Extensible traffic control data interaction method and system

Abstract

The invention relates to the field of real time data interaction and control during data transmission of a computer system and specifically relates to an extensible traffic control data interaction method and a system. The method includes that a data base / a data base file (dbf) is used as a real time information interaction interface between a stock exchange and a market participant, the market participant submits order data to a data base interface, and the stock exchange submits response data and executive report data to the data base interface. The method is characterized in that an offer machine adaptively controls the number of requests sent to a main exchange machine in a unit time, and by means of data control, data peak impact preventing and a data base interaction method of the interface data base, huge data pressure is prevented from being brought to a server in a short time. Compared with data interaction methods in prior art, the data interaction method has the advantages of being capable of achieving unification of traffic control, data peak preventing and the extensible data base interaction method so that traffic speeds are increased, data peaks are prevented from overwhelming procedures, real-time data monitoring and checking are achieved, and the method has good characteristics of being high in performances, extensible and low in coupling.

Description

[technical field] [0001] The invention relates to the field of real-time data interaction and control of computer system data transmission, in particular to a real-time data interaction method and system using a database as an interface, specifically a scalable data interaction method and system with flow control. [Background technique] [0002] With the electronic development of the securities market and the innovation of securities business, the real-time data interaction between stock exchanges and securities market participants has become increasingly close and frequent, and the amount of interactive data has also increased. According to statistics, Shanghai securities market single The number of real-time entrusted declarations per day is as high as more than 20 million; in terms of business innovation, securities innovation businesses such as margin financing and securities lending, refinancing, cross-market ETF, cross-border ETF, and exchange-traded currency funds have...

AI Technical Summary

Problems solved by technology

The private message protocol also faces scalability problems, and the FIX protocol can effectively achieve business scalability. FIX is the most popular financial information exchange protocol in the international securities industry, but there are inherent problems in FIX technology, including complex session mechanisms and coupling between interactive parties. High degree, and the application of FIX in China is still in its infancy. There is a big difference between the message protocol interaction mechanism required by FIX and the traditional database interface interaction mechanism. The interface has changed from a tangible and landing carrier to an invisible network message. Interaction, the technical system requirements for all participants in the entire securities market have been greatly improved, making it difficult to promote in the short term

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