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A system and method for real-time broadcasting of market data with state consistency

A technology of broadcasting system and market data, which is applied in the direction of digital transmission system, transmission system, data exchange network, etc. It can solve the problems of low delay, market congestion, and the server cannot serve external services, etc., to achieve low response delay and improve rapid response capabilities, high throughput effects

Active Publication Date: 2017-06-06
SHANGHAI STOCK EXCHANGE
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  • Summary
  • Abstract
  • Description
  • Claims
  • Application Information

AI Technical Summary

Problems solved by technology

[0009] The purpose of the present invention is to solve the technical problem that when the market scale gradually increases, the server encounters a single-point network bottleneck, which leads to market congestion with high stability requirements, making the server unable to serve external services, and realizes the real-time data broadcasting system when processing requests. It can not only withstand high concurrent visits, but also respond with low latency, and ensure that the data published by the broadcast data on the client has state consistency, complete and continuous data, and no out-of-order state

Method used

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  • A system and method for real-time broadcasting of market data with state consistency
  • A system and method for real-time broadcasting of market data with state consistency
  • A system and method for real-time broadcasting of market data with state consistency

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Embodiment 1

[0071] Such as figure 1 as shown, figure 1 It is the deployment environment of the real-time broadcast system in the present invention. The broadcast system is deployed on the main machine and the standby machine at the same time. In an environment with particularly high reliability requirements, it can even be deployed on one main machine and multiple standby machines. In the figure, the log area in the working page memory of the main machine stores all the original data of business processing. These data are generated on the standby machine by the synchronization mechanism. in it. The broadcast data on the main and standby machines is managed by the state machine, and the broadcast data generated on the standby machine is controlled by it and not released to the outside world. For the broadcast module, it is responsible for real-time scanning of the market data in the memory data area of ​​the working page, and establishing indexes. Data flow sequencing. The state machine...

Embodiment 2

[0073] figure 2 It is each functional module of the real-time broadcasting system proposed by the present invention, and Indexer (data indexing module) is the source of broadcasting data publishing, and it regularly processes the new data that work page memory produces, and these data are classified into different data streams, and Sequential numbering, in the process of processing, if it encounters data that needs to be pushed, it will also inform the data push module of the index of the data in the form of inter-process communication, so as to join its task queue. In order to avoid inter-process communication from blocking the working process, inter-process communication adopts the method of task queue and asynchronous notification. The data push module processes messages from Indexer (data index module) in a non-blocking manner and puts them into the task queue for subsequent processing. The original data push task will not be interrupted by processing the messages of Inde...

Embodiment 3

[0077] image 3 It is the main workflow of the Indexer module (data index module) in the present invention. Indexer (data index module) is driven by a timer, and Indexer (data index module) processes data in units of business processing transactions, thereby ensuring self-data processing Transactional, each processing cycle mainly includes the following steps:

[0078] (1) Indexer (data index module) reads the progress of the previous processing cycle from the state machine, such as which transaction the current data stream has processed;

[0079] (2) scan the memory data area of ​​the working page to read the data of the next business processing transaction;

[0080] (3) Classify the read data into the corresponding broadcast stream according to the message type, assign a number to each new data, and maintain an index relationship from the number to the data itself in the shared memory index area;

[0081] (4) If the processed record is not a push message, skip to step 6), ...

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Abstract

The invention relates to the field of real-time network data broadcasting, and in particular relates to a real-time market data broadcasting system and a real-time market data broadcasting method with state consistency. The real-time market data broadcasting system is simultaneously arranged a host computer or a backup computer or arranged on a host computer and a plurality of backup computers; all original service processing data are stored in a log area in a working page memory of the host computer; a broadcasting module is used for scanning market data of the data area of the working page memory in real time, used for establishing indexes and used for ordering data streams; according to the situation that whether a present server is the host computer or a backup computer and whether the computer is in the recovery state or the active state, and the like, a state computer is used for tracking service state and used for controlling whether the broadcasting data can be issued to the market, so that the broadcasting module can efficiently process memory data. Compared with the prior art, the system has the advantages that rapid positioned data and a cache structure of the state can be established at a server, low response time delay is ensured while handling capacity is ensured, single-point network bottleneck is avoided, and the market stability is improved.

Description

[0001] [technical field] [0002] The present invention relates to the field of real-time broadcasting of network data, in particular to the balancing technology between high concurrent access and low-delay response and the related technology of data publishing state consistency, and in particular to a market data real-time broadcasting system and method with state consistency. [0003] [Background technique] [0004] When processing requests, the real-time data broadcasting system must not only be able to withstand high concurrent visits, but also be able to respond with low latency. The data objects released by the broadcasting system include public messages and private messages. Public messages are released to the entire market, private messages The message will only be sent to a few related clients. Therefore, when a piece of broadcast data is generated, the objects it needs to be sent include the public messages required by all market clients and the private messages of the...

Claims

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Application Information

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Patent Type & Authority Patents(China)
IPC IPC(8): H04L29/08H04L12/24
Inventor 黄成武剑锋王泊蒋卫何希圣黄寅飞白硕
Owner SHANGHAI STOCK EXCHANGE
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