TWI761236B - Transaction risk control device - Google Patents

Abstract

A transaction risk control device, comprising a transceiver unit and a risk control judgment unit connected to the transceiver unit, the transceiver unit accepts at least one transaction packet from a user equipment and the target address is an exchange equipment, or accepts at least one from a transaction packet. A reply packet of the exchange equipment and the target address of the user equipment, the transaction packet and the reply packet use the same frame structure, a power of attorney field of the reply packet and a power of attorney field of one of the transaction packets Bit records are the same, the risk control determination unit has a plurality of risk control conditions, the risk control determination unit determines whether to modify the transaction packet based on whether the transaction packet triggers the risk control conditions or not, and based on the reply packet and one of the transaction packets Whether the transaction information contained in it matches, decide whether to modify the reply packet and send it to the user equipment.

Description

Transaction risk control device

The present invention relates to a transaction risk control device, in particular to a transaction risk control device that can reduce transaction delay and provide risk control.

In the field of financial transactions, the transaction amount of financial products changes rapidly. When the transmission of transaction information or financial product information is delayed, it is easy to cause huge losses to users. Therefore, how to quickly transmit customers' transaction information in the financial transaction field where every second counts has become important. subject.

However, in the field of futures trading, when a user makes a trading request to a futures exchange through a futures broker, the communication protocol used between the user and the futures broker is different from the communication protocol used between the futures broker and the futures exchange. , so that the trading request made by the user must first take the futures broker as the target location. Through the futures broker's relocation and modifying the writing method of the trading request, the futures exchange can receive and read the trading request. However, the conventional method is quite dependent on the equipment of the futures broker. Once the equipment of the futures broker is insufficient in computing power, the transaction request may be delayed.

In addition, conventional futures brokers also carry out risk control of the transaction request during the process of relocation and translation, but this is tantamount to increasing the burden on computing equipment. If the futures broker makes the user directly transmit the transaction request to the futures exchange in order to improve the speed of message transmission, that is, the user's transaction request directly uses the address of the futures exchange as the target address without going through the forwarding and translation of the futures broker. , the futures broker cannot receive the transaction request, and cannot carry out risk management and control of the transaction request.

The main purpose of the present invention is to solve the problem that the conventional data transmission method easily leads to transaction delay.

Another object of the present invention is to solve the problem that the conventional method of directly transmitting the transaction request to the futures exchange cannot carry out risk control.

In order to achieve the above object, the present invention provides a transaction risk control device, comprising a transceiver unit and a risk control judgment unit connected to the transceiver unit, the transceiver unit accepts at least one transaction from a user equipment and the target address is an exchange equipment. a transaction packet, or accept at least one reply packet from the exchange equipment and the destination address is the user equipment, the transaction packet and the reply packet use the same frame structure, each of the transaction packets and each of the reply packets respectively There is a power of attorney field, the power of attorney field of the reply packet is the same as the power of attorney field of one of the transaction packets, and the risk control judgment unit is set with a plurality of risk controls that can compare the transaction packets condition, the risk control judging unit handles each transaction packet in two sending states, one of which is that the transaction packet does not trigger any of the risk control conditions and is directly sent to the exchange equipment, and the two sending states are The other is that when the transaction packet triggers any of the risk control conditions, the transaction packet is modified and sent to the exchange equipment, and the risk control judgment unit receives each of the reply packets and one of the same as that recorded in the power of attorney field. The transaction packets are compared and each of the reply packets is processed in two reply states. One of the two reply states is that when the reply packet matches the transaction information contained in one of the transaction packets, it is directly sent to the user equipment, and the two replies are sent directly to the user equipment. Another state is that when the reply packet does not match the transaction information contained in one of the transaction packets, the reply packet is modified based on the compared transaction packet and sent to the user equipment.

In one embodiment, the transaction risk control device is a field programmable logic gate array.

In one embodiment, the transaction risk control device is connected to a memory medium to memorize each transaction packet obtained from the transceiver unit.

In one embodiment, the transaction risk control device includes a memory unit for storing each transaction packet obtained from the transceiver unit.

In one embodiment, each of the transaction packets and each of the reply packets further includes a transaction price field, a transaction volume field, and a transaction type field, respectively, and the risk control conditions are based on the transaction price field , the transaction port number field, and the transaction type field to judge.

In one embodiment, the user equipment and the exchange equipment transmit information through a TMP (Taifex Message Protocol) transmission protocol.

In one embodiment, the transceiver unit includes a user transceiver port connected to the user equipment and receiving the transaction packet from the user equipment, and a user transceiver port connected to the exchange equipment and received from the user equipment. The exchange sending and receiving port of the reply packet.

Through the aforementioned implementation of the present invention, compared with the conventional method, the present invention has the following characteristics: the present invention uses the user equipment as the target address through the transaction packet, and the reply packet uses the user equipment as the target address, so that the risk control judgment unit does not need to The transaction packet or the reply packet is redirected to reduce the delay between the transaction packet and the reply packet. At the same time, the risk control judging unit can further control the risk of the transaction packet during the transmission process of the transaction packet, so that the transaction packet can be managed without reducing the message transmission rate.

The detailed description and technical content of the present invention are described as follows in conjunction with the drawings:

Please refer to FIG. 1 , the present invention provides a transaction risk control device 100 . The transaction risk control device 100 is a field programmable gate array (Field Programmable Gate Array, abbreviated as FPGA). Perform fast operations for low latency characteristics.

Please refer to FIG. 2 to FIG. 5 , the transaction risk control device 100 includes a transceiver unit 10 and a risk control determination unit 20 , the transceiver unit 10 is connected to a user equipment 300 and an exchange equipment 400 , and the transceiver unit 10 includes a A user transceiver port 11 connected to the user equipment 300, and an exchange transceiver port 12 connected to the exchange equipment 400, the user transceiver port 11 receives at least one transaction packet 310 from the user equipment 300, and the exchange transceiver port 12 12 Receive at least one reply packet 410 from the exchange device 400 . Further, the target address of the transaction packet 310 is the exchange equipment 400, the target address of the reply packet 410 is the user equipment 300, and the user equipment 300 and the exchange equipment 400 are connected by TMP (Taifex Message Protocol) transmission protocol to transmit information, that is to say, the frame structure used by the transaction packet 310 and the reply packet 410 is the same, so that when the transceiver unit 10 receives the transaction packet 310 or the reply packet 410, the transaction risk control device 100 does not need to additionally translate or redirect the transaction packet 310 or the reply packet 410 . In addition, each of the transaction packets 310 and each of the reply packets 410 respectively has a power of attorney field 311, 411, and the reply packet 410 is generated by the exchange equipment 400 based on the received transaction packet 310, so that the reply The power of attorney field 411 of the package 410 will be the same as the power of attorney field 311 of the transaction package 310. For example, if the power of attorney field 311 of one of the transaction packages 310 is recorded as Xy013, the transaction After the device 400 receives the aforementioned transaction packet 310, when the reply packet 410 is generated based on the transaction packet 310, the power of attorney field 411 of the reply packet 410 is also recorded as Xy013. On the other hand, the risk control judging unit 20 is connected to the transceiver unit 10 , the risk control judging unit 20 memorizes each transaction packet 310 obtained from the transceiver unit 10 , and sets a plurality of numbers to compare the transaction packets 310 Correct risk control conditions 21. The risk control judging unit 20 processes each transaction packet 310 in two sending states based on the result of comparing the transaction packet 310 with the risk control conditions 21 , and the risk control judging unit 20 receives each reply packet At 410, compare one of the transaction packets 310 with the same records in the power of attorney fields 311, 411, and process each of the reply packets 410 in a two-reply state. In addition, in one embodiment, the risk control judgment unit 20 of the present invention is implemented by parallel operation. After receiving the transaction packet 310, the risk control judgment unit 20 can compare the risk control conditions 21 at the same time, thereby making the transaction risk The control device 100 realizes fast computation.

Continuing to describe the implementation of the risk control determination unit 20, first assume that the transaction packet 310 is consistent with the risk control conditions 21. When the risk control determination unit 20 receives the transaction packet 310, the transaction packet 310 If any of the risk control conditions 21 is not triggered, the risk control determination unit 20 will not modify the transaction packet 310 , but directly sends the transaction packet 310 to the exchange equipment 400 . When the transaction packet 310 does not match the risk control conditions 21, and the risk control determination unit 20 receives the transaction packet 310, the transaction packet 310 triggers at least one of the risk control conditions 21, and the risk control determination unit 20 After modifying the transaction packet 310, it is sent to the exchange equipment 400 (as marked as 320), so that the exchange equipment 400 regards the transaction packet 310 as an invalid transaction. Further, the risk control determination unit 20 is determining the transaction packet. After the risk control conditions 21 are triggered at 310, the risk control determination unit 20 can modify any field in the transaction packet 310, such as the user information field, the futures dealer number field, the commodity code field, and the like. In addition, when the risk control determination unit 20 receives the reply packet 410 , the risk control determination unit 20 extracts the transaction packet with the same record as the power of attorney field 411 through the power of attorney field 411 of the reply packet 410 310, and compare the reply packet 410 with the aforementioned transaction packet 310, if the reply packet 410 is consistent with the transaction information contained in one of the transaction packets 310, the risk control determination unit 20 will not modify the reply packet 410, and The reply packet 410 is directly sent to the user equipment 300 . When the reply packet 410 does not match the transaction information contained in one of the transaction packets 310 , the risk control determination unit 20 modifies the reply packet 410 based on the compared transaction packet 310 and sends the reply packet 410 to the user equipment 300 (as in the reference numeral 420 ). ), so that the user equipment 300 can know the reason for the transaction failure of the transaction packet 310 based on the modified reply packet 410 .

As can be seen from the above, the present invention uses the user equipment 300 as the target address through the transaction packet 310, and the reply packet 410 uses the exchange equipment 400 as the target address, so that the transaction risk control device 100 receives the transaction packet 310 or The reply packet 410 does not need to be translated or redirected to the transaction packet 310 or the reply packet 410 afterward, so that the transmission delay of the transaction packet 310 or the reply packet 410 can be reduced. In addition, through the transaction risk control device 100 of the present invention, the risk control judgment unit 20 can simultaneously control the risk of the transaction packet 310 without reducing the transmission of information, and can solve the transaction delay caused by the risk control in the conventional transaction method. Case.

In one embodiment, please refer to FIG. 1 and FIG. 6 , each of the transaction packets 310 and each of the reply packets 410 further includes a transaction price field 312 , 412 , a transaction port number field 313 , 413 and a transaction category Fields 314, 414, the risk control condition 21 is judged based on the transaction price fields 312, 412, the transaction port number fields 313, 413, the trade type fields 314, 414, for example, the risk control The judging unit 20 compares an account balance data of the user equipment 300 with the transaction price field 312 , the transaction port number field 313 and the transaction type field 314 of the transaction packet 310 , if the account balance data corresponds to The balance of the transaction package 310 is greater than the transaction amount corresponding to the transaction price field 312, the transaction port number field 313, and the transaction type field 314, then it is determined that the transaction packet 310 meets the risk control conditions 21. On the contrary, if the balance is insufficient Then, it is determined that the transaction packet 310 does not meet the risk control conditions 21 . In another example, the risk control determination unit 20 may also determine whether the content recorded in the transaction price field 312 or the transaction volume field 313 exceeds the upper limit defined by the exchange equipment 400 . In another embodiment, each of the transaction packets 310 and each of the reply packets 410 further includes an investor account number field, and the risk control determination unit 20 may include the investor account number field as the risk control conditions. 21. If the investor account corresponding to the investor account field of the transaction package 310 has not opened an account with the futures broker, it is determined that the transaction package 310 does not meet the risk control conditions 21 .

In another embodiment, please refer to FIG. 7 , each of the reply packets 410 further includes a return status field. When receiving the reply packet 410 , the risk control determination unit 20 can The content of the transaction packet 310 is judged to have the same record as the power of attorney field 411 of the reply packet 410 , so as to determine whether to modify the reply packet 410 . For example, when the return status field is recorded as 0, it means that the transaction packet 310 is successfully traded, and the risk control determination unit 20 does not modify the reply packet 410 at this time. If 22 is recorded in the return status field, it means that the record in the transaction port number field 313 of the transaction packet 310 is incorrect, and the risk control determination unit 20 modifies the reply packet 410 . If the return status field is recorded as 24, it means that the record in the transaction type field 314 of the transaction packet 310 is incorrect, and the risk control determination unit 20 also modifies the reply packet 410 .

On the other hand, please refer to FIG. 8 to FIG. 9 , the transaction risk control device 100 includes a memory unit 30 , and the memory unit 30 may be a memory, and the memory is connected to the transceiver unit 10 and the risk control judgment unit 20 is also used to memorize each transaction packet 310 obtained from the transceiver unit 10 . In addition, according to the above, the memory unit 30 is a memory medium, and the memory medium is used for the transaction risk control device 100 to store records. Based on the same technical concept, the memory medium used in the present invention can also be set according to implementation requirements. For example For example, the memory medium may be a memory device that can provide external access to the transaction risk control device 100 .

The above is only a preferred embodiment of the present invention, and should not limit the scope of implementation of the present invention, that is, all equivalent changes and modifications made according to the scope of the patent application of the present invention should still fall within the scope of the patent of the present invention.

100: Transaction risk control device 10: Transceiver unit 11: User transceiver port 12: Exchange transceiver port 20: Risk control judgment unit 21: Risk control conditions 30: Memory unit 300: User Equipment 310: Transaction Packet 311: Power of Attorney field 312: Transaction price field 313: Transaction port number field 314: Trade field 320: Modified transaction packet 400: Exchange Equipment 410: Reply Packet 411: Power of Attorney field 412: Transaction price field 413: Transaction port number field 414: Buy and sell field 420: Modified reply packet

FIG. 1 is a schematic diagram of a unit of a transaction risk control device according to an embodiment of the present invention. FIG. 2 is a schematic diagram of a sending state of a risk control judging unit according to an embodiment of the present invention. FIG. 3 is a schematic diagram of a sending state of a risk control judging unit according to an embodiment of the present invention. FIG. 4 is a schematic diagram of a response state of a risk control determination unit according to an embodiment of the present invention. FIG. 5 is a schematic diagram of a response state of a risk control determination unit according to an embodiment of the present invention. FIG. 6 is a schematic diagram of the implementation of wind control conditions according to an embodiment of the present invention. FIG. 7 is a schematic diagram of comparison of reply packets according to an embodiment of the present invention. FIG. 8 is a schematic diagram of a unit of a transaction risk control device according to another embodiment of the present invention. FIG. 9 is a schematic diagram of a unit of a transaction risk control device according to another embodiment of the present invention.

100: Transaction risk control device

10: Transceiver unit

11: User transceiver port

12: Exchange transceiver port

20: Risk control judgment unit

21: Risk control conditions

300: User Equipment

400: Exchange Equipment

Claims (10)

A transaction risk control device, comprising: A transceiver unit, receiving at least one transaction packet from a user equipment with a target address of an exchange equipment, or receiving at least one reply packet from the exchange equipment with a target address of the user equipment, the transaction packet and the The frame structure used in the reply packet is the same, each transaction packet and each reply packet respectively have a power of attorney field, the power of attorney field of the reply packet and the power of attorney field of one of the transaction packets are recorded the same; and a risk control judging unit connected to the transceiver unit, the risk control judging unit memorizes each transaction packet obtained from the transceiver unit, and the risk control judging unit is set with a plurality of risk control conditions that can compare the transaction packets, The risk control judging unit processes each transaction packet in two sending states, one of which is that the transaction packet does not trigger any of the risk control conditions and is directly sent to the exchange equipment, and the other of the two sending states is that the transaction packet is directly sent to the exchange equipment. When any of the risk control conditions are triggered for the transaction packet, the transaction packet is modified and sent to the exchange equipment, and the risk control determination unit receives one of the transaction packets that is the same as that recorded in the power of attorney field when receiving each of the reply packets Compare and handle each of the reply packets with two reply states, one of the two reply states is that the reply packet is directly sent to the user equipment when the transaction information contained in one of the transaction packets is consistent, and the two reply states are sent directly to the user equipment. The other is that when the reply packet does not match the transaction information contained in one of the transaction packets, the reply packet is modified based on the compared transaction packet and sent to the user equipment. The transaction risk control device according to claim 1, wherein the transaction risk control device is a field programmable logic gate array. The transaction risk control device according to claim 1 or 2, wherein the transaction risk control device is connected to a memory medium to memorize each transaction packet obtained from the transceiver unit. The transaction risk control device according to claim 3, wherein each of the transaction packets and each of the reply packets further includes a transaction price field, a transaction port number field, and a transaction type field. The condition is judged based on the transaction price field, the transaction volume field, and the trade type field. The transaction risk control device according to claim 4, wherein the transceiver unit comprises a user transceiver port connected to the user equipment and receiving the transaction packet from the user equipment, and a user transceiver port connected to the exchange The device and the exchange transceiver port for receiving the reply packet from the user equipment. The transaction risk control device according to claim 1 or 2, wherein the transaction risk control device comprises a memory unit for storing each transaction packet obtained from the transceiver unit. The transaction risk control device according to claim 6, wherein each of the transaction packets and each of the reply packets further includes a transaction price field, a transaction port number field, and a transaction type field. The condition is judged based on the transaction price field, the transaction volume field, and the trade type field. The transaction risk control device according to claim 7, wherein the transceiver unit can be divided into a user transceiver port that is connected to the user equipment and receives the transaction packet from the user equipment, and a user transceiver port that connects the user transceiver port and the user equipment. The exchange sending and receiving port of the exchange equipment and receiving the reply packet from the user equipment. The transaction risk control device according to claim 1 or 2, wherein the user equipment and the exchange equipment transmit information through a TMP (Taifex Message Protocol) transmission protocol. The transaction risk control device according to claim 1 or 2, wherein each of the transaction packets and each of the reply packets further includes a transaction price field, a transaction port number field, and a transaction type field, and these The risk control condition is judged based on the transaction price field, the transaction port number field, and the trade type field.

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