A non-invasive security futures trading ex ante risk control gateway system

Abstract

The invention discloses a non-invasive security futures trading ex ante risk control gateway system, which is reasonable in design and simple in structure, avoids cross-regional network delay, provides high-precision cross-market risk control index calculation, and solves the problem of difficult interface docking of a counter system of a securities dealer. The technical scheme is as follows: thesub-center risk control framework avoids the cross-regional network delay and satisfies the deployment of the nearest trading market and the pursuit of trading speed of the securities dealer system. The real-time synchronization between the sub-centers enables the wind control system to provide high-precision cross-market wind control index calculation on the basis of accurate single-center wind control center calculation, including comprehensive index wind control of Shanghai and Shenzhen Stock Exchange and intertemporal unified wind control. The non-invasive air-control butt joint method solves the butt joint problem caused by the closed interface of the counter system of the securities dealer and provides the prerequisite for the calculation of various air-control indexes. The existingsecurities dealer system is seamlessly connected with the air control system, and the securities dealer can freely adjust the business among the multiple counter systems according to the operation needs.

Description

technical field [0001] The invention relates to a gateway system, in particular to a gateway system for ex-ante risk control applied to securities and futures transactions. Background technique [0002] With the rapid development of the securities market and the continuous improvement of the operating level of securities companies, the trading counter systems in the securities industry are showing a trend of extreme speed, diversification, and individualization. Purchasing different trading counter systems according to business characteristics has become the self-operated business of many securities companies. Selection of business and asset management business teams. However, the parallelization of multiple trading counter systems has led to the dispersion of transaction data in different systems. The risk control module of the original system cannot obtain data from heterogeneous trading systems, and cannot perform cross-system pre-existing risk control checks, resulting i...

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Problems solved by technology

[0005] The purpose of the present invention is to solve the above problems. It provides a non-intrusive security and futures trading pre-risk control gateway system, which is reasonable in design and simple in structure, avoids cross-regional network delays, and satisfies the need for brokerage systems to deploy in the nearest trading market and facilitate transactions. The ultimate pursuit of speed, on the basis of providing accurate single-center risk control center calculations, can provide high-precision cross-market risk control index calculations, and can effectively solve the problem of docking difficulties caused by the closed interface of brokerage counter systems. Existing brokerage systems can seamlessly Connected to this risk control system, the subsequent newly developed counter system does not need to be specially modified for docking with this system, so that brokerages can freely adjust business among multiple counter systems according to operational needs

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