Deep exchange TGW-based cluster offer system

Abstract

The invention relates to a deep exchange TGW-based cluster offer system, which comprises a high-speed transaction bus and an offer service module; the high-speed transaction bus communicates with a transaction engine through a UDP multicast network, receives a transaction order of the transaction engine, sends the transaction order to the offer service module, and sends confirmation and transaction return data to the transaction engine at the same time; the offer service module comprises a bus processing sub-module, a business processing sub-module and a plurality of TCP connections, the bus processing sub-module receives transaction orders and compiles the transaction orders belonging to the same offer group into the same order queue, and the business processing sub-module submits the order queue to a deep exchange TGW through the TCP connections according to a round-robin offer algorithm. Compared with the prior art, the system has the advantages that the utilization rate of the newspaper seats is increased, and the problem of order overstock during entrusted newspaper is effectively solved.

Description

technical field [0001] The invention relates to the field of financial science and technology, in particular to a cluster offer system based on TGW of Shenzhen Stock Exchange. Background technique [0002] The custody mechanism of the Shenzhen Stock Exchange is automatic custody, where you can buy anywhere, sell wherever you buy, and there is no limit to transfer. However, due to the high real-time requirements of transactions, multi-seat transactions lead to complex capital verification and securities verification, freezing and unfreezing algorithms, and a significant drop in transaction performance. A hosted trade gateway (TGW) connects to make offers. Seat resources are an important channel resource for brokers. It is the most common practice for brokers to use the same seat for multiple customers, especially for a large number of retail investors to share one seat. But the direct problem brought by seat sharing is the sharing of traffic. If customers do high-frequency...

AI Technical Summary

Problems solved by technology

[0005] The purpose of the present invention is to provide a cluster offer system based on Shenzhen Stock Exchange TGW in order to overcome the above-mentioned defects in the prior art, to meet the demand for flow rate during high-frequency trading, and to effectively solve the problem of uneven distribution of flow rate among multiple customers over time. The problem of resource waste ensures high-availability and low-latency extremely fast quotation

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