CN116664299A - Service data processing method and device, electronic equipment and storage medium - Google Patents

Service data processing method and device, electronic equipment and storage medium Download PDF

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Publication number
CN116664299A
CN116664299A CN202310592167.0A CN202310592167A CN116664299A CN 116664299 A CN116664299 A CN 116664299A CN 202310592167 A CN202310592167 A CN 202310592167A CN 116664299 A CN116664299 A CN 116664299A
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business
trigger
service
information
bill
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CN202310592167.0A
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CN116664299B (en
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周仁才
常建华
陈香宁
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Orient Securities Co ltd
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Orient Securities Co ltd
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    • G—PHYSICS
    • G06—COMPUTING; CALCULATING OR COUNTING
    • G06Q—INFORMATION AND COMMUNICATION TECHNOLOGY [ICT] SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL OR SUPERVISORY PURPOSES; SYSTEMS OR METHODS SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL OR SUPERVISORY PURPOSES, NOT OTHERWISE PROVIDED FOR
    • G06Q40/00—Finance; Insurance; Tax strategies; Processing of corporate or income taxes
    • G06Q40/04—Trading; Exchange, e.g. stocks, commodities, derivatives or currency exchange
    • G—PHYSICS
    • G06—COMPUTING; CALCULATING OR COUNTING
    • G06F—ELECTRIC DIGITAL DATA PROCESSING
    • G06F16/00—Information retrieval; Database structures therefor; File system structures therefor
    • G06F16/90—Details of database functions independent of the retrieved data types
    • G06F16/906—Clustering; Classification
    • G—PHYSICS
    • G06—COMPUTING; CALCULATING OR COUNTING
    • G06Q—INFORMATION AND COMMUNICATION TECHNOLOGY [ICT] SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL OR SUPERVISORY PURPOSES; SYSTEMS OR METHODS SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL OR SUPERVISORY PURPOSES, NOT OTHERWISE PROVIDED FOR
    • G06Q30/00—Commerce
    • G06Q30/02—Marketing; Price estimation or determination; Fundraising
    • G06Q30/0201—Market modelling; Market analysis; Collecting market data
    • G—PHYSICS
    • G06—COMPUTING; CALCULATING OR COUNTING
    • G06Q—INFORMATION AND COMMUNICATION TECHNOLOGY [ICT] SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL OR SUPERVISORY PURPOSES; SYSTEMS OR METHODS SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL OR SUPERVISORY PURPOSES, NOT OTHERWISE PROVIDED FOR
    • G06Q30/00—Commerce
    • G06Q30/02—Marketing; Price estimation or determination; Fundraising
    • G06Q30/0201—Market modelling; Market analysis; Collecting market data
    • G06Q30/0206—Price or cost determination based on market factors
    • Y—GENERAL TAGGING OF NEW TECHNOLOGICAL DEVELOPMENTS; GENERAL TAGGING OF CROSS-SECTIONAL TECHNOLOGIES SPANNING OVER SEVERAL SECTIONS OF THE IPC; TECHNICAL SUBJECTS COVERED BY FORMER USPC CROSS-REFERENCE ART COLLECTIONS [XRACs] AND DIGESTS
    • Y02—TECHNOLOGIES OR APPLICATIONS FOR MITIGATION OR ADAPTATION AGAINST CLIMATE CHANGE
    • Y02D—CLIMATE CHANGE MITIGATION TECHNOLOGIES IN INFORMATION AND COMMUNICATION TECHNOLOGIES [ICT], I.E. INFORMATION AND COMMUNICATION TECHNOLOGIES AIMING AT THE REDUCTION OF THEIR OWN ENERGY USE
    • Y02D10/00—Energy efficient computing, e.g. low power processors, power management or thermal management

Abstract

The application provides a service data processing method, a device, electronic equipment and a storage medium, wherein the service data processing method comprises the following steps: the quantization strategy module receives service information and market information and obtains a service bill based on the service information; the quantization strategy sends the business documents to a triggering pre-system, and the triggering pre-system judges the business triggering conditions met by the business documents according to the acquired market information and the acquired business information and executes corresponding business operations on the business documents based on the met business triggering conditions. By adopting the scheme provided by the application, the service bill is directly processed based on the triggering of the front-end system, so that the service operation efficiency can be effectively improved.

Description

Service data processing method and device, electronic equipment and storage medium
Technical Field
The present application relates to the field of computer technologies, and in particular, to a service data processing method, a device, an electronic apparatus, and a storage medium.
Background
After receiving the business market information, the conventional business execution system forwards the market information to each policy module through a policy container, the policy module judges whether to execute further business operations through complex calculation after receiving the market information, if so, the corresponding business bill is sent to a transaction system, and then the transaction system reports the transaction report to an exchange, and the transaction report and the entrusted state pushing path of the exchange is opposite.
In the existing scene, the processing time of the service data is very demanding, especially after the number of competitors in the market is large, the competition is extremely intense, so the service data processing efficiency is high, the service bill which reaches the front of the exchange is highly likely to be successfully executed, the service bill which reaches the later time is changed, the service execution fails because the market is changed, and therefore, the service bill can only be forced to be cancelled, and even the service loss is generated.
Disclosure of Invention
The invention aims to at least solve one of the technical problems existing in the prior art or related art so as to improve the processing efficiency of service data.
In view of the above, an object of the present invention is to provide a service data processing method, which includes: the quantization strategy module receives market information and service information, and obtains a service bill based on the service information; the quantization strategy sends the business bill to a trigger front-end system; the triggering front-end system judges service triggering conditions met by each service bill according to the acquired market information and service information; and executing corresponding business operation on each business document based on the satisfied business triggering condition.
In some embodiments, the trigger pre-system includes an engine trigger; after receiving service information and market information, the engine trigger stores the service information and the structural body data of the market information in a classified mode; the business information and the market information are classified and sent to a management trigger of the trigger pre-system based on the business information and the information type of the market information; the engine trigger also comprises definition, encapsulation, message memory pool object, market information interface and creation and initialization of the service information and the market information.
In some embodiments, the trigger pre-system includes a management trigger; the management trigger is used for defining abstract interfaces of different types of triggers, is a parent class of all types of triggers, and provides a container for classifying and managing trigger objects in the trigger pre-system; the abstract interface is a class template type, and comprises a business processing function and a functional interface.
In some embodiments, the trigger pre-system includes a value trigger; traversing the business document by the value trigger based on the received market information, and judging whether the business document meets a triggering condition based on the market information and the business document; calling a transaction interface to execute a service in response to the value triggering condition being met; and responding to the condition that the value triggering condition is not met, continuing to judge the life cycle of the business bill, deleting the business bill, informing a transaction trigger triggering the front-end system to delete the associated bill related to the business bill, and calling a transaction interface to execute the business if the life cycle meets the condition.
In some embodiments, the trigger pre-system includes a stop trigger; the stop trigger traverses the business document based on the received market information and judges whether the business document meets a triggering condition based on the market information and the business document; responding to the meeting of the stop triggering condition, and calling a transaction interface to execute the service; and responding to the condition that the stop triggering condition is not met, continuing to judge the life cycle of the business bill, deleting the business bill, informing a transaction trigger triggering the front-end system to delete the associated bill related to the business bill, and calling a transaction interface to execute the business if the life cycle meets the condition.
In some embodiments, the triggering pre-system includes a transaction trigger, and after receiving transaction information corresponding to a service document, the transaction trigger determines an associated service document corresponding to the service document, and executes corresponding service operation on the associated service document based on a triggering condition satisfied by the associated service document.
The application also provides a service data processing device, which comprises: the quantitative strategy module receives the business information and the market information from the transaction module, obtains a business bill based on the business information, and sends the business bill to the trigger pre-system; the triggering front-end system judges service triggering conditions met by each service bill according to the acquired market information and service information; and executing corresponding business operation on each business document based on the satisfied business triggering condition.
In some embodiments, the trigger pre-system comprises: engine triggers, management triggers, value triggers, stop triggers, and transaction triggers; after the engine trigger receives service information and market information, storing structural body data of the service information and the market information, and sending the service information to a trigger pre-system management trigger in a classified mode based on the message types of the service information and the market information; the management trigger is used for defining abstract interfaces of different types of business document triggers, is a parent class of all types of business document triggers, and provides a container for classifying and managing trigger objects in a trigger pre-system; the value trigger and the stop trigger traverse the business document based on the received business information and market information, judge whether the business document meets the triggering condition based on the business information, the market information and the business document, and determine the type of the executed business operation based on the judging result; after the transaction trigger receives transaction information corresponding to the service bill, determining an associated service bill corresponding to the service bill, and executing corresponding service operation on the associated service bill based on a triggering condition met by the associated service bill.
Another object of the present invention is to provide an electronic device. An electronic device comprising a processor, a memory, and a program or instruction stored on the memory and executable on the processor, the program or instruction when executed by the processor implementing the steps of the business data processing method of any one of the embodiments, the business data processing method comprising: the quantization strategy module receives service information and market information and obtains a service bill based on the service information; the quantization strategy sends the business bill to a trigger front-end system; the triggering front-end system judges service triggering conditions met by each service bill according to the acquired market information and service information; and executing corresponding business operation on each business document based on the satisfied business triggering condition.
It is another object of the present invention to provide a computer readable storage medium. A computer readable storage medium storing a computer program which when executed by a processor performs the steps of the traffic data processing method described in any one of the above embodiments, the traffic data processing method comprising: the quantization strategy module receives service information and market information and obtains a service bill based on the service information; the quantization strategy sends the business bill to a trigger front-end system; the triggering front-end system judges service triggering conditions met by each service bill according to the acquired market information and service information; and executing corresponding business operation on each business document based on the satisfied business triggering condition.
According to the scheme provided by the application, the business bill is directly processed based on the triggering front-end system, so that the calculation logic of the quantized transaction and the triggering logic of the business bill can be separated, and the corresponding business operation can be effectively and rapidly executed. For example, after the business profit opportunity appears along with the change of market quotation, the business profit opportunity can be captured timely, so that the market price is restored to a reasonable level.
Additional aspects and advantages of the application will be set forth in part in the description which follows, or may be learned by practice of the application.
Drawings
FIG. 1 is a flow chart of a business data processing method according to an embodiment of the present application;
FIG. 2 is a block diagram of a trigger front-end system provided in accordance with one embodiment of the present application;
fig. 3 is a flow chart of a service data processing method according to another embodiment of the present application;
FIG. 4 is a diagram of a performance evaluation architecture of a business data processing method provided by one embodiment of the present application;
FIG. 5 is a diagram of a pre-retrofit system newspaper time measurement provided by one embodiment of the present application;
fig. 6 is a diagram of trigger-based pre-system newspaper time metrics provided by one embodiment of the application.
Detailed Description
In order that the above-recited objects, features and advantages of the present application will be more clearly understood, a more particular description of the application will be rendered by reference to the appended drawings and appended detailed description. It should be noted that, without conflict, the embodiments of the present application and features in the embodiments may be combined with each other.
In the following description, numerous specific details are set forth in order to provide a thorough understanding of the present application, however, the present application may be practiced in other ways than those described herein, and therefore the scope of the present application is not limited to the specific embodiments disclosed below.
In describing embodiments of the present application, it should be noted that the terms "first," "second," and "third" are used for descriptive purposes only and are not to be construed as indicating or implying relative importance.
In the description of the present specification, a description referring to terms "one embodiment," "some embodiments," "examples," "specific examples," or "some examples," etc., means that a particular feature or characteristic described in connection with the embodiment or example is included in at least one embodiment or example of the present application. In this specification, schematic representations of the above terms are not necessarily directed to the same embodiment or example. Furthermore, the particular features or characteristics described may be combined in any suitable manner in any one or more embodiments or examples. Furthermore, the different embodiments or examples described in this specification and the features of the different embodiments or examples may be combined and combined by those skilled in the art without contradiction.
For the purpose of making the objects, technical solutions and advantages of the present application more apparent, the technical solutions of the present application will be clearly and completely described below with reference to the accompanying drawings, and it is apparent that the described embodiments are some embodiments of the present application, not all embodiments. All other embodiments, which can be made by those skilled in the art based on the embodiments of the application without making any inventive effort, are intended to be within the scope of the application.
It should be noted that, the execution main body of the service data processing method provided by the embodiment of the present application may be a server, a computer device, for example, a mobile phone, a tablet computer, a notebook computer, a palm computer, a vehicle-mounted electronic device, a wearable device, an ultra-mobile personal computer (ultra-mobile personal computer, UMPC), a netbook, a personal digital assistant (personal digital assistant, PDA), or the like.
Some embodiments of the application are described below with reference to the accompanying drawings.
As shown in fig. 1, a flow diagram of a business data processing method is provided. In some embodiments, a service data processing method includes: the system comprises a quantization strategy module and a trigger pre-system, wherein the quantization strategy module is used for receiving service information and market information and obtaining a service bill based on the service information; the quantization strategy sends the business documents to a triggering pre-system, and the triggering pre-system judges the business triggering conditions met by the business documents according to the acquired market information and the acquired business information and executes corresponding business operations on the business documents based on the met business triggering conditions.
Specifically, a quantization strategy module receives service information and market information, and obtains a service bill based on the service information; and the quantification strategy sends the business documents to a triggering front-end system, and the triggering front-end system judges the business state of each business document based on the acquired market information and executes corresponding type business operation based on the business state.
The business information may include one or more of contract basic information, trigger condition information, business rule information, and calculation logic information. Market information may include market quotation, exchange commission status changes, and return on deals information.
In some embodiments, the quantization policy module is based on the received business information and market information, and sends the corresponding business document to the trigger pre-system. And triggering the front-end system to sort and cache the service receipts based on the receipt information corresponding to the received service receipts. The bill information comprises, but is not limited to, basic information of bill contracts corresponding to all business bills, and buying and selling directions and buying and selling prices.
In a specific embodiment, the quantization policy module reports the business documents generated according to market quotations, exchange entrusted state changes and exchange return information to the triggering front-end system through a computer network private line, and the triggering front-end system performs sequencing caching according to basic information of contracts added to the business documents, and buying and selling directions and buying and selling prices after receiving the business documents.
The trigger front-end system acquires market information from a message processing module of the service system. For example, the message processing module of the business system (which may also be referred to as a trading system) pushes the latest incoming business information (e.g., including market information) to the trigger pre-system after the next business information arrives (e.g., market ticket arrives or exchange commission status, exchange return is pushed).
In some embodiments, the message processing module of the service system sends the market information to the trigger pre-system and pushes the corresponding market information to the upper-layer policy engine, so as to drive the quantization policy module to further process market quotation changes.
After receiving the latest service information, triggering the front-end system, judging the service state of each service bill based on the pre-stored service bill, and executing corresponding service operation on each service bill based on the obtained service state. For example, the triggering pre-system traverses the service bill list which is already ordered and cached in advance, judges whether the triggering condition is met according to bill information (for example, incidental information of the service bill) of each service bill, if the triggering condition of the corresponding service bill is met, can execute the service operation corresponding to the service bill, for example, can execute automatic bill-placing operation to realize quick bill-placing of the service bill, and if the triggering condition corresponding to the service bill is not met, can further judge the life cycle of the service bill, and continuously execute the service processing of the next cycle based on the life cycle of the service bill.
In the embodiment, the calculation logic and the trigger mechanism of the business bill generated by the quantization strategy module are separated, and after the trigger condition is met among different markets, different varieties and different period limits, the judgment is not needed to be carried out again through the strategy layer, and the business operation (such as quick business ordering operation) can be directly carried out on the business bill through triggering the front-end system, so that the business execution efficiency is greatly improved, the abnormal market price is quickly eliminated, and the market effectiveness is recovered.
In the above embodiment, the application provides a service bill triggering front-end system based on quantized transaction through years of exploration and actual service verification based on the traditional quantized transaction system. After receiving service information (such as market information), the quantization strategy module generates weight factors through logic calculation and prediction, then generates service receipts with service receipts contract basic information, and sends the service receipts to the triggering front-end system through a computer network private line. And the trigger front-end system actively judges whether each business bill meets the trigger condition according to the subsequent market information (such as market quotation and return information of the exchange), and then directly sends the business bill to the transaction front-end of the exchange. The system improves the execution efficiency of the service strategy by separating the calculation logic from the judgment triggering logic. Under the actual use scene, the novel trigger pre-mechanism greatly improves the capturing capability of business opportunities, quickly eliminates abnormal market price and restores market effectiveness.
As shown in fig. 2, a block diagram of a trigger pre-system 200 is provided, and in fig. 2, the trigger pre-system 200 includes an engine trigger 201, a management trigger 202, a value trigger 203, a stop trigger 204, and a transaction trigger 205.
In some embodiments, the trigger pre-system includes an engine trigger; storing the business information and the structural body data of the market information after the business information and the market information are received by the engine trigger; and sending the business information and the market information to a management trigger of a trigger pre-system in a classified manner based on the business information and the information type of the market information.
In some embodiments, the engine trigger completes the initialization work of triggering the front-end system, for example, the engine trigger can put the received various business information and market information into a message drive queue to complete the management and circulation of the messages.
In some embodiments, the engine triggers further include definition, encapsulation, creation and initialization of the message pool objects and interfaces for business and marketing information. The specific functions of the engine trigger are described as follows:
firstly, the engine trigger completes the system starting work such as definition and encapsulation of business document additional information, creation and initialization of an information memory pool object, initialization of an information driver object and CPU core binding, creation and initialization of a transaction API interface, creation and initialization of a quotation API, creation and initialization of a transaction return API interface and the like.
Secondly, after receiving the quotation push message, the strategy delegation message or the transaction return message, the engine trigger allocates a memory from different message memory pools for storing the message structure data, and then transmits a memory pointer to the message driver. In order to improve the system performance, the message driver is bound with the CPU core, and meanwhile, the interrupt of the CPU core is shielded by setting system parameters, and the message driver classifies the received message according to the message type and then transmits the message to the trigger management trigger.
In some embodiments, the trigger pre-system includes a management trigger; the management trigger is used for defining abstract interfaces of different types of triggers, is a parent class of all specific types of triggers, and provides a container for classifying and managing trigger objects in a front-end system.
In some embodiments, the management triggers define abstract interfaces for various types of triggers, being parent classes for all specific types of triggers, while a container is provided for classifying trigger objects in the management trigger pre-system.
Wherein the trigger abstract interface is described as: considering that the types of triggers are various, the abstract interface is defined as a class template type, and the template parameters are respectively as follows: entrusting pushing, bargaining and reporting, market quoting and removing the bill; the abstract interface mainly comprises a business processing function and a functional interface.
In some embodiments, the trigger pre-system includes a value trigger and a stop trigger;
traversing the business document by the value trigger and the stop trigger based on the received business information and market information, and judging whether the business document meets the value or the stop triggering condition based on the business information, the market information and the business document; responding to the satisfaction of the value or the stop triggering condition, and calling a transaction interface to order; and judging the life cycle of the business bill in response to the condition that the value is not met or the triggering condition is stopped, deleting the business bill if the life cycle is not met, and informing a transaction trigger to delete the associated bill associated with the business bill. After receiving market information (such as market information), the value trigger (Pricetrigger) traverses service documents in sequence, and judges whether the corresponding service document meets value triggering conditions or not based on document information corresponding to each service document. For example, whether the value triggering condition is met or not can be judged according to the market information and the contract basic information attached to the business bill based on the purchase order book of each business bill, and then further processing is performed.
In some embodiments, after receiving market information (e.g., market information), a stop trigger (StopTrigger) traverses receipt information of a service receipt in turn, further determines whether a corresponding service receipt meets a stop trigger condition based on the market information and the receipt information, and then performs further service processing. For example, based on the purchase order book corresponding to the business document, whether the business document meets the stop triggering condition is judged according to the market information and the contract basic information attached to the business document, and then further processing is carried out.
In some embodiments, after receiving market information, a value trigger (pricetiger) and a stop trigger (StopTrigger) sequentially traverse pre-cached business documents, then judge whether a trigger condition is met according to the received market information and document information of each business document (for example, according to the market information and basic information of contracts attached to the business documents), call a transaction API interface to make a list if the trigger condition is met, further judge whether the life cycle of the business document is effective if the trigger condition is not met, delete the business document from an order book if the life cycle is expired, and then inform the transaction trigger to delete other business documents associated with the business document.
The workflow is described as follows:
for ease of description, the following assumptions are made:
mb: representing the buyer to order sheets (price ordered in descending order);
ms: representing the seller to order sheets (prices arranged in order from small to large);
md1: quotation information indicating the trigger contract D1;
md2: and the quotation information representing the target contract D2.
Step1, searching the buying and selling direction order books Mb and Ms of the contract D1 according to the market quotation Md 1;
step2, if Mb or Ms is not empty, sequentially taking out the business documents, and setting the business documents as X;
step3, obtaining a comparison price P1 according to triggerPriceSource (trigger price source) of X and triggerPrice (trigger price);
step4, acquiring the latest price P2 of Md1, and judging whether triggering can be performed according to the price P1;
step5, if the trigger can be triggered, acquiring a triggerInstrumetID (target contract code) of X and acquiring Md2;
step6, obtaining information such as the targetOrderPriceType, the skew price, the trigger factor, the TargetFactor and the like of the X;
step7, calculating the statement price of the target contract statement T;
step8, obtaining the targetOrderType and targetOrderduration of X to generate a newspaper note T;
Step9, determining the time of the bill according to the information such as triggerImmedia (trigger identifier) of X, targetOnQuoteOnly (match check identifier) and the like;
step10, according to the judgment of Step4, if the trigger cannot be triggered, acquiring a life cycle triggerLiftTime of X (order life cycle);
step11, if the life cycle of X is Tick level, obtaining the report number of X and notifying
The Tradetrigger deletes the associated newspaper according to triggerOrderID (trigger single newspaper number);
step12, returning to Step2, and continuing to take out the newspaper form X until the traversal is completed.
In some embodiments, the trigger pre-system includes a transaction trigger, where after receiving the transaction state pushing or the transaction return information, the transaction trigger traverses a business bill purchase and sales order book of the business bill to check whether there is a business bill associated with the delegated, and then determines whether the trigger condition is satisfied according to the return information and contract basic information attached to the business bill, and then performs the next processing.
After receiving the service processing result, the transaction trigger (TradeTrigger) may further obtain an associated document associated with the successfully executed service document if the service processing result corresponds to successful execution, further determine whether the associated document meets a triggering condition, and perform subsequent service operations based on the determination result. For example, after receiving the transaction state pushing or the transaction return information corresponding to the service bill, the transaction trigger traverses the order book of the service bill to check whether other service bills related to the delegation exist, then judges whether the triggering condition is met according to the return information and the basic information of the contracts recorded in the service bill, and then performs the next processing.
After receiving the entrusting state pushing or the transaction return information of the exchange, the transaction trigger (Tradetrigger) traverses the buying and selling order list of the business bill, judges whether the triggering condition is met according to the return information and the contract basic information attached to the business bill, calls the transaction API interface to execute the business if the triggering condition is met, further judges whether the life cycle of the business bill is effective if the triggering condition is not met, deletes the business bill from the order list if the life cycle is expired, and then notifies the transaction trigger to delete other business bills related to the business bill.
The workflow of the transaction trigger is described as follows:
for ease of description, the following assumptions are made:
to: an associated newspaper order book representing trigger contract D1;
td1: report information representing trigger contract D1:
md1: quotation information representing the trigger contract D1:
md2: and the quotation information representing the target contract D2.
Step1, searching an associated newspaper order book To of the contract D1 according To the return information Td 1;
step2, if To is not empty, sequentially taking out the arbitrage sheets, and setting the arbitrage sheets as X;
step3, obtaining a comparison price-P1 according to triggerPriceSource (trigger price source) of X and triggerPrice (trigger price);
Step4, acquiring a price-P2 of the D1 according to the Td1, and judging whether to trigger according to the price P1;
step5, if the trigger can be triggered, acquiring a triggerInstrumetID (target contract code) of X and acquiring Md2;
step6, obtaining information such as the targetOrderPriceType, the skew price, the trigger factor, the TargetFactor and the like of the X;
step7, simply calculating the newspaper price of the target contract newspaper T;
step8, obtaining the targetOrderType and targetOrderduration of X to generate a newspaper note T;
step9, determining the time of the bill according to the information such as triggerImmedia (trigger identifier) of X, targetOnQuoteOnly (match check identifier) and the like;
step10, according to the judgment of Step4, acquiring triggerLiftTime triggerLiftTime of X (order life cycle) if the trigger cannot be triggered;
step11, if the life cycle of X is Tick level, acquiring the report number of X, notifying a Tradetrigger, and deleting the associated report according to triggerOrderID (trigger single report number);
step12, returning to Step2, and continuing to take out the newspaper form X until the traversal is completed.
In some embodiments, a specific embodiment is used to describe a service data processing method provided by the present application.
The trigger pre-system provided by the application comprises an engine trigger, a management trigger, a value trigger, a stop trigger and a transaction trigger. In order to acquire market information and execute business operations, the trigger front-end system is also connected with a transaction interface module, a market interface module, a transaction system and the like. As shown in fig. 3, a flow chart of a business data processing method provided in an embodiment is shown, and the working flow is mainly as follows:
in step 301, the transaction system pushes transaction information to the quantization policy module and the trigger pre-system through the API interface. The transaction information may include market information and business information, such as market quotation, commission status, transaction return information, and the like.
In step 302, the service policy in the quantization policy module performs logic calculation according to the received push information (service information) sent by the transaction system to generate a service document, and pushes the service document to the engine module of the trigger front-end system through the repackaged transaction API interface.
In step 303, the engine module of the front-end system is triggered to manage the business document, and the business document is placed in the message-driven queue after receiving the market information and the business information (such as market quotation, commission status and transaction report information) pushed by the API interface.
Step 304, a trigger abstract interface is defined by a trigger management trigger module of the trigger pre-system, which is responsible for managing specific triggers, and when a message arrives, the message is sent to different triggers according to the type of the message.
Step 305, after the two triggers, namely the value trigger and the stop trigger, receive the market information and the business information, sequentially traverse the business documents cached in the business document buying and selling order book, and then judge whether the triggering condition is met according to the market information and the basic information of the attached contract in the business document.
And 306, calling a transaction API interface to execute the service if the triggering condition is met, further judging whether the life cycle of the service bill is effective or not if the triggering condition is not met, deleting the service bill from the order book if the life cycle is out of date, and informing a transaction trigger to delete other service bills associated with the service bill.
Step 307, after receiving the transaction information (e.g. the exchange supporting state or the transaction return push information), the transaction trigger traverses the business document buying and selling order book list, and judges whether the trigger condition is satisfied according to the return information and the basic information of the additional contract;
and 308, calling a transaction API interface to execute the service if the triggering condition is met, further judging whether the life cycle of the service bill is effective or not if the triggering condition is not met, deleting the service bill from the order book if the life cycle is out of date, and informing a transaction trigger to delete other service bills associated with the service bill.
Fig. 4 shows a performance evaluation structure diagram.
In order to accurately measure the trigger pre-system related in the invention, the performance measurement adopts a mode of combining software and hardware, the network, the system and the software of the whole process of transaction and quotation from the exchange to the trigger pre-system are buried through the performance test software and codes, and a more accurate nanosecond performance data recording scheme is realized through the image capture analysis of the data packet.
The software speed measurement is carried out by adopting a mode of triggering a buried point in the front-end system, and time consuming conditions of each link of message circulation are recorded. As shown in fig. 4, the following are recorded from left to right and from top to bottom: the method comprises the steps of (1) receiving quotations to an incoming message queue, (2) listing the incoming message queue, (3) outputting the message queue to a sending business document, (4) sending a business document API interface call to (5) sending a document end and other links.
The hardware speed measurement adopts an X100 speed measurement card, and a counter working based on the clock frequency of 250MHz is arranged in the board card. When data enters the board from the network interface, the board logic will realize the function of replacing the source MAC address with the counter value. The value of the counter is extracted by matching corresponding network packets, and delay data among different data packets is obtained by a calculation method of (timer value 1-timer value 2) x 4 ns. The test data analysis method is as follows:
The counter value of the 51 st frame is x0009f5 ddc 35, and the counter value of the 52 th frame is x0009f5 ddfba. Delay calculation method between 51 st frame and 52 nd frame:
(x0009f5dedfba-x0009f5dedc35)*4ns＝3604ns
assuming that the 51 st frame is a service bill request message and the 52 th frame is counter return information corresponding to the service bill request, the delay of return and request is 3.6us.
Fig. 5 shows the pre-improvement system newspaper time measurement. Before the policy calculation logic and the triggering mechanism of the business document are not separated in the policy engine, the average time consumption of the transaction system is about 33.5us, the maximum time consumption is 49.9us, the minimum time consumption is 15us, and the statistical standard deviation is 9.5us.
Fig. 6 illustrates trigger-based pre-system newspaper time metrics. The trigger pre-system realizes the separation of the policy calculation logic and the arbitrage single-shot mechanism in the policy engine, the average time consumption of the transaction system is about 3.5us, the maximum time consumption is 9us, the minimum time consumption is 2.8us, and the statistical standard deviation is 0.9us.
The application also provides a service data processing device, which comprises: the quantization strategy module receives the business information and the market information from the execution module, obtains a business bill based on the business information, and sends the business bill to the trigger pre-system; the triggering front-end system judges service triggering conditions met by each service bill according to the acquired market information and service information; and executing corresponding business operation on each business document based on the satisfied business triggering condition.
In some embodiments, the trigger pre-system comprises: engine triggers, management triggers, value triggers, stop triggers, and transaction triggers; after receiving the service message, the engine trigger stores the structural body data of the service message and sends the service message to the management trigger in a classified manner based on the message type of the service message; the management trigger is used for defining abstract interfaces of different types of business document triggers, is a parent class of all types of business document triggers, and provides a container for classifying and managing trigger objects in a trigger pre-system; the value trigger and the stop trigger traverse the business document based on the received business information and market information, judge whether the business document meets the triggering condition based on the business information, the market information and the business document, and determine the type of the executed business operation based on the judging result; after the transaction trigger receives transaction information corresponding to the service bill, determining an associated service bill corresponding to the service bill, and executing corresponding service operation on the associated service bill based on a triggering condition met by the associated service bill.
Another object of the present invention is to provide an electronic device. An electronic device comprising a processor, a memory, and a program or instruction stored on the memory and executable on the processor, the program or instruction when executed by the processor implementing the steps of the business data processing method of any one of the embodiments, the business data processing method comprising: the quantization strategy module receives service information and market information and obtains a service bill based on the service information; the quantization strategy sends the business bill to a trigger front-end system; the triggering front-end system judges service triggering conditions met by each service bill according to the acquired market information and service information; and executing corresponding business operation on each business document based on the satisfied business triggering condition.
It is another object of the present invention to provide a computer readable storage medium. A computer readable storage medium storing a computer program which when executed by a processor performs the steps of the traffic data processing method described in any one of the above embodiments, the traffic data processing method comprising: the quantization strategy module receives service information and market information and obtains a service bill based on the service information; the quantization strategy sends the business bill to a trigger front-end system; the triggering front-end system judges service triggering conditions met by each service bill according to the acquired market information and service information; and executing corresponding business operation on each business document based on the satisfied business triggering condition.
Further, it will be appreciated that any process or method descriptions in flow charts or otherwise described herein may be understood as representing modules, segments, or portions of code which include one or more executable instructions for implementing specific logical functions or steps of the process, and that preferred embodiments of the present invention include additional implementations in which functions may be executed out of order from that shown or discussed, including substantially concurrently or in reverse order, depending on the functionality involved, as would be understood by those reasonably skilled in the art of the embodiments of the present invention.
Logic and/or steps represented in the flowcharts or otherwise described herein, e.g., a ordered listing of executable instructions for implementing logical functions, can be embodied in any computer-readable medium for use by or in connection with an instruction execution system, apparatus, or device, such as a computer-based system, processor-containing system, or other system that can fetch the instructions from the instruction execution system, apparatus, or device and execute the instructions. For the purposes of this description, a "computer-readable medium" can be any means that can contain, store, communicate, propagate, or transport the program for use by or in connection with the instruction execution system, apparatus, or device. More specific examples (a non-exhaustive list) of the computer-readable medium would include the following: an electrical connection (electronic device) having one or more wires, a portable computer diskette (magnetic device), a Random Access Memory (RAM), a read-only memory (ROM), an erasable programmable read-only memory (EPROM or flash memory), an optical fiber device, and a portable compact disc read-only memory (CDROM). Additionally, the computer-readable medium may even be paper or other suitable medium upon which the program is printed, as the program may be electronically captured, via, for instance, optical scanning of the paper or other medium, then compiled, interpreted or otherwise processed in a suitable manner, if necessary, and then stored in a computer memory.
It is to be understood that portions of the present invention may be implemented in hardware, software, firmware, or a combination thereof. In the above-described embodiments, the various steps or methods may be implemented in software or firmware stored in a memory and executed by a suitable instruction execution system. For example, if implemented in hardware, as in another embodiment, may be implemented using any one or combination of the following techniques, as is well known in the art: discrete logic circuits having logic gates for implementing logic functions on data signals, application specific integrated circuits having suitable combinational logic gates, programmable Gate Arrays (PGAs), field Programmable Gate Arrays (FPGAs), and the like.
Those of ordinary skill in the art will appreciate that all or part of the steps carried out in the method of the above-described embodiments may be implemented by a program to instruct related hardware, and the program may be stored in a computer readable storage medium, where the program when executed includes one or a combination of the steps of the method embodiments.
In addition, each functional unit in the embodiments of the present invention may be integrated in one processing module, or each unit may exist alone physically, or two or more units may be integrated in one module. The integrated modules may be implemented in hardware or in software functional modules. The integrated modules may also be stored in a computer readable storage medium if implemented as software functional modules and sold or used as a stand-alone product.
The above-mentioned storage medium may be a read-only memory, a magnetic disk or an optical disk, or the like.
The above is only a preferred embodiment of the present invention, and is not intended to limit the present invention, but various modifications and variations can be made to the present invention by those skilled in the art. Any modification, equivalent replacement, improvement, etc. made within the spirit and principle of the present invention should be included in the protection scope of the present invention.

Claims (10)

1. A method for processing service data, comprising:
the quantization strategy module receives market information and service information, and obtains a service bill based on the service information;
the quantization strategy sends the business bill to a trigger front-end system;
the triggering front-end system judges service triggering conditions met by each service bill according to the acquired market information and service information;
and executing corresponding business operation on each business bill based on the satisfied business triggering condition.
2. The method of claim 1, wherein the trigger pre-system comprises an engine trigger;
after receiving service information and market information, the engine trigger stores the service information and the structural body data of the market information in a classified mode;
The business information and the market information are classified and sent to a management trigger of the trigger pre-system based on the business information and the information type of the market information;
the engine trigger also comprises definition, encapsulation, message memory pool object, market information interface and creation and initialization of the service information and the market information.
3. The method of claim 1, wherein the trigger pre-system comprises a management trigger;
the management trigger is used for defining abstract interfaces of different types of triggers, is a parent class of all types of triggers, and provides a container for classifying and managing trigger objects in the trigger pre-system;
the abstract interface is a class template type, and comprises a business processing function and a functional interface.
4. The method of claim 1, wherein the trigger pre-system comprises a value trigger;
traversing the business document by the value trigger based on the received market information, and judging whether the business document meets a value triggering condition based on the market information and the business document;
Calling a transaction interface to execute a service in response to the value triggering condition being met;
and responding to the condition that the value triggering condition is not met, continuing to judge the life cycle of the business bill, deleting the business bill, informing a transaction trigger triggering the front-end system to delete the associated bill related to the business bill, and calling a transaction interface to execute the business if the life cycle meets the condition.
5. The method of claim 1, wherein the trigger pre-system comprises a stop trigger;
the stop trigger traverses the business document based on the received market information and judges whether the business document meets a stop trigger condition based on the market information and the business document;
responding to the meeting of the stop triggering condition, and calling a transaction interface to execute the service;
and responding to the condition that the stop triggering condition is not met, continuing to judge the life cycle of the business bill, deleting the business bill, informing a transaction trigger triggering the front-end system to delete the associated bill related to the business bill, and calling a transaction interface to execute the business if the life cycle meets the condition.
6. The method of claim 1, wherein the trigger pre-system comprises a transaction trigger;
after the transaction trigger receives transaction information corresponding to the service bill, determining an associated service bill corresponding to the service bill, and executing corresponding service operation on the associated service bill based on a triggering condition met by the associated service bill.
7. A traffic data processing apparatus, comprising:
the quantitative strategy module receives the business information and the market information from the transaction module, obtains a business bill based on the business information, and sends the business bill to the trigger pre-system;
the triggering front-end system judges service triggering conditions met by each service bill according to the acquired market information and service information; and executing corresponding business operation on each business document based on the satisfied business triggering condition.
8. The apparatus of claim 7, wherein the trigger pre-system comprises:
engine triggers, management triggers, value triggers, stop triggers, and transaction triggers;
After receiving service information and market information, the engine trigger stores structural body data of the service information and the market information, and sends the service information and the market information to a trigger pre-system management trigger in a classified mode based on message types of the service information and the market information;
the management trigger is used for defining abstract interfaces of different types of business document triggers, is a parent class of all types of business document triggers, and provides a container for classifying and managing trigger objects in a trigger pre-system;
the value trigger and the stop trigger traverse the business document based on the received business information and market information, judge whether the business document meets the triggering condition based on the business information, the market information and the business document, and determine the type of the executed business operation based on the judging result;
after the transaction trigger receives transaction information corresponding to the service bill, determining an associated service bill corresponding to the service bill, and executing corresponding service operation on the associated service bill based on a triggering condition met by the associated service bill.
9. An electronic device comprising a processor, a memory and a program or instruction stored on the memory and executable on the processor, which when executed by the processor implements the steps of the business data processing method of any of claims 1 to 6.
10. A computer-readable storage medium, characterized in that the computer-readable storage medium stores a computer program which, when executed by a processor, implements the steps of the traffic data processing method according to any one of claims 1 to 6.
CN202310592167.0A 2023-05-24 2023-05-24 Service data processing method and device, electronic equipment and storage medium Active CN116664299B (en)

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