchange data system, where the exchange data system includes a market server, at least one matching server and at least one high-frequency transaction terminal, the first high-frequency transaction terminal is any one of the at least one high-frequency transaction terminal, the market server, the at least one matching server and the at least one high-frequency transaction terminal are in communication connection, the market server includes a main CPU and a DPU, at least one cloud service host is also deployed in the market server, and the at least one cloud service host includes a first cloud service host, where the method includes:

the first high-frequency trading terminal generates at least one trading entrusted order according to the trading operation of the user;

generating at least one trade entrusted order set according to the at least one trade entrusted order;

sending the at least one transaction entrusted order set to the first matching server, wherein the first matching server is any one of the at least one matching server, the at least one transaction entrusted order set is used for providing an instruction for the first matching server to generate at least one transaction entrusted matching data set according to the at least one transaction entrusted order set sent by a plurality of first high-frequency transaction terminals respectively and send the at least one transaction entrusted matching data set to the main CPU, the at least one transaction entrusted matching data set is used for providing an instruction for the first cloud service host to send the at least one transaction entrusted matching data set to the main CPU of the market server, and the first matching server correspondingly processes transaction entrusted matching data of at least one financial product,

the at least one transaction entrusted matching data set is used for providing an instruction for the main CPU to send at least one first transaction entrusted matching data set to a corresponding first cloud server, the at least one transaction entrusted matching data set comprises the at least one first transaction entrusted matching data set, each financial product corresponds to at least one second transaction entrusted matching data set, the second transaction entrusted matching data set is any one of the first transaction entrusted matching data sets, and the at least one second transaction entrusted matching data set is used for providing an instruction for the first cloud service host to send the at least one second transaction entrusted matching data set to the DPU and providing an instruction for the DPU to perform steps A-D on each second transaction entrusted matching data set;

the content of the steps A-D is as follows:

step A, acquiring a first historical quotation snapshot through a processing flow table, wherein the first historical quotation snapshot is a historical quotation snapshot of a last processing period of a first financial product, the first financial product is any one of the at least one financial product, the processing flow table is arranged in the DPU, the processing flow table comprises at least one flow table item, and the at least one flow table item is a processing rule of a corresponding second transaction entrustment matching data set;

step D, sending the second historical quotation snapshot to the main CPU through a global flow table, wherein the second historical quotation snapshot is used for providing an instruction for the main CPU to send the second historical quotation snapshot to a corresponding first high-frequency trading terminal, the first high-frequency trading terminal is any one of the at least one high-frequency trading terminal, the global flow table is arranged in the DPU, the global flow table comprises at least one global table entry, and the global table entry is a forwarding rule of the second historical quotation snapshot;

and the first high-frequency transaction terminal receives a second historical market snapshot sent by the main CPU.

In a fourth aspect, an embodiment of the present application provides an electronic device, including a processor, a memory, a communication interface, and one or more programs stored in the memory and configured to be executed by the processor, the programs including instructions for performing the steps of any of the first to third aspects of the embodiments of the present application.

In a fifth aspect, an embodiment of the present application provides a computer storage medium, which is characterized by storing a computer program for electronic data exchange, where the computer program causes a computer to perform some or all of the steps described in any one of the first aspect to the third aspect of the embodiment of the present application.

In a sixth aspect, the present application provides a computer program product, where the computer program product includes a non-transitory computer-readable storage medium storing a computer program, where the computer program is operable to cause a computer to perform some or all of the steps as described in any of the first to third aspects of the embodiments of the present application. The computer program product may be a software installation package.

It can be seen that, in the embodiment of the present application, the first transaction entrusted matching data set sent by the first matching server is received by the first cloud service host, and the market conditions snapshot is calculated by the DPU according to the first transaction entrusted matching data set through the processing flow table and the global flow table, so that a hardware acceleration effect is achieved, rapid processing of the market conditions snapshot is realized, a processing speed is increased, and the computing power of the CPU is liberated.

Drawings

In order to more clearly illustrate the embodiments of the present application or the technical solutions in the prior art, the drawings used in the embodiments or the prior art descriptions will be briefly described below, it is obvious that the drawings in the following description are only some embodiments of the present application, and other drawings can be obtained by those skilled in the art without creative efforts.

Fig. 1 is a schematic architecture diagram of an exchange data system according to an embodiment of the present application;

fig. 2 is a schematic hardware architecture diagram of a market server according to an embodiment of the present disclosure;

fig. 3 is a schematic diagram of a virtual architecture of a market server according to an embodiment of the present disclosure;

fig. 4 is a schematic flowchart of a quotation snapshot processing method on the quotation server side according to an embodiment of the present application;

fig. 5 is a schematic flowchart of a market quotation snapshot processing method on a first matching server side according to an embodiment of the present application;

fig. 6 is a schematic flowchart of a market snapshot processing method at a high-frequency transaction terminal according to an embodiment of the present disclosure;

fig. 7 is a schematic structural diagram of a market conditions snapshot processing apparatus at a market conditions server side according to an embodiment of the present application;

fig. 8 is a schematic structural diagram of a market quotation snapshot processing apparatus on a first matching server side according to an embodiment of the present application;

fig. 9 is a schematic structural diagram of a market snapshot processing apparatus at a high-frequency transaction terminal according to an embodiment of the present application;

fig. 10 is a schematic structural diagram of an electronic device according to an embodiment of the present application.

Detailed Description

In order to make the technical solutions of the present application better understood by those skilled in the art, the technical solutions in the embodiments of the present application will be clearly and completely described below with reference to the drawings in the embodiments of the present application, and it is obvious that the described embodiments are only a part of the embodiments of the present application, and not all the embodiments. All other embodiments obtained by a person of ordinary skill in the art based on the embodiments in the present application without making any creative effort belong to the protection scope of the present application.

The terms "first," "second," and the like in the description and claims of the present application and in the above-described drawings are used for distinguishing between different objects and not for describing a particular order. Furthermore, the terms "include" and "have," as well as any variations thereof, are intended to cover non-exclusive inclusions. For example, a process, method, system, article, or apparatus that comprises a list of steps or elements is not limited to only those steps or elements listed, but may alternatively include other steps or elements not listed, or inherent to such process, method, system, article, or apparatus.

Reference herein to "an embodiment" means that a particular feature, structure, or characteristic described in connection with the embodiment can be included in at least one embodiment of the application. The appearances of the phrase in various places in the specification are not necessarily all referring to the same embodiment, nor are separate or alternative embodiments mutually exclusive of other embodiments. It is explicitly and implicitly understood by one skilled in the art that the embodiments described herein may be combined with other embodiments.

The following description will first be made with respect to terms related to the present application.

DPU (Data Processing Unit): the method is a large class of newly developed special processors, is a third important computational chip in a data center scene after a CPU and a GPU, and provides a computational engine for a computational scene with high bandwidth, low delay and data density. The DPU is used as an unloading engine of the CPU, and the calculation power of the CPU is released to an upper layer application.

And (3) market snapshot: after ordering the order to the exchange, the machine matches the order in real time, and changes the order into an order to be committed, removed or hung in an order book according to the transaction rule, the report type of the investor and the volume price information. Such information is basically pipelined and generally rapid. The exchange simply reports back information at that point in time, including the credit information at that point in time, the latest price, the cumulative volume between points in time, etc., at intervals. The quotation that stock-frying software can see is the information. The market is refreshed at intervals and the latest 'snapshot' is displayed.

At present, in the prior art, a market snapshot is generated by a CPU, and the update frequency of the market snapshot is high, so that the CPU resource occupancy rate is high.

In order to solve the above problem, an embodiment of the present application provides a market quotation snapshot processing method. The method can be applied to scenes for rapidly generating the market snapshot. Receiving, by a first cloud service host, at least one match sent by the first match server, and sending the at least one second transaction commitment match data set to the DPU; then performing, by the DPU, steps A-D for each of the at least one second transaction commitment match data sets: step A, acquiring a first historical quotation snapshot through a processing flow table, wherein the first historical quotation snapshot is a historical quotation snapshot of a last processing period of a first financial product, and the first financial product is any one of the at least one financial product; step B, calculating a first quotation snapshot by processing a flow table according to the first historical quotation snapshot and the at least one second transaction entrustment matching data set; step C, updating the first historical quotation snapshot by processing a flow table according to the first quotation snapshot to obtain a second historical quotation snapshot; and D, sending the second historical quotation snapshot to the main CPU through a global flow table, wherein the second historical quotation snapshot is used for providing an instruction for the main CPU to send the second historical quotation snapshot to a corresponding first high-frequency trading terminal, and the first high-frequency trading terminal is any one of the at least one high-frequency trading terminal. Therefore, the first transaction entrusted matching data set sent by the first matching server is received through the first cloud service host, and the market snapshot is calculated by the DPU through the processing flow table and the global flow table according to the first transaction entrusted matching data set, so that the hardware acceleration effect is achieved, the market snapshot is rapidly processed, the processing speed is improved, and the computing power of the CPU is liberated.

The system architecture according to the embodiments of the present application is described below.

As shown in fig. 1, an embodiment of the present application provides an exchange data system 10, where the exchange data system 10 includes the market server 101, at least one matching server (e.g., matching server 1-matching server N1 shown in fig. 1) and at least one high-frequency transaction terminal (e.g., high-frequency transaction terminal 1-high-frequency transaction terminal N3 shown in fig. 1), and the market server 101, the at least one matching server, and the at least one high-frequency transaction terminal are connected in communication.

The market server 101 is a server device that aggregates market data of the whole exchange and generates market snapshots. The matching server is a server device which matches order information of the same type to obtain a corresponding matching data set, and the types include companies, transaction types, stock types, futures types and the like, and can be set as required, and are not limited uniquely here. The high-frequency trading terminal is order data gathering equipment leased by a futures company to a trading exchange, and trading orders entrusted to the futures company by a user are gathered to a corresponding matching server through the high-frequency trading terminal to carry out data matching. Each futures company can rent a plurality of high-frequency trading terminals, the high-frequency trading terminals are arranged in the high-frequency trading racks, each futures company is provided with one or more high-frequency trading racks (such as a high-frequency trading rack 1-a high-frequency trading rack N2 shown in fig. 1) according to the number of the rented high-frequency trading terminals, the high-frequency trading racks of the plurality of futures companies form a trading house rack cluster, and each high-frequency trading rack further comprises a wind control system (such as a wind control system 1-a wind control system N4 shown in fig. 1) and is used for conducting risk estimation on trading orders. Risk assessment is required through the exchange's offer front-end 102 before the trade orders are aggregated to the matching server.

Referring to fig. 2, fig. 2 is a schematic diagram of a hardware architecture of a market situation server according to an embodiment of the present disclosure, where the market situation server includes a main CPU (1011 in fig. 2) and a DPU (1012 in fig. 2), and at least one cloud service host (cloud service host 1-cloud service host N in fig. 2) is further deployed in the market situation server, where the at least one cloud service host includes a first cloud service host, and the first cloud server host is any one of the at least one cloud service host. The DPU1012 includes at least one control chip (e.g., the control chip 1013 in fig. 2) and at least one processing chip (e.g., the processing chip 1014 in fig. 2), where the control module includes at least one control module (e.g., the control module 1-the control module N in fig. 2), all hardware resources in the processing chip form a hardware resource pool, the hardware resource pool includes at least one processing flow table (e.g., the processing flow table 1-the processing flow table N in fig. 2) and at least one hardware processing module (e.g., the first hardware processing module to the nth hardware processing module in fig. 2), and the cloud service host, the control module, the processing flow table, and the hardware processing module are arranged in a one-to-one correspondence.

Referring to fig. 3, fig. 3 is a schematic diagram of a market situation server virtual architecture according to an embodiment of the present application, where at least one virtual DPU (vDPU 1-vDPU in fig. 3) is further deployed in the DPU1012, and the virtual DPUs correspond to the cloud service hosts one to one.

The cloud service host is a virtual server of the market server. In the operation process, a market information snapshot processing device can be configured on the DPU, and the device can be implemented in a software and/or hardware manner and processes transaction delegation matching data of the cloud service host corresponding to the device.

The specific method is described in detail below.

Referring to fig. 4, fig. 4 is a schematic flowchart of a quotation snapshot processing method on a quotation server side according to an embodiment of the present application, where the quotation snapshot processing method on the quotation server side is applied to the quotation server, and includes:

step 401, the first cloud service host receives at least one first transaction entrusted matching data set sent by the first matching server.

The first matching server is any one of the at least one matching server, the first matching server correspondingly processes transaction entrusted matching data of at least one financial product, each financial product corresponds to at least one second transaction entrusted matching data set, and the second transaction entrusted matching data set is any one of the first transaction entrusted matching data sets.

In one possible embodiment, the receiving, by the first cloud service host, at least one first transaction entrusted matching data set sent by the first matching server includes:

the main CPU receives at least one transaction entrusted matching data set sent by the at least one matching server, wherein the at least one transaction entrusted matching data set comprises the at least one first transaction entrusted matching data set;

the main CPU sends the at least one first transaction entrusted matching data set sent by the corresponding first matching server to the first cloud server host according to the corresponding relation between the at least one cloud service host and the at least one matching server; alternatively, the first and second liquid crystal display panels may be,

the main CPU dynamically configures the at least one transaction entrusting matching data set for each first cloud service host in the at least one cloud service host, wherein the dynamic configuration refers to distribution according to the number of the cloud service hosts which are actually set and/or the data volume distribution of at least one second transaction entrusting matching data set of the first finance.

In one example, the at least one cloud service host is in one-to-one correspondence with the at least one matching server. And after receiving at least one transaction entrusted matching data set sent by the first matching server, the market server receives and processes the transaction entrusted matching data set by the main CPU. And the main CPU distributes the at least one transaction entrusted matching data set to the corresponding cloud service host according to the corresponding relation between the cloud service host and the matching server, wherein the first cloud service host receives the at least one first transaction entrusted matching data set.

In another example, there is no fixed correspondence between each cloud service host and each matching server. The main CPU distributes the at least one transaction entrustment matching data set to the at least one cloud service host according to the number of the cloud service hosts in the market situation server; or the main CPU determines the data volume in the at least one second transaction entrusted matching data set, fragments the second transaction entrusted matching data set to obtain a plurality of fragment data, sets the data volume of each fragment data in a preset range, and then averagely sends the fragment data to the corresponding cloud service host.

It can be seen that, in this embodiment, the main CPU distributes the transaction entrusted matching data set sent by the matching server to the corresponding cloud service host for processing, so as to implement parallel processing of data, and facilitate rapid generation of market snapshot.

Step 402, the first cloud service host sends the at least one second transaction commitment match data set to the DPU.

And 403, the DPU executes the steps A-D on each second transaction entrusted matching data set in the at least one second transaction entrusted matching data set to obtain a second historical market snapshot.

Step A, a first historical quotation snapshot is obtained through a processing flow table, the first historical quotation snapshot is a historical quotation snapshot of a last processing period of a first financial product, the first financial product is any one of the at least one financial product, the processing flow table is arranged in the DPU, the processing flow table comprises at least one flow table item, and the at least one flow table item is a processing rule of a corresponding second transaction entrustment matching data set.

In one possible embodiment, the DPU includes a control chip and a processing chip, a virtual DPU corresponding to the at least one cloud service host in the physical machine in a one-to-one manner is deployed on the DPU, the virtual DPU includes at least one control module and processing flow tables corresponding to the at least one control module in a one-to-one manner, the control module is deployed in the control chip, the processing chip further establishes processing flow tables corresponding to the control terminals, respectively, the control module is configured to receive configuration information issued by a management user of the first cloud service host, and send at least one flow table entry to the processing flow table corresponding to the first cloud service host according to the configuration information, and the at least one flow table entry delegates a processing rule matching a data set for a corresponding second transaction; the acquiring of the first historical market snapshot by processing the flow table includes: the processing chip inquires whether a first flow table entry corresponding to a third transaction entrustment matching data set exists in the processing flow table, the third transaction entrustment matching data set is a second transaction entrustment matching data set which is processed currently, and the first flow table entry is any one of the at least one flow table entry; if the first flow table entry exists, the processing chip determines the first virtual DPU corresponding to the third transaction entrustment matching data set according to the first flow table entry; the processing chip sends the third transaction entrusted matching data set to the first virtual DPU; and the first virtual DPU calls hardware resources in the processing chip to acquire the first historical market snapshot according to the processing rule indicated by the first flow table entry.

In a specific implementation, in order to enable the DPU to only process the market snapshot and further improve the processing efficiency, at least one processing flow table is provided in the DPU. After the processing chip receives a third transaction entrusted matching data set sent by the first cloud service host, flow table matching is carried out, namely whether a first flow table entry corresponding to the third transaction entrusted data set exists in at least one processing flow table is inquired, if the first flow table entry is inquired, a first virtual DPU associated with the first flow table entry is determined from the virtual DPUs, then the third transaction entrusted matching data set is sent to the first virtual DPU, and the third transaction entrusted matching data set is processed by the first virtual DPU. And after receiving the third transaction entrusted matching data set, the first virtual DPU calls hardware resources in the processing chip to acquire the first historical market snapshot according to the indicated processing rule of the first flow table entry.

It can be seen that, in this embodiment, the processing rule of the market quotation snapshot is set in the processing flow table, and the first historical market quotation snapshot is obtained by processing the flow table, so that the DPU only performs processing on the market quotation snapshot, and the data processing of the DPU is targeted.

And step B, calculating a first quotation snapshot by processing a flow table according to the first historical quotation snapshot and the at least one second transaction entrustment matching data set.

In a possible embodiment, said calculating a first market snapshot by processing a flow table from said first historical market snapshot and said at least one second transaction delegation matching data set comprises: after the first historical market snapshot is obtained, the first virtual DPU executes the next processing operation according to the processing rule: calling a corresponding first hardware processing module in the processing chip, and respectively calculating the highest price of a buy entrustment and the lowest price of a sell entrustment of the first financial product according to the changed trade entrustment of the first historical market snapshot and the third trade entrustment matching data set; calling the first hardware processing module, and calculating the volume and total volume of the first transaction entrusts according to first matching records in the third transaction entrusts matching data set, wherein the first matching records are matching records of matched transaction entrusts; and calling the first hardware processing module, and packaging the highest price of the purchase entrustment, the lowest price of the selling entrustment, the volume of the finished goods and the total volume of the finished goods into the first action snapshot.

In a specific implementation, after the virtual DPU acquires the first historical market snapshot, the virtual DPU continues to calculate the first market snapshot. Specifically, the first flow table entry includes a first processing flow, and the first processing flow is configured to instruct the first virtual DPU to sequentially perform the following operations: the first virtual DPU calls a first hardware processing module to determine a first trading entrusts which are changed relative to the first historical market snapshot in the third trading entrusts matching data set, and then calculates the highest buying price and the lowest selling price of the first financial product in the first trading entrusts; then, calling a first matching record in the third transaction entrusts, and calling a first hardware processing module to calculate the volume and the total volume of the first transaction entrusts according to all records of the first transaction entrusts in the first matching record; and finally, packaging the calculated highest price of the purchase entrustment, the lowest price of the sell entrustment, the volume of the finished goods and the total volume of the finished goods into the first action snapshot.

It can be seen that, in this embodiment, the market condition snapshot is subjected to pipeline processing through the processing flow specified by the first flow table entry, so that the speed and efficiency of calculating the market condition snapshot are improved.

in a possible embodiment, the updating the first historical market snapshot according to the first market snapshot by processing the flow table to obtain a second historical market snapshot includes: after the first behavior snapshot is calculated, the first virtual DPU executes the next processing operation according to the processing rule: and replacing the content of the first historical quotation snapshot in a hardware database with the content of the first quotation snapshot to obtain a second historical quotation snapshot.

In a specific implementation, the last step of the first processing flow is to update the historical market snapshot. Specifically, after the first market quotation snapshot is calculated, the first historical market quotation snapshot needs to be updated, so that a new market quotation snapshot can be calculated later. Specifically, the first virtual DPU replaces the first quotation snapshot with the first historical quotation snapshot to obtain a second historical quotation snapshot. And the second historical quotation snapshot is used for calculating a new quotation snapshot next time.

It can be seen that, in this embodiment, by processing the flow table, the update of the historical market snapshot is implemented.

In one possible embodiment, the DPU sending the second historical market snapshot to the main CPU through a global flow table includes: the virtual DPU inquires whether a first global flow table entry corresponding to the third transaction entrustment matching data set exists in the global flow table; if the first global flow table entry exists, the virtual DPU calls a second hardware processing module, and forwarding preprocessing is carried out on the first behavior snapshot according to the first global flow table entry; and sending the first behavior snapshot after forwarding preprocessing to the main CPU.

In a specific implementation, in order to enable the first virtual DPU to simultaneously perform processing and forwarding of the market snapshot, the processing and forwarding of the market snapshot are separated, the market snapshot is generated according to the processing flow table, and the market snapshot is forwarded according to the global flow table.

Specifically, after the first virtual DPU generates a first behavior snapshot, the first behavior snapshot is sent to a global flow table, a forwarding flow indicated in an entry of the global flow table is called by the global flow table, and the first behavior snapshot is subjected to forwarding preprocessing, where the forwarding preprocessing may be encapsulation of a source port and a destination port for the first behavior snapshot, or other preprocessing, and may be specifically set according to a forwarding requirement, which is not uniquely defined herein. And after the forwarding preprocessing is finished, sending the first action snapshot to the main CPU, and finally sending the first action snapshot to a corresponding high-frequency transaction terminal by the main CPU.

It can be seen that in this embodiment, since the processing efficiency is further improved, at least one processing flow table is provided in the DPU.

In summary, it can be seen that, in the embodiment of the present application, a cloud service host and a DPU are set in a quotation server, a processing flow table and a global flow table are set in the DPU, a virtual DPU is deployed in the DPU at the same time, a hardware processing module in the DPU is called by the virtual DPU to process a transaction entrustment matching data set sent by a matching server according to a processing flow of the processing flow table, so as to obtain a quotation snapshot, and finally, forwarding is performed according to a forwarding flow in the global flow table, so that a hardware acceleration effect is achieved, rapid processing of the quotation snapshot is achieved, a processing speed is increased, and a CPU computing power is liberated.

Referring to fig. 5, fig. 5 is a schematic flow diagram of a quotation snapshot processing method on a first matching server side provided in an embodiment of the present application, where the quotation snapshot processing method on the first matching server side is applied to a first matching server in a data system of a trading post, the data system of the trading post includes the quotation server, at least one matching server, and at least one high-frequency trading terminal, the first matching server is any one of the at least one matching server, the quotation server, the at least one matching server, and the at least one high-frequency trading terminal are in communication connection, the quotation server includes a main CPU and a DPU, at least one cloud service host is further deployed in the quotation server, and the at least one cloud service host includes a first cloud service host, where the method includes:

step 501, the first matching server receives at least one transaction entrusted matching data set sent by at least one first high-frequency transaction terminal.

The first high-frequency transaction terminal is any one of the at least one high-frequency transaction terminal, and the first matching server correspondingly processes transaction entrusted matching data of at least one financial product.

Step 502, sending the at least one transaction entrustment matching data set to a main CPU of the market server.

The at least one transaction entrusted matching data set is used for providing an instruction for the main CPU to send at least one first transaction entrusted matching data set to a corresponding first cloud server, the at least one transaction entrusted matching data set comprises the at least one first transaction entrusted matching data set, each financial product corresponds to at least one second transaction entrusted matching data set, the second transaction entrusted matching data set is any one of the first transaction entrusted matching data sets, the at least one second transaction entrusted matching data set is used for providing an instruction for the first cloud service host to send the at least one second transaction entrusted matching data set to the DPU, and the at least one second transaction entrusted matching data set also provides an instruction for the DPU to perform the steps A-D on each second transaction entrusted matching data set;

the content of the steps A-D is as follows:

step A, acquiring a first historical quotation snapshot through a processing flow table, wherein the first historical quotation snapshot is a historical quotation snapshot of a last processing period of a first financial product, and the first financial product is any one of the at least one financial product;

and D, sending the second historical quotation snapshot to the main CPU through a global flow table, wherein the second historical quotation snapshot is used for providing an instruction for the main CPU to send the second historical quotation snapshot to a corresponding first high-frequency trading terminal, and the first high-frequency trading terminal is any one of the at least one high-frequency trading terminal.

It can be seen that in the embodiment of the application, a cloud service host and a DPU are set in a quotation server, a processing flow table and a global flow table are set in the DPU, a virtual DPU is deployed in the DPU at the same time, a hardware processing module in the DPU is called by the virtual DPU to process a transaction entrustment matching data set sent by a matching server according to a processing flow of the processing flow table to obtain quotation snapshots, and finally forwarding is performed according to a forwarding flow in the global flow table, so that a hardware acceleration effect is achieved, the quotation snapshots are rapidly processed, the processing speed is increased, and the computing power of a CPU is relieved.

Referring to fig. 6, fig. 6 is a schematic flow diagram of a quotation snapshot processing method on a high-frequency transaction terminal side provided in an embodiment of the present application, where the quotation snapshot processing method on the high-frequency transaction terminal side is applied to a high-frequency transaction terminal in a data system of a exchange, the data system of the exchange includes the quotation server, at least one matching server, and at least one high-frequency transaction terminal, the first high-frequency transaction terminal is any one of the at least one high-frequency transaction terminal, the quotation server, the at least one matching server, and the at least one high-frequency transaction terminal are in communication connection, the quotation server includes a main CPU and a DPU, at least one cloud service host is further deployed in the quotation server, and the at least one cloud service host includes a first cloud service host, and the method includes:

step 601, the first high-frequency trading terminal generates at least one trading entrusted order according to the trading operation of the user.

Step 602, generating at least one trade order collection according to the at least one trade order.

Step 603, sending the at least one transaction order set to the first matching server.

The first matching server is any one of the at least one matching server, the at least one transaction entrusted order set is used for providing an instruction for the first matching server to generate at least one transaction entrusted matching data set according to the at least one transaction entrusted order set respectively sent by the plurality of first high-frequency transaction terminals and send the at least one transaction entrusted matching data set to the main CPU, the at least one transaction entrusted matching data set is used for providing an instruction for the first cloud service host to send the at least one transaction entrusted matching data set to the main CPU of the market server, and the first matching server correspondingly processes the transaction entrusted matching data of at least one financial product, the at least one transaction commission matching data set is used for providing an instruction for the main CPU to send at least one first transaction commission matching data set to a corresponding first cloud server, the at least one transaction commission matching data set comprises the at least one first transaction commission matching data set, each financial product corresponds to at least one second transaction commission matching data set, the second transaction commission matching data set is any one of the first transaction commission matching data sets, and the at least one second transaction commission matching data set is used for providing an instruction for the first cloud service host to send the at least one second transaction commission matching data set to the DPU and provide an instruction for the DPU to execute the steps A-D on each second transaction commission matching data set;

the content of the steps A-D is as follows:

step D, sending the second historical quotation snapshot to the main CPU through a global flow table, wherein the second historical quotation snapshot is used for providing an instruction for the main CPU to send the second historical quotation snapshot to a corresponding first high-frequency trading terminal, and the first high-frequency trading terminal is any one of the at least one high-frequency trading terminal;

It can be seen that, in the embodiment of the application, the cloud service host and the DPU are set in the quotation server, the processing flow table and the global flow table are set in the DPU, the virtual DPU is deployed in the DPU, the virtual DPU calls the hardware processing module in the DPU to process the transaction entrusted matching data set sent by the matching server according to the processing flow of the processing flow table to obtain the quotation snapshot, and finally the transaction entrusted matching data set is forwarded according to the forwarding flow in the global flow table, so that a hardware acceleration effect is achieved, the quick processing of the quotation snapshot is realized, the processing speed is increased, and the computing power of the CPU is released.

A multi-sided interaction scheme of the method is described below.

In the exchange data system, a client submits a trading order to a futures company to generate a trading order; receiving the trade order by the futures company at a high-frequency trade terminal leased by a data system of a trading exchange, and then sending the trade order to a wind control system of the futures company for auditing; the wind control system audits at least one trade order uploaded by at least one high-frequency trade terminal of the same futures company, and after the audit is passed, the at least one trade order is assembled into an order set and the order set is sent to the front-end device 102 for quotation of the trade company; the exchange quotation front-end device 102 checks the order set and sends the order set to a corresponding matching server for data matching; after the matching server receives the corresponding order set, matching the order set into a transaction entrusted matching data set, and then sending the transaction entrusted matching data set to the market situation server; the main CPU of the market server receives the transaction entrusted matching data set, forwards the transaction entrusted matching data set to a corresponding cloud service host, and forwards the transaction entrusted matching data set to a virtual DPU corresponding to the DPU; and matching a flow table entry in a processing flow table corresponding to the transaction entrustment matching data set by the virtual DPU, processing the transaction entrustment matching data set according to a processing flow indicated by the flow table entry to further generate a market quotation snapshot, forwarding and preprocessing the market quotation snapshot through the global entry in the global flow table after the market quotation snapshot is generated, forwarding the preprocessed market quotation snapshot to a corresponding high-frequency transaction terminal, and sending the preprocessed market quotation snapshot to a client for display by the high-frequency transaction terminal. Therefore, the first transaction entrusted matching data set sent by the first matching server is received through the first cloud service host, and the market snapshot is calculated by the DPU through the processing flow table and the global flow table according to the first transaction entrusted matching data set, so that the hardware acceleration effect is achieved, the market snapshot is rapidly processed, the processing speed is improved, and the computing power of the CPU is liberated.

The above description has introduced the solution of the embodiment of the present application mainly from the perspective of the method-side implementation process. It will be appreciated that the mobile electronic device, in order to implement the above-described functionality, comprises corresponding hardware structures and/or software modules for performing the respective functions. Those of skill in the art will readily appreciate that the present application is capable of hardware or a combination of hardware and computer software implementing the various illustrative elements and algorithm steps described in connection with the embodiments provided herein. Whether a function is performed in hardware or computer software drives hardware depends upon the particular application and design constraints imposed on the solution. 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 application.

In the embodiment of the present application, the electronic device may be divided into the functional units according to the method example, for example, each functional unit may be divided corresponding to each function, or two or more functions may be integrated into one processing unit. The integrated unit can be realized in a form of hardware, and can also be realized in a form of a software functional unit. It should be noted that the division of the unit in the embodiment of the present application is schematic, and is only a logic function division, and there may be another division manner in actual implementation.

Referring to fig. 7, fig. 7 is a schematic structural diagram of a quotation snapshot processing apparatus 70 on a quotation server side according to an embodiment of the present application, where the quotation snapshot processing apparatus 70 on the quotation server side is applied to a quotation server in a data system of a trading post, the data system of the trading post includes the quotation server, at least one matching server, and at least one high-frequency trading terminal, the quotation server, the at least one matching server, and the at least one high-frequency trading terminal are in communication connection, the quotation server includes a main CPU and a DPU, at least one cloud service host is further disposed in the quotation server, the at least one cloud service host includes a first cloud service host, and the apparatus 70 includes:

a first receiving unit 701, configured to receive at least one first transaction entrusted matching data set sent by the first matching server, where the first matching server is any one of the at least one matching server, the first matching server correspondingly processes transaction entrusted matching data of at least one financial product, each financial product corresponds to at least one second transaction entrusted matching data set, and the second transaction entrusted matching data set is any one of the first transaction entrusted matching data sets;

a sending unit 702, configured to send the at least one second transaction entrusted matching data set to the DPU;

a processing unit 703 configured to perform, for each second transaction entrusted matching data set of the at least one second transaction entrusted matching data set, the steps a-D:

In one possible embodiment, the DPU includes a control chip and a processing chip, a virtual DPU corresponding to the at least one cloud service host in the physical machine in a one-to-one manner is deployed on the DPU, the virtual DPU includes at least one control module and processing flow tables corresponding to the at least one control module in a one-to-one manner, the control module is deployed in the control chip, the processing chip further establishes processing flow tables corresponding to the respective control terminals, and the control module is configured to receive configuration information issued by a management user of the first cloud service host and send at least one flow table entry to the processing flow table corresponding to the first cloud service host according to the configuration information; in the aspect of acquiring the first historical market snapshot by processing the flow table, the processing unit 703 is specifically configured to: inquiring whether a first flow table entry corresponding to a third transaction entrusted matching data set exists in the processing flow table, wherein the third transaction entrusted matching data set is a second transaction entrusted matching data set which is processed currently, and the first flow table entry is any one of the at least one flow table entry; if the first flow table entry exists, the processing chip determines the first virtual DPU corresponding to the third transaction entrustment matching data set according to the first flow table entry; the processing chip sends the third transaction entrusted matching data set to the first virtual DPU; and the first virtual DPU calls hardware resources in the processing chip to acquire the first historical market snapshot according to the processing rule indicated by the first flow table entry.

In a possible embodiment, the processing unit 703 is specifically configured to calculate an aspect of the first market quotation snapshot by processing a flow table according to the first historical market quotation snapshot and the at least one second transaction entrusted matching data set, and: after the first historical market snapshot is acquired, executing the next processing operation according to the processing rule through a first virtual DPU: calling a corresponding first hardware processing module in the processing chip, and respectively calculating the highest price of a buying authorization and the lowest price of a selling authorization of the first financial product according to the first historical market snapshot and the first changed transaction authorization of the third transaction authorization matching data set; calling the first hardware processing module, and calculating the volume and the total volume of the first transaction entrusts according to a first matching record in the third transaction entrusts matching data set, wherein the first matching record is the matching record of the matched transaction entrusts; and calling the first hardware processing module, and packaging the highest price of the purchase entrustment, the lowest price of the selling entrustment, the volume of the finished goods and the total volume of the finished goods into the first action snapshot.

In a possible embodiment, in the aspect that the second historical market snapshot is obtained by processing the flow table and updating the first historical market snapshot according to the first market snapshot, the processing unit 703 is specifically configured to: after the first behavior snapshot is calculated, executing the next processing operation according to the processing rule through the first virtual DPU: and replacing the content of the first historical quotation snapshot in a hardware database with the content of the first quotation snapshot to obtain a second historical quotation snapshot.

In a possible embodiment, in the aspect that the DPU sends the second historical market snapshot to the main CPU through a global flow table, the processing unit 703 is specifically configured to: querying whether a first global flow table entry corresponding to the third transaction entrustment matching data set exists in the global flow table through the first virtual DPU; if the first global flow table entry exists, the virtual DPU calls a second hardware processing module, and forwarding preprocessing is carried out on the first behavior snapshot according to the first global flow table entry; and sending the first behavior snapshot subjected to forwarding preprocessing to the main CPU.

In one possible embodiment, before receiving the aspect of at least one first transaction commitment matching data set sent by the first matching server, the apparatus further comprises: a second receiving unit configured to: receiving at least one transaction entrusted matching data set sent by the at least one matching server, wherein the at least one transaction entrusted matching data set comprises the at least one first transaction entrusted matching data set; sending the at least one first transaction entrusted matching data set sent by the corresponding first matching server to the first cloud server host according to the corresponding relation between the at least one cloud service host and the at least one matching server; or, dynamically configuring the at least one transaction entrusting matching data set for each first cloud service host in the at least one cloud service host, where the dynamic configuration refers to distribution according to the number of cloud service hosts actually set and/or the data volume distribution of at least one second transaction entrusting matching data set of the first finance.

Referring to fig. 8, fig. 8 is a schematic structural diagram of a quotation snapshot processing apparatus 80 on a first matching server side provided in an embodiment of the present application, where the quotation snapshot processing apparatus 80 on the first matching server side is applied to a first matching server in a data system of a trading post, the data system of the trading post includes the quotation server, at least one matching server, and at least one high-frequency trading terminal, the first matching server is any one of the at least one matching server, the quotation server, the at least one matching server, and the at least one high-frequency trading terminal are in communication connection, the quotation server includes a main CPU and a DPU, at least one cloud service host is further deployed in the quotation server, the at least one cloud service host includes a first cloud service host, and the apparatus includes:

a receiving unit 801, configured to receive, by the first matching server, at least one transaction entrusted matching data set sent by at least one first high-frequency transaction terminal, where the first high-frequency transaction terminal is any one of the at least one high-frequency transaction terminal, and the first matching server correspondingly processes transaction entrusted matching data of at least one financial product;

a sending unit 802, configured to send the at least one transaction entrusted matching data set to a main CPU of the market server, where the at least one transaction entrusted matching data set is used to provide, for the main CPU, an instruction to send at least one first transaction entrusted matching data set to a corresponding first cloud server, the at least one transaction entrusted matching data set includes the at least one first transaction entrusted matching data set, each financial product corresponds to at least one second transaction entrusted matching data set, the second transaction entrusted matching data set is any one of the first transaction entrusted matching data sets, the at least one second transaction entrusted matching data set is used to provide, for the first cloud service host, an instruction to send the at least one second transaction entrusted matching data set to the DPU, and the at least one second entrusted transaction matching data set further provides, for the DPU, an instruction to perform steps a to D on each second transaction entrusted matching data set;

the content of the steps A-D is as follows:

step A, acquiring a first historical quotation snapshot through a processing flow table, wherein the first historical quotation snapshot is a historical quotation snapshot of a last processing period of a first financial product, and the first financial product is any one of at least one financial product;

Referring to fig. 9, fig. 9 is a schematic structural diagram of a quotation snapshot processing apparatus 90 on a high-frequency trading terminal side provided in an embodiment of the present application, where the quotation snapshot processing apparatus 90 on the high-frequency trading terminal side is applied to a high-frequency trading terminal in a trading desk data system, the trading desk data system includes the quotation server, at least one matching server, and at least one high-frequency trading terminal, the first high-frequency trading terminal is any one of the at least one high-frequency trading terminal, the quotation server, the at least one matching server, and the at least one high-frequency trading terminal are in communication connection, the quotation server includes a main CPU and a DPU, at least one cloud service host is further deployed in the quotation server, and the at least one cloud service host includes a first cloud service host, and the apparatus includes:

a generating unit 901, configured to generate at least one trade entrusted order according to a trade operation of a user, and generate at least one trade entrusted order set according to the at least one trade entrusted order;

a sending unit 902, configured to send the at least one transaction entrusted order set to the first matching server, where the first matching server is any one of the at least one matching server, the at least one transaction entrusted order set is used to provide, for the first matching server, an instruction to generate at least one transaction entrusted data set according to the at least one transaction entrusted order set sent by each of the plurality of first high-frequency transaction terminals, and send the at least one transaction entrusted data set to the main CPU, the at least one transaction entrusted data set is used to provide, for the first cloud service host, an instruction to send the at least one transaction entrusted data set to the main CPU of the market server, the first matching server correspondingly processes transaction entrusted data of at least one financial product, the at least one transaction entrusted data set is used to provide, for the main CPU, an instruction to send the at least one first transaction entrusted data set to the corresponding first cloud server, the at least one transaction entrusted data set includes at least one first entrusted data set, and the second entrusted data set provides, and the second entrusted data set to execute the second entrusted transaction entrusted data set, where the first entrusted data set provides, the second entrusted data set to the second entrusted data set;

the content of the steps A-D is as follows:

step D, sending the first behavior snapshot to the main CPU through a global flow table, wherein the first behavior snapshot is used for providing an instruction for the main CPU to send the first behavior snapshot to a corresponding first high-frequency transaction terminal, and the first high-frequency transaction terminal is any one of the at least one high-frequency transaction terminal;

a receiving unit 903, configured to receive the first behavior snapshot sent by the main CPU.

The above embodiments may be implemented in whole or in part by software, hardware, firmware, or any combination thereof. When implemented in software, the above-described embodiments may be implemented in whole or in part in the form of a computer program product. The computer program product includes one or more computer instructions or computer programs. The procedures or functions described in accordance with the embodiments of the present application are produced in whole or in part when the computer instructions or the computer program are loaded or executed on a computer. The computer may be a general purpose computer, a special purpose computer, a network of computers, or other programmable device. The computer instructions may be stored in a computer readable storage medium or transmitted from one computer readable storage medium to another computer readable storage medium, for example, the computer instructions may be transmitted from one website, computer, server, or data center to another website, computer, server, or data center by wire or wirelessly. The computer-readable storage medium can be any available medium that can be accessed by a computer or a data storage device such as a server, data center, etc. that contains one or more collections of available media. The usable medium may be a magnetic medium (e.g., floppy disk, hard disk, magnetic tape), an optical medium (e.g., DVD), or a semiconductor medium. The semiconductor medium may be a solid state disk.

The present application further provides an electronic device 1000, as shown in fig. 10, comprising at least one processor (processor) 1001; a display screen 1002; and a memory (memory) 1003, which may further include a communication Interface (Communications Interface) 1005 and a bus 1004. The processor 1001, the display 1002, the memory 1003 and the communication interface 1005 can communicate with each other via the bus 1004. The display screen 1002 is configured to display a user guidance interface preset in an initial setting mode. The communication interface 1005 may transfer information. The processor 1001 may call logic instructions in the memory 1003 to perform the methods in the above embodiments.

Optionally, the electronic device 1000 may be a mobile electronic device, or may also be an electronic device or other devices, which is not limited herein.

In addition, the logic instructions in the memory 1003 may be implemented in the form of software functional units, and may be stored in a computer readable storage medium when the logic instructions are sold or used as independent products.

The memory 1003, which is a computer-readable storage medium, may be configured to store software programs, computer-executable programs, such as program instructions or modules corresponding to the methods in the embodiments of the present disclosure. The processor 1001 executes functional applications and data processing by executing software programs, instructions or modules stored in the memory 1003, that is, implements the methods in the above embodiments.

The memory 1003 may include a storage program area and a storage data area, wherein the storage program area may store an operating system, an application program required for at least one function; the storage data area may store data created according to use of the electronic device 1000, and the like. Further, the memory 1003 may include a high-speed random access memory, and may also include a nonvolatile memory. For example, a variety of media that can store program codes, such as a usb disk, a removable hard disk, a Read-Only Memory (ROM), a Random Access Memory (RAM), a magnetic disk, or an optical disk, may also be transient storage media.

Embodiments of the present application also provide a computer storage medium, where the computer storage medium stores a computer program for electronic data exchange, the computer program enabling a computer to execute part or all of the steps of any one of the methods described in the above method embodiments, and the computer includes an electronic device.

Embodiments of the present application also provide a computer program product comprising a non-transitory computer readable storage medium storing a computer program operable to cause a computer to perform some or all of the steps of any one of the methods as set out in the above method embodiments. The computer program product may be a software installation package, the computer comprising an electronic device.

It should be understood that, in the various embodiments of the present application, the sequence numbers of the above-mentioned processes do not mean the execution sequence, and the execution sequence of each process should be determined by its function and inherent logic, and should not constitute any limitation to the implementation process of the embodiments of the present application.

In the several embodiments provided in the present application, it should be understood that the disclosed method, apparatus and system may be implemented in other ways. For example, the above-described apparatus embodiments are merely illustrative; for example, the division of the unit is only a logic function division, and there may be another division manner in actual implementation; for example, various elements or components may be combined or may be integrated into another system, or some features may be omitted, or not implemented. In addition, the shown or discussed mutual coupling or direct coupling or communication connection may be an indirect coupling or communication connection through some interfaces, devices or units, and may be in an electrical, mechanical or other form.

The units described as separate parts may or may not be physically separate, and parts displayed as units may or may not be physical units, may be located in one position, or may be distributed on multiple network units. Some or all of the units can be selected according to actual needs to achieve the purpose of the solution of the embodiment.

In addition, functional units in the embodiments of the present invention may be integrated into one processing unit, or each unit may be separately and physically included, or two or more units may be integrated into one unit. The integrated unit can be realized in a form of hardware, or in a form of hardware plus a software functional unit.

The integrated unit implemented in the form of a software functional unit may be stored in a computer-readable storage medium. The software functional unit is stored in a storage medium and includes several instructions for causing a computer device (which may be a personal computer, a server, or a network device) to execute some steps of the methods according to the embodiments of the present invention. And the aforementioned storage medium includes: u disk, removable hard disk, magnetic disk, optical disk, volatile memory or non-volatile memory. The non-volatile memory may be a read-only memory (ROM), a Programmable ROM (PROM), an Erasable PROM (EPROM), an Electrically Erasable PROM (EEPROM), or a flash memory. Volatile memory can be Random Access Memory (RAM), which acts as external cache memory. By way of example, but not limitation, many forms of Random Access Memory (RAM) are available, such as Static RAM (SRAM), dynamic RAM (DRAM), synchronous DRAM (SDRAM), double data rate SDRAM (DDR SDRAM), enhanced SDRAM (ESDRAM), synchlink DRAM (SLDRAM), and direct bus RAM (DR RAM). And the like, which may store program code.

Although the present invention is disclosed above, the present invention is not limited thereto. Various changes and modifications can be easily made by those skilled in the art without departing from the spirit and scope of the present invention, and it is within the scope of the present invention to include different functions, combination of implementation steps, software and hardware implementations.

Claims

1. The quotation snapshot processing method is characterized by being applied to a quotation server in a data system of a trading exchange, wherein the data system of the trading exchange comprises the quotation server, at least one matching server and at least one high-frequency trading terminal, the quotation server, the at least one matching server and the at least one high-frequency trading terminal are in communication connection, the quotation server comprises a main CPU and a DPU, at least one cloud service host is also deployed in the quotation server, and the at least one cloud service host comprises a first cloud service host; the method comprises the following steps:

step A, acquiring a first historical quotation snapshot through a processing flow table, wherein the first historical quotation snapshot is a historical quotation snapshot of a last processing period of a first financial product, the first financial product is any one of the at least one financial product, the processing flow table is arranged in the DPU, the processing flow table comprises at least one flow table item, and the at least one flow table item entrusts a processing rule of a matching data set for a corresponding second transaction;

2. The method according to claim 1, wherein the DPU includes a control chip and a processing chip, a virtual DPU corresponding to the at least one cloud service host is deployed on the DPU, the virtual DPU includes at least one control module and processing flow tables corresponding to the at least one control module, the control module is deployed in the control chip, the processing chip is further configured with processing flow tables corresponding to the respective control terminals, and the control module is configured to receive configuration information issued by a management user of the first cloud service host and send at least one flow table entry to the processing flow table corresponding to the first cloud service host according to the configuration information;

the method for acquiring the first historical market snapshot by processing the flow table comprises the following steps:

the processing chip inquires whether a first flow table entry corresponding to a third transaction entrustment matching data set exists in the processing flow table, the third transaction entrustment matching data set is a second transaction entrustment matching data set which is processed currently, and the first flow table entry is any one of the at least one flow table entry;

if the first flow table entry exists, the processing chip determines a first virtual DPU corresponding to the third transaction entrustment matching data set according to the first flow table entry;

the processing chip sends the third transaction entrusted matching data set to the first virtual DPU;

and the first virtual DPU calls hardware resources in the processing chip to acquire the first historical market snapshot according to the processing rule indicated by the first flow table entry.

3. The method of claim 2, wherein said calculating a first action snapshot by processing a flow table from said first historical action snapshot and said at least one second transaction proxy matching data set comprises:

after the first historical market snapshot is obtained, the first virtual DPU executes the next processing operation according to the processing rule:

calling a corresponding first hardware processing module in the processing chip, and respectively calculating the highest price of a buy entrustment and the lowest price of a sell entrustment of the first financial product according to the changed first trading entrustment of the first historical market snapshot and the third trading entrustment matching data set;

calling the first hardware processing module, and calculating the volume and total volume of the first transaction entrusts according to first matching records in the third transaction entrusts matching data set, wherein the first matching records are matching records of matched transaction entrusts;

and calling the first hardware processing module, and packaging the highest price of the purchase entrusting, the lowest price of the selling entrusting, the volume of the finished goods and the total volume of the finished goods into the first action snapshot.

4. The method of claim 3, wherein updating the first historical market snapshot from the first market snapshot by processing a flow table to obtain a second historical market snapshot comprises:

after the first behavior snapshot is calculated, the first virtual DPU executes the next processing operation according to the processing rule:

and replacing the content of the first historical quotation snapshot in a hardware database with the content of the first quotation snapshot to obtain a second historical quotation snapshot.

5. The method of claim 4, wherein the DPU sends the second historical market snapshot to the main CPU through a global flow table, comprising:

the first virtual DPU inquires whether a first global flow table entry corresponding to the third transaction entrustment matching data set exists in the global flow table;

if the first global flow table entry exists, the virtual DPU calls a second hardware processing module, and forwarding preprocessing is carried out on the first behavior snapshot according to the first global flow table entry;

and sending the first behavior snapshot after forwarding preprocessing to the main CPU.

6. The method of any one of claims 1-5, wherein receiving, by a first cloud service host, at least one first transaction commitment match data set sent by the first match server comprises:

the main CPU sends the at least one first transaction entrusted matching data set sent by the corresponding first matching server to the first cloud server host according to the corresponding relation between the at least one cloud service host and the at least one matching server; alternatively, the first and second electrodes may be,

7. A market quotation snapshot processing method is applied to a first matching server in a data system of a trading exchange, the data system of the trading exchange comprises the market quotation server, at least one matching server and at least one high-frequency trading terminal, the first matching server is any one of the at least one matching server, the market quotation server, the at least one matching server and the at least one high-frequency trading terminal are in communication connection, the market quotation server comprises a main CPU and a DPU, at least one cloud service host is also deployed in the market quotation server, and the at least one cloud service host comprises a first cloud service host, and the method comprises the following steps:

the first matching server receives at least one transaction entrusted matching data set sent by at least one first high-frequency transaction terminal, wherein the first high-frequency transaction terminal is any one of the at least one high-frequency transaction terminal, and the first matching server correspondingly processes the transaction entrusted matching data of at least one financial product;

sending the at least one transaction entrusted matching data set to a main CPU of the market server, wherein the at least one transaction entrusted matching data set is used for providing an instruction for the main CPU to send at least one first transaction entrusted matching data set to a corresponding first cloud server, the at least one transaction entrusted matching data set comprises the at least one first transaction entrusted matching data set, each financial product corresponds to at least one second transaction entrusted matching data set, the second transaction entrusted matching data set is any one of the first transaction entrusted matching data sets, the at least one second transaction entrusted matching data set is used for providing an instruction for the first cloud service host to send the at least one second transaction entrusted matching data set to the DPU, and the at least one second transaction entrusted matching data set also provides an instruction for the DPU to perform the steps A-D on each second transaction entrusted matching data set;

the content of the steps A-D is as follows:

step A, a first historical quotation snapshot is obtained through processing a flow table, the first historical quotation snapshot is a historical quotation snapshot of a last processing period of a first financial product, and the first financial product is any one of the at least one financial product;

8. A market snapshot processing method is applied to a high-frequency transaction terminal in a data system of a trading exchange, the data system of the trading exchange comprises a market server, at least one matching server and at least one high-frequency transaction terminal, the market server, the at least one matching server and the at least one high-frequency transaction terminal are in communication connection, the market server comprises a main CPU and a DPU, at least one cloud service host is also deployed in the market server, the at least one cloud service host comprises a first cloud service host, and the method comprises the following steps:

the method comprises the steps that a first high-frequency trading terminal generates at least one trading entrusted order according to trading operation of a user, wherein the first high-frequency trading terminal is any one of the at least one high-frequency trading terminal;

sending the at least one transaction entrusted order set to a first matching server, wherein the first matching server is any one of the at least one matching server, the at least one transaction entrusted order set is used for providing instructions for the first matching server to generate at least one transaction entrusted matching data set according to the at least one transaction entrusted order set sent by a plurality of first high-frequency transaction terminals respectively and send the at least one transaction entrusted matching data set to the main CPU, the at least one transaction entrusted matching data set is used for providing instructions for the first cloud service host to send the at least one transaction entrusted matching data set to the main CPU of the market case server, and the first matching server correspondingly processes transaction entrusted matching data of at least one financial product,

the content of the steps A-D is as follows:

step D, sending the second historical quotation snapshot to the main CPU through a global flow table, wherein the second historical quotation snapshot is used for providing an instruction for the main CPU to send the second historical quotation snapshot to a corresponding first high-frequency trading terminal;

9. An electronic device comprising a processor, memory, a communication interface, and one or more programs stored in the memory and configured to be executed by the processor, the programs including instructions for performing the steps in the method of any of claims 1-8.

10. A computer-readable storage medium, characterized by storing a computer program for electronic data exchange, wherein the computer program causes a computer to execute instructions of the steps in the method according to any one of claims 1-8.