WO2016013104A1

WO2016013104A1 - Order processing system

Info

Publication number: WO2016013104A1
Application number: PCT/JP2014/069667
Authority: WO
Inventors: 義祐石川
Original assignee: 株式会社野村総合研究所
Priority date: 2014-07-25
Filing date: 2014-07-25
Publication date: 2016-01-28
Also published as: JPWO2016013104A1; JP6228678B2

Abstract

Provided is an order processing system with improved order processing capability. A representative embodiment has one or more uplink update processing units that receive order information from ordering terminals, record the order information in an order information database, and additionally transmit the order information to an exchange system, one or more downlink update processing units that receive response information from the exchange system, identify the order information recorded in the order information database on the basis of the response information, update the content, and additionally transmit the response information to the ordering terminals, and one or more notification processing units that acquire the updated information for the order information from the order information database and transmit notification information pertaining to the order processing to the information processing terminal used by a specified user on the basis of the updated information.

Description

Order processing system

The present invention relates to stock transaction processing technology, and more particularly to an effective technology applied to an order processing system that receives an order instruction from a customer online and processes an order to a trading exchange.

In the order processing system for processing securities orders to the exchange according to the order instruction from the customer, the order processing to the exchange system is performed by receiving the order instruction from the customer, recording order information, and ordering information to the exchange It consists of a series of processes such as sending and notification to other users such as traders that order processing has been done, and it is general to implement these processes as one or more transactions on the same process. It is

However, there is a concern about the performance degradation of transaction processing due to the increase of the number of users such as customers and the number of transactions, and the need for further improvement of the processing performance due to the speeding up of transactions in recent years. In order to cope with this, not only hardware but also systemically, for example, data such as order information is shared not in the disk but in the memory, and part of the processing is separated to be asynchronous. Methods such as processing and parallel processing have been studied.

As a technique related to this, for example, Japanese Patent Application Laid-Open No. 2005-135214 (Patent Document 1) transmits to a gateway server an order message received by TCP / IP communication from an order terminal, and at the same time, to the received order message. Send an order process for sending a response message to an ordering terminal via UDP / IP communication and a write request based on the content of the response message to the database server, and receive a registration completion notification message from the database server via TCP / IP communication By having an order data writing process, an application server of a stock dealing system is described, which enables a user to continuously carry out a trading order of stock certificates without waiting for reception of a registration completion notification message from the database server. ing.

JP 2005-135214 A

It is possible to obtain certain effects when, for example, sharing order information data on a memory as described above, asynchronous processing, parallel processing, etc., in order to prevent performance deterioration or performance improvement of the order processing system. It is. However, since the design and implementation of the system become complicated, there is a problem that the maintenance cost is lowered while the cost at the implementation is increased.

Further, for example, in the technology described in Patent Document 1, the process of performing the writing process to the database server is separated from the ordering process of performing the ordering process to the exchange so that the writing process can be performed asynchronously with the ordering process. By doing this, it is possible to improve the performance of the ordering process and allow the user to perform the ordering process continuously.

However, desynchronizing the order placement process and the writing process to the database may cause, for example, the case where the consistency as the whole order placement process can not be maintained when a failure or the like occurs at the time of writing. Also, in recent years, for example, adoption of in-memory technology for storing data in main memory in DBMS (DataBase Management System) has spread, etc., and the processing cost of input / output to the database has been significantly reduced. It is possible to realize processing performance comparable to data sharing.

Therefore, it is an object of the present invention to record the order information in a database when performing an order process of securities to the exchange according to the order instruction from the customer, thereby maintaining the performance of the order process while keeping the consistency of the order status high. To provide an improved order processing system.

The above and other objects and novel features of the present invention will be apparent from the description of the present specification and the accompanying drawings.

The outline of typical ones of the inventions disclosed in the present application will be briefly described as follows.

An order processing system according to a representative embodiment of the present invention is an order processing system for processing an order for securities, which receives order information from an orderer terminal that is an information processing terminal used by an orderer. , The order information is recorded in the database, and the one or more first update processing units for transmitting the order information to the exchange system, and the response information from the exchange system, and the response information And one or more second update processing units that specify the order information recorded in the database based on the information to update the contents, and further transmit the response information to the orderer terminal; and the order from the database One or more notifications for acquiring update information about information and transmitting notification information related to order processing based on the update information to an information processing terminal used by a predetermined user A processing section, and has a.

The effects obtained by typical ones of the inventions disclosed in the present application will be briefly described as follows.

That is, according to a representative embodiment of the present invention, consistency of order status can be achieved by recording order information in a database when performing order processing of securities to the exchange according to the order instruction from the customer. It is possible to improve the performance of order processing while keeping high.

FIG. 1 is a diagram schematically showing an example of the configuration and processing of an order processing system according to an embodiment of the present invention. FIG. 8 is a diagram schematically showing another example of the configuration and processing of the order processing system according to an embodiment of the present invention. It is the figure which showed the outline about the example of composition and processing of the conventional order processing system.

Hereinafter, embodiments of the present invention will be described in detail based on the drawings. Note that, in all the drawings for describing the embodiments, the same reference numeral is attached to the same part in principle, and the repetitive description thereof will be omitted. Also, in the following, in order to make the features of the present invention intelligible, it will be described in comparison with the prior art.

<Overview>
FIG. 3 is a diagram schematically showing an example of the configuration and processing of a conventional order processing system. As described above, the order processing system 1 is an information processing system that performs an order processing of securities to the exchange according to an order instruction from a customer etc. For example, a virtual server built on a server device or a cloud computing environment Composed of An orderer such as a sales trader of a securities company uses an orderer terminal 3 consisting of an information processing terminal such as a personal computer (PC) used by himself / herself from a customer via another system not shown or a network such as the Internet Based on the received order instruction, the order processing system 1 is accessed to transmit information on the order instruction. In this embodiment, the trader who receives the order instruction from the customer via telephone or electronic mail is the orderer, but the customer can directly access the order processing system 1 to become the orderer himself and It is also possible.

In order processing system 1, one or more uplink update processing units 11 u are operating as a process, and receive order instruction information transmitted from orderer terminal 3 to control the order information and the order processing. The various information and the like are recorded in the order information table 12 expanded on the memory. Thereafter, the order information is generated based on the information of the order instruction, and this is transmitted to the exchange system 2 which is an information processing system of the exchange, thereby performing the order processing. Thereafter, it notifies the orderer terminal 3 that made the order instruction that the order processing has been performed. In addition, the manager terminal 4 used by the manager of the securities company or another trader who has not made an order instruction is notified as required. In addition, as to what kind of information should be notified to each user (the orderer, the administrator, etc.), that is, as to what kind of information each user wants to be notified, the order processing is performed in advance by each user. It is assumed that the system 1 can be set and registered.

The same applies to the response information received from the exchange system 2. In the order processing system 1, one or more downlink update processing units 11d are operating as a process, and the response information transmitted from the exchange system 2 is received. The entry of the target order in the order information table 12 is specified based on the contents, and the contents are updated. Thereafter, the response information is transmitted to the orderer terminal 3, and the orderer terminal 3 which has made the order instruction is notified that the order processing has been completed. Also, the administrator terminal 4 is notified as needed.

As described above, in the related art, each process of the uplink update processing unit 11 u and the downlink update processing unit 11 d includes transmission and reception of information (telegram, message) and writing (and reference) to the order information table 12. Processing is sequentially processed as one or more transactions. Further, in order to share order information between the uplink update processing unit 11 u and the downlink update processing unit 11 d, the order information table 12 expanded in the memory is used instead of the database.

As described above, in addition to the prevention of deterioration in processing performance due to the increase in the number of users etc., in recent years, processing of information between the customer and the exchange as much as possible in order to cope with high speed transactions etc. There is a need to improve processing performance to achieve higher speed. In this respect, in recent years, the processing cost of input / output to a database configured using a generally available DBMS can be significantly reduced by use of in-memory technology or the like. Therefore, it is possible to obtain the same level of performance as recording the order information in the database instead of recording the order information in the order information table 12 etc. expanded in the memory.

Further, by using a database, there is no need to separately install a program or the like for performing various control processes such as exclusion control and maintenance of consistency with respect to information recorded in the memory, for example. The various highly reliable processes and functions possessed by can be used as they are. As a result, it is possible to greatly reduce the development cost without requiring measures such as mounting various control functions for the order information table 12 independently.

Also, the processing performances of the uplink update processing unit 11 u and the downlink update processing unit 11 d, in particular, the processing related to the transmission and reception of information between the order processing system 1 and the orderer terminal 3 and the exchange system 2 are processed as much as possible. There is a need to improve performance. In this respect, in the technique described in Patent Document 1, the processing is separated and desynchronized on the premise that the cost of the process of writing information (physical input / output) to the database is high.

However, as described above, the cost of the process of writing information to the database can be greatly reduced in recent years, but rather, the processing cost for the notification process of performing various notifications to the user becomes relatively large. Tend to In addition, even if a failure occurs in this portion, the notification processing can be treated as one that does not affect the order processing already performed.

Therefore, the order processing system according to one embodiment of the present invention separates the notification processing as a separate process, and shares the order information between the update processing unit and the notification processing unit that performs the notification processing through the database. It shall be. As a result, the processing load of the update processing unit can be reduced to cope with high-speed transactions and the like, and consistency in the order processing state at the time of failure occurrence can be maintained. In addition, system design and mounting can be easily performed, and maintenance can be improved while reducing mounting costs.

<System configuration>
FIG. 1 is a diagram schematically showing an example of the configuration and processing of an order processing system according to an embodiment of the present invention. The difference from the configuration example of FIG. 3 described above is that the uplink update processing unit 11 u and the downlink update processing unit 11 d separate the function of performing notification processing to the user as a separate process, and implement as one or more notification processing units 21. As a means of sharing the order information among these units, the order information database (DB) 31 is included instead of the order information table 12 on the memory.

In the configuration of the example of FIG. 1, the uplink update processing unit 11 u of the order processing system 1 receives the information of the order instruction transmitted from the orderer terminal 3 and controls the order information and various information for controlling the order processing. Etc. are recorded in the order information DB 31. Thereafter, order information is generated based on the information of the order instruction, and this is transmitted to the exchange system 2 to perform the order processing. The same applies to the response information received from the exchange system 2, and the downlink update processing unit 11d receives the response information transmitted from the exchange system 2, and identifies the entry of the target order in the order information DB 31 based on the content thereof. And update its contents. Thereafter, response information is transmitted to the orderer terminal 3.

On the other hand, the notification processing unit 21 refers to the order information DB 31 asynchronously to the above-mentioned order processing, extracts information relating to the order to be notified to the user such as the orderer or the manager, and the orderer It notifies the terminal 3 and the administrator terminal 4. The notification processing unit 21 may, for example, execute processing triggered by the content of the order information DB 31 being updated, or periodically search the order information DB 31 at predetermined intervals (for example, every one second). The updated contents may be extracted. In the case of periodically extracting updated contents, instead of notifying all the extracted information, for example, a plurality of pieces of information that match predetermined conditions, such as the one relating to the same orderer and the one relating to the same brand It is also possible to reduce the load of notification processing by collectively notifying in one.

As described above, among the series of processes relating to an order, the notification process is implemented independently as a separate process, whereby the process in the update processing unit, that is, recording in the order information DB 31 and ordering to the exchange system 2 The load of the transmission process of information and the transmission process of response information to the orderer terminal 3 can be greatly reduced. Further, by sharing the order information among the units via the order information DB 31, the system design and implementation can be facilitated.

In the present embodiment, as described above, since the notification processing unit 21 is separated and the order information is shared via the order information DB 31, all of them are one as shown in the example of FIG. The configuration is not limited to the arrangement on the server system, and can be freely arranged according to the system requirements.

FIG. 2 is a diagram schematically showing another example of the configuration and processing of the order processing system according to an embodiment of the present invention. In the example of FIG. 2, the uplink update processing unit 11 u and the downlink update processing unit 11 d are disposed on the update processing server 10, and the notification processing unit 21 is disposed on another notification processing server 20. Furthermore, the order information DB 31 is arranged on another DB server 30. As described above, by allowing each process and database to be arranged on different server systems, the degree of freedom and flexibility of system configuration can be greatly improved. For example, each of these server systems may be located at the same site (eg, in the same data center, etc.), or some server systems may be located at different sites. The update processing server 10 and the notification processing server 20 themselves can also adjust the number and specifications according to the load of the system and the like.

Further, for example, processes, modules, and the like on the client side by having an API (Application Programming Interface) capable of calling the functions of the uplink update processing unit 11 u and the downlink update processing unit 11 d from any application program on the orderer terminal 3 It is also possible to adopt a configuration in which the client application on the orderer terminal 3 directly performs ordering processing on the exchange system 2 without the update processing server 10.

As described above, according to the order processing system 1 of the embodiment of the present invention, the notification processing to the user is separated as a separate process among the series of processing relating to the order of securities, and the update processing is performed. Sharing of order information between the unit and the notification processing unit is performed via the database of the order information DB 31. This makes it possible to greatly reduce the processing load of the update processing unit while maintaining the consistency of the order processing state at the time of failure occurrence. In addition, the design and implementation of the system including each process becomes easy, and while it is possible to improve the maintainability while reducing the mounting cost, it is possible to greatly improve the freedom and flexibility of the system configuration. .

As mentioned above, although the invention made by the present inventor was concretely explained based on an embodiment, the present invention is not limited to the above-mentioned embodiment, and can be variously changed in the range which does not deviate from the summary. It goes without saying. For example, the above embodiments have been described in detail in order to explain the present invention in an easy-to-understand manner, and are not necessarily limited to those having all the described configurations. Moreover, it is possible to add, delete, and replace other configurations with respect to a part of the configurations of the above-described embodiment.

The present invention is applicable to an order processing system that receives an order instruction from a customer online and processes an order to the exchange.

1 order processing system 2 exchange system 3 orderer terminal 4 manager terminal
10 ... update processing server, 11 u ... uplink update processing unit, 11 d ... downlink update processing unit, 12 ... order information table,
20: Notification processing server 21: Notification processing unit
30 ... DB server, 31 ... order information DB

Claims

An order processing system for processing orders for securities,
One or more first updates for receiving order information from the orderer terminal, which is an information processing terminal used by the orderer, recording the order information in a database, and transmitting the order information to the exchange system A processing unit,
Receive response information from the exchange system, specify the order information recorded in the database based on the response information, update the contents, and send the response information to the orderer terminal 1 One or more second update processing units,
One or more notification processing units that acquire update information about the order information from the database and transmit notification information related to order processing to an information processing terminal used by a predetermined user based on the update information; , An order processing system.
In the order processing system according to claim 1,
The notification processing unit searches the database at predetermined intervals to acquire the update information, and when there is a plurality of update information, one of the notification information is obtained from a plurality of the update information based on a predetermined condition. Create and send an order processing system.
In the order processing system according to claim 1,
An order processing system, wherein a part or all of each of the update processing units operate on an independent server system.
In the order processing system according to claim 1,
The order processing system, wherein the first update processing unit and the second update processing unit operate on the orderer terminal and have a programming interface that can be called from a client application program on the orderer terminal.
In the order processing system according to claim 1,
An order processing system, wherein part or all of the notification processing unit operates on an independent server system.
In the order processing system according to claim 1,
An order processing system, wherein the database is located on a separate server system.