[0060]The technical solutions in the embodiments of the present invention will be clearly and completely described below with reference to the accompanying drawings in the embodiments of the present invention. Obviously, the described embodiments are only a part of the embodiments of the present invention, but not all of the embodiments. Based on the embodiments of the present invention, all other embodiments obtained by those of ordinary skill in the art without creative efforts shall fall within the protection scope of the present invention.
[0061] The present application provides a method for accessing real-time market conditions, involving the financial field, such as figure 1 As shown, the access method includes the following steps:
[0062] Step S101, receiving real-time market data from multiple data sources, and classifying the market data according to business types.
[0063] Specifically, taking the Flink framework as an example, the Flink DataSource operator is used to receive real-time market data from heterogeneous data sources. Among them, the heterogeneous data sources include but are not limited to the open source stream processing platform Kafka, the database management system Mysql, the network communication connection port Socket, and various texts. You can receive streaming market data in real time from Kafka, query and receive market data in batches from Mysql, receive market data in real time from Socket, and receive batch market data line by line from various texts. The format of market data received from heterogeneous data sources is Json string format.
[0064] At the same time, because the characteristics of market data of different business types are different, this step classifies the received real-time market data. The classified market mainly includes foreign exchange market, precious metal market, position market and exposure information, etc., which is convenient for follow-up. Each piece of market data is converted into a corresponding standard data structure according to different business types, and specific data conversion steps will be described in subsequent embodiments.
[0065] Step S102, extracting key field information of the market data in the corresponding class according to the market feature of each business type.
[0066] Since the characteristics of the market data of different business types are different, the key fields that can identify the business characteristics of the market data also vary according to the business types. In this step, the key field information of the corresponding type is respectively extracted from the market data of each type of business, wherein the key field corresponding to each type of business is preset.
[0067] For example, taking the foreign exchange market as an example, the fields contained in the data structure of the foreign exchange market can be found in Table 1:
[0068] Table 1: Data structure of foreign exchange market
[0069]
[0070]
[0071] According to the characteristics of the foreign exchange market, the fields of currency pair, source channel, source application name, transaction type, market type, transaction period, institution number, and transaction role are used as key fields.
[0072] Therefore, for the received foreign exchange market data, in step S102, the information corresponding to the key fields in the foreign exchange market data can be extracted, that is, the key field information corresponding to the foreign exchange market data.
[0073] Similarly, for the market data of other business types (such as precious metal quotes, position quotes and exposure information), the key fields are also preset. When the market data is received, first determine the business type to which it belongs, and then obtain the key fields corresponding to the business type to which it belongs, and then the corresponding key field information can be extracted from the market data.
[0074] Step S103 , combine the key field information of the market data according to the preset ID generation rule to obtain the ID of the market data, which is subscribed by the market consumer.
[0075] In step S103, a market ID corresponding to the market data is generated according to the key field information of the market data extracted in step S102. Specifically, the foreign exchange market is used as an example to illustrate the combination method. In the example in step S102, the extracted key field information corresponding to the foreign exchange market includes transaction type information, currency pair information, standard term information, source channel information, source application information Name information, market type information, institution number information, transaction role information, and combine the above key field information in a certain order to obtain: currency pair information_source channel information_source application name information_transaction type information_standard term information _Market type information_Transaction role information, which is the market ID corresponding to the foreign exchange market.
[0076] The execution subject of this embodiment is a market quotation provider, and the quotation provider accesses the market information obtained from heterogeneous data sources, and generates a unique corresponding quotation ID for each quotation data, providing a unified quotation for the quotation consumer. Quote subscription platform. Quote consumers can subscribe to market data from heterogeneous data sources from the market provider.
[0077] In one embodiment, as figure 2 As shown, the access method of the real-time market information further includes:
[0078] Step S104, receiving a quotation subscription request from the quotation consumer, where the quotation subscription request includes the quotation ID to be subscribed by the quotation consumer;
[0079] Determine whether the market ID to be subscribed exists;
[0080] If yes, then execute step S105 to send the corresponding market data to the market consumer;
[0081] If not, step S106 is executed to return subscription error information to the market consumer.
[0082] Specifically, the quotation provider receives the quotation subscription request from the quotation consumer including the quotation ID to be subscribed. Wherein, the market ID with subscription is generated by the market consumer according to the market information it needs to acquire and the corresponding ID generation rule, and the ID generation rule is obtained by the market consumer from the market provider.
[0083] The quotation provider determines whether the received quotation ID to be subscribed exists in the ID list stored by itself, where the ID list is a list synthesized by the quotation provider from the quotation IDs of the quotation data accessed by the quotation provider.
[0084] If the quotation provider judges that the quotation ID to be subscribed exists in the ID list, it will send the address information of the quotation data to be subscribed to the quotation consumer, so that the quotation consumer can subscribe the quotation data according to the address information; if the quotation provider judges that the quotation data to be subscribed If the market ID does not exist in the ID list, the subscription error message will be returned to the market consumer.
[0085] In one embodiment, after receiving the market data from the data source in real time, the method further includes:
[0086] Align the EventTime timestamps of the market data.
[0087] Specifically, the time when the market data provider receives the market data may be different from the time when the market data is actually generated. Therefore, according to the time when the market data is actually generated, the EventTime timestamps of the received market data are aligned.
[0088] In one embodiment, after classifying the market data according to the business type, the method further includes:
[0089] Format conversion of various market data according to the preset standard data structure.
[0090] Specifically, the market data received from the heterogeneous data sources is in Json string format, and the heterogeneous stream-batch integrated data sources are combined into unified data through the union operator, that is, the stream market data from the heterogeneous data sources and the batch data The format of the market data is merged into the preset format.
[0091] For market data of different business types, the corresponding preset formats are different. The formulating criteria of the preset format corresponding to each business type are: include all key elements of the business type and be compatible with market data from all sources. Therefore, the union of the fields of all sources of the market data of the business type can be taken as the preset format corresponding to the business type. For example, see Table 1. The fields contained in Table 1 are the preset formats corresponding to the business type of foreign exchange market.
[0092] In one embodiment, as image 3 As shown in the figure, after the ID of the market data is obtained, it also includes cleaning the market data, because the received real-time market data includes stream-batch integrated data, which may contain expired market data.
[0093] Specifically, cleaning strategies include:
[0094] Step S301, performing a time window check on the market data;
[0095] Step S302, when the time difference between the time indicated by the EventTime timestamp of the market data and the current time exceeds a time threshold, the market data is marked as an expired market.
[0096] Through the above steps, the expired quotation can be marked to prompt the quotation consumer who subscribes to the quotation.
[0097] In one embodiment, as image 3 As shown, after obtaining the ID of the market data, the cleaning strategy for the market data also includes:
[0098] Step S303, performing a price inversion check on the market data;
[0099] Step S304, when the buying price in the market data is higher than the selling price, the market data is marked as an abnormal market.
[0100] Through the above steps, abnormal market quotations can be marked to prompt market consumers who subscribe to the quotations.
[0101] The application also provides a method for acquiring real-time market conditions, such as Figure 4 shown, including the following steps:
[0102] Step S401, according to the business type of the market data to be consumed, obtain the ID generation rule of the market data to be consumed from the market provider.
[0103] The execution subject of the method for acquiring real-time market quotations in this embodiment is the quotation consumer. For example, if a market consumer wants to obtain foreign exchange market data, it requests the market information provider to obtain ID generation rules for foreign exchange market information. Among them, the ID generation rule of the foreign exchange market includes key fields of the foreign exchange market and a combination method of each key field.
[0104] Step S402, splicing key field information corresponding to the market data to be consumed according to the ID generation rule to obtain an ID of the market data to be consumed.
[0105] Specifically, following the example in step S401, the market consumer determines the information corresponding to each key field according to the key fields of the foreign exchange market, and combines the information of each key field according to the combination method of each key field to generate the desired Get the quotation ID of the foreign exchange quotation.
[0106] What needs to be explained here is that for the market consumer, the foreign exchange market information to be obtained is unknown, so the market consumer cannot generate the market ID by parsing the foreign exchange market to obtain the key field information like the market provider. Therefore, the key field information used by the quotation consumer to generate the quotation ID of the foreign exchange quotation is generated by the quotation consumer as required.
[0107] The process of generating the quotation ID of the foreign exchange quotation by the quotation consumer is similar to the method of querying information through multiple search boxes. The key fields of the foreign exchange quotation correspond to the fields of multiple search boxes, and the key field information corresponds to the input in the search box. keywords.
[0108] Step S403, sending the ID of the quotation data to be consumed to the quotation provider;
[0109] Step S404: Receive the market quotation data returned by the quotation provider according to the ID of the quotation data to be consumed.
[0110] like Figure 5 As shown, the present application also provides another method for acquiring real-time market conditions, the method comprising:
[0111] Step S501, the quotation consumer sends the ID of the quotation data to be consumed to the quotation provider, wherein the ID of the quotation data is generated by the quotation consumer according to the ID generation rule of the quotation data to be consumed and the key fields corresponding to the quotation data to be consumed. The information is obtained by splicing, and the ID generation rule of the market data to be consumed is obtained by the market consumer from the market provider;
[0112] Step S502, the quotation provider returns the address information corresponding to the quotation data to be consumed according to the ID of the quotation data to be consumed;
[0113] Step S503, the quotation consumer initiates a quotation subscription request to the quotation provider according to the address information, and the quotation subscription request includes the ID of the quotation data to be consumed;
[0114] The quotation provider determines whether the ID of the quotation data to be consumed is included in the quotation list; wherein, the quotation list is generated by the quotation provider according to the key field information of the quotation data received in real time from the data source and the corresponding ID generation rule generate;
[0115] If so, step S504 is executed, and the quotation provider returns the corresponding quotation data;
[0116] If not, step S505 is executed, and the quotation provider returns subscription error information.
[0117] For each step in this embodiment, reference may be made to the descriptions in the foregoing embodiments of the present application, and the similarities may be referred to each other, so they are not repeated here.
[0118] Based on the same inventive concept as the real-time market information access method of the present application, an embodiment of the present application further provides a real-time market information access device, which can be used to implement the real-time market information access method described in the above embodiments, as follows described in the examples above. Since the problem-solving principle of the real-time market access device is similar to the real-time market access method, the implementation of the real-time market access device can refer to the implementation of the real-time market access method, and the repetition will not be repeated. As used below, the term "unit" or "module" may be a combination of software and/or hardware that implements a predetermined function. Although the systems described in the following embodiments are preferably implemented in software, implementations in hardware, or a combination of software and hardware, are also possible and contemplated.
[0119] The application also provides a real-time market access device, such as Image 6 As shown, the access device includes:
[0120] A real-time quotation receiving module 601, configured to receive real-time quotation data from a data source, and classify the quotation data according to the business type;
[0121] The market information extraction module 602 is used for extracting key field information of the market data in the corresponding class according to the market characteristics of each business type;
[0122] The quotation ID generating module 603 is configured to combine the key field information of the quotation data according to the preset ID generation rules to obtain the ID of the quotation data, which is subscribed by the quotation consumer.
[0123] In one embodiment, as Figure 7 As shown, the access device for the real-time market information further includes:
[0124] A quotation subscription request receiving module 604, configured to receive a quotation subscription request from a quotation consumer, where the quotation subscription request includes a quotation ID to be subscribed by the quotation consumer;
[0125] The market data sending module 605 is used to judge whether the market ID to be subscribed exists; if so, send corresponding market data to the market consumer; if not, return subscription error information to the market consumer.
[0126] In one embodiment, as Figure 8 As shown, the access device for the real-time market quotation also includes a quotation data marking module 606, which is used for:
[0127] After obtaining the ID of the market data, perform a time window check on the market data; when the time difference between the time indicated by the EventTime timestamp of the market data and the current time exceeds a time threshold, mark the market data as expired Quotes; and
[0128] performing a price inversion check on the market data;
[0129] When the buying price in the market data is higher than the selling price, the market data is marked as abnormal market.
[0130] Based on the same inventive concept as the method for obtaining real-time market information of the present application, the present application also provides a device for obtaining real-time market information, such as Figure 9 As shown, the obtaining device includes:
[0131] A market ID generation rule acquisition module 901, configured to obtain an ID generation rule for the to-be-consumed market data from the market provider according to the business type of the to-be-consumed market data;
[0132] A market ID generating module 902, configured to splicing key field information corresponding to the market data to be consumed according to the ID generation rule, to obtain an ID of the market data to be consumed;
[0133] The communication module 903 is used for sending the ID of the market data to be consumed to the market provider; and receiving the market data returned by the market provider according to the ID of the market data to be consumed.
[0134] The real-time market quotation access method and access device of the present application adopt multiple methods such as formulating market standards, introducing Flink framework, using native TCP protocol and encoding and decoding, etc., to access multi-dimensional real-time quotations from heterogeneous data sources, The standardized processing of market data and the generation of unique market IDs have achieved unified access to real-time market quotations. The real-time market quotation acquisition method and the acquisition device of the present application are used in conjunction with the real-time quotation access method and the access device of the present application, so as to solve the traditional real-time quotation message consumption (consulting the consumption range or using the message queue) in the process of market quotations well. Consumers cannot easily expand and flexibly subscribe to news, which enables on-demand subscription of market data, reduces the use complexity of market consumers, and improves real-time market transmission performance.
[0135] The present invention also provides an electronic device, see Figure 10 , the electronic device 100 specifically includes:
[0136] A central processing unit (processor) 110 , a memory (memory) 120 , a communication module (Communications) 130 , an input unit 140 , an output unit 150 and a power supply 160 are provided.
[0137] Wherein, the memory 120 , the communication module (Communications) 130 , the input unit 140 , the output unit 150 and the power supply 160 are respectively connected to the central processing unit (processor) 110 . A computer program is stored in the memory 120, and the central processing unit 110 can call the computer program. When the central processing unit 110 executes the computer program, the access method or the real-time market quotation in the above-mentioned embodiment is realized. All steps in the acquisition method of .
[0138] Embodiments of the present application also provide a computer storage medium for storing a computer program, where the computer program can be executed by a processor. When the computer program is executed by the processor, all steps of the method for accessing real-time market information or the method for acquiring real-time market information provided by the present invention are implemented.
[0139] As will be appreciated by one skilled in the art, the embodiments of the present specification may be provided as a method, a system or a computer program product. Accordingly, embodiments of this specification may take the form of an entirely hardware embodiment, an entirely software embodiment, or an embodiment combining software and hardware aspects. Furthermore, embodiments of the present specification may take the form of a computer program product embodied on one or more computer-usable storage media (including, but not limited to, disk storage, CD-ROM, optical storage, etc.) having computer-usable program code embodied therein. Each embodiment in this specification is described in a progressive manner, and the same and similar parts between the various embodiments may be referred to each other, and each embodiment focuses on the differences from other embodiments. In particular, as for the hardware+program embodiment and the system embodiment, since they are basically similar to the method embodiment, the description is relatively simple, and for related parts, please refer to the partial description of the method embodiment. Although the embodiments of the present specification provide method operation steps as described in the embodiments or flow charts, more or less operation steps may be included based on conventional or non-creative means. The sequence of steps enumerated in the embodiments is only one of the execution sequences of many steps, and does not represent the only execution sequence.
[0140] In the description of this specification, description with reference to the terms "one embodiment," "some embodiments," "example," "specific example," or "some examples", etc., mean specific features described in connection with the embodiment or example , structures, materials, or features are included in at least one example or example of embodiments of this specification. In this specification, schematic representations of the above terms are not necessarily directed to the same embodiment or example. Furthermore, those skilled in the art may combine and combine the different embodiments or examples described in this specification, as well as the features of the different embodiments or examples, without conflicting each other. The above descriptions are merely examples of the embodiments of the present specification, and are not intended to limit the embodiments of the present specification. For those skilled in the art, various modifications and variations can be made to the embodiments of the present specification. Any modification, equivalent replacement, improvement, etc. made within the spirit and principle of the embodiments of the present specification shall be included within the scope of the claims of the embodiments of the present specification.
