CN118041831A

CN118041831A - Time delay measurement method, device, equipment and storage medium for quotation messages

Info

Publication number: CN118041831A
Application number: CN202410435379.2A
Authority: CN
Inventors: 郭国峰; 彭冲峰; 祝磊; 王梅
Original assignee: Shenzhen Huayun Information System Technology Co ltd
Current assignee: Shenzhen Huayun Information System Technology Co ltd
Priority date: 2024-04-11
Filing date: 2024-04-11
Publication date: 2024-05-14

Abstract

The application relates to a method, a device, equipment and a storage medium for measuring time delay of a quotation message. The method comprises the following steps: according to the acquired network structure type and the delay measurement type, determining a target receiving port and a target sending port to be subjected to delay measurement in a line information transmission network; grabbing a received data stream at a target receiving port, and grabbing a transmitted data stream at a target transmitting port; analyzing the received data stream, extracting received quotation information from the analyzed received data stream, and correspondingly setting a time stamp for the received quotation information; analyzing the sending data stream, extracting sending quotation information from the analyzed sending data stream, and setting a time stamp for the sending quotation information correspondingly; and calculating the delay of the same quotation message according to the time stamps corresponding to the received quotation message and the sent quotation message representing the same quotation message. The application corresponds the delay measurement to the complete quotation message, so that the delay measurement result is more accurate, and more accurate reference is provided for delay users.

Description

Time delay measurement method, device, equipment and storage medium for quotation messages

Technical Field

The present application relates to the field of delay measurement technologies, and in particular, to a method, an apparatus, a device, and a storage medium for measuring a delay of a market message.

Background

In the financial field, whether the data has timeliness is important, so that delay measurement is required to be performed on quotation messages sent by financial transactions, and networks and devices are adjusted according to delay conditions or link selection is performed.

At present, delay measurement is mainly used for measuring delay between a quotation gateway and a transaction platform. The traditional delay measurement method comprises the following steps: and the quotation gateway sends a measurement data packet carrying quotation information to the trading platform, and the measurement data packet is captured at the trading platform. When the measuring data packet is packaged, the quotation gateway adds a sending time stamp for the measuring data packet, so that the delay between the quotation gateway and the trading platform can be determined according to the difference value between the sending time stamp and the time stamp of the measuring data packet at the trading platform.

However, in practical application, the delay measured by the conventional method can only be used as a rough reference, and the accuracy is low due to the following reasons: first: the delay measured by the traditional method is only the link delay from the quotation gateway to the transaction platform, and is not the integral transmission delay of a single quotation message; in the transmission process of a single quotation message, delay exists not only between a quotation gateway and a trading platform, but also inside the trading platform and before the trading platform and a client, and the delay is not neglected, so that only the delay between the quotation gateway and the trading platform is measured far from. Second,: the traditional method roughly considers that one data packet only carries one quotation message, and only then can the receiving and transmitting delay of the data packet be regarded as the receiving and transmitting delay of a single quotation message; however, in practical applications, a plurality of quotation messages may be carried in one data packet, or only a part of quotation messages may be carried (i.e. one quotation message is divided into at least two data packets), and for this case, the conventional method cannot determine the delay corresponding to each quotation message.

Disclosure of Invention

The application provides a method, a device, equipment and a storage medium for measuring time delay of a market message, which are used for solving the problem that the time delay measured by the traditional method can only be used as a rough reference and the accuracy is low.

Aiming at the technical problems, the technical scheme of the application is solved by the following embodiments:

The embodiment of the application provides a delay measurement method of a market message, which comprises the following steps: acquiring a network structure type and a delay measurement type; according to the network structure type and the delay measurement type, determining a target receiving port and a target sending port to be subjected to delay measurement in a line information transmission network; capturing a received data stream at the target receiving port and a transmitted data stream at the target transmitting port; analyzing the received data stream, extracting received quotation information from the analyzed received data stream, and correspondingly setting a time stamp for the received quotation information; analyzing the sending data stream, extracting a sending quotation message from the analyzed sending data stream, and correspondingly setting a time stamp for the sending quotation message; and calculating the time delay of the same quotation message according to the time stamps corresponding to the received quotation message and the sent quotation message representing the same quotation message.

Wherein, according to the network structure type and the delay measurement type, in a line information transmission network, determining a target receiving port and a target sending port to be measured in a delay manner includes: according to the network structure type, determining a host to be measured in a line information transmission network; wherein the number of the hosts to be measured is at least one; according to the delay measurement type, determining a unit to be measured in a determined host to be measured, and determining a target receiving port and a target sending port in the determined unit to be measured; wherein the number of the units to be measured is at least one; the target receiving port and the target sending port belong to the same or different units to be measured.

Wherein the network structure type includes: a combined structure and a separated structure; the combined structure indicates that the intermediate equipment and the auxiliary client are arranged in the same host, and the quotation gateway is arranged in another host; the separated structure indicates that the quotation gateway and the auxiliary client are arranged in the same host, and the intermediate equipment is arranged in another host; the determining, according to the network structure type, a host to be measured in a line information transmission network includes: when the network structure type is a combined structure, in a line information transmission network, determining a host where the intermediate equipment and the auxiliary client are located as a host to be measured; and when the network structure type is a separated structure, determining the host computers where the quotation gateway and the auxiliary client and the host computers where the intermediate equipment are located as the hosts to be measured in the quotation message transmission network.

Wherein the delay measurement type includes: penetration type and end-to-end type; according to the delay measurement type, in the determined host to be measured, determining a unit to be measured, and in the determined unit to be measured, determining a target receiving port and a target transmitting port, including: when the delay measurement type is a penetration type, determining a Field Programmable Gate Array (FPGA) unit in the intermediate equipment as a unit to be measured in the determined host to be measured; and determining a receiving port of the FPGA unit as a target receiving port and a transmitting port of the FPGA unit as a target transmitting port; when the delay measurement type is an end-to-end type, determining a market gateway and an auxiliary client as units to be measured in the determined hosts to be measured; and determining a transmitting port of the quotation gateway as a target transmitting port, and determining a receiving port of the auxiliary client as a target receiving port.

When the network structure type is a combined structure, the sending port of the FPGA unit and the receiving port of the auxiliary client are the same port; when the network fabric type is a split fabric, the secondary client includes only a receiving port.

The parsing the received data stream, extracting a received market message from the parsed received data stream, and setting a timestamp for the received market message, including: sequentially analyzing each data packet in the received data stream, and extracting a received quotation message from each data packet which is sequentially analyzed; wherein the received market message is at least one data fragment, and each data fragment is carried by one data packet; setting the time of executing a first operation on a data packet corresponding to the last data slice of the received quotation message as a time stamp of the received quotation message; the analyzing the sending data stream, extracting a sending quotation message from the analyzed sending data stream, and setting a time stamp for the sending quotation message, including: sequentially analyzing each data packet in the sending data stream, and extracting a sending quotation message from each data packet analyzed sequentially; wherein, the sending quotation message is at least one data fragment, and each data fragment is carried by one data packet; setting the time of executing the second operation on the data packet corresponding to the last data slice of the transmitted quotation message as the time stamp of the transmitted quotation message; wherein the first operation and the second operation are the same operation.

Wherein, according to the time stamps corresponding to the received and sent quotation messages representing the same quotation message, calculating the delay of the same quotation message comprises: extracting message source data and message generation time from the extracted received market message and the extracted transmitted market message; inquiring the received quotation messages and the transmitted quotation messages which have the same message source data and the same message generation time and are used as a message pair; wherein the received quotation message and the transmitted quotation message belonging to the same message pair represent the same quotation message; and calculating the time delay of the same quotation message according to the time stamp corresponding to the received quotation message in the message pair and the time stamp corresponding to the transmitted quotation message in the message pair aiming at each message pair.

The embodiment of the application also provides a device for measuring the time delay of the quotation message, which comprises the following steps: the acquisition module is used for acquiring the network structure type and the delay measurement type; the determining module is used for determining a target receiving port and a target sending port to be measured in a delayed manner in a line information transmission network according to the network structure type and the delay measurement type; the grabbing module is used for grabbing a received data stream at the target receiving port and grabbing a transmitted data stream at the target transmitting port; the processing module is used for analyzing the received data stream, extracting received market information from the analyzed received data stream and setting a time stamp for the received market information correspondingly; analyzing the sending data stream, extracting a sending quotation message from the analyzed sending data stream, and correspondingly setting a time stamp for the sending quotation message; and the calculation module is used for determining the time delay of the same quotation message according to the time stamps corresponding to the received quotation message and the sent quotation message which represent the same quotation message.

The embodiment of the application also provides a time delay measurement device for the quotation message, which comprises: at least one communication interface; at least one bus connected to the at least one communication interface; at least one processor coupled to the at least one bus; at least one memory coupled to the at least one bus, wherein the processor is configured to: executing the time delay measurement program of the quotation message stored in the memory to realize the time delay measurement method of the quotation message.

The embodiment of the application also provides a computer readable storage medium, which stores computer executable instructions, and the computer executable instructions are executed to realize the method for measuring the time delay of the market information.

Compared with the prior art, the technical scheme provided by the embodiment of the application has the following advantages: the method provided by the embodiment of the application can acquire the network structure type and the delay measurement type; according to the network structure type and the delay measurement type, determining a target receiving port and a target sending port to be subjected to delay measurement in a line information transmission network; capturing a received data stream at the target receiving port and a transmitted data stream at the target transmitting port; analyzing the received data stream, extracting received quotation information from the analyzed received data stream, and correspondingly setting a time stamp for the received quotation information; analyzing the sending data stream, extracting a sending quotation message from the analyzed sending data stream, and correspondingly setting a time stamp for the sending quotation message; and calculating the time delay of the same quotation message according to the time stamps corresponding to the received quotation message and the sent quotation message representing the same quotation message. According to the method, the target sending port and the target receiving port to be measured can be determined according to the delay measurement requirement, the data streams are respectively captured at the target sending port and the target receiving port, the complete quotation information is extracted, the delay is determined according to the time stamps respectively corresponding to the complete quotation information at the target sending port and the target receiving port, the delay measurement is corresponding to the complete quotation information, the delay measurement result is more accurate, and more accurate reference can be provided for a delay user.

Drawings

The accompanying drawings, which are incorporated in and constitute a part of this specification, illustrate embodiments consistent with the application and together with the description, serve to explain the principles of the application.

In order to more clearly illustrate the embodiments of the application or the technical solutions of the prior art, the drawings which are used in the description of the embodiments or the prior art will be briefly described, and it will be obvious to a person skilled in the art that other drawings can be obtained from these drawings without inventive effort.

One or more embodiments are illustrated by way of example and not limitation in the figures of the accompanying drawings, in which like references indicate similar elements, and in which the figures of the drawings are not to be taken in a limiting sense, unless otherwise indicated.

FIG. 1 is a flow chart of a method for measuring time delay of a market message according to an embodiment of the present application;

FIG. 2 is a block diagram of a combined structured quotation message transmission network according to one embodiment of the application;

FIG. 3 is a block diagram of a separate structured ticker messaging network in accordance with one embodiment of the present application;

FIG. 4 is a flowchart illustrating steps for determining a destination receiving port and a destination transmitting port according to an embodiment of the present application;

FIG. 5 is a block diagram of a delay measurement device for a market message according to an embodiment of the present application;

fig. 6 is a block diagram of a delay measurement apparatus for a market message according to an embodiment of the present application.

Detailed Description

For the purpose of making the objects, technical solutions and advantages of the embodiments of the present application more apparent, the technical solutions of the embodiments of the present application will be clearly and completely described below with reference to the accompanying drawings in the embodiments of the present application, and it is apparent that the described embodiments are some embodiments of the present application, but not all embodiments of the present application. 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.

The following disclosure provides many different embodiments, or examples, for implementing different structures of the application. In order to simplify the present disclosure, components and arrangements of specific examples are described below. They are, of course, merely examples and are not intended to limit the application. Furthermore, the present application may repeat reference numerals and/or letters in the various examples. This repetition is for the purpose of simplicity and clarity and does not in itself dictate a relationship between the various embodiments and/or configurations discussed.

The embodiment of the application provides a delay measurement method for a market message. Fig. 1 is a flowchart of a method for measuring a time delay of a market message according to an embodiment of the present application.

Step S110, obtaining the network structure type and the delay measurement type.

The network structure type is used for indicating the setting position of the host of each device in the quotation message transmission network. Wherein, the equipment in the quotation message transmission network includes: a quotation gateway, an intermediate device and an auxiliary client. And the quotation gateway is used for sending quotation messages generated by the quotation sources to the client. The intermediate device is located between the quotation gateway and the client for message forwarding. The auxiliary client is one of a plurality of clients for receiving the quotation messages sent by the quotation gateway and forwarded by the intermediate device. The auxiliary clients are arranged at different positions according to different test requirements. The ticketing gateway, the intermediate device and the auxiliary client may be provided in the same or in different hosts, i.e. at least one device may be provided in one host.

The delay measurement type is used for indicating the delay type to be measured. Wherein, the delay measurement type includes: end-to-end type and penetration type.

The end-to-end type refers to the time delay between the need to measure the message of the quotation sent from the quotation gateway and the receipt by the auxiliary client.

The penetration type refers to the time delay between the need to measure the receipt of a market message from the intermediate device and the sending of the intermediate device, i.e. the internal time delay when the intermediate device forwards the market message.

The quotation message transmission network is preset. The network structure type can be preset or selected by a time delay demander. The delay measurement type may be selected by the delay demander.

Step S120, determining a target receiving port and a target sending port to be measured in a line situation message transmission network according to the network structure type and the delay measurement type.

According to the network structure type, the host where each device is located can be determined, and then the host to which the delay is required to be measured, namely the host to be measured, is determined.

According to the delay measurement type, a port which needs to be aimed at when the delay is measured, namely a target port, can be determined in a host to be measured. The number of target ports is two, including: a target receiving port and a target transmitting port.

According to the network structure type, determining a host to be measured in a line information transmission network; and according to the delay measurement type, determining a target receiving port and a target sending port to be measured in the host to be measured. The specific manner of determining the target receiving port and the target transmitting port will be described in detail later, and will not be described in detail here.

Step S130, grabbing a received data stream at the target receiving port and grabbing a transmitted data stream at the target transmitting port.

The received data stream is the data stream received by the target receiving port.

The transmission data stream is the data stream sent by the target transmission port.

Thus, both the receive data stream and the transmit data stream are data streams. A plurality of data packets are included in the data stream. The grabbing data flow is the grabbing data packet. The data stream is used to carry one or more ticker messages. According to the data quantity carried by the data packet, a quotation message can be divided into at least one data slice, and each data slice is carried by one data packet. That is, in each data packet, one data slice of a message may be carried (i.e., a partial message), at least one complete message may be carried, and at least one complete message and one data slice of a message may be carried (i.e., at least one complete message and one partial message). Further, the type of the data packet may be PCAP (Packet Capture) data packets.

Step S140, analyzing the received data stream, extracting received market information from the analyzed received data stream and setting a time stamp for the received market information correspondingly; and analyzing the transmission data stream, extracting a transmission quotation message from the analyzed transmission data stream, and correspondingly setting a time stamp for the transmission quotation message.

Receiving a quotation message refers to a quotation message extracted from a received data stream.

Sending a quotation message refers to a quotation message extracted from a sending data stream.

After capturing the data stream, decoding the data stream, analyzing the data stream, extracting each complete quotation message carried in the data stream, and setting a time stamp for each complete quotation message. The time stamp is the time for executing preset operation on the data packet in the data stream; the operation corresponding to the time stamp set for the received quotation message is the same as the operation corresponding to the time stamp set for the transmitted quotation message. This allows consistency in the setting of the time stamps and comparability between the time stamps. For example: the timestamps may both be resolved in time or may both be grabbing in time.

If the grabbing time is set as a time stamp, analyzing and extracting a complete quotation message in a data packet, and setting the grabbing time of the data packet as the time stamp of the complete quotation message; when analyzing and extracting complete quotation information in a plurality of data packets, namely analyzing the plurality of data packets, splicing the data fragments extracted from the plurality of data packets into a complete quotation information, and setting the grabbing time of the data packet corresponding to the last data fragment as the time stamp of the complete quotation information.

If the analysis time is set as the time stamp, analyzing and extracting the complete quotation message in a data packet, and setting the analysis time of the data packet as the time stamp of the complete quotation message; when analyzing and extracting complete quotation information in a plurality of data packets, namely analyzing the plurality of data packets, splicing the data fragments extracted from the plurality of data packets into a complete quotation information, and setting the analysis time of the data packet corresponding to the last data fragment as the time stamp of the complete quotation information.

Step S150, calculating the time delay of the same quotation message according to the time stamps corresponding to the received quotation message and the sent quotation message representing the same quotation message.

Message source data and message generation time of the same quotation message are the same.

Types of message source data include, but are not limited to: security codes.

The message generation time refers to: the time of generation of the quotation message at the quotation source.

Specifically, the quotation messages with the same message source data and the same message generation time are the same quotation message. Thus, in this embodiment, the message source data and the message generation time are extracted from the extracted received market message and from the extracted transmitted market message; inquiring the received quotation messages and the transmitted quotation messages which have the same message source data and the same message generation time and are used as a message pair; wherein the received quotation message and the transmitted quotation message belonging to the same message pair represent the same quotation message; and calculating the time delay of the same quotation message according to the time stamp corresponding to the received quotation message in the message pair and the time stamp corresponding to the transmitted quotation message in the message pair aiming at each message pair.

In the embodiment of the application, besides the time delay of the quotation message can be calculated, the time delay of the quotation message of the preset type can also be determined. Further, extracting a quotation message type, message source data and message generation time from the extracted received quotation message and the extracted transmitted quotation message; inquiring the received quotation messages and the transmitted quotation messages which are the same in quotation message type, message source data and message generation time and are the same as one message pair; and calculating the time delay of the quotation message type according to the time stamp corresponding to the received quotation message in the message pair and the time stamp corresponding to the transmitted quotation message in the message pair aiming at each message pair. The types of messages include, but are not limited to: index snapshot quotation, ten-gear snapshot quotation, option snapshot quotation and merging quotations from one stroke to the next.

In the embodiment of the application, a network structure type and a delay measurement type are acquired; according to the network structure type and the delay measurement type, determining a target receiving port and a target sending port to be subjected to delay measurement in a line information transmission network; capturing a received data stream at the target receiving port and a transmitted data stream at the target transmitting port; analyzing the received data stream, extracting received quotation information from the analyzed received data stream, and correspondingly setting a time stamp for the received quotation information; analyzing the sending data stream, extracting a sending quotation message from the analyzed sending data stream, and correspondingly setting a time stamp for the sending quotation message; and calculating the time delay of the same quotation message according to the time stamps corresponding to the received quotation message and the sent quotation message representing the same quotation message. According to the method, the target sending port and the target receiving port to be measured can be determined according to the delay measurement requirement, the data streams are respectively captured at the target sending port and the target receiving port, the complete quotation information is extracted, the delay is determined according to the time stamps respectively corresponding to the complete quotation information at the target sending port and the target receiving port, the delay measurement is corresponding to the complete quotation information, the delay measurement result is more accurate, and more accurate reference can be provided for a delay user.

In order to make the embodiments of the present application easier to understand, the time delay measurement method will be further described below.

The transmission network for the quotation messages is further described below.

The transmission network of the quotation message includes, but is not limited to: and the quotation gateway comprises at least one intermediate device and a plurality of clients. The quotation gateway is connected with each intermediate device. Each intermediate device connects to a plurality of clients. In this embodiment, the intermediate device may be a transaction platform device. For example: and the exchange corresponding to the transaction platform.

The location of the quotation gateway is generally the same as the location of the quotation source, so the quotation source is not shown. And after the quotation source sequentially generates quotation messages, sequentially transmitting the generated quotation messages to the quotation gateway. And the quotation gateway generates a data packet according to the quotation messages received in sequence and sends the data packet to the intermediate equipment, and then a data stream is formed between the quotation gateway and the intermediate equipment. Further, according to a first transmission protocol adopted between the quotation gateway and the intermediate equipment, determining a first data volume carried by a data packet to be transmitted between the quotation gateway and the intermediate equipment; the quotation gateway divides the quotation message into at least one data fragment according to the size of the first data volume and encapsulates the data fragment in at least one data packet. The first transmission protocol used between the ticker gateway and the intermediary device may be a TCP protocol (Transmission Control Protocol ).

An FPGA (Field Programmable GATE ARRAY ) in the intermediate device receives and forwards the data packets from the ticker gateway to the client. Further, since the second transmission protocol adopted between the intermediate device and the client may be different from the first transmission protocol, so that the second data amount carried by the data packet transmitted between the intermediate device and the client is different from the first data amount, the FPGA in the intermediate device needs to decode and parse the data packet sequentially according to the receiving order of the data packet, extract data in the data packet, package the extracted data into the data packet according to the second data amount, and send the data packet to each client connected to the intermediate device in a multicast manner. Wherein the second transport protocol employed between the intermediary device and the client may be the UDP protocol (User Datagram Protocol ).

For example: dividing a quotation message into 3 data fragments according to a first transmission protocol by a quotation gateway, and respectively transmitting each data fragment by using 3 data packets; after the intermediate device sequentially receives the 3 data packets, sequentially decoding and analyzing the 3 data packets, and extracting data fragments from each data packet; the intermediate device re-slices the 3 data slices, e.g., into 4 data slices, according to the second transmission protocol and transmits each data slice using 4 data packets, respectively.

After each client receives the data packet sent by the intermediate device, after decoding and analysis are completed, the data fragments can be extracted and the complete quotation message can be spliced, and the user can refer to the quotation message to complete online transaction.

Because the repackaging operation of the intermediate device is performed, the data carried by the data packets at the two ends of the intermediate device may be different, and the intermediate device continuously receives the data stream and transmits the data stream, so that there is no corresponding relation between the received data stream and the transmitted data stream, that is, the data packets transmitted by the intermediate device specifically correspond to the received data packets cannot be determined, so in practical application, if the delay condition is determined only according to the transmission time of the data packets and the reception time of the data packets, the delay result cannot be accurately corresponding to each market message.

For this reason, in the embodiment of the present application, an auxiliary client is set in the transmission network of the mood message, and the auxiliary client may be functionally identical to the normal client, or only have a part of functions or a part of ports of the normal client. The auxiliary client is different from the normal client in the setting position. The normal client is arranged at the user equipment side and is used by a normal user. The location of the auxiliary client is dependent on the need.

Specifically, at the location setting of each device, the network configuration type includes: a combined structure and a separated structure.

The consolidated structure indicates that the intermediary device and the auxiliary client are disposed in the same host and the ticker gateway is disposed in another host. Fig. 2 is a block diagram of a market message transmission network with a merged structure according to an embodiment of the present application. The intermediate device and the auxiliary client are located at the host 1, and the quotation gateway is located at the host 2.

The split architecture represents that the ticketing gateway and the auxiliary client are provided in the same host, and the intermediary device is provided in another host. As shown in fig. 3, a block diagram of a marketing message transmission network in a split architecture according to an embodiment of the present application is shown. The intermediate device is located at host 3 and the ticketing gateway and auxiliary clients are located at host 4.

In the embodiment of the application, when the delay measurement is performed, the embodiment of the application can be executed for each intermediate device, and then the penetration type of the network and the delay of the end-to-end type are determined for each intermediate device. Since fig. 2 and 3 are used to describe the set positions of the ticker gateway, the intermediate devices, and the auxiliary clients, only one intermediate device is shown in fig. 2 and 3 and none of the other clients are shown. Wherein in fig. 2 and 3, the reference numerals within the circles represent the reference numerals of the ports.

The following describes a manner of determining the target receiving port and the target transmitting port.

As shown in fig. 4, a flowchart of determining a target receiving port and a target transmitting port according to an embodiment of the present application is shown.

Step S410, determining a host to be measured in a line information transmission network according to the network structure type; wherein the number of the hosts to be measured is at least one.

And when the network structure type is a combined structure, determining the host where the intermediate equipment and the auxiliary client are located as the host to be measured in the line information transmission network. For example: when the network configuration type is a merged configuration, the host 1 in fig. 2 is determined as a host to be measured, and at this time, the number of hosts to be measured involved is one. Further, for convenience of execution, the embodiment of the present application is executed on the host where the intermediate device and the auxiliary client are located, and therefore, the host where the intermediate device and the auxiliary client are located is determined as the host to be measured. If the embodiment of the application can be executed at multiple ends, the host computer where the intermediate equipment and the auxiliary client are located can be determined as the host computer to be measured, and the host computer where the quotation gateway is located can be determined as the host computer to be measured.

And when the network structure type is a separated structure, determining the host computers where the quotation gateway and the auxiliary client and the host computers where the intermediate equipment are located as the hosts to be measured in the quotation message transmission network. Further, if the requirement is to measure the end-to-end delay, the embodiment of the application is executed on the host where the line gateway and the auxiliary client are located; if the requirement is to measure the latency of the penetration type, the embodiment of the application will be executed at the host where the intermediate device is located; therefore, when the delay measurement requirement is not determined, the hosts of the quotation gateway and the auxiliary client and the host of the intermediate equipment are determined to be the hosts to be measured. For example: when the network configuration type is a split configuration, both the host 3 and the host 4 in fig. 3 are determined as hosts to be measured, and at this time, the number of hosts to be measured involved is two.

Step S420, according to the delay measurement type, determining a unit to be measured in the determined host to be measured, and determining a target receiving port and a target transmitting port in the determined unit to be measured; wherein the number of the units to be measured is at least one; the target receiving port and the target sending port belong to the same or different units to be measured.

The delay measurement types include: penetration type and end-to-end type.

When the delay measurement type is a penetration type, determining an FPGA unit in the intermediate equipment as a unit to be measured in the determined host to be measured; and determining a receiving port of the FPGA unit as a target receiving port and a transmitting port of the FPGA unit as a target transmitting port. For example: in fig. 2, the target receiving port is port 2 and the target transmitting port is port 3, so as to measure the penetration type delay between port 2 and port 3. In fig. 3, the target receiving port is port 6 and the target transmitting port is port 7 in order to determine the type of penetration delay between port 6 and port 7.

When the delay measurement type is an end-to-end type, determining a market gateway and an auxiliary client as units to be measured in the determined hosts to be measured; and determining a transmitting port of the quotation gateway as a target transmitting port, and determining a receiving port of the auxiliary client as a target receiving port. For example: in the case where the embodiment of the present application may be performed in multiple ports, in fig. 2, the target transmitting port is port 1 and the target receiving port is port 4, so as to determine the end-to-end type delay between port 1 and port 4. In fig. 3, the target transmit port is port 5 and the target receive port is port 8 in order to determine the end-to-end type delay between port 5 and port 8.

In the embodiment of the present application, when the network structure type is a merged structure, the sending port of the FPGA unit and the receiving port of the auxiliary client are the same port. Further, in order to save host resources, for an intermediate device and an auxiliary client that are in the same host, the port to which the two are connected may be determined to be one port, and the auxiliary client having the full function is not set. It may also be considered that the secondary client is not involved in the actual traffic service, so the secondary client only comprises a receiving port, which is the same port as the transmitting port of the intermediate device. For example: port 3 and port 4 in fig. 2 can be considered to be the same port, which acts as both a transmit port for the FPGA and a receive port for the auxiliary client. In this case, the transmission time of the data packet at the FPGA unit, the reception time of the data packet at the auxiliary client, and the fetch time of the data packet are considered to be the same.

In the embodiment of the present application, when the network structure type is a split structure, the auxiliary client only includes a receiving port. Further, in order to save host resources, for the case that the quotation gateway and the auxiliary client are in the same host, the auxiliary client does not relate to real business services, so the auxiliary client may only include a receiving port, and an auxiliary client with a complete function is not set. For example: in fig. 3, the secondary client only includes port 8. In this case, the reception time of the packet at the reception port is the same as the fetch time of the packet.

Because it is unknown how the intermediate device processes the received data stream, the embodiment of the application respectively grabs the data stream at the target receiving port and the target sending port, determines the time stamps respectively corresponding to the same quotation message at the target receiving port and the target sending port according to the respectively grabbed data stream, and determines the delay according to the time stamps. Further, in the embodiment of the application, tcpdump packet grabbing is performed on the target receiving port, and tcpdoump packet grabbing is performed on the target sending port.

When the network structure type is a combined structure, the sending port of the FPGA unit and the receiving port of the auxiliary client are the same. Therefore, when the delay measurement type is an end-to-end type, the embodiment of the application can capture the transmission data stream at the transmission port of the estrus gateway and capture the reception data stream at the transmission port of the FPGA unit. In this case, the host computer where the quotation gateway is located and the host computer where the auxiliary client is located need to capture data respectively, and aggregate the data at one place for delay calculation. Further, an API (Application Programming Interface ) of the host where the intermediate device and the auxiliary client are located may be called, and the API is used to read a time stamp in the memory address, where the time stamp is a time when the FPGA unit sends the data packet, so as to obtain a sending time of the data packet in the FPGA unit, and the sending time is used as a capturing time of the data packet.

Since the auxiliary client only includes a receiving port when the network fabric type is a split fabric. Therefore, the embodiment of the application can capture the received data stream at the preset receiving port of the host computer where the line gateway is located. The preset receiving port is a receiving port corresponding to the auxiliary client. Further, an API of the host where the quotation gateway is located can be called, and a time stamp in the memory address is read by using the API, wherein the time stamp is the time when the preset receiving port of the host receives the data packet, so that the receiving time of the data packet at the preset receiving port is obtained, and the receiving time is taken as the capturing time of the data packet.

The manner of how the data stream is parsed, the market messages are extracted, and the time stamps are set is described below.

Sequentially analyzing each data packet in a received data stream aiming at the received data stream, and extracting a received market message from each data packet which is sequentially analyzed; wherein the received market message is at least one data fragment, and each data fragment is carried by one data packet; and setting the time of executing the first operation on the data packet corresponding to the last data slice of the received quotation message as the time stamp of the received quotation message. Further, when a received ticker message includes only one data slice, the data slice is the received ticker message itself.

Sequentially analyzing each data packet in a transmission data stream aiming at the transmission data stream, and extracting a transmission quotation message from each data packet which is sequentially analyzed; wherein, the sending quotation message is at least one data fragment, and each data fragment is carried by one data packet; and setting the time of executing the second operation on the data packet corresponding to the last data slice of the transmission quotation message as the time stamp of the transmission quotation message. Wherein the first operation and the second operation are the same operation. Further, when the transmitted market message includes only one data slice, the data slice is the transmitted market message itself.

The time stamp is the time for executing the preset operation, namely, the time for executing the preset operation is recorded in the process of capturing, decoding, analyzing and extracting the data in the data packet, and the time stamp is set for the quotation message according to the recorded time (such as the capturing time). Thus, the first operation of recording the execution time when the received quotation message is extracted is the same as the second operation of recording the execution time when the transmitted quotation message is extracted, so that the setting of the time stamps is consistent, and the time stamps are comparable. For example: the time stamp uses the parsing time or the grabbing time.

For example: the data packet 1 comprises 3 complete quotation messages and 1 data fragment 1, the data packet 2 comprises 1 data fragment 2, and the data fragment 1 and the data fragment 2 can be spliced into one complete quotation message, so that the grabbing time of the data packet 1 can be set to be the time stamp of the 3 complete quotation messages, and the grabbing time of the data packet 2 can be set to be the time stamp of the complete quotation message formed by the data fragment 1 and the data fragment 2.

In the process of analyzing the data packet, the number of the quotation messages carried by the data packet and the length of each quotation message can be read from the head of the data packet, and the data is extracted from the data packet according to the number of the quotation messages and the length of each quotation message to obtain the quotation message. Further, data is extracted from the starting position of the quotation message, whether the tail part of the quotation message is extracted is checked according to the length of the quotation message, if the tail part is reached, the fragment data of the tail part is cached, the grabbing time of a data packet where the tail part is located is cached, and the next quotation message is extracted; if the tail has not been reached, the current data slice is cached.

Because the encoding modes of the quotation messages from different quotation sources are different, different decoding and analyzing modes are needed according to the different quotation sources of the quotation messages so as to accurately analyze the fragment data in the data packet. For example: stock markets of Shanghai is a step-fast quotation message, shenzhen stock market is a binary quotation message, the data structures of the quotation messages of two sources in the data packet are different, and when decoding and analyzing, the source of the data packet needs to be identified, and the data packet is correctly decoded and analyzed by using the decoding and analyzing mode corresponding to the source. Further, the source information of the data packet may be carried in the header of the data packet.

The embodiment of the application focuses the delay measurement on complete quotation messages, can accurately measure the delay corresponding to each quotation message, can independently measure the delay of an end-to-end type and can also measure the delay of a penetration type, thus not only can measure the link delay from a quotation gateway to intermediate equipment, but also can measure the penetration delay in the intermediate equipment, and can also measure the transmission delay from the quotation gateway to an auxiliary client, the type of delay measurement can meet the requirement of a delay requirement party, and the accuracy of delay measurement is higher.

The embodiment of the application can carry out delay measurement on the step-fast quotation message, the mddp quotation message and the binary quotation message, and the step-fast quotation message, the mddp quotation message and the binary quotation message have different message structures, but the embodiment of the application can accurately measure the delay of the step-fast quotation message, the mddp quotation message and the binary quotation message only by configuring the coding and decoding modes and the analytic modes of corresponding protocols, and has relatively simple operation.

The embodiment of the application also provides a device for measuring the time delay of the quotation message. Fig. 5 is a block diagram of a delay measurement device for a market message according to an embodiment of the present application.

The delay measuring device of the quotation message comprises:

an obtaining module 510, configured to obtain a network structure type and a delay measurement type.

The determining module 520 is configured to determine, in the line information transmission network, a target receiving port and a target sending port to be measured in a delay manner according to the network structure type and the delay measurement type.

A grabbing module 530, configured to grab a received data stream at the target receiving port and grab a transmitted data stream at the target transmitting port.

A processing module 540, configured to parse the received data stream, extract a received market message from the parsed received data stream, and set a timestamp for the received market message; analyzing the sending data stream, extracting sending quotation information from the analyzed sending data stream, and setting a time stamp for the sending quotation information.

A calculating module 550, configured to determine a delay of the same market message according to time stamps corresponding to the received market message and the transmitted market message representing the same market message.

The functions of the apparatus according to the embodiments of the present application have been described in the above method embodiments, so that the descriptions of the present embodiment are not exhaustive, and reference may be made to the related descriptions in the foregoing embodiments, which are not repeated herein.

The embodiment of the application also provides a time delay measuring device for the market information, as shown in fig. 6, which is a structural diagram of the time delay measuring device for the market information according to an embodiment of the application.

The delay measurement device of the quotation message comprises: processor 610, communication interface 620, memory 630, and communication bus 640. Wherein processor 610, communication interface 620, and memory 630 communicate with each other via communication bus 640.

Memory 630 for storing computer programs.

In one embodiment of the present application, the processor 610 is configured to implement the method for measuring the time delay of the market message provided in any one of the foregoing method embodiments when executing the program stored in the memory 630, where the method includes: acquiring a network structure type and a delay measurement type; according to the network structure type and the delay measurement type, determining a target receiving port and a target sending port to be subjected to delay measurement in a line information transmission network; capturing a received data stream at the target receiving port and a transmitted data stream at the target transmitting port; analyzing the received data stream, extracting received quotation information from the analyzed received data stream, and correspondingly setting a time stamp for the received quotation information; analyzing the sending data stream, extracting a sending quotation message from the analyzed sending data stream, and correspondingly setting a time stamp for the sending quotation message; and calculating the time delay of the same quotation message according to the time stamps corresponding to the received quotation message and the sent quotation message representing the same quotation message.

The embodiment of the application also provides a computer readable storage medium, on which a computer program is stored, which when being executed by a processor, implements the steps of the method for measuring the time delay of a market message provided by any one of the method embodiments. Since the method for measuring the time delay of the market message has been described in detail above, the description of the present embodiment is not exhaustive, and reference may be made to the related description in the foregoing embodiment, which is not repeated herein.

The apparatus embodiments described above are merely illustrative, wherein the elements illustrated as separate elements may or may not be physically separate, and the elements shown as elements may or may not be physical elements, may be located in one place, or may be distributed over a plurality of network elements. Some or all of the modules may be selected according to actual needs to achieve the purpose of the solution of this embodiment.

From the above description of embodiments, it will be apparent to those skilled in the art that the embodiments may be implemented by means of software plus a general purpose hardware platform, or may be implemented by hardware. Based on such understanding, the foregoing technical solution may be embodied essentially or in a part contributing to the related art in the form of a software product, which may be stored in a computer readable storage medium, such as ROM/RAM, a magnetic disk, an optical disk, etc., including several instructions for causing a computer device (which may be a personal computer, a server, or a network device, etc.) to perform the method described in the respective embodiments or some parts of the embodiments.

It is to be understood that the terminology used herein is for the purpose of describing particular example embodiments only, and is not intended to be limiting. As used herein, the singular forms "a", "an" and "the" are intended to include the plural forms as well, unless the context clearly indicates otherwise. The terms "comprises," "comprising," "includes," "including," and "having" are inclusive and therefore specify the presence of stated features, steps, operations, elements, and/or components, but do not preclude the presence or addition of one or more other features, steps, operations, elements, components, and/or groups thereof. The method steps, processes, and operations described herein are not to be construed as necessarily requiring their performance in the particular order described or illustrated, unless an order of performance is explicitly stated. It should also be appreciated that additional or alternative steps may be used.

The foregoing is only a specific embodiment of the application to enable those skilled in the art to understand or practice the application. Various modifications to these embodiments will be readily apparent to those skilled in the art, and the generic principles defined herein may be applied to other embodiments without departing from the spirit or scope of the application. Thus, the present application is not intended to be limited to the embodiments shown herein but is to be accorded the widest scope consistent with the principles and novel features disclosed herein.

Claims

1. A method for measuring a time delay of a market message, comprising:

acquiring a network structure type and a delay measurement type;

According to the network structure type and the delay measurement type, determining a target receiving port and a target sending port to be subjected to delay measurement in a line information transmission network;

Capturing a received data stream at the target receiving port and a transmitted data stream at the target transmitting port;

analyzing the received data stream, extracting received quotation information from the analyzed received data stream, and correspondingly setting a time stamp for the received quotation information; analyzing the sending data stream, extracting a sending quotation message from the analyzed sending data stream, and correspondingly setting a time stamp for the sending quotation message;

and calculating the time delay of the same quotation message according to the time stamps corresponding to the received quotation message and the sent quotation message representing the same quotation message.

2. The method according to claim 1, wherein determining a target receiving port and a target transmitting port to be delay-measured in a line message transmission network according to the network structure type and the delay measurement type comprises:

according to the network structure type, determining a host to be measured in a line information transmission network; wherein the number of the hosts to be measured is at least one;

According to the delay measurement type, determining a unit to be measured in a determined host to be measured, and determining a target receiving port and a target sending port in the determined unit to be measured; wherein the number of the units to be measured is at least one; the target receiving port and the target sending port belong to the same or different units to be measured.

3. The method of claim 2, wherein the step of determining the position of the substrate comprises,

The network structure types include: a combined structure and a separated structure; wherein,

The combined structure indicates that the intermediate equipment and the auxiliary client are arranged in the same host, and the quotation gateway is arranged in another host;

the separated structure indicates that the quotation gateway and the auxiliary client are arranged in the same host, and the intermediate equipment is arranged in another host;

the determining, according to the network structure type, a host to be measured in a line information transmission network includes:

when the network structure type is a combined structure, in a line information transmission network, determining a host where the intermediate equipment and the auxiliary client are located as a host to be measured;

And when the network structure type is a separated structure, determining the host computers where the quotation gateway and the auxiliary client and the host computers where the intermediate equipment are located as the hosts to be measured in the quotation message transmission network.

4. The method of claim 3, wherein the step of,

The delay measurement types include: penetration type and end-to-end type;

According to the delay measurement type, in the determined host to be measured, determining a unit to be measured, and in the determined unit to be measured, determining a target receiving port and a target transmitting port, including:

When the delay measurement type is a penetration type, determining a Field Programmable Gate Array (FPGA) unit in the intermediate equipment as a unit to be measured in the determined host to be measured; and determining a receiving port of the FPGA unit as a target receiving port and a transmitting port of the FPGA unit as a target transmitting port;

When the delay measurement type is an end-to-end type, determining a market gateway and an auxiliary client as units to be measured in the determined hosts to be measured; and determining a transmitting port of the quotation gateway as a target transmitting port, and determining a receiving port of the auxiliary client as a target receiving port.

5. The method of claim 4, wherein the step of determining the position of the first electrode is performed,

When the network structure type is a combined structure, the sending port of the FPGA unit and the receiving port of the auxiliary client are the same port;

when the network fabric type is a split fabric, the secondary client includes only a receiving port.

6. The method of claim 1, wherein the step of determining the position of the substrate comprises,

The parsing the received data stream, extracting a received market message from the parsed received data stream and setting a timestamp for the received market message, including:

Sequentially analyzing each data packet in the received data stream, and extracting a received quotation message from each data packet which is sequentially analyzed; wherein the received market message is at least one data fragment, and each data fragment is carried by one data packet;

Setting the time of executing a first operation on a data packet corresponding to the last data slice of the received quotation message as a time stamp of the received quotation message;

the analyzing the sending data stream, extracting a sending quotation message from the analyzed sending data stream, and setting a time stamp for the sending quotation message, including:

Sequentially analyzing each data packet in the sending data stream, and extracting a sending quotation message from each data packet analyzed sequentially; wherein, the sending quotation message is at least one data fragment, and each data fragment is carried by one data packet;

Setting the time of executing the second operation on the data packet corresponding to the last data slice of the transmitted quotation message as the time stamp of the transmitted quotation message; wherein the first operation and the second operation are the same operation.

7. The method of claim 1, wherein calculating the delay of the same market message based on the respective time stamps of the received market message and the transmitted market message representing the same market message comprises:

Extracting message source data and message generation time from the extracted received market message and the extracted transmitted market message;

Inquiring the received quotation messages and the transmitted quotation messages which have the same message source data and the same message generation time and are used as a message pair; wherein the received quotation message and the transmitted quotation message belonging to the same message pair represent the same quotation message;

And calculating the time delay of the same quotation message according to the time stamp corresponding to the received quotation message in the message pair and the time stamp corresponding to the transmitted quotation message in the message pair aiming at each message pair.

8. A delay measurement device for a market message, comprising:

the acquisition module is used for acquiring the network structure type and the delay measurement type;

The determining module is used for determining a target receiving port and a target sending port to be measured in a delayed manner in a line information transmission network according to the network structure type and the delay measurement type;

The grabbing module is used for grabbing a received data stream at the target receiving port and grabbing a transmitted data stream at the target transmitting port;

the processing module is used for analyzing the received data stream, extracting received market information from the analyzed received data stream and setting a time stamp for the received market information correspondingly; analyzing the sending data stream, extracting a sending quotation message from the analyzed sending data stream, and correspondingly setting a time stamp for the sending quotation message;

and the calculation module is used for determining the time delay of the same quotation message according to the time stamps corresponding to the received quotation message and the sent quotation message which represent the same quotation message.

9. A time delay measurement device for a market message, comprising: at least one communication interface; at least one bus connected to the at least one communication interface; at least one processor coupled to the at least one bus; at least one memory coupled to the at least one bus, wherein the processor is configured to: executing a time delay measurement program of a market message stored in the memory to realize the time delay measurement method of a market message according to any one of claims 1 to 7.

10. A computer readable storage medium having stored thereon computer executable instructions that are executed to implement the method of measuring latency of a market message according to any one of claims 1-7.