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A foreign exchange quotation processing system and method

A technology for processing systems and quotations, applied in the field of data processing, which can solve problems such as cost increase, loss of market makers and members

Active Publication Date: 2018-06-26
ERAYT INC
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  • Summary
  • Abstract
  • Description
  • Claims
  • Application Information

AI Technical Summary

Problems solved by technology

[0005] In view of this, the present application provides a foreign exchange quote processing system and method to overcome the cost increase caused by the continuous increase in investment in hardware equipment due to the large amount of quote data to be processed in the prior art and the abandonment of data that is too late to be processed to market makers and The problem of losses caused by members

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  • A foreign exchange quotation processing system and method
  • A foreign exchange quotation processing system and method
  • A foreign exchange quotation processing system and method

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Experimental program
Comparison scheme
Effect test

Embodiment 1

[0034] Embodiment 1 of the present application provides a foreign exchange quotation processing system, such as figure 1 as shown, figure 1 It is a schematic structural diagram of a foreign exchange quote processing system provided in Embodiment 1 of the present application. The system includes: at least one price processor 1, wherein each price processor 1 includes:

[0035] At least one pair of data processing queues 101, each pair of data processing queues 101 includes a first queue 1011 for writing data to be processed and a second queue 1012 for reading data to be processed.

[0036] Specifically, in this application, the number of data processing queues can be set according to actual needs and actual production capacity, and there is no limitation here, and can be one or more. Each data processing queue includes a write queue and a read queue. When the read queue is reading, the write queue can write. The two do not interfere with each other, realizing the overall "loc...

Embodiment 2

[0047] On the basis of Embodiment 1, Embodiment 2 of the present application provides another foreign exchange quotation processing system, such as figure 2 as shown, figure 2 It is a schematic structural diagram of a foreign exchange quote processing system provided in Embodiment 2 of the present application. The system includes: a data source module 201 , a processor control module 202 and at least one quotation processor 203 .

[0048] The data source module 201 is used to send the data to be processed to the first queue in the quotation processor 203 . Wherein, the data source module 201 sends data to the first queue through a polling sending mechanism.

[0049] The processor control module 202 is configured to increase or decrease the number of price processors 203 connected to the system according to the quantity of data sent by the data source module 201 .

[0050] When the processor control module detects that the amount of data to be processed sent by the data so...

Embodiment 3

[0065] Embodiment 3 of the present application provides a foreign exchange price processing method, which is applied to the foreign exchange price processing system described in Embodiment 1. The system includes at least one price processor, wherein each price processor includes: at least one data The processing queue, the monitoring module corresponding to the data processing queue one by one, the dynamic exchange engine module, and the data processing module.

[0066] Such as Figure 4 as shown, Figure 4 It is a flow chart of a foreign exchange quotation processing method provided in Embodiment 3 of the present application. The method includes:

[0067] S401: Use the first queue to write data to be processed, and use the second queue to read data to be processed.

[0068] Wherein, the first queue and the second queue together form a data processing queue.

[0069] S402: Process the read data to be processed.

[0070] The data to be processed read by the second queue is...

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PUM

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Abstract

The invention discloses a foreign exchange quotation processing system and a method. The system comprises at least one quotation processor. Each quotation processor comprises at least one pair of data processing queues, a monitoring module, a dynamic exchange engine module and a data processing module, wherein the pair of data processing queues comprises a first queue used for writing in data to be processed and a second queue used for reading the data to be processed; the monitoring module and the dynamic exchange engine module are simultaneously connected to all the data processing queues; when the monitoring module detects that a surplus of the data to be processed of the second queue is zero, the dynamic exchange engine module makes the first queue and the second queue carry out switching; the data processing module processes the data to be processed read by the second queue. In the system, through using a reading and writing separating mode, a ''lock-free'' state that a writing-in operation and a reading operation are performed simultaneously is realized and data integrity is guaranteed. Under the condition that a client does not need to improve hardware equipment, software performance is greatly increased and a data processing rate is greatly improved.

Description

technical field [0001] The present application relates to the technical field of data processing, in particular to a foreign exchange quote processing system and method. Background technique [0002] The foreign exchange trading system is a foreign exchange trading platform that integrates various market maker channels in order to solve the inconvenience caused by foreign exchange traders trading separately from different terminals. It usually has a series of performances such as the diversity of quotation sources, real-time quotation, and accuracy. The problem is the flaw of financial trading software. [0003] In the prior art, because there are many sources of quotes, the number of transactions or transactions that the system can process per second TPS is an important index to measure the processing capacity of the system. The program has to deal with the price of 3000TPS to 5000TPS per second, and there are also transactions of 1000TPS. However, in order to ensure the i...

Claims

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Application Information

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Patent Type & Authority Patents(China)
IPC IPC(8): G06F17/00
Inventor 周奕魏耀武杨从毅赵高攀郭哲永章显疆
Owner ERAYT INC