FPGA-based exchange market information processing method and system

An information processing method and a technology of an information processing system, which are applied to the processing method and system field of exchange market information, and can solve problems such as low delay and high throughput that are difficult to balance

Inactive Publication Date: 2018-07-10
上海金融期货信息技术有限公司
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AI Technical Summary

Problems solved by technology

[0004] The traditional CPU-based software computing technology is difficult to meet the computing requirements of low latency and high throughput; in order to promote the development of the futures market and serve futures investors better and more equitably, the exchange urgently needs to use hardware acceleration to target market information s solution

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  • FPGA-based exchange market information processing method and system
  • FPGA-based exchange market information processing method and system
  • FPGA-based exchange market information processing method and system

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Embodiment Construction

[0035] After reading the detailed description of the embodiments of the present disclosure in conjunction with the following drawings, the above-mentioned features and advantages of the present invention can be better understood. In the drawings, components are not necessarily drawn to scale, and components with similar related characteristics or features may have the same or similar reference signs.

[0036] An embodiment of an exchange market information processing system based on FPGA

[0037] figure 1 An embodiment of the FPGA-based exchange market information processing system of the present invention is shown. See figure 1 The system of this embodiment mainly includes: a host CPU1, multiple interfaces, and an FPGA board 2. The host CPU2 controls the FPGA board 2 through the interface (PCIE3.0 interface), and is responsible for board startup, monitoring, and termination functions.

[0038] FPGA board 2 directly receives the XTP matching result data stream from the 10G network...

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Abstract

The invention discloses an FPGA-based exchange market information processing method and system. The trading system market information processing capacity is enhanced, the system delay performance is enhanced, the system coupling degree is reduced, and the characteristics of market calculation real-time performance, low delay and high throughput can be met. The technical scheme is that the FPGA-based ethernet protocol stack oriented multilevel leap analysis packaging is adopted so that the processing delay of the host-based storage forwarding network protocol stack is reduced; the problems of field alignment and protocol domain matching are solved by using the state machine disassemble data packet so as to facilitate subsequent module pipelined processing; parallel processing of different hardware modules is used on the market information processing course by using the data packet distribution method so as to accelerate generation of the market information; the software and hardware design division method with the FPGA acting as the principle and the CPU acting as the auxiliary and the on-chip high speed cache allocation are adopted to alleviate the conflict between the FPGA performance and the resource; and the market is pushed by using the multicast mode so that the unfair access problem caused by polling and the user identity authentication problem caused by broadcasting canbe solved.

Description

Technical field [0001] The invention relates to a method and system for processing exchange market information, in particular to a method and system for processing real-time, efficient, and high-throughput market information for futures exchanges in the financial futures field. Background technique [0002] Market information refers to different levels of real-time transaction information released by the exchange in accordance with relevant regulations and market needs, including contract name, contract month, latest price, change, trading volume, open interest, bid price, bid price, and application Transaction information such as buying volume, selling volume, settlement price, opening price, closing price, highest price, and settlement price before lowest price. [0003] The calculation of market information has the following characteristics: first, high real-time requirements, real-time transaction information of different levels of each contract is calculated in the shortest ti...

Claims

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Application Information

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Patent Type & Authority Applications(China)
IPC IPC(8): G06Q40/04H04L29/06
CPCG06Q40/04H04L69/18
Inventor 章庆史光伟鲁继东高剑郑永康
Owner 上海金融期货信息技术有限公司
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