JP6883009B2 - Pricing device, pricing method and pricing program - Google Patents

Description

The present invention relates to a pricing device, a pricing method and a pricing program.

Conventionally, in the securities market such as the stock market, a technique for determining the contract price by the Itayose method has been disclosed. Further, a technique for transmitting information on a sell price and a buy price to a user without delay is disclosed even when the quantity of the sell price and the quantity of the buy price change at many prices.

Japanese Unexamined Patent Publication No. 2008-130020

However, the above-mentioned conventional technique is merely a technique for concluding a sales contract in a securities market such as a stock market, and it is not always possible to realize fair or highly fair virtual currency transactions.

The present application has been made in view of the above, and an object of the present application is to provide a pricing device, a pricing method, and a pricing program capable of realizing fair or highly fair virtual currency transactions. ..

The price determination device according to the present application is a case where a acquisition unit that acquires board information consisting of a sell quantity and a buy quantity of each price and a board information acquired by the acquisition unit satisfy a predetermined condition in a virtual currency transaction. Is characterized by having a determination unit for determining the price to be executed by the Itayose method.

According to one aspect of the embodiment, there is an effect that fairness or highly fair virtual currency transactions can be realized.

FIG. 1 is a diagram showing an example of a price determination process according to an embodiment. FIG. 2 is a diagram showing a configuration example of a price determination system according to an embodiment. FIG. 3 is a diagram showing a configuration example of the virtual currency management server according to the embodiment. FIG. 4 is a diagram showing a configuration example of the price determining device according to the embodiment. FIG. 5 is a diagram showing an example of the Itayose information storage unit according to the embodiment. FIG. 6 is a flowchart showing an example of the price determination process according to the embodiment. FIG. 7 is a hardware configuration diagram showing an example of a computer that realizes the function of the price determining device.

Hereinafter, the price determination device, the price determination method, and the embodiment for implementing the price determination program (hereinafter referred to as “the embodiment”) according to the present application will be described in detail with reference to the drawings. It should be noted that this embodiment does not limit the price determination device, the price determination method, and the price determination program according to the present application. Further, in each of the following embodiments, the same parts are designated by the same reference numerals, and duplicate description is omitted.

(Embodiment)
[1. Example of pricing process]
First, an example of the price determination process according to the embodiment will be described with reference to FIG. FIG. 1 is a diagram showing an example of a price determination process according to an embodiment. FIG. 1 shows an example in which the price determination process according to the embodiment is executed by the price determination device 100. In the following embodiment, a case where the boarding is performed at a predetermined timing determined by the virtual currency exchange is shown. In the following embodiment, the predetermined timings of the day when the boarding is performed are 6:50 AM, 7:00 AM, 15:50 PM, and 16:00 PM. It is not limited to the timing, and the boarding may be performed at any timing. For example, in the following embodiment, it may be carried out at an unspecified timing such as when the circuit breaker is released. Further, in the following embodiment, there is no limit to the number of times the boarding is performed per day. In the following embodiment, 15:50 PM and 16:00 PM indicate 3:50 pm and 4:00 pm, respectively.

In the following embodiment, 7:00 AM is the timing closer to the front session (hereinafter, appropriately referred to as "day session"), 15:50 PM is the closing timing of the front session, and 16:00 PM is the rear session (hereinafter, appropriately referred to as "night session"). The timing of the close-up is 6:50 AM on the next day. Further, in the following embodiment, as an example, the date delimiter of the transaction is 7:00 AM. For example, in the following embodiment, the transaction of the virtual currency on the D1 day is from 7:00 AM on the D1 day to 6:50 AM on the D2 day. In the following embodiment, the case where the prices of the sell order and the buy order intersect (or overlap) is appropriately referred to as "a case where it can be moved". Further, in the following embodiment, the case where the prices of the sell order and the buy order do not intersect is appropriately referred to as "a case where it is impossible to move the board". Then, in the following embodiment, the case where the itching is possible but the price to be executed between the sell order and the buy order cannot be determined is appropriately referred to as "the case where the itching is not established". Further, in the following embodiment, the case where the price can be settled and the price to be executed can be determined is appropriately referred to as "the case where the itching is established". Then, in the following embodiment, the case where the boarding is not possible and the case where the boarding is not established are collectively referred to as "the case where the boarding is not possible". In the following embodiment, the price to be executed based on the sell order and the buy order is appropriately referred to as "contract price" below. Further, in the following embodiment, the order is placed by a method generally used in securities market transactions (for example, limit price, market price, stop price, etc.). In the following embodiment, when the prices of the sell order and the buy order are mixed, the market order is also included.

FIG. 1 shows an example in which the price determination device 100 performs itching at predetermined timings of 6:50 AM, 7:00 AM, 15:50 PM, and 16:00 PM. Further, the price determination device 100 shows an example in which the contract price is determined based on the board information including the sell quantity and the buy quantity of each price of the virtual currency. FIG. 1 shows, as a specific example, a case where itching is possible and a case where itching is established, and a case where it is not possible. FIG. 1 shows an example in which the contract price is determined based on the Itayose when the Itayose is established. Further, in FIG. 1, an example in which the price determination device 100 determines the contract price based on a predetermined rule corresponding to each of the approach timing, the closing timing, and the closing timing when it is not possible to move the price. Is shown. Although not shown in FIG. 1, the price determination device 100 is similarly based on a predetermined rule corresponding to each of the approach timing, the closing timing, and the closing timing even when the iterating is not established. The contract price may be determined.

[Price determination system configuration]
Prior to the description of FIG. 1, the configuration of the price determination system 1 will be described with reference to FIG. FIG. 2 is a diagram showing a configuration example of a price determination system according to an embodiment. As shown in FIG. 2, the price determination system 1 includes a price determination device 100 and a virtual currency management server 200. The price determination device 100 and the virtual currency management server 200 are connected to each other via a predetermined network N so as to be communicable by wire or wirelessly. The price determination system 1 shown in FIG. 2 may include a plurality of price determination devices 100 and a plurality of virtual currency management servers 200.

The price determination device 100 is an information processing device that determines a contract price based on a sell order and a buy order of virtual currency. Specifically, the price determination device 100 determines the contract price based on the board information including the sell quantity and the buy quantity of each price of the virtual currency. For example, the price determination device 100 determines the contract price based on the iterative.

The virtual currency management server 200 is an information processing device that manages virtual currency transactions on a virtual currency exchange. For example, the virtual currency management server 200 accepts orders for virtual currency. For example, the virtual currency management server 200 accepts a sell order or a buy order of virtual currency. For example, the virtual currency management server 200 accepts a sell order such as wanting to sell 10 units for 990 yen. Further, the virtual currency management server 200 accepts the contract price determined by the price determination device 100 as the settlement price of the futures contract.

Although FIG. 2 shows a case where the price determination device 100 and the virtual currency management server 200 are separate devices, the price determination device 100 and the virtual currency management server 200 may be integrated. Further, the price determination device 100 and the virtual currency management server 200 may be managed by an administrator who is regarded as the same.

Returning to the description of FIG. In the example of FIG. 1, the case where the price determination device 100 performs the iterative adjustment in the virtual currency transaction on August 29 is shown. Specifically, the price determination device 100 shows a case where the iterating is performed at predetermined timings of 6:50 AM, 7:00 AM, 15:50 PM, and 16:00 PM on August 29. In FIG. 1, the period of the day session is shown with session 1 from 7:00 AM to 15:50 PM. Further, in FIG. 1, the period of the night session is shown with session 2 from 16:00 PM to 6:50 AM on August 30 the next day. Further, in FIG. 1, the period between session 1 and session 2 is shown as a period of suspension of transactions.

The chart X1 shown in FIG. 1 shows the board information in the case where the board alignment is established at a predetermined timing. For example, the chart X1 shown in FIG. 1 shows that there is a selling quantity of 150 units for 1030 yen. Further, the chart X1 shown in FIG. 1 shows that there is a selling quantity of 10 units at 1020 yen. Further, the chart X1 shown in FIG. 1 shows that there is a selling quantity of 130 units for 1000 yen. Further, the chart X1 shown in FIG. 1 shows that there is a selling quantity of 30 units at 990 yen. Further, the chart X1 shown in FIG. 1 shows that the cheapest selling price of 990 yen is the best selling price BQS1.

Further, the chart X1 shown in FIG. 1 shows that there is a purchase quantity of 40 units for 1010 yen. Further, the chart X1 shown in FIG. 1 shows that there is a purchase quantity of 70 units for 1000 yen. Further, the chart X1 shown in FIG. 1 shows that there is a purchase quantity of 20 units at 990 yen. Further, the chart X1 shown in FIG. 1 shows that there is a purchase quantity of 50 units at 980 yen. Further, the chart X1 shown in FIG. 1 shows that there is a purchase quantity of 100 units at 960 yen. Chart X1 shown in FIG. 1 shows that the highest buy price of 1010 yen is the best buy price BQO1. Then, the chart X1 shown in FIG. 1 shows that the prices of the sell order and the buy order intersect at the price of 990 yen to 1010 yen. That is, the chart X1 shown in FIG. 1 shows that itching is possible at a price of 990 yen to 1010 yen. In addition, in the chart X1 shown in FIG. 1, it is shown that the contract price is 1000 yen because the selling quantity of 50 units remains at the price of 1000 yen when the boarding is performed.

The chart X2 shown in FIG. 1 shows the board information in the case where the board cannot be aligned at a predetermined timing. For example, the chart X2 shown in FIG. 1 shows that there is a selling quantity of 150 units for 1030 yen. Further, the chart X2 shown in FIG. 1 shows that there is a selling quantity of 10 units at 1020 yen. Further, the chart X2 shown in FIG. 1 shows that the cheapest selling price of 1020 yen is the best selling price BQS2.

Further, the chart X2 shown in FIG. 1 shows that there is a purchase quantity of 20 units at 990 yen. Further, the chart X2 shown in FIG. 1 shows that there is a purchase quantity of 50 units at 980 yen. Further, the chart X1 shown in FIG. 1 shows that there is a purchase quantity of 100 units at 960 yen. Chart X1 shown in FIG. 1 shows that the highest buy price of 990 yen is the best buy price BQO2.

The rule R1 shown in FIG. 1 shows a rule when it is not possible to align the board at the timing of approaching (when it is not possible to align the board or the alignment is not established). Rule R1 shown in FIG. 1 indicates that the user waits until the timing at which the board can be moved. Rule R1 shown in FIG. 1 indicates that, for example, when it is not possible to align the board at a timing close to 7:00 AM, it waits until the timing TX1 where it can be aligned.

The rule R2 shown in FIG. 1 shows a rule when the board cannot be moved at the closing timing. Rule R2 shown in FIG. 1 indicates that the transaction shifts to a later transaction. Rule R2 shown in FIG. 1 indicates that, for example, if it is not possible to move the board at the closing timing of 15:50 PM, the transaction shifts to the later trading from 16:00 PM. It should be noted that the rule R2 shown in FIG. 1 indicates that the boarding is not performed at the timing near 16:00 PM.

Rule R3 shown in FIG. 1 shows a rule when it is not possible to move the board at the timing of closing. Rule R3 shown in FIG. 1 indicates that stop allocation is performed. Rule R3 shown in FIG. 1 indicates that the contract price is determined based on the stop allocation, for example, when it is not possible to close the price at the closing timing of 6:50 AM. Further, the rule R3 shown in FIG. 1 indicates that the market remaining quantity after the stop allocation is revoked. For example, rule R3 shown in FIG. 1 indicates that if the sell quantity of the market order remains after the stop allocation, the market remaining quantity of the sell quantity is invalidated.

Hereinafter, an example of the price determination process will be described with reference to FIG. The price determination device 100 acquires the board information at a predetermined timing of boarding. For example, the price determination device 100 acquires board information at a timing closer to 7:00 AM. The price determination device 100 determines whether or not board alignment is possible based on the acquired board information. The price determination device 100 determines the contract price based on the itching when the itching is possible and the itching is established. In the example shown in FIG. 1, the price determination device 100 has a contract price of 1000 yen. Further, the price determining device 100 waits until the timing at which the boarding is possible when the boarding cannot be done at the timing of the approaching. Then, the price determining device 100 determines the contract price based on the itching at the timing when the itching is possible. Further, the price determination device 100 does not determine the contract price when the board cannot be moved at the closing timing. In this case, the price determination device 100 shifts to a later transaction without determining the contract price. In addition, the price determination device 100 determines the contract price based on the stop allocation when it is not possible to shift the price at the closing timing. In this case, the pricing device 100 expires the market balance after the stop allocation.

[2. Cryptocurrency management server configuration]
Next, the configuration of the virtual currency management server 200 according to the embodiment will be described with reference to FIG. FIG. 3 is a diagram showing a configuration example of the virtual currency management server 200 according to the embodiment. As shown in FIG. 3, the virtual currency management server 200 has a communication unit 210, an order information storage unit 220, and a control unit 230. The virtual currency management server 200 includes an input unit (for example, a keyboard, a mouse, etc.) that receives various operations from the administrator of the virtual currency management server 200, and a display unit (for example, a liquid crystal display, etc.) for displaying various information. May have.

(Communication unit 210)
The communication unit 210 is realized by, for example, a NIC (Network Interface Card) or the like. Then, the communication unit 210 is connected to the network N by wire or wirelessly, and transmits / receives information to / from the price determination device 100 via the network N.

(Order information storage unit 220)
The order information storage unit 220 is realized by, for example, a semiconductor memory element such as a RAM (Random Access Memory) or a flash memory, or a storage device such as a hard disk or an optical disk. The order information storage unit 220 stores information regarding a sell order and a buy order of the virtual currency. For example, the order information storage unit 220 stores the sell quantity and the buy quantity of each price. For example, the order information storage unit 220 stores the market sell quantity and buy quantity. In addition, the order information storage unit 220 updates the stored information regarding the sell order and the buy order in real time.

(Control unit 230)
The control unit 230 is a controller, and for example, various programs stored in a storage device inside the virtual currency management server 200 by a CPU (Central Processing Unit), an MPU (Micro Processing Unit), or the like execute RAM as a work area. It is realized by being done. Further, the control unit 230 is a controller, and is realized by, for example, an integrated circuit such as an ASIC (Application Specific Integrated Circuit) or an FPGA (Field Programmable Gate Array).

As shown in FIG. 3, the control unit 230 includes a transmission unit 231, a reception unit 232, a distribution unit 233, and an update unit 234, and realizes or executes the information processing operation described below.

(Transmission unit 231)
The transmission unit 231 transmits information regarding a sell order and a buy order of the virtual currency to the price determination device 100 at a predetermined timing determined by the exchange. For example, the transmission unit 231 transmits the information regarding the sell order and the buy order stored in the order information storage unit 220 to the price determination device 100. To give a specific example, the transmission unit 231 transmits the board information including the sell quantity and the buy quantity to the price determination device 100. In the example shown in FIG. 1, the transmission unit 231 transmits the information shown in the chart X1 and the chart X2 to the price determination device 100.

(Receiver 232)
The receiving unit 232 receives the information determined by the price determining device 100. For example, the receiving unit 232 receives information on the contract price from the pricing device 100. Specifically, the receiving unit 232 receives information on the contract price determined based on the board information. For example, the receiving unit 232 receives information on the contract price determined based on the Itayose. For example, the receiving unit 232 receives information on the contract price determined based on the stop allocation. Further, the receiving unit 232 may receive the information that the board cannot be aligned. In addition, the receiving unit 232 may receive information that the contract price is not determined.

(Distribution section 233)
The distribution unit 233 distributes based on the information received by the reception unit 232. For example, the distribution unit 233 distributes the quantities of the sell order and the buy order based on the information determined by the price determination device 100.

(Update part 234)
The update unit 234 updates the information about the sell order and the buy order in real time. For example, the information regarding the sell order and the buy order stored in the order information storage unit 220 is updated in real time.

[3. Configuration of pricing device]
Next, the configuration of the price determination device 100 according to the embodiment will be described with reference to FIG. FIG. 4 is a diagram showing a configuration example of the price determination device 100 according to the embodiment. As shown in FIG. 4, the price determination device 100 includes a communication unit 110, a storage unit 120, and a control unit 130. The price determination device 100 has an input unit (for example, a keyboard, a mouse, etc.) that receives various operations from the administrator of the price determination device 100, and a display unit (for example, a liquid crystal display, etc.) for displaying various information. You may.

(Communication unit 110)
The communication unit 110 is realized by, for example, a NIC or the like. Then, the communication unit 110 is connected to the network N by wire or wirelessly, and transmits / receives information to / from the virtual currency management server 200 via the network N.

(Memory unit 120)
The storage unit 120 is realized by, for example, a semiconductor memory element such as a RAM or a flash memory, or a storage device such as a hard disk or an optical disk. As shown in FIG. 4, the storage unit 120 includes a board information storage unit 121 and a board information storage unit 122.

The board information storage unit 121 stores information related to board information. For example, the board information storage unit 121 stores information related to board information transmitted by the virtual currency management server 200. For example, the board information storage unit 121 stores information regarding the selling quantity and the buying quantity of each price. For example, the board information storage unit 121 stores information regarding the selling quantity and the buying quantity of the price 1. For example, the board information storage unit 121 stores information regarding the stop height and the stop price. For example, the board information storage unit 121 stores information regarding market orders. In this way, the board information storage unit 121 has "board ID", "stop price", "market buy", "price 1 sell", "price 1 buy", "price 2 sell", "price 2 buy", ..., It may have items such as "market sale" and "stop price". In this case, the "board ID" indicates the identification information for identifying the board information. "Stop price" indicates the price of the price limit. "Market buying" indicates the buying quantity of a market order. "Price 1 sell" indicates the selling quantity of price 1. "Price 1 buy" indicates the buy quantity of price 1. "Price 2 sell" indicates the selling quantity of price 2. "Price 2 buy" indicates the buy quantity of price 2. "Market selling" indicates the selling quantity of a market order. "Stop price" indicates the price of the price limit.

The Itayose information storage unit 122 stores information regarding the result of Itayose. For example, the Itayose information storage unit 122 stores information on the contract price determined based on the board information. Here, FIG. 5 shows an example of the Itayose information storage unit 122 according to the embodiment. As shown in FIG. 5, the Itayose information storage unit 122 includes "Itayose ID", "Board ID", "Board information", "Itayose result", "Contract price", "Date", and "Timing". Has an item.

The "Itayose ID" indicates identification information for identifying the Itayose result. The "board ID" indicates identification information for identifying the board information. The "board information" indicates the board information corresponding to the "board ID". "Board information" indicates board information consisting of a selling quantity and a buying quantity of each price. In the example of FIG. 5, an example in which conceptual information such as "A1" and "A2" is stored in "board information" is shown, but in reality, data consisting of a sell quantity and a buy quantity of each price is displayed. Be remembered. The "Itaying result" indicates whether it is possible to align the board / the alignment is established, the alignment is possible / the alignment is not established, or the alignment is not possible. "Contract price" indicates the price to be executed based on the Itayose result. "Timing" indicates the timing of boarding. "Date" indicates the date of the transaction.

(Control unit 130)
Returning to the description of FIG. 4, the control unit 130 is a controller, and for example, various programs stored in the storage device inside the price determination device 100 are executed by the CPU, MPU, or the like using the RAM as a work area. Is realized by. Further, the control unit 130 is a controller, and is realized by, for example, an integrated circuit such as an ASIC or FPGA.

As shown in FIG. 4, the control unit 130 includes a request unit 131, an acquisition unit 132, a determination unit 133, a determination unit 134, an invalidation unit 135, an distribution unit 136, and a transmission unit 137. Realize or execute the information processing operations described below. The internal configuration of the control unit 130 is not limited to the configuration shown in FIG. 4, and may be another configuration as long as it is a configuration for performing information processing described later.

(Request unit 131)
The request unit 131 requests the virtual currency management server 200 to transmit information regarding the sell order and the buy order of the virtual currency. The requesting unit 131 requests that the board information be transmitted at a predetermined timing set by the exchange. In the example shown in FIG. 1, the board information is requested to be transmitted at a timing near 7:00 AM on August 29, for example.

(Acquisition unit 132)
The acquisition unit 132 acquires information regarding a sell order and a buy order of the virtual currency transmitted from the virtual currency management server 200. The acquisition unit 132 acquires board information including a sell quantity and a buy quantity of each price in a virtual currency transaction. In addition, the acquisition unit 132 acquires board information at a predetermined timing determined by the virtual currency exchange. For example, the acquisition unit 132 acquires the board information at the timing of approaching. For example, the acquisition unit 132 acquires board information at the closing timing. For example, the acquisition unit 132 acquires board information at the closing timing. For example, the acquisition unit 132 acquires board information when the circuit breaker is released. In the example shown in FIG. 1, the acquisition unit 132 acquires the information shown in the chart X1 or the chart X2.

The acquisition unit 132 may acquire a reference value such as the closing price or the final quote price on the previous day. For example, the acquisition unit 132 may acquire the DCB reference value which is the immediately preceding reference at the time of DCB (Dynamic Circuit Breaker). Further, when there is no sell order or buy order, the acquisition unit 132 may acquire the reference value of the day as the reference value of the next day. Further, in the case of only the selling price, the acquisition unit 132 may acquire the lower of the best selling price and the reference value of the day as the reference value of the next day. Further, in the case of only the buying price, the acquisition unit 132 may acquire the higher of the best buying price and the reference value on that day as the reference value on the next day. Further, when the limit price does not intersect with the limit price in both the sell order and the buy order, the acquisition unit 132 sets an intermediate price indicating an intermediate price between the best sell price and the best buy price. , May be obtained as the reference value for the next day.

(Judgment unit 133)
The determination unit 133 determines whether or not the board information acquired by the acquisition unit 132 satisfies a predetermined condition. For example, the determination unit 133 determines whether or not the board information acquired by the acquisition unit 132 can be aligned. For example, the determination unit 133 determines whether or not the best selling quote price of the board information is equal to or less than the best buying quote price. Further, the determination unit 133 determines that it is impossible to move the board when the best selling price of the board information is not equal to or less than the best buying price. In this case, the determination unit 133 determines that the contract price is determined based on a predetermined rule corresponding to each of the approach timing, the closing timing, or the closing timing. Further, the determination unit 133 may determine that the process shifts to the rough field when it is not possible to move the board. For example, the determination unit 133 may determine that the contract price will shift to the rough spot when the contract price cannot be determined based on the predetermined rules corresponding to each of the approach timing, the closing timing, or the closing timing. ..

The determination unit 133 determines whether the boarding is established or not. The determination unit 133 determines whether or not all of the market sell order and the market buy order are executed. That is, the determination unit 133 determines whether or not there is a balance in the market sell order or the market buy order. Here, the determination unit 133 may determine a special sign when the market order remains. Further, the determination unit 133 determines whether or not all the buy orders higher than the contract price and the sell orders lower than the contract price are executed. In the example shown in the chart X1 of FIG. 1, the determination unit 133 executes all 40 units of 1010 yen, which is an order higher than the contract price of 1000 yen, and 30 units of 990 yen, which is an order lower than the contract price. Judge whether or not. In this example, the determination unit 133 determines that 40 units of a buy order of 1010 yen are all executed by 30 units of a sell order of 990 yen and 10 units of a sell order of 1000 yen.

Further, the determination unit 133 determines whether or not all of either the sell order or the buy order is executed at the contract price. In the example shown in the chart X1 of FIG. 1, the determination unit 133 determines that 40 units of a buy order of 1010 yen and 70 units of a buy order of 1000 yen are all executed in 110 units of a sell order of 1000 yen. .. Further, the determination unit 133 may determine a price close to the latest contract price as the contract price when there are a plurality of candidates for the contract price when the iterative price is established. For example, the determination unit 133 may determine the contract price with the reference price as the latest contract price when there is no contract at the closing price of the previous market or the latest. In the example shown in the chart X2 of FIG. 1, the determination unit 133 may determine, for example, 1000 yen as the latest contract price. In addition, the determination unit 133 may determine that if the board alignment is unsuccessful, it will continue to accept orders without shifting to the rough spot. For example, the determination unit 133 may determine that if the board alignment is not established at the timing of approaching or when the circuit breaker is released, the determination unit 133 waits until the board alignment is completed.

(Decision unit 134)
The determination unit 134 determines the contract price based on the determination result by the determination unit 133. For example, when the determination unit 133 determines that the itching is possible, the determination unit 134 determines the contract price by the itching. That is, when the board information acquired by the acquisition unit 132 satisfies a predetermined condition, the determination unit 134 determines the contract price by itching. Further, the determination unit 134 determines the contract price when the sell order price and the buy order price of the board information intersect. The decision unit 134 may include a market order when the prices of the sell order and the buy order are mixed. For example, the determination unit 134 determines the contract price when there is a market order in the sell order or the buy order even if the sell order and the buy order price by the limit price do not intersect.

When the best selling price of the board information is equal to or less than the best buying price, the determination unit 134 determines the contract price by iterating. For example, when the prices of the sell order and the buy order do not intersect, the determination unit 134 determines the contract price based on a predetermined rule corresponding to each of the close timing, the close timing, or the close timing. Further, the determination unit 134 may decide to move to the rough spot when the prices of the sell order and the buy order do not intersect. For example, the determination unit 134 may decide to move to the rough spot even when there are no sell or buy orders. Further, when the determination unit 133 determines that the boarding is not possible, the determination unit 134 may wait until the boarding is possible and determine the contract price at the timing when the boarding is possible. In addition, the determination unit 134 may determine a special quote when there is a balance in the market sell order or buy order. In this case, the determination unit 134 may decide to give the board information a title indicating a special sign.

As a result of the determination by the determination unit 133, the determination unit 134 waits for the determination of the contract price until the timing that satisfies the predetermined condition when the board information at the near timing does not satisfy the predetermined condition. For example, when it is determined that the board information at the timing of approaching cannot be aligned, the determination unit 134 waits for the determination of the contract price until the timing at which it can be aligned. As a result of the determination by the determination unit 133, the determination unit 134 shifts to the later order acceptance when the board information at the closing timing does not satisfy the predetermined condition.

The determination unit 134 determines the contract price based on the simultaneous bid price distribution method. For example, the determination unit 134 determines the contract price based on the iterative price based on the simultaneous bid distribution method. The decision unit 134 determines the contract price based on the principle of time priority. For example, the determination unit 134 determines the contract price based on the iterative price to which the principle of time priority is applied. Further, for example, the determination unit 134 determines the contract price based on the iterative price based on the simultaneous call price allocation method to which the principle of time priority is applied. The determination unit 134 determines the contract price based on the simultaneous bid price allocation method for the timing of the front-end approach, the timing of the front-end close, and the timing of the back-end approach.

The determination unit 134 determines the contract price based on the simultaneous bid price distribution method for the iterative price at the timing of the closing of the market. If the market order remains after the simultaneous bid allocation, the determination unit 134 determines the contract price based on the stop allocation method. That is, the determination unit 134 determines the contract price based on the stop allocation method when the board information at the closing timing does not satisfy the predetermined condition as the determination result by the determination unit 133. Further, when the determination unit 134 determines the contract price based on the stop allocation method, the market remaining quantity after the stop allocation is invalidated.

When the board information at the close timing or the close timing does not satisfy the predetermined condition, the determination unit 134 may relax the predetermined condition regarding the iterating and determine the contract price. For example, the determination unit 134 may determine the contract price by relaxing the conditions regarding allocation. Further, if the contract price cannot be determined even if the predetermined conditions are relaxed, the determination unit 134 may decide to shift to the rough field, although the contract processing is not performed. Further, in this case, the determination unit 134 may determine the middle price of the sell order and the buy order as the opening price or the closing price.

As a result of the determination by the determination unit 133, the determination unit 134 determines the contract price based on the principle of time priority when the board information at the time of releasing the circuit breaker does not satisfy the predetermined condition. The determination unit 134 does not apply the simultaneous bid distribution method to the iterative movement when the circuit breaker is released.

The determination unit 134 determines the contract price based on the allocation method for each participant in the transaction. For example, the determination unit 134 determines the contract price based on an allocation method in which the quantity is distributed by one unit to each participant in the transaction. For example, when the determination unit 134 receives a buy order of 10 units from a predetermined participant, the determination unit 134 determines that the received 10 units are regarded as an order of 1 unit and 1 unit of the quantity is distributed. Further, when the number of participants in the transaction satisfies the predetermined number, the determination unit 134 determines the distribution of the quantity based on the order of the participants at the timing when the predetermined number of participants is satisfied. Then, when the determination unit 134 receives an order for distribution other than the allocated quantity, the determination unit 134 determines the contract price based on the principle of time priority.

(Revocation section 135)
The revocation unit 135 revokes the remaining quantity of a sell or buy order. For example, the revocation unit 135 revokes the market balance after the stop allocation. Specifically, the revocation unit 135 performs stop allocation when market orders remain after simultaneous bid allocation in Itayose at the closing timing, and after stop allocation when market orders remain after stop allocation. The market balance may be revoked.

(Distribution unit 136)
When the number of participants in the transaction meets a predetermined number, the distribution unit 136 distributes the quantity based on the order of the participants at the timing when the predetermined number of participants is satisfied. For example, the distribution unit 136 starts allocating the selling quantity or the buying quantity at the timing when an order is received from a predetermined number of participants.

(Transmission unit 137)
The transmission unit 137 transmits the information determined by the determination unit 134 to the virtual currency management server 200. For example, the transmission unit 137 transmits information regarding the contract price determined by the determination unit 134 to the virtual currency management server 200. For example, the transmission unit 137 may transmit information to the virtual currency management server 200 to the effect that the order will be accepted at a later stage. For example, the transmission unit 137 may transmit the determination result determined by the determination unit 133 to the virtual currency management server 200.

[4. Flow of pricing process]
Next, the procedure of the price determination process by the price determination system 1 according to the embodiment will be described with reference to FIG. FIG. 6 is a flowchart showing a procedure of price determination processing by the price determination system 1 according to the embodiment.

As shown in FIG. 6, the price determination device 100 acquires board information at a predetermined timing (step S101). Specifically, the price determination device 100 acquires board information at the timing of approaching, the timing of closing, or the timing of closing. Subsequently, the price determination device 100 determines whether or not board alignment is possible based on the acquired board information (step S102). For example, the price determination device 100 determines whether or not the prices of the sell order and the buy order are mixed based on the acquired board information.

Subsequently, the price determination device 100 determines whether or not the contract price is determined when it is determined that the itching is possible (step S102; Yes) (step S103). For example, the pricing device 100 determines whether or not all of the market sell and buy orders are filled. Here, when it is determined that the itching is not established (step S103; No), the price determination device 100 determines the contract price based on each rule corresponding to a predetermined timing (step S105). For example, if the market remains at the timing of approaching, the price determination device 100 continues accepting orders until it is closed. Subsequently, when it is determined that the itching is established (step S103; Yes), the price determination device 100 determines the contract price based on the itching (step S104).

In addition, when it is determined that the itching is impossible (step S102; No), the price determining device 100 may perform the same processing procedure as when it is determined that the itching is not established. That is, the price determination device 100 may determine the contract price based on each rule corresponding to a predetermined timing when it is determined that the itching is impossible.

[5. effect〕
As described above, the price determination device 100 according to the embodiment has an acquisition unit 132 and a determination unit 134. The acquisition unit 132 acquires board information including a sell quantity and a buy quantity of each price in a virtual currency transaction. When the board information acquired by the acquisition unit 132 satisfies a predetermined condition, the determination unit 134 determines the price to be executed by the iterating method.

As a result, the price determination device 100 according to the embodiment can realize a fairer or more fair virtual currency transaction by introducing a mechanism of iterating in the virtual currency transaction. Further, the price determination device 100 according to the embodiment can realize the transaction of the virtual currency, which is difficult to manipulate the price, by introducing the mechanism of iterating in the transaction of the virtual currency.

Further, the determination unit 134 determines the price when the price of the sell order and the price of the buy order in the board information intersect.

As a result, the price determining device 100 according to the embodiment can avoid a state in which the selling and buying prices deviate from each other and the contract is not executed.

Further, the determination unit 134 determines the price based on the distribution method based on the simultaneous bid price rule as the iterative method.

As a result, the price determination device 100 according to the embodiment can realize a fairer or more fair virtual currency transaction.

Further, the determination unit 134 determines the price based on the allocation method based on the principle of time priority as the itaying method.

As a result, the price determination device 100 according to the embodiment can improve the processing speed of contracting.

In addition, the acquisition unit 132 acquires board information at a predetermined timing determined by the virtual currency exchange.

As a result, the price determination device 100 according to the embodiment can perform the iterative adjustment at a predetermined timing.

In addition, the acquisition unit 132 acquires board information at the timing of approaching. If the board information at the closer timing does not satisfy the predetermined condition, the determination unit 134 waits for the price determination until the timing that satisfies the predetermined condition.

As a result, the price determination device 100 according to the embodiment can efficiently perform the contract price determination process at the closer timing.

In addition, the acquisition unit 132 acquires board information at the closing timing. When the board information at the closing timing does not satisfy the predetermined condition, the determination unit 134 shifts to the order reception at the later stage.

As a result, the price determination device 100 according to the embodiment can efficiently perform the contract price determination process at the closing timing.

In addition, the acquisition unit 132 acquires board information at the closing timing. When the board information at the closing timing does not satisfy the predetermined condition, the determination unit 134 determines the price based on the stop allocation method.

As a result, the price determination device 100 according to the embodiment can efficiently perform the contract price determination process at the closing timing.

Further, when the determination unit 134 determines the price based on the stop allocation method, the market remaining quantity after the stop allocation is invalidated.

As a result, the price determination device 100 according to the embodiment can more efficiently perform the contract price determination process at the closing timing.

In addition, the acquisition unit 132 acquires board information when the circuit breaker is released. When the board information at the time of releasing the circuit breaker does not satisfy a predetermined condition, the determination unit 134 determines the price based on the principle of time priority.

As a result, the price determination device 100 according to the embodiment can efficiently perform the contract price determination process when the circuit breaker is released.

In addition, the determination unit 134 determines the price based on an allocation method in which the quantity is distributed by one unit to each participant in the transaction.

Thereby, the price determination device 100 according to the embodiment can total the orders in units of trading participants.

Further, the price determination device 100 according to the embodiment is a distribution unit that distributes the quantity based on the order of the participants at the timing when the predetermined number of participants in the transaction satisfies the predetermined number of participants. It has 136. Further, when the determination unit 134 receives an order for an allocation other than the quantity allocated by the allocation unit 136, the determination unit 134 determines the price based on the principle of time priority.

As a result, the price determination device 100 according to the embodiment can improve the processing speed of contracting.

[6. Hardware configuration]
Further, the price determination device 100 and the virtual currency management server 200 according to the above-described embodiment are realized by, for example, a computer 1000 having a configuration as shown in FIG. FIG. 8 is a hardware configuration diagram showing an example of a computer that realizes the functions of the price determination device 100 and the virtual currency management server 200. The computer 1000 has a CPU 1100, a RAM 1200, a ROM 1300, an HDD 1400, a communication interface (I / F) 1500, an input / output interface (I / F) 1600, and a media interface (I / F) 1700.

The CPU 1100 operates based on a program stored in the ROM 1300 or the HDD 1400, and controls each part. The ROM 1300 stores a boot program executed by the CPU 1100 when the computer 1000 is started, a program depending on the hardware of the computer 1000, and the like.

The HDD 1400 stores a program executed by the CPU 1100, data used by such a program, and the like. The communication interface 1500 receives data from another device via a predetermined communication network and sends it to the CPU 1100, and transmits the data generated by the CPU 1100 to the other device via the predetermined communication network.

The CPU 1100 controls an output device such as a display or a printer, and an input device such as a keyboard or a mouse via the input / output interface 1600. The CPU 1100 acquires data from the input device via the input / output interface 1600. Further, the CPU 1100 outputs the generated data to the output device via the input / output interface 1600.

The media interface 1700 reads a program or data stored in the recording medium 1800 and provides the program or data to the CPU 1100 via the RAM 1200. The CPU 1100 loads the program from the recording medium 1800 onto the RAM 1200 via the media interface 1700, and executes the loaded program. The recording medium 1800 is, for example, an optical recording medium such as a DVD (Digital Versatile Disc) or PD (Phase change rewritable Disk), a magneto-optical recording medium such as an MO (Magneto-Optical disk), a tape medium, a magnetic recording medium, or a semiconductor memory. And so on.

For example, when the computer 1000 functions as the price determination device 100 and the virtual currency management server 200 according to the embodiment, the CPU 1100 of the computer 1000 executes the program loaded on the RAM 1200 to function the control units 130 and 230. To realize. The CPU 1100 of the computer 1000 reads these programs from the recording medium 1800 and executes them, but as another example, these programs may be acquired from another device via a predetermined communication network.

[7. Others]
Further, among the processes described in the above-described embodiments and modifications, all or part of the processes described as being automatically performed can be manually performed, or the processes described as being manually performed. It is also possible to automatically perform all or part of the processed processing by a known method. In addition, the processing procedure, specific name, and information including various data and parameters shown in the above document and drawings can be arbitrarily changed unless otherwise specified. For example, the various information shown in each figure is not limited to the illustrated information.

Further, each component of each of the illustrated devices is a functional concept, and does not necessarily have to be physically configured as shown in the figure. That is, the specific form of distribution / integration of each device is not limited to the one shown in the figure, and all or part of the device is functionally or physically distributed / physically in arbitrary units according to various loads and usage conditions. Can be integrated and configured.

Further, the above-described embodiments and modifications can be appropriately combined as long as the processing contents do not contradict each other.

Although some of the embodiments of the present application have been described in detail with reference to the drawings, these are examples, and various modifications are made based on the knowledge of those skilled in the art, including the embodiments described in the disclosure column of the invention. It is possible to practice the present invention in other improved forms.

Further, the above-mentioned "section, module, unit" can be read as "means" or "circuit". For example, the acquisition unit can be read as an acquisition means or an acquisition circuit.

1 Price determination system 100 Price determination device 110 Communication unit 120 Storage unit 121 Board information storage unit 122 Boarding information storage unit 130 Control unit 131 Request unit 132 Acquisition unit 133 Judgment unit 134 Decision unit 135 Revocation unit 136 Distribution unit 137 Transmission unit 200 Virtual currency management server 210 Communication unit 220 Order information storage unit 230 Control unit 231 Transmission unit 232 Reception unit 233 Distribution unit 234 Update unit

Claims (13)

An acquisition department that acquires board information consisting of the sell quantity and buy quantity of each price based on the order received on the virtual currency exchange,
Based on the obtained plate information by the acquisition unit, when the price of the buy order and sell order at the timing of the close does not intersect determines the approximately price rating based on the stop allocation method, after the stop allocation The decision-making part to revoke the market balance and
A transmission unit that accepts the contract price determined by the determination unit as the settlement price of futures contracts and sends it to a server that manages virtual currency transactions at the exchange.
A pricing device characterized by being equipped with. The acquisition unit
The price determination device according to claim 1, wherein the board information is acquired at a predetermined timing determined by a virtual currency exchange. The decision unit
The price determination device according to claim 1 or 2 , wherein when the plate information acquired by the acquisition unit satisfies a predetermined condition, the price is determined by a iterative method. The decision unit
The price determining device according to claim 3 , wherein when the price of the sell order and the price of the buy order of the board information intersect, the price is determined. The acquisition unit
Acquire the board information at the timing of approaching,
The decision unit
The price according to claim 3 or 4 , wherein when the board information at the closer timing does not satisfy the predetermined condition, the determination of the price is waited until the timing satisfying the predetermined condition. Decision device. The acquisition unit
Acquire the board information at the closing timing and
The decision unit
The price determining device according to claim 3 or 4 , wherein when the board information at the closing timing does not satisfy the predetermined condition, the process shifts to the order reception at a later stage. The acquisition unit
Acquire the board information at the closing timing,
The decision unit
The price determination device according to claim 3 or 4 , wherein when the board information at the closing timing does not satisfy the predetermined condition, the price is determined based on the stop allocation method. The acquisition unit
Obtain the board information when the circuit breaker is released,
The decision unit
The price determining device according to claim 3 or 4 , wherein when the board information at the time of releasing the circuit breaker does not satisfy the predetermined condition, the price is determined based on the principle of time priority. .. The decision unit
The price determining device according to claim 3 or 4 , wherein the price is determined based on an allocation method based on a simultaneous bid rule as the iterating method. The decision unit
The price determining device according to claim 3 or 4 , wherein the price is determined based on an allocation method based on the principle of time priority as the itaying method. The decision unit
The price determining device according to any one of claims 1 to 10 , wherein the price is determined based on an allocation method in which the quantity is allocated one unit to each participant of the transaction. A computer-executed pricing method
Based on the order received on the virtual currency exchange, the acquisition process to acquire the board information consisting of the sell quantity and buy quantity of each price, and the acquisition process
Based on the plate information acquired by the acquiring step, when the price of the buy order and sell order at the timing of the close does not intersect determines the approximately price rating based on the stop allocation method, after the stop allocation The decision process to revoke the market balance and
A transmission process that accepts the contract price determined by the determination process as the settlement price of futures transactions and sends it to a server that manages virtual currency transactions at the exchange.
A pricing method characterized by including. The acquisition procedure to acquire the board information consisting of the sell quantity and the buy quantity of each price based on the order received on the virtual currency exchange, and the acquisition procedure.
Based on the plate information acquired by the acquisition procedure, if the price of the buy order and sell order at the timing of the close does not intersect determines the approximately price rating based on the stop allocation method, after the stop allocation The decision procedure to revoke the market balance and
A transmission procedure that accepts the contract price determined by the determination procedure as the settlement price of futures transactions and sends it to a server that manages virtual currency transactions at the exchange.
A pricing program characterized by having a computer run.

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