CN115187403A - Security quotation forwarding method and system, computer readable storage medium and device - Google Patents

Abstract

The invention discloses a security quotation forwarding method and system, a computer readable storage medium and a computer readable storage device. A stock market forwarding method is characterized by comprising the following steps: s1, receiving a market quotation sent by a trading exchange one by one; s2, filtering the market quotations one by one, and extracting target information; s3, storing the target information into a memory; and S4, extracting the demand information from the memory. The invention can send the information required by the user to the user in real time, and can achieve real-time snapshot quotation. The snapshot quotation issued by the exchange is once every 3 seconds, a lot of information is abandoned in the middle, and the invention can send the snapshot quotation in real time according to the requirements of users, thereby improving the experience of the users.

Description

Security quotation forwarding method and system, computer readable storage medium and device

Technical Field

The invention belongs to the field of financial security futures, and relates to a security market information forwarding method and system, and a computer readable storage medium and device.

Background

The basis of the information society is chips and software. In the field of chips, a CPU is a commonly used main control chip, and the CPU is widely used in a desktop computer, a notebook computer, and a server. The CPU is good at processing complex scheduling, and in the financial field, the distribution and the receiving of securities quotations are all completed by using a server with an embedded CPU.

With the further international orbit, quantitative transaction, high-frequency transaction and other tools of the financial market in China, the tools are more and more applied to the strategy scheme of financial practitioners. In a financial market system, a security company sometimes needs to forward market information issued by exchanges, and it is desirable that the delay be as low as possible. But the daily data volume of the exchange market information is very large, and in the forwarding system, if the exchange market information is directly forwarded, a very large bandwidth is required, the performance requirement on the forwarding system is very high, otherwise, the probability of packet loss is increased, and the forwarding reliability is reduced.

The execution of each instruction of the CPU requires an instruction memory, a decoder, an arithmetic unit for various instructions, and a branch jump processing logic, which results in a large processing delay of the CPU, the delay reaching the millisecond level, and a technical bottleneck in performance improvement. In addition, when the market is in the market quotation, and the transaction volume is greatly increased, a large amount of orders are pressed, the time delay jitter is increased, the transaction rate is reduced, and the customer perception is very poor.

When the market order book synthesis is realized based on the CPU architecture, all received market orders are sorted according to the size of each security code, so that the standard 10-gear or more-gear snapshot market is output. The sequencing process needs frequent data insertion and deletion, so when the sequencing problem is processed, a general method of software is to call a library function named red and black tree, and frequent function call can greatly reduce the real-time performance of a CPU (Central processing Unit), so that the time delay and the jitter are increased.

Disclosure of Invention

In order to solve the above-mentioned problems of the prior art, the present invention provides a method and a system for forwarding stock quotations, a computer readable storage medium and a device.

In order to achieve the purpose, the invention adopts the technical scheme that:

the method for forwarding the securities market quotation is characterized by comprising the following steps of:

s1, receiving a market quotation sent by a trading exchange one by one;

s2, filtering the strokes and the quotations one by one, and extracting target information;

s3, storing the target information into a memory;

and S4, extracting the requirement information from the memory.

Preferably, the market quotation has a transaction quotation and a consignment quotation;

the transaction-by-transaction quotation is the real-time quotation of the current transaction, and the transaction-by-transaction consignment quotation is the consignment quotation of a buyer/seller;

the target information comprises transaction information and entrustment information;

the transaction information comprises transaction price, transaction amount, buyer entrusted index and seller entrusted index;

the request information includes a purchase request price, a purchase request amount, a sale request price, and a sale request amount.

Preferably, in the step S3,

storing the price of the target information into a memory through a price space method, wherein the price space method is used for enabling the price to be uniquely corresponding to the memory address;

the corresponding relation between the price P and the storage address f (P) is as follows:

f(p)＝[p/θ ₁ ]+mod(p，θ ₁ )/θ ₂ (1)

wherein, theta ₁ A constant is compressed for the bit width;

wherein, theta ₂ Is a normalized constant;

wherein, [ p/θ ] ₁ ]Denotes no more than p/theta ₁ The largest integer of (a);

where mod (p, θ) ₁ ) Denotes p divided by θ ₁ The remainder of (1).

Preferably, in the step S4,

extracting the requirement information from the memory by a significant bit joint summation method;

wherein the joint sum of significant bits is used to read and order prices from memory;

the extracted price and the gear have a corresponding mapping relation.

Preferably, an identification bit is added to each price stored, and the stored price is satisfied,

identification bit =1, indicating that the price is valid;

flag =0, indicating that the price is invalid;

the identification bits bi correspond to the identification bit counters c (i) one to one,

c(i)＝bi+b(i-1)+b(i-2)+…+b0 (2)

wherein i is an integer of 0 to 7.

A stock market forwarding system is characterized by comprising,

the stock market information forwarding method can be executed.

A computer-readable storage medium, comprising,

for storing a designated computer program, the execution of which can implement the one stock market forwarding method.

The stock quotation forwarding device is characterized by comprising the stock quotation forwarding method;

one such computer-readable storage medium;

the system comprises a market condition filter, a buying/selling control module, a gear collector, a storage, an output control module and a target gear.

Preferably, the transaction-by-transaction market filter comprises a transaction-by-transaction market filter and a transaction-by-transaction market filter;

the transaction quotation filter is used for extracting transaction information from the quotation package;

the transaction-by-transaction entrusting market information filter is used for extracting entrusting information from the market information packet.

Preferably, the buy/sell control module is configured to compress the price extracted by the market filter;

the buying/selling control module compresses the price by using a price space method to obtain the price and a storage address corresponding to the price;

the memory is used for storing the gear.

Preferably, the integer part of the price is represented by 12 bits, and the decimal part of the price is represented by 7 bits;

and normalizing the address to enable the price to be in one-to-one correspondence with the storage address, wherein the price and the address are continuously changed.

Preferably, the gear collector adopts a valid bit combined summation method to extract effective price;

taking a buying price or a selling price as an initial address, and extracting an effective price from a memory;

and if the positions of the rising and stopping prices are addressed to be spliced into a target gear, outputting the target gear, and otherwise, outputting the actual gear.

Preferably, the output control module is used for controlling the interval of the output snapshot quotation and the type of the snapshot quotation.

Preferably, the output control module is used for controlling the gear market changed in the output interval time.

The invention has the beneficial effects that the invention provides a security quotation forwarding method and system, a computer readable storage medium and a computer readable storage device. The invention can send the information required by the user to the user in real time, and can realize real-time snapshot quotation. The snapshot quotation issued by the exchange is once every 3 seconds, a lot of information is abandoned in the middle, and the invention can send the snapshot quotation in real time according to the requirement of the user, thereby improving the experience of the user.

Description of the drawings:

FIG. 1 shows a schematic diagram of a stock market forwarding method;

FIG. 2 illustrates a stock market information forwarding device;

FIG. 3 shows a schematic diagram of a buy/sell control module;

FIG. 4 shows a schematic view of a range collector;

FIG. 5 shows a schematic diagram of an output control module.

Detailed Description

The technical solutions in the embodiments of the present invention will be clearly and completely described below with reference to the drawings in the embodiments of the present invention, and it is obvious that the described embodiments are only a part of the embodiments of the present invention, and not all of the embodiments. All other embodiments, which can be obtained by a person skilled in the art without making any creative effort based on the embodiments in the present invention, belong to the protection scope of the present invention.

Referring to fig. 1-5, the embodiments of the present invention are as follows:

example 1:

a stock market forwarding method is characterized by comprising the following steps:

s1, receiving a market-by-market quotation sent by a trading post;

s2, filtering the strokes and the quotations one by one, and extracting target information;

s3, storing the target information into a memory;

s4,; the demand information is extracted from the memory.

The stroke-by-stroke quotation comprises a stroke-by-stroke bargain quotation and a stroke-by-stroke consignation quotation;

the transaction-by-transaction quotation is the real-time quotation of the current transaction, and the transaction-by-transaction consignment quotation is the consignment quotation of a buyer/seller;

the target information comprises transaction information and entrustment information;

the transaction information comprises transaction price, transaction amount, buyer entrusted index and seller entrusted index; if the transaction information is a withdrawal order, the transaction information comprises a withdrawal order quantity, a withdrawal order serial number, a withdrawal order quantity and a withdrawal order serial number.

The request information includes a purchase request price, a purchase request amount, a sale request price, and a sale request amount.

The stock market data is provided by all the trades, and is generally provided to the dealer, market analysis software supplier and the like. The securities quotation issued by the exchange mainly comprises a transaction quotation, a consignment quotation and a snapshot quotation, wherein the transaction quotation and the consignment quotation are transmitted in real time, the requirement on transmission bandwidth is high due to the large information amount of the transaction quotation, and the receiving end has high probability of data loss under the condition.

And some quotations sent by the exchange are data which are not concerned by the user, if the quotations are sent according to the quotations one by one, the information received by the user is lost due to the influence of the bandwidth, and a lot of redundant information which influences the watching and analyzing of the user is received, so that the experience feeling of the user is very bad. The market information is sent every 3s according to the exchange snapshot market, the market information received by the user is lack of much information, the stock market is instantly changeable, and for the user, the change of the market has a reference value, but the exchange snapshot market does not completely reflect the real change condition of the market, and the user cannot master the whole information of the market, so that the judgment is carried out at a higher risk.

In this embodiment, as shown in fig. 1, a method for forwarding stock quotations is provided, which is characterized by comprising the following steps: s1, receiving a market-by-market quotation sent by a trading post; s2, filtering the market quotations one by one, and extracting target information; s3, storing the target information into a memory; and S4, extracting the requirement information from the memory. The invention filters the market information issued by the exchange one by one, reduces the information amount required to be transmitted, then stores the target information into the memory, and extracts the required information from the memory. The demand information can be changed according to the demand of the user, and the invention can send the information required by the user to the user in real time, thereby realizing the purpose of snapshotting the market in real time. The snapshot quotation issued by the exchange is once every 3 seconds, a lot of information is abandoned in the middle, and the invention can send the snapshot quotation in real time according to the requirements of users, thereby improving the experience of the users.

Example 2:

in the step of S3, the step of,

storing the price of the target information into a memory through a price space method, wherein the price space method is used for enabling the price to be uniquely corresponding to the memory address;

the corresponding relation between the price P and the storage address f (P) is as follows:

f(p)＝[p/θ ₁ ]+mod(p，θ ₁ )/θ ₂ (1)

wherein, theta ₁ A bit width compression constant;

wherein, theta ₂ Is a normalized constant;

wherein [ p/θ ] ₁ ]Denotes no more than p/theta ₁ The largest integer of (a);

where mod (p, θ) ₁ ) Denotes p divided by θ ₁ The remainder of (1).

In the present embodiment, the price of the target information is stored in the memory by a price space method for uniquely associating the price with the storage address. The price is not required to be sequenced, and the price storage and sequencing functions are realized by establishing a mapping relation with the space of the memory through price transformation. The price can be compressed, the requirement on a storage for storing the price can be reduced, the unique correspondence between the price and the storage address can be realized, and the efficiency of later-stage price reading is improved.

Example 3:

in the step S4, the process is carried out,

extracting the requirement information from the memory by a significant bit joint summation method;

wherein the joint sum of significant bits is used to read prices from memory and sort them;

the extracted price and the gear have a corresponding mapping relation.

The price is extracted from the memory and sorted by the joint sum of the significands,

an identification bit is added to each price stored, and the price is satisfied,

flag =1, indicating that the price is valid;

flag =0, indicating that the price is invalid;

the identification bits bi correspond to the identification bit counters c (i) one to one,

c(i)＝bi+b(i-1)+b(i-2)+…+b0 (2)

wherein i is an integer of 0 to 7.

In this embodiment, the requirement information is extracted from the memory by a valid bit joint summation method, and when each price is stored, an identification bit is added to indicate whether the price is valid, if the identification bit is equal to 1, the price is valid, and if the identification bit is equal to 0, the price is invalid. At most 8 gears are read from the memory each time, 8 identification bits are provided, bi is used for identification, and i takes a value of 0-7. Each identification position has one and only one identification position counter c (i) corresponding to the identification position, the two are combined together, the extracted price and the gear have a corresponding mapping relation, and the gear position is uniquely determined. The valid bit joint sum method can extract and sort the prices from memory. When the price is read, the effective price can be quickly screened through c (i), and then the effective price is read according to c (i), so that the extraction efficiency of the demand information can be greatly improved by the algorithm. Therefore, the forwarding delay time is reduced, and the transmission delay can be relieved to a certain extent.

Example 4:

a stock market forwarding system is characterized by comprising,

the stock market forwarding method can be executed.

A computer-readable storage medium, comprising,

for storing a prescribed computer program, execution of which can implement the stock market forwarding method described.

A stock market forwarding device is characterized by comprising,

the stock market quotation forwarding method is characterized by comprising the following steps of (1) forwarding stock market quotation;

one such computer-readable storage medium;

the system comprises a market condition filter, a buying/selling control module, a gear collector, a memory, an output control module and a target gear.

The software forwarding is processed by a terminal, the software is simulated for processing two tasks for many times, the output result has a large variation range, the software processing result is influenced in many aspects, the randomness is high, and the jitter of the output result is high along with the increase of the task quantity.

In this embodiment, as shown in fig. 2, the present invention adopts an FPGA chip technology, and implements synthesis and extraction of the order book by a hardware programming mode. The basic structure of the FPGA comprises bottom hardware units such as a programmable input/output unit, a configurable logic block, a digital clock management module, an embedded block RAM, wiring resources, operation resources, a lookup table and the like. Compared with millisecond-level delay of a CPU, the FPGA can process multi-channel data in parallel, because data processing is register pipelining, the end-to-end data delay of the FPGA is nanosecond level, and the delay can be reduced by orders of magnitude by using an FPGA chip technology.

Example 5:

the market quotation filter comprises a transaction quotation filter and a consignation quotation filter;

the transaction quotation filter is used for extracting transaction information from the quotation package;

the transaction-by-transaction entrusting market information filter is used for extracting entrusting information from the market information packet.

The buying/selling control module is used for compressing the prices extracted by the market condition-by-market filter;

the buying/selling control module compresses the price by using a price space method to obtain the price and a storage address corresponding to the price;

the memory is used for storing the gear.

In the embodiment, the FPGA is not good at processing the algorithm of the red and black trees with hundreds of nodes, and the price space method is adopted to store the market price according to the hardware characteristics of the FPGA and the characteristics of the order book. The algorithm is characterized in that price is not required to be sorted, and the price and the space of the memory are enabled to establish a mapping relation through price transformation, so that price storage and sorting are realizedThe function of (c). The mapping of the memory address f (P) and the price P can be expressed by the following formula: f (p) = [ p/θ ] ₁ ]+(p modθ ₁ )/θ ₂ . Wherein, theta ₁ A constant is compressed for the bit width; wherein, theta ₂ Is a normalized constant. One price corresponds to one memory address so that prices do not overlap on the memory space. The memory is used for storing bits, the identification bit of the effective gear is 1, the entrusted price is the effective gear, and conditions are provided for filtering the ineffective gear when the gear is read, so that the efficient storage and forwarding of the stock quotation are realized.

It should be noted that the memory is an FPGA on-chip Synchronous Dynamic Random Access Memory (SDRAM), the read-write speed of the SDRAM in the FPGA is faster than that of the DDR, and if resources are not enough, the memory is not an SDRAM, and an external DDR memory can be added.

Example 6:

the integer part of the price is represented by 12 bits, and the decimal part of the price is represented by 7 bits;

and normalizing the addresses to enable the prices to correspond to the storage addresses one by one, and the price and the address are continuously changed.

In this embodiment, the price space algorithm is implemented in the buy/sell control module, as shown in FIG. 3. The price extracted from the market is 64bit wide, but the FPGA does not have a memory with such a large address bit wide, but the low latency of the FPGA can relieve the problem of high latency of a CPU, so that the bit wide of the price is compressed very significantly, so that the compressed price can be stored in the memory of the FPGA. In the present algorithm, the price is divided into an integer part and a fractional part. According to the existing market price interval, no stock of more than 3000 yuan per share exists, 12 bits are set to represent integers of all possible market prices, 7 bits are set to represent decimal numbers, and therefore 19 bits can be used for representing prices. The change interval of the decimal part of the price is 0.01-0.99, the decimal part of the price is represented by 7 bits and has redundancy, and when the decimal part of the price is read, an empty address can be read, so that redundant time consumption is increased. In the embodiment, the address is normalized, so that the price and the address are continuously changed, no address is available in the middle, and the utilization rate of the address is improved. Meanwhile, the address retrieval speed can be improved after the address is subjected to normalization operation. The processed price is stored in the memory as the address of the memory and the price and the quantity of the market are stored as data.

Example 7:

the gear collector adopts a valid bit combined summation method to extract effective price;

taking a buying price or a selling price as an initial address, and extracting an effective price from a memory;

and if the positions of the rising and stopping prices are addressed to be spliced into a target gear, outputting the target gear, and otherwise, outputting the actual gear.

In the present embodiment, as shown in fig. 4, the target gear may be set in various manners, and the target gear may be first gear, fifth gear, tenth gear, twentieth gear, and so on. Taking deep crossing level2 as an example, the gears are snapshot, and ten gears are bought and sold. According to the price space algorithm, the gears may jump in the memory, for example, the buy one price is 10.01 yuan, the buy two price is 9.98 yuan, and the required gears cannot be continuously obtained. The ten-gear buying/selling market can be extracted from the memory by adopting a significant bit combined summation method. For example, after a certain purchase is made, the purchase price is used as the starting address, the valid price is continuously taken out from the memory until 10 gears are pieced together, if the position of the stop price is addressed, and ten gears are not found, the search is finished, and several gears are output.

Example 8:

the output control module is used for controlling the interval of the output snapshot quotation and the type of the snapshot quotation.

In this embodiment, the output control module is used to control the output snapshot interval and the type of the snapshot. The types of the snapshots comprise stocks, bonds, funds and the like, wherein the interval of the snapshot quotation is 20ms-500ms, which is one of the preferred schemes. The snapshot output format has differences among security traders, in general, the output data volume is large, and if all security codes are sent according to the frequency of market conditions one by one, a receiving end may lose data. Appropriate flow control is required. For example, the output frequency is controlled, and the market is limited to be sent once in 20 ms. In addition, the snapshot can be cut according to the needs of the client, only the security code needed by the client is output, and the security code is not output if the snapshot is not needed, so that the time delay can be greatly shortened.

Example 9:

the output control module is used for controlling the gear market conditions which change within the output interval time.

In this embodiment, the output control module is used to control the gear market changing in the output interval time as shown in fig. 5. The data are transmitted in an incremental change mode, for example, a certain market quotation is changed, the changed market quotation is transmitted to the user independently, other market quotations which are not changed are not transmitted, so that the transmitted data volume is reduced, and the receiving pressure of the user is reduced.

In the description of the embodiments of the present invention, it should be understood that the terms "upper", "lower", "front", "rear", "left", "right", "vertical", "horizontal", "center", "top", "bottom", "inner", "outer", and the like indicate orientations or positional relationships.

In the description of the embodiments of the present invention, it should be noted that the terms "mounted", "connected" and "assembled" are to be construed broadly and may be, for example, a fixed connection, a detachable connection or an integral connection unless otherwise explicitly stated or limited; they may be connected directly or indirectly through intervening media, or they may be interconnected between two elements. The specific meanings of the above terms in the present invention can be understood in specific cases to those skilled in the art.

In the description of the embodiments of the invention, the particular features, structures, materials, or characteristics may be combined in any suitable manner in any one or more embodiments or examples.

In the description of the embodiments of the present invention, it should be understood that "-" and "-" indicate the same range of two numerical values, and the range includes the endpoints. For example, "A-B" means a range greater than or equal to A and less than or equal to B. "A to B" means a range of not less than A and not more than B.

In the description of the embodiments of the present invention, the term "and/or" herein is only one kind of association relationship describing an associated object, and means that there may be three kinds of relationships, for example, a and/or B, and may mean: a exists alone, A and B exist simultaneously, and B exists alone. In addition, the character "/" herein generally indicates that the former and latter related objects are in an "or" relationship. Although embodiments of the present invention have been shown and described, it will be appreciated by those skilled in the art that changes, modifications, substitutions and alterations can be made in these embodiments without departing from the principles and spirit of the invention, the scope of which is defined in the appended claims and their equivalents.

Claims (14)

1. A stock market forwarding method is characterized by comprising the following steps:

s1, receiving a market-by-market quotation sent by a trading post;

s2, filtering the strokes and the quotations one by one, and extracting target information;

s3, storing the target information into a memory;

and S4, extracting the requirement information from the memory.

2. The securities market forwarding method of claim 1,

the stroke-by-stroke quotation comprises a stroke-by-stroke bargain quotation and a stroke-by-stroke consignation quotation;

the transaction-by-transaction quotation is the real-time quotation of the current transaction, and the transaction-by-transaction consignment quotation is the consignment quotation of a buyer/seller;

the target information comprises transaction information and entrustment information;

the transaction information comprises transaction price, transaction amount, buyer entrusted index and seller entrusted index;

the request information includes a purchase request price, a purchase request amount, a sale request price, and a sale request amount.

3. The securities market forwarding method of claim 1, wherein in step S3,

storing the price of the target information into a memory through a price space method, wherein the price space method is used for enabling the price to be uniquely corresponding to the memory address;

the corresponding relation between the price P and the storage address f (P) is as follows:

f(P)＝[P/θ ₁ ]+mod(p，θ ₁ )/θ ₂ (1)

wherein, theta ₁ A constant is compressed for the bit width;

wherein, theta ₂ Is a normalized constant;

wherein, [ p/θ ] ₁ ]Means not exceeding p/theta ₁ The largest integer of (a);

where mod (p, theta) ₁ ) Denotes p divided by θ ₁ The remainder of (1).

4. The security market forwarding method according to claim 3, wherein in the step S4,

extracting the requirement information from the memory by a valid bit joint summation method;

wherein the joint sum of significant bits is used to read prices from memory and sort them;

the extracted price and the gear have a corresponding mapping relation.

5. The securities market forwarding method of claim 4,

an identification bit is added to each price stored, and the price is satisfied,

identification bit =1, indicating that the price is valid;

flag =0, indicating that the price is invalid;

the identification bits bi correspond to the identification bit counters c (i) one to one,

c(i)＝bi+b(i-1)+b(i-2)+...+b0 (2)

wherein i is an integer of 0 to 7.

6. A stock market forwarding system, comprising,

a method of forwarding stock quotes as claimed in any one of claims 1 to 5 can be carried out.

7. A computer-readable storage medium, comprising,

for storing a given computer program, the execution of which implements a stock market forwarding method as claimed in any one of claims 1 to 5.

8. A stock market forwarding device is characterized by comprising,

a stock market forwarding method as claimed in any one of claims 1 to 5;

a computer readable storage medium as recited in claim 7;

the system comprises a market condition filter, a buying/selling control module, a gear collector, a memory, an output control module and a target gear.

9. The securities market forwarding device of claim 8,

the transaction-by-transaction filter comprises a transaction-by-transaction filter and a transaction-by-transaction consignment filter;

the transaction quotation filter is used for extracting transaction information from the quotation package;

the transaction-by-transaction entrusting market information filter is used for extracting entrusting information from the market information packet.

10. The securities market forwarding device of claim 9,

the buying/selling control module is used for compressing the prices extracted by the market condition-by-market filter;

the buying/selling control module compresses the price by using a price space method to obtain the price and a storage address corresponding to the price;

the memory is used for storing the gear.

11. The securities market forwarding device of claim 10,

the integer part of the price is represented by 12 bits, and the decimal part of the price is represented by 7 bits;

and normalizing the addresses to enable the prices to correspond to the storage addresses one by one, and the price and the address are continuously changed.

12. The securities market forwarding device of claim 11,

the gear collector adopts an effective bit combined summation method to extract effective price;

taking a buying price or a selling price as an initial address, and extracting an effective price from a memory;

and if the positions of the rising and stopping prices are addressed to be spliced into a target gear, outputting the target gear, and otherwise, outputting the actual gear.

13. The securities market forwarding device of claim 12,

the output control module is used for controlling the interval of the output snapshot quotation and the type of the snapshot quotation.

14. The securities market forwarding device of claim 13,

the output control module is used for controlling the gear market conditions which change within the output interval time.

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