KR102565109B1 - Apparatus for providing real-time index and reference price index of virtual asset and method thereof - Google Patents

Abstract

Disclosed are an apparatus and method for providing a real-time index and reference price index of a virtual asset. In other words, the present invention calculates an integrated real-time index and reference price index for a virtual asset distributed across multiple exchanges and traded at different prices, and provides the calculated real-time index and reference price index, thereby indexing the standard price of each virtual asset in a virtual asset market, which has a different environment from an existing traditional asset trading market. The apparatus includes a control part and a display part.

Description

Apparatus for providing real-time index and reference price index of virtual asset and method thereof

The present invention relates to an apparatus and method for providing a real-time index and a reference price index of virtual assets, and in particular, calculates an integrated real-time index and a reference price index for virtual assets distributed across a plurality of exchanges and traded at different prices, , It relates to a device and method for providing a real-time index and a reference price index of a virtual asset that provides a calculated real-time index and a reference price index.

Virtual assets refer to assets that are traded online without real objects, and Bitcoin is a representative virtual asset. When Bitcoin first appeared, it is also called 'virtual currency' because it is invisible to the eye and is expressed on a computer, or 'cryptocurrency' in the sense of a currency that uses encryption technology.

Unlike the traditional asset market, the virtual asset market does not have a state-certified standardized exchange.

In the case of Korea, since all listed assets are traded on the Korea Exchange (KRX), there is only one price per financial asset, and even when creating an index (including KOSPI index, KOSDAQ index, etc.), the KRX requires only the data of

On the other hand, the market for virtual assets is not only in Korea, but exchanges are distributed all over the world, and the same virtual assets are traded at different prices, so there is no unified price, which is the standard price for each virtual asset.

Korean Patent Publication No. 10-2020-0093325 [Title: Method for measuring price volatility of virtual assets such as cryptocurrency]

An object of the present invention is to calculate an integrated real-time index and a reference price index for virtual assets that are distributed across a plurality of exchanges and traded at different prices, and to provide the calculated real-time index and reference price index. And to provide a base price index providing device and method.

Another object of the present invention is to perform a pre-processing function on order books for each exchange collected from a plurality of exchange servers in relation to a specific virtual asset, collect the pre-processed order books for each exchange, create an integrated order book, and create an integrated order book. Based on the ledger, the processable price for each transaction volume is calculated, the effective transaction volume limit is calculated based on the generated integrated order book, the weight is set based on the calculated effective transaction volume limit and the expected value of the transaction volume, and the weighted average is calculated. A real-time virtual asset that calculates a real-time index for a specific virtual asset by calculating a normalization coefficient based on the weight set for calculation, and calculating a weighted average of processable median values for each transaction volume using the calculated normalization coefficient. It is to provide an index and base price index providing device and method.

Another object of the present invention is to perform a different pre-processing function on the transaction details of each exchange collected from a plurality of exchange servers in relation to a specific virtual asset, and sort the other pre-processed transaction details of each exchange in chronological order to generate integrated transaction details and divides the generated integrated transaction details into a plurality of sections based on a preset time interval to generate integrated transaction details for each section, calculates the representative price for each section for the generated integrated transaction details for each section, and calculates the section An object of the present invention is to provide a device and method for providing a real-time index and a base price index of a virtual asset that calculates the average value of each representative price and uses it as a base price index.

An apparatus for providing a real-time index and a base price index of virtual assets according to an embodiment of the present invention interworks with a plurality of exchange servers, collects order books for each exchange provided by the plurality of exchange servers in relation to a specific virtual asset, and Performs a pre-processing function for the collected order books for each exchange, integrates the pre-processed order books for each exchange into one, creates an integrated order book, and based on the created integrated order book, according to a preset transaction unit, the number of transactions Creates a bid price and an offer price for processing, calculates the median value for each transaction quantity and the processable price for each transaction quantity, and validates the maximum transaction volume that does not allow the calculated spread for each transaction volume to exceed the preset spread threshold. Calculate the transaction volume limit, set a weight based on the calculated effective transaction volume limit and the expected value of the transaction volume, calculate a normalization coefficient using the set weight to calculate a weighted average, and calculate the middle of each transaction volume a controller that calculates a real-time index based on the value, the probability distribution of the trading volume, and the calculated normalization coefficient; and a display unit displaying the calculated real-time index.

As an example related to the present invention, the order book may be data in which buy order quotations and sell order quotations are arranged.

A method for providing a real-time index and a reference price index of a virtual asset according to an embodiment of the present invention provides order books for each exchange provided by the plurality of exchange servers in relation to a specific virtual asset by a control unit in conjunction with a plurality of exchange servers. collecting; performing a pre-processing function on the collected order books for each exchange by the control unit; generating, by the control unit, an integrated order book by integrating the preprocessed order books for each exchange into one; The control unit generates a buying price and a selling price for processing the transaction quantity according to a preset transaction unit based on the generated integrated order book, and calculates a median value for each transaction quantity and a processable price for each transaction quantity. doing; Calculating, by the control unit, a maximum trading volume at which the calculated spread for each trading quantity does not exceed a preset spread threshold value as an effective trading volume limit; setting, by the control unit, a weight based on the calculated effective trading volume limit and an expected value of the trading volume; Calculating, by the control unit, a normalization coefficient using the set weight to calculate a weighted average; and calculating, by the control unit, a real-time index based on the calculated median value for each transaction volume, the probability distribution of the transaction volume, and the calculated normalization coefficient.

As an example related to the present invention, the step of performing the pre-processing function on the collected order books for each exchange includes orders exceeding a preset order size cap among the data included in the collected order books for each exchange. , the order quantity of orders exceeding the order quantity limit may be adjusted to the order quantity limit.

As an example related to the present invention, the step of generating an integrated order book by integrating the preprocessed order books for each exchange into one is netting in the purchase order book and the sell order book included in the preprocessed order book for each exchange. The combined order book may be generated by offsetting the orders and calculating the remaining net quantity per each bid price.

As an example related to the present invention, based on the integrated order book generated by the control unit, a cumulative bid price-trading volume curve, an accumulated offer price-trading volume curve, a median price-trading volume curve, and a median spread value -Generating at least one of the trading volume curves may be further included.

As an example related to the present invention, the step of calculating the median value for each transaction quantity and the processable price for each transaction quantity may include the transaction quantity according to a transaction unit preset in relation to a specific virtual asset based on the generated integrated order book. Calculating a buying price and a selling price for processing; calculating a median value for each transaction quantity by obtaining an average of the calculated purchase price and sale price; and dividing a difference between the calculated selling price and the calculated buying price by a sum of the calculated selling price and the buying price to calculate the spread for each transaction quantity.

As an example related to the present invention, the step of calculating the real-time index is based on the calculated median value for each transaction volume, the probability distribution of the transaction volume, and the calculated normalization coefficient. After calculating, the weighted average of the processable median values for each calculated transaction quantity may be calculated as a real-time index for the specific virtual asset.

A method for providing a real-time index and a base price index of a virtual asset according to an embodiment of the present invention is linked to a plurality of exchange servers by a control unit, and provides transaction details for each exchange provided by the plurality of exchange servers in relation to a specific virtual asset. collecting; performing the collected pre-processing function by the control unit; arranging, by the control unit, the preprocessed transaction details for each exchange in chronological order to generate integrated transaction details; generating integrated transaction details for each section by dividing the generated integrated transaction details into a plurality of sections based on a preset time interval, by the control unit; calculating, by the control unit, a representative price for each section of the generated integrated transaction details for each section; and calculating, by the control unit, a reference price index related to the specific virtual asset by calculating an average value of the calculated representative prices for each section.

As an example related to the present invention, calculating, by the control unit, a fluctuation index compared to the previous day, which is a difference between a reference price index as of the current date and a reference price index as of the previous day related to the calculated specific virtual asset; calculating, by the control unit, a percentage change compared to the previous day between a reference price index as of the current date and a reference price index as of the previous day related to the calculated specific virtual asset; and displaying, by the control unit, the calculated reference price index related to the specific virtual asset, the calculated fluctuation index compared to the previous day, and the calculated percentage fluctuation compared to the previous day on a display unit.

The present invention calculates an integrated real-time index and reference price index for virtual assets that are distributed across multiple exchanges and traded at different prices, and provides the calculated real-time index and reference price index, thereby existing traditional asset trading markets. In the virtual asset market, which has a different environment, it has the effect of indexing the standard price of each virtual asset.

In addition, the present invention performs a pre-processing function on order books for each exchange collected from a plurality of exchange servers in relation to a specific virtual asset, collects the pre-processed order books for each exchange to create an integrated order book, and generates an integrated order book Based on this, the processable price for each transaction volume is calculated, the effective transaction volume limit is calculated based on the generated integrated order book, the weight is set based on the calculated effective transaction volume limit and the expected value of the transaction volume, and the weighted average is calculated. A normalization coefficient is calculated based on the weight set for the specific virtual asset, and a real-time index for the specific virtual asset is calculated by calculating a weighted average of processable median values for each transaction volume using the calculated normalization coefficient. There is an effect of providing an integrated real-time index for each transaction and providing standardized information to users who are trading specific virtual assets using different exchange servers.

In addition, the present invention performs another pre-processing function on transaction details for each exchange collected from a plurality of exchange servers in relation to a specific virtual asset, sorts the other pre-processed transaction details for each exchange in chronological order, and generates integrated transaction details, The generated integrated transaction details are divided into a plurality of sections based on a preset time interval to create integrated transaction details for each section, and for the generated integrated transaction details for each section, the representative price is calculated for each section, and the representative for each section is calculated. By calculating the average value of prices and using it as a base price index, there is an effect of providing an integrated base price for a specific virtual asset and creating a stable trading atmosphere according to the base price.

1 is a block diagram showing the configuration of an apparatus for providing a real-time index and a reference price index of virtual assets according to an embodiment of the present invention.
2 is a flowchart illustrating a method for providing a real-time index and a reference price index of virtual assets according to a first embodiment of the present invention.
3 is a flowchart illustrating a method for providing a real-time index and a reference price index of virtual assets according to a second embodiment of the present invention.
4 and 5 are diagrams showing examples of a base price index according to an embodiment of the present invention.

It should be noted that technical terms used in the present invention are only used to describe specific embodiments and are not intended to limit the present invention. In addition, technical terms used in the present invention should be interpreted in terms commonly understood by those of ordinary skill in the art to which the present invention belongs, unless specifically defined otherwise in the present invention, and are excessively inclusive. It should not be interpreted in a positive sense or in an excessively reduced sense. In addition, when the technical terms used in the present invention are erroneous technical terms that do not accurately express the spirit of the present invention, they should be replaced with technical terms that those skilled in the art can correctly understand. In addition, general terms used in the present invention should be interpreted as defined in advance or according to context, and should not be interpreted in an excessively reduced sense.

Also, singular expressions used in the present invention include plural expressions unless the context clearly dictates otherwise. Terms such as "consisting of" or "comprising" in the present invention should not be construed as necessarily including all of the various elements or steps described in the invention, and some of the elements or steps may not be included. It should be construed that it may, or may further include additional components or steps.

In addition, terms including ordinal numbers such as first and second used in the present invention may be used to describe components, but components should not be limited by the terms. Terms are used only to distinguish one component from another. For example, a first element may be termed a second element, and similarly, a second element may be termed a first element, without departing from the scope of the present invention.

Hereinafter, preferred embodiments according to the present invention will be described in detail with reference to the accompanying drawings, but the same or similar components are given the same reference numerals regardless of reference numerals, and redundant description thereof will be omitted.

In addition, in describing the present invention, if it is determined that a detailed description of a related known technology may obscure the gist of the present invention, the detailed description will be omitted. In addition, it should be noted that the accompanying drawings are only for easily understanding the spirit of the present invention, and should not be construed as limiting the spirit of the present invention by the accompanying drawings.

1 is a block diagram showing the configuration of an apparatus 100 for providing a real-time index and a reference price index of virtual assets according to an embodiment of the present invention.

As shown in FIG. 1, the apparatus 100 for providing real-time index and base price index of virtual assets is composed of a communication unit 110, a storage unit 120, a display unit 130, and a control unit 140. Not all of the components of the device 100 for providing the real-time index and base price index of virtual assets shown in FIG. 1 are essential components, and the real-time index and The base price index providing device 100 may be implemented, or the real-time index and base price index providing device 100 of virtual assets may be implemented with fewer components.

The device 100 for providing the real-time index and the reference price index of the virtual asset is a smart phone, a portable terminal, a mobile terminal, a foldable terminal, a personal information terminal Digital Assistant: PDA), PMP (Portable Multimedia Player) terminal, Telematics terminal, Navigation terminal, Personal Computer, Notebook PC, Slate PC, Tablet PC, Ultrabook, wearable device (including, for example, smartwatch, smart glass, HMD (Head Mounted Display), etc.), Wibro terminal, IPTV (Internet It can be applied to various terminals such as Protocol Television) terminals, smart TVs, digital broadcasting terminals, AVN (Audio Video Navigation) terminals, A / V (Audio / Video) systems, flexible terminals, digital signage devices, etc.

In addition, the apparatus 100 for providing real-time index and reference price index of virtual assets may be applied to a server, a cloud server, and the like.

The server may be implemented in the form of a web server, database server, proxy server, and the like. In addition, one or more of a network load balancing mechanism and various software enabling the corresponding server to operate on the Internet or other networks may be installed in the server, and through this, it may be implemented as a computerized system. Also, the network can be an http network, a private line, an intranet or any other network. Furthermore, the connection between the server and other terminals (not shown) may be connected through a secure network to prevent data from being attacked by any hacker or other third party. In addition, the server may include a plurality of database servers, and these database servers may be implemented in a manner that is separately connected to the server through any type of network connection including a distributed database server architecture.

Definitions of key terms used in the present invention are as follows.

Constituent Exchanges refer to the exchanges included in calculating the index, and may be included or excluded according to the criteria set by the Index Management Committee (not shown).

For example, in the case of domestic index constituent exchanges, including Bithumb, Upbit, Coinone, Korbit, etc. Cases include Binance, Coinbase Exchange, Kraken, Bitstamp, Kucoin, Bitfinex, and others.

Here, the index operation committee consists of a total of 5 or more people, and the minimum number of members is 2 exchange officials, 2 external experts, and an index manager (or operating the real-time index and base price index providing device 100 of the corresponding virtual asset). The relevant index operation committee holds an index operation committee meeting once every half year to discuss current issues, and the minutes of the meeting are recorded as a device for providing real-time index and base price index of virtual assets (100 ) may be disclosed (or disclosed) through the website operated by

An order book refers to a bid and ask book of an exchange. In the order book, there are bid and ask prices, and each bid price represents price information and trading volume information.

Know Your Customer (KYC) is designed to ensure that financial companies take proper care of their customers, such as checking the identity of customers, whether they are actually involved in the transaction, and the purpose of the transaction, etc., so that their services are not used for illegal activities such as money laundering. indicates that

A hard fork is a chain split event in which blocks generated by nodes that follow the old rules and blocks generated by nodes that follow the new rules are not mutually compatible while updating the rules of the blockchain. One additional token is added at the time.

The Real-Time Index (RTX) and Reference Price Index (RX) related to virtual assets are index systems that evaluate domestic and overseas virtual asset markets.

The index system presents the base price of each asset and index according to international standards, including the base price of each virtual asset, and the virtual asset portfolio index.

In addition, the real-time index and base price index not only present a base price, but can also be used as a base index for various virtual asset products such as futures, options, and ETFs.

In addition, the real-time index was developed to help virtual asset holders' real-time asset status and virtual asset institutional investors' real-time standard price calculation, and is calculated through real-time transaction history and quotation status of exchanges selected through a fair method.

In addition, the base price index was developed for the purpose of calculating the base price on a specific date for accounting and settlement purposes, and aims to create an index that can be replicated in the actual virtual asset market.

The communication unit 110 communicates with any internal component or at least one external terminal through a wired/wireless communication network. At this time, the external arbitrary terminal may include a server (not shown) corresponding to the acquisition channel, another terminal (not shown), and the like. Here, wireless Internet technologies include Wireless LAN (WLAN), DLNA (Digital Living Network Alliance), Wireless Broadband (Wibro), WiMAX (World Interoperability for Microwave Access: Wimax), HSDPA (High Speed Downlink Packet Access) ), High Speed Uplink Packet Access (HSUPA), IEEE 802.16, Long Term Evolution (LTE), Long Term Evolution-Advanced (LTE-A), Wireless Mobile Broadband Service (WMBS), etc. , and the communication unit 110 transmits and receives data according to at least one wireless Internet technology within a range including Internet technologies not listed above. In addition, short-range communication technologies include Bluetooth, Radio Frequency Identification (RFID), Infrared Data Association (IrDA), Ultra Wideband (UWB), ZigBee, and Near Field Communication (NFC). , Ultra Sound Communication (USC), Visible Light Communication (VLC), Wi-Fi, Wi-Fi Direct, and the like may be included. In addition, wired communication technologies may include power line communication (PLC), USB communication, Ethernet, serial communication, optical/coaxial cables, and the like.

In addition, the communication unit 110 may mutually transmit information with an arbitrary terminal through a Universal Serial Bus (USB).

In addition, the communication unit 110 complies with technical standards or communication methods for mobile communication (eg, Global System for Mobile communication (GSM), Code Division Multi Access (CDMA), Code Division Multi Access 2000 (CDMA2000), EV) -DO(Enhanced Voice-Data Optimized or Enhanced Voice-Data Only), WCDMA(Wideband CDMA), HSDPA(High Speed Downlink Packet Access), HSUPA(High Speed Uplink Packet Access), LTE(Long Term Evolution), LTE-A (Long Term Evolution-Advanced), etc.) to transmit and receive radio signals with a base station, the server, and other terminals on a mobile communication network. Here, the server includes an exchange server (not shown) that trades virtual assets.

In addition, the communication unit 110 collects (or receives) order books for each exchange and transaction details for each exchange from the exchange server under the control of the control unit 140 .

The storage unit 120 stores various user interfaces (UI), graphic user interfaces (GUI), and the like.

In addition, the storage unit 120 stores data and programs necessary for the real-time index and base price index providing device 100 of the virtual asset to operate.

That is, the storage unit 120 includes a plurality of application programs (application programs or applications) running in the device 100 for providing real-time indexes and base price indexes of virtual assets, real-time indexes and base price indexes of virtual assets. Data and instructions for operating the providing device 100 may be stored. At least some of these application programs may be downloaded from an external server through wireless communication. In addition, at least some of these applications may exist on the real-time index and base price index providing device 100 of virtual assets from the time of shipment for the basic function of the real-time index and base price index providing device 100 of virtual assets. . On the other hand, the application program is stored in the storage unit 120, is installed in the device 100 for providing real-time index and base price index of virtual assets, and provides real-time index and base price index of virtual assets by the control unit 140. It may be driven to perform an operation (or function) of device 100 .

In addition, the storage unit 120 may be a flash memory type, a hard disk type, a multimedia card micro type, or a card type memory (eg, SD or XD). memory, etc.), magnetic memory, magnetic disk, optical disk, RAM (Random Access Memory: RAM), SRAM (Static Random Access Memory), ROM (Read-Only Memory: ROM), EEPROM (Electrically Erasable Programmable Read-Only Memory), It may include at least one storage medium of PROM (Programmable Read-Only Memory). In addition, the device 100 for providing real-time index and base price index of virtual assets operates a web storage that performs the storage function of the storage unit 120 on the Internet, or is related to the web storage. it might work

In addition, the storage unit 120 stores the collected (or received) order books for each exchange and transaction details for each exchange under the control of the control unit 140 .

The display unit (or display unit) 130 may display various contents such as various menu screens using a user interface and/or a graphic user interface stored in the storage unit 120 under the control of the control unit 140. there is. Here, the content displayed on the display unit 130 includes various text or image data (including various information data) and a menu screen including data such as icons, list menus, and combo boxes. Also, the display unit 130 may be a touch screen.

In addition, the display unit 130 may include a liquid crystal display (LCD), a thin film transistor-liquid crystal display (TFT LCD), an organic light-emitting diode (OLED), and a flexible display. (Flexible Display), a three-dimensional display (3D Display), e-ink display (e-ink display), it may include at least one of LED (Light Emitting Diode).

In addition, the display unit 130 displays the collected (or received) order books for each exchange and transaction details for each exchange under the control of the control unit 140 .

The controller (or microcontroller unit (MCU)) 140 executes overall control functions of the device 100 for providing the real-time index and standard price index of the virtual asset.

In addition, the control unit 140 executes overall control functions of the apparatus 100 for providing real-time indexes and standard price indexes of virtual assets using programs and data stored in the storage unit 120 . The controller 140 may include RAM, ROM, CPU, GPU, and a bus, and the RAM, ROM, CPU, and GPU may be connected to each other through a bus. The CPU may access the storage unit 120 and perform booting using the O/S stored in the storage unit 120, and use various programs, contents, data, etc. stored in the storage unit 120. It can perform various operations.

In addition, the control unit 140 interworks with a plurality of exchange servers (not shown) to collect (or receive) order books (or a plurality of order books) for each exchange provided by the plurality of exchange servers in relation to a specific virtual asset. )do. Here, the plurality of exchange servers include domestic/foreign virtual asset exchange servers, and in the case of domestic virtual asset exchange servers, bithumb, upbit, coinone, korbit, etc. Including, and in the case of foreign virtual asset exchange servers, Binance, Coinbase Exchange, Kraken, Bitstamp, Kucoin, Bitfinex, etc. do. In addition, the order book (or the exchange order book) is data (or information) in which buy order quotations and sell order quotations are arranged, and may further include date and time information. At this time, each quotation is composed of price and transaction quantity (or order quantity). Here, the collection of bid price/ask quantity pairs is expressed as bids, and the collection of ask price/ask quantity pairs is expressed as ask prices. Here, the bid prices are sorted in descending order of price, and the offer prices are sorted in ascending order of price.

In addition, the control unit 140 stores the collected (or received) order book for each exchange (or a plurality of order books) in the storage unit 120 .

In addition, if the control unit 140 does not respond to a request for data required for real-time index calculation among the exchange servers that constitute the index for more than a preset time (eg, 30 seconds), the corresponding exchange (or exchange server) sends the delayed time can be excluded from the real-time index calculation during

In addition, the controller 140 determines that there is an error when the collected order book data (or order book data) satisfies the following criteria set in advance.

Here, the preset criterion is when the order book data of the exchange is changed to a format that cannot be parsed, when the bid data and/or the ask data do not exist in the order book data of the exchange, the exchange Including cases where the bid and/or offer prices of

In addition, if non-numeric data or non-positive data (or negative data) is found in the price and transaction volume data of the district-constituting exchange, the control unit 140 determines that there is an error in the data of the exchange, and determines the price data of the exchange. Exchanges that are found to be in error are excluded from the index calculation for that period.

In addition, the control unit 140 defines a criterion for determining that real-time index calculation is impossible as follows.

That is, the control unit 140 determines that the data of all index constituent exchanges is delayed for more than a preset other time (for example, 30 seconds) or the order book data, price, and trading volume data of all index constituent exchanges are found to be in error. , if there is a total disruption in the index calculation for any other reason, etc. are set as the criteria for determining that the real-time index calculation is impossible, and the real-time index is configured not to be announced (or generated) during the day when the index calculation is impossible.

In addition, in this way, when an event in which real-time index generation is impossible occurs, the control unit 140 is a terminal (not shown) possessed by one or more operating members belonging to a preset index operating committee, and the corresponding real-time index generation is impossible. Provides (or transmits) information indicating that an event has occurred.

In addition, the control unit 140 is configured to leave only the main chain in the real-time index when a chain split event including a hard fork occurs. Here, what is the main chain is determined by the Index Steering Committee, and newly separated chains are excluded from the index calculation.

In addition, there may be an unusually large discrepancy between the main chain token price of the exchange supporting the hard fork and the main chain token price of the exchange not supporting the hard fork, and this price difference may persist for a considerable period of time. This may cause the resulting exponent to be distorted. If this phenomenon occurs, the Index Management Committee may adjust and announce the index constituent exchanges.

In addition, the control unit 140 performs a pre-processing function for the collected order books for each exchange (or the collected order books for each exchange related to a specific virtual asset).

That is, the control unit 140 determines an order exceeding a preset order size cap among the data (or content/information/order/transaction quantity) included in the collected order ledger for each exchange. Adjust (or set/replace) the order quantity of an order exceeding the quantity limit to the above order quantity limit.

As such, the control unit 140 handles exceptions (or limit adjustments/noise removal) for large limit orders that cause distortion of the index price among the data (or order/transaction quantity) included in the collected order book for each exchange. ) can be performed. At this time, the noise removal (or noise processing) is applied (or used) to control the influence of a specific order on a specific exchange on the overall price by capping the order price that statistically exceeds the outlier level. can

In addition, the control unit 140 collects (or integrates/based on) the preprocessed (smoothing) exchange-specific order books into one and creates (or builds/configures) an integrated order book (or an integrated order book related to a specific virtual asset). )do.

That is, the control unit 140 controls the bid order book and the ask order book included in the preprocessed order book for each exchange (or the preprocessed buy order book for each exchange and the preprocessed sell order book for each exchange). ), netting orders are netted (or netted) to calculate the remaining net quantity per each asking price (or the remaining order quantity per each asking price), and an integrated order book is created.

For example, if there is a bid order (price 12,000,000 won, quantity 10) and a ask order (price 11,000,000 won, quantity 5), the control unit 140, in the integrated order book, [price Only the buy order of 12,000,000 won, quantity 5] remains, and the corresponding sell order [price 11,000,000 won, quantity 5] is offset.

In addition, the control unit 140, on the basis of the generated integrated order book, determines the cumulative bid price-volume curve, the cumulative ask price-volume curve, and the median value of the price-volume curve. Create (or calculate/construct) a mid price-volume curve, a mid spread-volume curve, etc., respectively. Here, the control unit 140 configures each curve to track the price movement per 1 unit change in trading volume, and the 1 unit may use a predetermined unit for each virtual asset. Here, the cumulative bid price-trading volume curve is generated using the bid price in the integrated order book and the quantity listed in the bid price, and refers to a curve made by making the highest contract price according to the unit order quantity when a 1 unit buy order is executed, The cumulative offer price-trading volume curve is generated using the ask price in the integrated order book and the quantity listed in the offer price, and represents a curve created by making the lowest execution price according to the unit order quantity when an order to sell one unit is executed. The median price-trading volume curve is created using the data of the bid price-trading volume curve and the ask price-trading volume curve. The spread median value-trading volume curve is generated using the median value-trading volume curve and the bid price-trading volume curve, and represents the difference between the purchase execution price and the sale execution price of each unit transaction volume.

In addition, the control unit 140 generates (or calculates/calculates) a buying price and a selling price for processing a trading volume (or trading volume) according to a pre-set trading unit based on the generated integrated order book. Thus, the median value for each transaction quantity and the processable price for each transaction quantity are calculated (or calculated/generated). Here, the mid price for volume (mpv) for each transaction volume represents the average of the purchase price for each transaction volume and the sale price for each transaction volume, and the spread for volume for each transaction volume (sv) is the median value (or transaction It represents the difference between the median value and the purchase price compared to the median value by quantity). At this time, the wider the spread, the larger the cost (slippage) to digest the trading volume.

That is, the control unit 140 sets a bid price for volume (bpv) and a sale price for processing the corresponding transaction quantity according to a preset transaction unit in relation to the specific virtual asset based on the generated integrated order book. A price (ask price for volume: apv) is calculated, and the average of the calculated buying price and selling price is calculated as shown in [Equation 1] below to calculate the median value (mpv) for each transaction quantity.

In addition, the control unit 140 divides the difference between the calculated selling price apv and the calculated buying price bpv by the sum of the calculated selling price and the buying price, as shown in [Equation 2] below, Calculate the spread for each transaction quantity.

In addition, the control unit 140 calculates (or calculates/generates) the maximum trading volume at which the spread for each trading quantity does not exceed a preset spread threshold (or spread limit) as an effective trading volume limit (eq). do.

That is, the control unit 140 determines whether the difference between the bid execution price and the offer execution price for each preset trading unit exceeds the preset spread threshold based on the integrated bid and ask prices included in the generated integrated order book. Calculate the effective trading volume limit so that Here, the effective trading volume limit is the maximum cumulative trading volume, and may be a marginal line value that prevents the median-trading volume curve of the generated spread from deviating from the median value by a specific percentage or more. If the effective trading volume limit is smaller than 1 unit, the controller 140 may correct (or adjust/set) the effective trading volume limit by 1 unit.

In this way, since the bid and ask price ranges of order books provided by each exchange (or exchange server) are different, the control unit 140 calculates the effective trading volume limit so that the previously set spread does not exceed the preset spread threshold. can

Accordingly, a representative price for each order quantity may be calculated (or generated).

In addition, the control unit 140 sets (or calculates/calculates) a weight based on the calculated effective trading volume limit and the expected value of the trading volume.

That is, the control unit 140 expresses the probability distribution of the trading volume with respect to the weight as the following [Equation 3] according to an exponentially distributed. At this time, since the probability of occurrence of the corresponding quantity decreases exponentially as the transaction volume increases, the distribution of the transaction volume (or the distribution of the transaction volume) is assumed to be an exponential distribution.

Here, λ is set differently for each virtual asset, represents a weight (or rate parameter), x represents the trading volume, and the expected value of the trading volume (x) is expressed as a ratio to the effective trading volume limit (eq). and may be 1/λ.

For example, in the case of Bitcoin or Ethereum, the weight is set to 25% of the effective trading volume limit (eg λ = 0.25*eq), and in the case of other virtual assets other than the Bitcoin or Ethereum The weight is set to 30% of the effective trading volume limit (for example, λ = 0.30*eq).

In this way, the control unit 140 does not configure the order books of each exchange collected from each exchange server in the same proportion, and the daily trading volume collected by the real-time index and base price index providing device 100 of the specific virtual asset. An integrated order book in which weights are multiplied according to proportions can be configured.

In addition, the control unit 140 calculates (or calculates) a normalized factor (F) using previously set (or calculated/calculated) weights in order to calculate a weighted average.

That is, the control unit 140 calculates the normalization coefficient using the following [Equation 4].

Here, the F _t denotes the normalization coefficient, the q denotes a trading unit, and the eq _t denotes the effective trading volume limit.

In addition, the control unit 140 calculates (or calculates/generates) a real-time index based on the calculated median value for each transaction volume, the probability distribution of the transaction volume, and the calculated normalization coefficient.

That is, the control unit 140 uses the following [Equation 5], based on the calculated median value for each transaction volume, the probability distribution of the transaction volume, the calculated normalization coefficient, and the like, the processable median value for each transaction volume. By calculating a weighted average of , a weighted average of processable median values for each calculated transaction quantity is calculated as a real-time index for the specific virtual asset. At this time, the control unit 140 limits (or sets) the maximum transaction volume to the effective transaction volume limit.

In this way, the real-time index for the specific virtual asset can be calculated as a weighted average of processable median values for each transaction quantity.

In addition, in this way, the control unit 140 controls the domestic real-time index corresponding to the domestic exchange server (or domestic real-time index for the specific virtual asset), foreign exchange server in relation to the collected order book for the specific virtual asset. A corresponding foreign real-time index (or foreign real-time index for a specific virtual asset), domestic/foreign integrated real-time index (or domestic and international integrated real-time index for a specific virtual asset), etc. may be calculated.

Also, in this way, the apparatus 100 for providing the real-time index and base price index of the virtual asset may calculate the real-time index using real-time quote data related to a specific virtual asset.

In addition, in this way, the apparatus 100 for providing the real-time index and base price index of virtual assets does not simply average, in order to calculate the integrated price of the same virtual asset that is traded at different prices, By applying an appropriate calculation method, the real-time index and base price index of each virtual asset can be calculated to suit the distributed exchange environment of the virtual asset market.

In addition, the controller 140 controls the calculated real-time index related to the specific virtual asset, the generated cumulative bid price-trading volume curve related to the specific virtual asset, and the generated cumulative offer price-trading volume curve related to the specific virtual asset. , The median value of the created virtual asset-related price-trading volume curve, the created median value of the spread related to the specific virtual asset-trading volume curve, etc. are displayed on the display unit 130 .

In addition, the controller 140 controls the calculated real-time index related to the specific virtual asset, the generated cumulative bid price-trading volume curve related to the specific virtual asset, and the generated cumulative offer price-trading volume curve related to the specific virtual asset. , the generated median value of the price-trading volume curve related to the specific virtual asset, the median value of the generated spread-transaction volume curve related to the specific virtual asset, and the like are stored in the storage unit 120 .

In addition, the controller 140 interworks with a plurality of exchange servers (not shown) to collect (or receive) transaction details (or multiple transaction details) for each exchange provided by the plurality of exchange servers in relation to a specific virtual asset )do. Here, the plurality of exchange servers include domestic/foreign virtual asset exchange servers. In the case of domestic virtual asset exchange servers, Bithumb, Upbit, Coinone, Korbit, etc. are included, and in the case of foreign virtual asset exchange servers, Buy Includes Nance, Coinbase, Kraken, Bitstamp, KuCoin, Bitfinex, and more. In addition, the transaction details (or exchange transaction details/transaction) are managed for each transaction, and include transaction price (for example, purchase/sell price), transaction amount, transaction time, and the like.

Also, when data delay and/or loss occurs, the control unit 140 calculates (or calculates) a reference price index according to the following preset criteria.

That is, if data for calculating the base price index cannot be configured in the index composing exchange for any reason, the controller 140 excludes the corresponding exchange from the calculation of the base price index for the corresponding date.

In addition, the control unit 140, in the case of a section where no transaction occurs among k sections of the TWAP period, excludes the corresponding section from calculating the base price index on the same day.

In addition, the control unit 140 determines that there is an error when the transaction information data (or transaction history) of the index-constituting exchange meets the following criteria.

In other words, when the transaction information data of the index constituent exchanges is changed to a format that cannot be parsed, or when non-numeric data or non-positive data (or negative data) is found in the price and trading volume data of the index constituent exchanges, etc. , The control unit 140 is configured to exclude the index composition exchange that is determined to be an error in data from the index calculation based on the corresponding calculation date.

In addition, the control unit 140 sets the criteria for determining that the base price index cannot be calculated as follows.

That is, the control unit 140 determines that if no transaction has occurred on all index constituent exchanges on the corresponding calculation date, or if there has been a trade but no transaction data has been received from all index constituent exchanges, the data received from all index constituent exchanges is regarded as error data. If it is found out, the case where the base price index is not calculated for any reason is set as the criterion for determining that the base price index cannot be calculated, and on the calculation date when the base price index cannot be calculated, the same index as the base index of the previous day Announce (or create/organize).

In addition, in this way, when an event in which the base price index cannot be generated occurs, the control unit 140 generates the base price index with a terminal (not shown) possessed by one or more operating members belonging to a preset index operating committee Provide (or transmit) information indicating that this impossible event has occurred.

In addition, the control unit 140 is configured to leave only the main chain in the reference price index when a chain separation event including a hard fork occurs. Here, what is the main chain is determined by the Index Steering Committee, and newly separated chains are excluded from the index calculation. In addition, there may be an unusually large discrepancy between the main chain token price of the exchange supporting the hard fork and the main chain token price of the exchange not supporting the hard fork, and this price difference may persist for a considerable period of time. This may cause the resulting exponent to be distorted. If this phenomenon occurs, the Index Management Committee may adjust and announce the index constituent exchanges.

In addition, the control unit 140 performs other preprocessing functions for the collected transaction details for each exchange (or the collected transaction details for each exchange related to a specific virtual asset).

That is, the control unit 140 converts data (or content/information) included in the collected transaction details for each exchange, including data including a negative price, data corresponding to a transaction quantity equal to or greater than another preset threshold, and the like, for each exchange. Remove (or delete) from the transaction history.

In addition, the control unit 140 sorts the other preprocessed transaction details of each exchange in chronological order to create (or build/configure) integrated transaction details.

That is, the control unit 140 collects transaction details (or transaction details) of one or more exchanges used for calculating the standard price during a pre-designated time in chronological order to generate the integrated transaction details.

In addition, the control unit 140 divides (or classifies) the generated integrated transaction details into a plurality of sections based on a preset time interval (eg, 1 hour unit) to generate (or configure) integrated transaction details for each section )do.

That is, the control unit 140 divides the generated integrated transaction details into a plurality of sections according to the preset time interval of 1 hour, and divides the integrated transaction details by section from 0:00 to 24:00 in units of 1 hour. generate

In addition, the controller 140 calculates (or calculates) a representative price for each section (or a representative price for each section) for the generated integrated transaction details for each section.

That is, the control unit 140 calculates (or calculates) the representative price for each section using VWAP (Volume Weighted Average Price) based on the generated integrated transaction details for each section. Here, the VWAP may be an average of the cumulative sum of one or more data included in the integrated transaction details within a specific section (or integrated transaction details in a specific section) among the data included in the integrated transaction details for each section.

In addition, the control unit 140 calculates (or calculates) a reference price index (or a comprehensive average index of the corresponding day/average index of representative prices per hour) related to the specific virtual asset by calculating the average value of the calculated representative price for each section. )do. Here, the reference price index related to the virtual asset may be an index for transaction details of the previous day (or the previous trading day) based on the current date (or the current trading day).

That is, the control unit 140 calculates (or calculates) the reference price index using TWAP (Time-Weighted Average Price) based on the calculated representative price for each section as shown in [Equation 6] below. . Here, the TWAP may be an arithmetic average of data included in the representative price for each section.

는 가중 평균 거래 가격(weighted median trade price)을 나타낸다.Here, N represents the number of sections, and the

represents the weighted median trade price.

In this way, the apparatus 100 for providing the real-time index and base price index of the virtual asset may calculate the base price index using transaction data related to a specific virtual asset.

In addition, the control unit 140 calculates the difference between the base price index as of the current date related to the calculated specific virtual asset and the reference price index as of the previous day (or previous trading day) (or fluctuation index compared to the previous day/previous trading day). (or calculate)

In addition, the control unit 140 calculates (or calculates) a percentage change compared to the previous day between the base price index as of the current date and the reference price index as of the previous day (or previous trading day) related to the calculated specific virtual asset.

In addition, the control unit 140 displays the calculated reference price index related to the specific virtual asset, the calculated fluctuation index compared to the previous day, and the calculated percentage fluctuation compared to the previous day on the display unit 130 .

In addition, the control unit 140 stores the calculated base price index related to the specific virtual asset, the calculated fluctuation index compared to the previous day, and the calculated percentage fluctuation compared to the previous day in the storage unit 120 .

In addition, for the real-time index, the control unit 140 includes one or more index constituent exchanges (eg, Bithumb, Upbit, Coinone, Korbit, etc.), a preset index expression unit, an announcement time (eg, real-time), Announcement interval (e.g. 1 second), trading volume increment (e.g. 1), spread limit (e.g. 0.50%), ratio to trading limit (e.g. 25%, Bitcoin, Ethereum and other virtual assets) The real-time index related to the virtual asset is managed by a noise criterion (eg 2), an effective quote limit (eg 3%), and a data exclusion criterion (eg 15 minutes).

In addition, the control unit 140, for the base price index, includes one or more index constituent exchanges (eg, Bithumb, Upbit, Coinone, Korbit, etc.), a preset interval interval (eg, 3 minutes), and an announcement time. (e.g. 09:00 KST, 00:00 UTC), data exclusion criterion (e.g. 15 minutes), TWAP time interval (e.g. 60 minutes), announcement interval (e.g. once daily), preset The base price index related to the virtual asset is managed by an index expression unit or the like.

In this case, the controller 140 may manage a real-time index and/or a base price index in relation to a specific virtual asset according to a Korean won standard, a dollar standard, or a combined won and dollar standard.

In addition, the control unit 140, under the control of the manager (or input/selection/touch of the manager), functions of incorporation and exclusion of exchanges composing the index, function of changing the proportion of incorporation of exchanges constituting the index, regular review of base numbers and changes accordingly It performs the function of reflecting matters, etc.

In addition, the control unit 140 may conduct a review of the calculation method (or calculation method), which is the technical configuration of the present invention, at least twice a year at the index manager and the index operation committee, and may announce any changes if they occur. Significant changes to the methodology can be configured to reflect the contents after sufficiently collecting the opinions of external experts, market participants, and stakeholders, if necessary, after deliberation by the Index Operation Committee.

One or more functions performed in the embodiment of the present invention may be performed by pre-installing a dedicated app provided by the server or the like in the device 100 for providing the real-time index and reference price index of the specific virtual asset, and performing the dedicated app provided by the installed dedicated app. there is.

In addition, one or more functions performed in the embodiment of the present invention may be performed not only through the dedicated app, but also through a website provided by the server or the like, in addition to the dedicated app.

In this way, it is possible to calculate an integrated real-time index and a base price index for virtual assets that are distributed across a plurality of exchanges and traded at different prices, and provide the calculated real-time index and base price index.

In addition, in this way, a pre-processing function is performed on order books for each exchange collected from a plurality of exchange servers in relation to a specific virtual asset, and an integrated order book is generated by collecting the pre-processed order books for each exchange, and the generated integrated order book Based on this, the processable price for each transaction volume is calculated, the effective transaction volume limit is calculated based on the generated integrated order book, the weight is set based on the calculated effective transaction volume limit and the expected value of the transaction volume, and the weighted average is calculated. It is possible to calculate a real-time index for a specific virtual asset by calculating a normalization coefficient based on a set weight, etc., and calculating a weighted average of median values that can be processed for each transaction quantity using the calculated normalization coefficient.

In addition, in this way, another pre-processing function is performed on the transaction details of each exchange collected from a plurality of exchange servers in relation to a specific virtual asset, and the other pre-processed transaction details of each exchange are sorted in chronological order to create integrated transaction details, The generated integrated transaction details are divided into a plurality of sections based on a preset time interval to create integrated transaction details for each section, and for the generated integrated transaction details for each section, the representative price is calculated for each section, and the representative for each section is calculated. The average value of prices can be calculated and used as a reference price index.

Hereinafter, a method for providing a real-time index and a reference price index of virtual assets according to the present invention will be described in detail with reference to FIGS. 1 to 5.

2 is a flowchart illustrating a method for providing a real-time index and a reference price index of virtual assets according to a first embodiment of the present invention.

First, the control unit 140 interlocks with a plurality of exchange servers (not shown) to collect (or receive) order books (or a plurality of order books) for each exchange provided by the plurality of exchange servers in relation to a specific virtual asset. do. Here, the plurality of exchange servers include domestic/foreign virtual asset exchange servers, and in the case of domestic virtual asset exchange servers, bithumb, upbit, coinone, korbit, etc. Including, and in the case of foreign virtual asset exchange servers, Binance, Coinbase Exchange, Kraken, Bitstamp, Kucoin, Bitfinex, etc. do. In addition, the order book (or the exchange order book) is data (or information) in which buy order quotations and sell order quotations are arranged, and may further include date and time information. At this time, each quotation is composed of price and transaction quantity (or order quantity).

For example, the control unit 140 collects a first order book by interworking with the Bithumb server, which is a domestic virtual currency exchange server, and collects a second order book by interworking with the Upbit server, The third order book is collected in conjunction with the Coinone server, and the fourth order book is collected in association with the Korbit server (S210).

Thereafter, the control unit 140 performs a preprocessing function for the collected order books for each exchange (or the collected order books for each exchange related to a specific virtual asset).

That is, the control unit 140 determines an order exceeding a preset order size cap among the data (or content/information/order/transaction quantity) included in the collected order ledger for each exchange. Adjust (or set/replace) the order quantity of an order exceeding the quantity limit to the above order quantity limit.

As such, the control unit 140 handles exceptions (or limit adjustments/noise removal) for large limit orders that cause distortion of the index price among the data (or order/transaction quantity) included in the collected order book for each exchange. ) can be performed. At this time, the noise removal (or noise processing) is applied (or used) to control the influence of a specific order on a specific exchange on the overall price by capping the order price that statistically exceeds the outlier level. can

For example, the control unit 140 may set first data (eg, 123,456 orders) exceeding the preset order quantity limit (eg, 100,000) among the data (or order quantity) included in the collected first order ledger. ) is set to the preset order quantity limit (for example, 100,000) (S220).

Thereafter, the control unit 140 collects (or integrates/based on) the preprocessed (smoothing) exchange-specific order books and creates (or builds/constructs) an integrated order book (or an integrated order book related to a specific virtual asset). )do.

That is, the control unit 140 controls the bid order book and the ask order book included in the preprocessed order book for each exchange (or the preprocessed buy order book for each exchange and the preprocessed sell order book for each exchange). ), netting orders are netted (or netted) to calculate the remaining net quantity per each asking price (or the remaining order quantity per each asking price), and an integrated order book is created.

For example, the control unit 140 offsets the preprocessed first to fourth order books to create an integrated order book related to bitcoin (S230).

Thereafter, the control unit 140 determines the cumulative bid price-volume curve, the cumulative ask price-volume curve, and the median value-volume curve based on the generated integrated order book. Create (or calculate/construct) a mid price-volume curve, a mid spread-volume curve, etc., respectively. Here, the control unit 140 configures each curve to track the price movement per 1 unit change in trading volume, and the 1 unit may use a predetermined unit for each virtual asset. Here, the cumulative bid price-trading volume curve is generated using the bid price in the integrated order book and the quantity listed in the bid price, and refers to a curve made by making the highest contract price according to the unit order quantity when a 1 unit buy order is executed, The cumulative offer price-trading volume curve is generated using the ask price in the integrated order book and the quantity listed on the offer price, and represents a curve obtained by making the lowest execution price according to the unit order quantity when an order to sell one unit is executed. The median price-trading volume curve is created using the data of the bid price-trading volume curve and the ask price-trading volume curve. The spread median value-trading volume curve is generated using the median value-trading volume curve and the bid price-trading volume curve, and represents the difference between the purchase execution price and the sale execution price of each unit transaction volume.

For example, the control unit 140 may, on the basis of the generated integrated order book related to bitcoin, use a cumulative bid price-trade volume curve, a cumulative offer price-trade volume curve, and a median price-trade volume curve in relation to bitcoin. The median value of the curve and the spread-trading volume curve are respectively generated (S240).

Thereafter, the control unit 140 generates (or calculates/calculates) a buying price and an selling price for processing the trading volume (or trading volume) according to a preset trading unit based on the generated integrated order book. Thus, the median value for each transaction quantity and the processable price for each transaction quantity are calculated (or calculated/generated). Here, the mid price for volume (mpv) for each transaction volume represents the average of the purchase price for each transaction volume and the sale price for each transaction volume, and the spread for volume (sv) for each transaction volume is the middle value of the median value It represents the difference between the value and the purchase price. At this time, the wider the spread, the larger the cost (slippage) to digest the trading volume.

That is, the control unit 140 sets a bid price for volume (bpv) and a sale price for processing the corresponding transaction quantity according to a preset transaction unit in relation to the specific virtual asset based on the generated integrated order book. A price (ask price for volume: apv) is calculated, and as in [Equation 1] above, an average of the calculated buying price and selling price is obtained to calculate a median value (mpv) for each transaction quantity.

In addition, the controller 140 divides the difference between the calculated selling price (apv) and the calculated buying price (bpv) by the sum of the calculated selling price and the buying price, as shown in [Equation 2] above, Calculate the spread for each trade quantity.

For example, the control unit 140 calculates a buying price and a selling price for processing each transaction quantity in a preset transaction unit in relation to the bit coin based on the generated integrated order book related to the bit coin, Using the above [Equation 1] and [Equation 2], the median value for each transaction quantity and the spread for each transaction quantity are calculated (S250).

Thereafter, the control unit 140 calculates (or calculates/generates) the maximum transaction amount that prevents the calculated spread for each transaction amount from exceeding a preset spread threshold (or spread limit) as an effective transaction amount limit (eq). do.

That is, the control unit 140 determines whether the difference between the bid execution price and the offer execution price for each preset trading unit exceeds the preset spread threshold based on the integrated bid and ask prices included in the generated integrated order book. Calculate the effective trading volume limit so that Here, the effective trading volume limit is the maximum cumulative trading volume, and may be a marginal line value that prevents the median-trading volume curve of the generated spread from deviating from the median value by a specific percentage or more. If the effective trading volume limit is smaller than 1 unit, the controller 140 may correct (or adjust/set) the effective trading volume limit by 1 unit.

In this way, since the bid and ask price ranges of order books provided by each exchange (or exchange server) are different, the control unit 140 calculates the effective trading volume limit so that the previously set spread does not exceed the preset spread threshold. can

For example, the control unit 140 calculates the difference between the bid execution price and the offer execution price for each preset trading unit based on the integrated bid and ask prices included in the integrated order book related to the generated bit coin, the preset spread. A first effective trading volume limit is calculated so as not to exceed the threshold value (S260).

Thereafter, the control unit 140 sets (or calculates/calculates) a weight based on the calculated effective trading volume limit and the expected value of the trading volume.

That is, the control unit 140 represents the probability distribution of the trading volume with respect to the weight as the preceding [Equation 3] according to the exponentially distributed. At this time, since the probability of occurrence of the corresponding quantity decreases exponentially as the transaction volume increases, the distribution of the transaction volume (or the distribution of the transaction volume) is assumed to be an exponential distribution.

For example, the control unit 140 checks the probability distribution of the transaction volume (x) with respect to the weight (λ) according to [Equation 3] in consideration of the calculated first effective transaction volume limit in relation to the bit coin. Do (S270).

Thereafter, the controller 140 calculates (or calculates) a normalized factor (F) using the previously set (or calculated/calculated) weights in order to calculate the weighted average.

That is, the control unit 140 calculates the normalization coefficient using [Equation 4] above.

For example, the control unit 140 calculates a normalization coefficient related to bitcoin according to [Equation 4] using the weight set for the bitcoin (S280).

Thereafter, the controller 140 calculates (or calculates/generates) a real-time index based on the calculated median value for each transaction volume, the probability distribution of the transaction volume, and the calculated normalization coefficient.

That is, the control unit 140 uses the aforementioned [Equation 5] to obtain processable median values for each transaction volume based on the calculated median value for each transaction volume, the probability distribution of the transaction volume, and the calculated normalization coefficient. By calculating the weighted average, the weighted average of the processable median values for each calculated transaction quantity is calculated as a real-time index for the specific virtual asset. At this time, the control unit 140 limits (or sets) the maximum transaction volume to the effective transaction volume limit.

In this way, the real-time index for the specific virtual asset can be calculated as a weighted average of processable median values for each transaction quantity.

In addition, in this way, the control unit 140 controls the domestic real-time index corresponding to the domestic exchange server (or domestic real-time index for the specific virtual asset), foreign exchange server in relation to the collected order book for the specific virtual asset. A corresponding foreign real-time index (or foreign real-time index for a specific virtual asset), domestic/foreign integrated real-time index (or domestic and international integrated real-time index for a specific virtual asset), etc. may be calculated.

In addition, the controller 140 controls the calculated real-time index related to the specific virtual asset, the generated cumulative bid price-trading volume curve related to the specific virtual asset, and the generated cumulative offer price-trading volume curve related to the specific virtual asset. , The median value of the created virtual asset-related price-trading volume curve, the generated median value of the spread related to the specific virtual asset-trading volume curve, etc. are displayed on the display unit 130 .

For example, the control unit 140 calculates a real-time index related to bitcoin based on the calculated median value for each transaction volume, the probability distribution of the transaction volume, and the calculated normalization coefficient.

In addition, the control unit 140 displays the calculated real-time index related to bitcoin on the display unit 130 (S290).

3 is a flowchart illustrating a method for providing a real-time index and a reference price index of virtual assets according to a second embodiment of the present invention.

First, the control unit 140 interlocks with a plurality of exchange servers (not shown) to collect (or receive) transaction details (or multiple transaction details) for each exchange provided by the plurality of exchange servers in relation to a specific virtual asset do. Here, the plurality of exchange servers include domestic/foreign virtual asset exchange servers. In the case of domestic virtual asset exchange servers, Bithumb, Upbit, Coinone, Korbit, etc. are included, and in the case of foreign virtual asset exchange servers, Buy Includes Nance, Coinbase, Kraken, Bitstamp, Kucoin, Bitfinex, and more. In addition, the transaction details (or exchange transaction details/transaction) are managed for each transaction, and include transaction price (for example, purchase/sell price), transaction amount, transaction time, and the like.

As an example, the control unit 140 interworks with domestic virtual currency exchange servers Bithumb, Upbit, Coinone, and Korbit servers, respectively, and in relation to bitcoin, from 0:00 on December 15, 2022 to December 15, 2022 The first to fourth transaction details including all transaction details up to 24:00 are collected (S310).

Thereafter, the control unit 140 performs another pre-processing function on the collected transaction details for each exchange (or the collected transaction details for each exchange related to a specific virtual asset).

That is, the control unit 140 converts data (or content/information) included in the collected transaction details for each exchange, including data including a negative price, data corresponding to a transaction quantity equal to or greater than another preset threshold, and the like, for each exchange. Remove (or delete) from the transaction history.

For example, the control unit 140 removes data including the minus price, data corresponding to a transaction quantity equal to or greater than another predetermined threshold, among data included in the collected first transaction details to the fourth transaction details, etc. Do (S320).

Thereafter, the control unit 140 sorts the other preprocessed transaction details for each exchange in chronological order, and creates (or builds/constructs) integrated transaction details.

That is, the control unit 140 collects transaction details (or transaction details) of one or more exchanges used for calculating the standard price during a pre-designated time in chronological order to generate the integrated transaction details.

For example, the control unit 140 sorts the preprocessed first to fourth transaction details in chronological order and generates integrated transaction details on December 15, 2022 in relation to bitcoin (S330).

Thereafter, the control unit 140 divides (or classifies) the generated integrated transaction details into a plurality of sections based on a preset time interval (eg, 1 hour unit), and generates (or configures) integrated transaction details for each section )do.

That is, the control unit 140 divides the generated integrated transaction details into a plurality of sections according to the preset time interval of 1 hour, and divides the integrated transaction details by section from 0:00 to 24:00 in units of 1 hour. generate

For example, the control unit 140 divides the integrated transaction details on December 15, 2022 in relation to the preprocessed bit coin into units of 1 hour, which is the preset time interval, and divides the integrated transaction details of the first section to the 24th section Generate integrated transaction details (S340).

Thereafter, the control unit 140 calculates (or calculates) a representative price for each section (or a representative price for each section) for the generated integrated transaction details for each section.

That is, the control unit 140 calculates (or calculates) the representative price for each section using VWAP (Volume Weighted Average Price) based on the generated integrated transaction details for each section. Here, the VWAP may be an average of the cumulative sum of one or more data included in the integrated transaction details within a specific section (or integrated transaction details in a specific section) among the data included in the integrated transaction details for each section.

For example, the control unit 140 calculates the VWAP for each section for the generated integrated transaction details of the first section to the 24th section, and calculates a representative price of the first section to a representative price of the 24th section, respectively. (S350).

Thereafter, the control unit 140 calculates (or calculates) a reference price index related to the specific virtual asset (or a comprehensive average index for the corresponding day/average index of representative prices for each hour) by calculating the average value of the calculated representative prices for each section. )do. Here, the reference price index related to the virtual asset may be an index for transaction details of the previous day (or the previous trading day) based on the current date (or the current trading day).

That is, the control unit 140 calculates (or calculates) the reference price index using TWAP (Time-Weighted Average Price) based on the calculated representative price for each section, as shown in [Equation 6] above. Here, the TWAP may be an arithmetic average of data included in the representative price for each section.

In addition, the control unit 140 calculates the difference between the base price index as of the current date related to the calculated specific virtual asset and the reference price index as of the previous day (or previous trading day) (or fluctuation index compared to the previous day/previous trading day). (or calculate)

In addition, the control unit 140 calculates (or calculates) a percentage change compared to the previous day between the base price index as of the current date and the reference price index as of the previous day (or previous trading day) related to the calculated specific virtual asset.

In addition, the control unit 140 displays the calculated base price index related to the specific virtual asset, the calculated fluctuation index compared to the previous day, and the calculated percentage fluctuation compared to the previous day on the display unit 130 .

For example, the control unit 140 calculates the TWAP for the calculated representative price of the first to 24th intervals, and based on the transaction details collected on December 15, 2022, December 2022 Calculate the base price index of 22,932,000 as of December 16, 2022 in relation to the bitcoin, which is managed as of the 16th.

In addition, in relation to the calculated bit coin, the control unit 140 calculates a fluctuation index compared to the previous day, which is the difference between the base price index of 22,932,000 on December 16, 2022 and the base price index of 23,273,000 on December 15, 2022 (the previous day) For example, 22,932,000 - 23,273,000 = -341,000).

In addition, in relation to the calculated bit coin, the control unit 140 calculates the percentage change compared to the previous day between the base price index of 22,932,000 on December 16, 2022 and the base price index of 23,273,000 on December 15, 2022, the previous day (eg For example, (22,932,000 - 23,273,000)/23,273,000 * 100 = -1.47%).

In addition, as shown in FIGS. 4 and 5, the control unit 140 controls the calculated base price index (eg 22,932,000) related to the specific virtual asset, the calculated fluctuation index (eg - 341,000), the calculated percentage of fluctuations compared to the previous day (for example, -1.47%), and the like are displayed on the display unit 130 (S360).

As described above, the embodiment of the present invention calculates an integrated real-time index and a reference price index for virtual assets that are distributed and traded at different prices on a plurality of exchanges, and calculates the calculated real-time index and the reference price index. Provided, it is possible to index the base price of each virtual asset in the virtual asset market, which has a different environment from the existing traditional asset trading market.

In addition, as described above, the embodiment of the present invention performs a pre-processing function on order books for each exchange collected from a plurality of exchange servers in relation to a specific virtual asset, and collects the pre-processed order books for each exchange to form an integrated order book , calculates the processable price for each transaction volume based on the created integrated order book, calculates the effective trading volume limit based on the created integrated order book, and based on the calculated effective trading volume limit and the expected value of the transaction volume Set the weight, calculate the normalization coefficient based on the weight set to calculate the weighted average, and use the calculated normalization coefficient to calculate the weighted average of the median values that can be processed for each transaction volume to calculate the real-time By calculating the index, an integrated real-time index for a specific virtual asset can be provided, and standardized information can be provided to users who are trading the specific virtual asset using different exchange servers.

In addition, as described above, the embodiment of the present invention performs another pre-processing function on the transaction details for each exchange collected from a plurality of exchange servers in relation to a specific virtual asset, and the other pre-processed transaction details for each exchange in chronological order. Sort and generate integrated transaction details, divide the generated integrated transaction details into a plurality of sections based on a preset time interval to create integrated transaction details for each section, and represent the representative price for each section for the created integrated transaction details for each section It is possible to provide an integrated base price for a specific virtual asset and create a stable trading atmosphere according to the base price by calculating the average value of the representative price for each section and using it as a base price index.

The foregoing may be modified and modified by those skilled in the art without departing from the essential characteristics of the present invention. Therefore, the embodiments disclosed in the present invention are not intended to limit the technical idea of the present invention, but to explain, and the scope of the technical idea of the present invention is not limited by these embodiments. The protection scope of the present invention should be construed according to the claims below, and all technical ideas within the equivalent range should be construed as being included in the scope of the present invention.

100: Device for providing real-time index and reference price index of virtual assets
110: communication unit 120: storage unit
130: display unit 140: control unit

Claims (10)

In conjunction with a plurality of exchange servers, order books for each exchange provided by the plurality of exchange servers in relation to a specific virtual asset are collected, a preprocessing function is performed for the collected order books for each exchange, and the preprocessed order books for each exchange are performed. An integrated order book is created by integrating the order books into one, and according to a preset transaction unit based on the created integrated order book, a buying price and a selling price are generated to process the transaction quantity, and the median value and The processable price for each trading quantity is calculated, the maximum trading volume that prevents the spread for each trading quantity from exceeding the preset spread threshold is calculated as the effective trading volume limit, and based on the calculated effective trading volume limit and the expected value of the trading volume A weight is set, and a normalization coefficient is calculated using the set weight to calculate a weighted average, and a real-time index is calculated based on the calculated median value for each transaction volume, the probability distribution of the transaction volume, and the calculated normalization coefficient a control unit that calculates; and
Apparatus for providing a real-time index and a reference price index of a virtual asset comprising a display unit for displaying the calculated real-time index. According to claim 1,
The order book,
An apparatus for providing a real-time index and a reference price index of a virtual asset, characterized in that the buy order quotations and the sell order quotations are arranged data. Collecting, by a control unit, order books for each exchange provided by the plurality of exchange servers in relation to a specific virtual asset, in conjunction with a plurality of exchange servers;
performing a pre-processing function on the collected order books for each exchange by the control unit;
generating, by the control unit, an integrated order book by integrating the preprocessed order books for each exchange into one;
The control unit generates a buying price and a selling price for processing the transaction quantity according to a preset transaction unit based on the generated integrated order book, and calculates a median value for each transaction quantity and a processable price for each transaction quantity. doing;
Calculating, by the control unit, a maximum trading volume at which the calculated spread for each trading quantity does not exceed a preset spread threshold value as an effective trading volume limit;
setting, by the control unit, a weight based on the calculated effective trading volume limit and an expected value of the trading volume;
Calculating, by the control unit, a normalization coefficient using the set weight to calculate a weighted average; and
Calculating, by the control unit, a real-time index based on the calculated median value for each transaction volume, the probability distribution of the transaction volume, and the calculated normalization coefficient. According to claim 3,
The step of performing a pre-processing function for the collected order books for each exchange,
Adjusting the order quantity of orders exceeding the order quantity limit to the order quantity limit for orders exceeding a preset order quantity limit (order size cap) among the data included in the collected order book for each exchange. Method of providing real-time index and reference price index of virtual assets as According to claim 3,
The step of generating an integrated order book by integrating the preprocessed order books for each exchange into one,
Of the virtual asset, characterized in that the integrated order book is generated by calculating the remaining net amount per each bid price by offsetting the orders netting in the purchase order book and the sell order book included in the preprocessed order book for each exchange. How Real-Time Indices and Reference Price Indices are Provided. According to claim 3,
The controller determines at least one of a cumulative bid price-trading volume curve, an accumulated offer price-trading volume curve, a median price-trading volume curve, and a median spread-trading volume curve based on the generated integrated order book. A method for providing a real-time index and a reference price index of virtual assets, further comprising the step of generating. According to claim 3,
In the step of calculating the median value for each transaction quantity and the processable price for each transaction quantity,
Calculating a purchase price and an offer price for processing a transaction quantity according to a preset transaction unit in relation to a specific virtual asset based on the generated integrated order book;
calculating a median value for each transaction quantity by obtaining an average of the calculated purchase price and sale price; and
and calculating the spread for each transaction quantity by dividing the difference between the calculated selling price and the calculated buying price by the sum of the calculated selling price and the buying price, and calculating the spread for each transaction quantity. How to provide indices. According to claim 3,
Calculating the real-time index,
Based on the calculated median value for each transaction volume, the probability distribution of the transaction volume, and the calculated normalization coefficient, a weighted average of the processable median values for each transaction volume is calculated, and the weighted average of the processable median values for each transaction volume calculated Method for providing a real-time index and a reference price index of a virtual asset, characterized in that for calculating a real-time index for the specific virtual asset. Collecting, by a control unit, transaction details for each exchange provided by the plurality of exchange servers in relation to a specific virtual asset, in conjunction with a plurality of exchange servers;
performing a pre-processing function on the collected transaction details for each exchange by the control unit;
arranging, by the control unit, the preprocessed transaction details for each exchange in chronological order to generate integrated transaction details;
generating integrated transaction details for each section by dividing the generated integrated transaction details into a plurality of sections based on a preset time interval, by the control unit;
calculating, by the control unit, a representative price for each section of the generated integrated transaction details for each section; and
and calculating, by the control unit, a base price index related to the specific virtual asset by calculating an average value of the calculated representative prices for each section. According to claim 9,
calculating, by the control unit, a fluctuation index compared to the previous day, which is a difference between a reference price index as of the current date and a reference price index as of the previous day related to the calculated specific virtual asset;
calculating, by the control unit, a percentage change compared to the previous day between a reference price index as of the current date and a reference price index as of the previous day related to the calculated specific virtual asset; and
and displaying, by the control unit, the calculated reference price index related to the specific virtual asset, the calculated fluctuation index compared to the previous day, and the calculated fluctuation percentage compared to the previous day on a display unit. How to provide real-time indices and reference price indices.

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