Foreign exchange squaring method, device, electronic device and medium

Abstract

The present disclosure provides a foreign exchange flat-rate method, which can be applied to the financial field or other fields. The foreign exchange flat-rate method includes: a financial market transaction order system sends a subscription request to a distributed message service platform, the subscription request includes a market information subscription request; the distributed message service platform forwards the market information subscription request to a financial market transaction management system; the financial market transaction management system obtains market information based on the market information subscription request, and sends the market information to the distributed message service platform; the distributed message service platform broadcasts the market information to the financial market transaction order system; and when the market information meets the preset flat-rate condition, the financial market transaction order system performs an automatic flat-rate operation. The present disclosure also provides a foreign exchange flat-rate device, equipment, storage medium and program product.

Description

Technical Field

[0001] The present disclosure relates to the financial field, specifically to the foreign exchange field, and more specifically to a foreign exchange flat-rate method, device, equipment, medium and program product. Background Art

[0002] Currently, traders manage foreign exchange exposure information through the financial market management platform, which requires manual judgment on whether to close the position and manual foreign exchange closing in the financial market trading order system.

[0003] In the process of realizing the concept of the present disclosure, the inventors found that currently, the transaction decisions related to foreign exchange flat-rate trading require manual judgment by business personnel, resulting in a low degree of automation when conducting foreign exchange flat-rate trading. Summary of the invention

[0004] In view of the above problems, the present disclosure provides a foreign exchange flat-rate method, apparatus, device, medium and program product.

[0005] According to a first aspect of the present disclosure, a foreign exchange flattening method is provided, which is applied to a foreign exchange flattening system, wherein the foreign exchange flattening system comprises: a financial market transaction order system; a distributed message service platform; and a financial market transaction management system, wherein the financial market transaction order system and the financial market transaction management system are connected via the distributed message service platform, and the method comprises: the financial market transaction order system sends a subscription request to the distributed message service platform, wherein the subscription request comprises a market information subscription request; the distributed message service platform forwards the market information subscription request to the financial market transaction management system; the financial market transaction management system obtains market information based on the market information subscription request, and sends the market information to the distributed message service platform; the distributed message service platform broadcasts the market information to the financial market transaction order system; and when the market information meets a preset flattening condition, the financial market transaction order system performs an automatic flattening operation.

[0006] According to an embodiment of the present disclosure, the subscription request also includes a volatility subscription request, and the method further includes: the distributed message service platform broadcasts the volatility to the financial market transaction order placement system based on the volatility subscription request.

[0007] According to an embodiment of the present disclosure, before the distributed message service platform broadcasts the volatility to the financial market transaction order system, it also includes: the financial market transaction order system sends a foreign exchange market subscription request; the distributed message service platform receives foreign exchange market information, and broadcasts the foreign exchange market information to the financial market transaction order system, wherein the foreign exchange market information includes the maximum and minimum values ​​of the buying price and the selling price; the financial market transaction order system linearly combines the maximum and minimum values ​​to obtain the volatility; and the financial market transaction order system sends the volatility to the distributed message service platform.

[0008] According to an embodiment of the present disclosure, the step of the financial market transaction order placement system sending a subscription request to the distributed message service platform includes: when the volatility does not exceed a preset volatility threshold, the financial market transaction order placement system sends a subscription request to the distributed message service platform.

[0009] According to an embodiment of the present disclosure, the method also includes: when the volatility does not exceed a preset volatility threshold, determining a volatility scenario based on the volatility; and based on the volatility scenario, adjusting the frequency at which the financial market transaction order system sends subscription requests to the distributed message service platform; the step of the financial market transaction order system sending a subscription request to the distributed message service platform includes: based on the frequency, the financial market transaction order system sends a subscription request to the distributed message service platform.

[0010] According to an embodiment of the present disclosure, the market information includes exposure volume, and the preset flat-market conditions include: the exposure volume is greater than or equal to the bucket long trigger threshold multiplied by the current volatility coefficient; or the exposure volume is less than or equal to the bucket short trigger threshold multiplied by the current volatility coefficient.

[0011] According to an embodiment of the present disclosure, the market information also includes a profit and loss amount, and the method further includes: when the profit and loss amount exceeds a preset profit and loss threshold, the financial market transaction order placement system stops executing the automatic closing operation.

[0012] According to an embodiment of the present disclosure, when the market information meets the preset flat-market conditions, the step of the financial market transaction order placement system performing an automatic flat-market operation includes: when the market information meets the preset flat-market conditions, the financial market transaction order placement system generates a flat-market instruction; the financial market transaction order placement system performs an execution risk check on the flat-market instruction; when the execution risk check result is passed, exposure pre-occupancy is performed in the financial transaction management system; when the result of the exposure pre-occupancy processing is successful, a price deviation check is performed on the flat-market instruction; when the price deviation check result is passed, the financial market transaction order placement system performs an order placement operation; and when the order placement operation is successful, the exposure pre-occupation is converted to actual occupation in the financial transaction management system.

[0013] According to an embodiment of the present disclosure, the method further includes: when a result of the execution risk check is a failure or a result of the exposure pre-occupancy processing is a failure, releasing a pre-control indicator.

[0014] According to an embodiment of the present disclosure, the distributed message service platform utilizes message middleware to connect the financial market transaction management system and the financial market transaction order placement system.

[0015] A second aspect of the present disclosure provides a foreign exchange flattening device, which is applied to a foreign exchange flattening system, wherein the foreign exchange flattening system includes: a financial market transaction order system; a distributed message service platform; and a financial market transaction management system, wherein the financial market transaction order system and the financial market transaction management system are connected through the distributed message service platform, and include: a first sending module, used to control the financial market transaction order system to send a subscription request to the distributed message service platform, wherein the subscription request includes a market information subscription request; a forwarding module, used to control the distributed message service platform to forward the market information subscription request to the financial market transaction management system; a second sending module, used to control the financial market transaction management system to obtain market information based on the subscription request and send the market information to the distributed message service platform; a broadcasting module, used to control the distributed message service platform to broadcast the market information to the financial market transaction order system; and an automatic flattening module, used to control the financial market transaction order system to perform an automatic flattening operation when the market information meets a preset flattening condition.

[0016] A third aspect of the present disclosure provides an electronic device, comprising: one or more processors; and a memory for storing one or more programs, wherein when the one or more programs are executed by the one or more processors, the one or more processors execute the above method.

[0017] The fourth aspect of the present disclosure also provides a computer-readable storage medium having executable instructions stored thereon, which, when executed by a processor, causes the processor to execute the above method.

[0018] The fifth aspect of the present disclosure also provides a computer program product, including a computer program, which implements the above method when executed by a processor.

[0019] One or more of the above-mentioned embodiments have the following advantages or beneficial effects: The foreign exchange flat-rate method of the disclosed embodiment utilizes a distributed message service platform to connect a financial market transaction order placement system and a financial market transaction management system. When market information meets preset flat-rate conditions, the financial market transaction order placement system performs automatic flat-rate operations, which greatly reduces the mechanical and repetitive work of front-line business personnel, improves the degree of automation of foreign exchange flat-rate transactions, and solves the problems of low degree of automation, high error rate, and large amount of repetitive work caused by the current need for manual judgment in foreign exchange transactions. BRIEF DESCRIPTION OF THE DRAWINGS

[0020] The above contents and other objects, features and advantages of the present disclosure will become more apparent through the following description of the embodiments of the present disclosure with reference to the accompanying drawings, in which:

[0021] Figure 1 A schematic diagram showing an application scenario of a foreign exchange flat-rate method, apparatus, device, medium, and program product according to an embodiment of the present disclosure;

[0022] Figure 2 The flowchart of the foreign exchange flat-rate method according to the embodiment of the present disclosure is schematically shown;

[0023] Figure 3 The flowchart of volatility monitoring according to an embodiment of the present disclosure is schematically shown;

[0024] Figure 4 The flowchart of generating a flat disk instruction according to an embodiment of the present disclosure is schematically shown;

[0025] Figure 5 The flowchart of executing the automatic plate flattening instruction according to the embodiment of the present disclosure is schematically shown;

[0026] Figure 6 A schematic diagram of a structure of a foreign exchange flat-rate device according to an embodiment of the present disclosure is shown; and

[0027] Figure 7 A block diagram of an electronic device suitable for implementing a foreign exchange flat-rate method according to an embodiment of the present disclosure is schematically shown. DETAILED DESCRIPTION

[0028] Hereinafter, embodiments of the present disclosure will be described with reference to the accompanying drawings. However, it should be understood that these descriptions are exemplary only and are not intended to limit the scope of the present disclosure. In the following detailed description, for ease of explanation, many specific details are set forth to provide a comprehensive understanding of the embodiments of the present disclosure. However, it is apparent that one or more embodiments may also be implemented without these specific details. In addition, in the following description, descriptions of known structures and technologies are omitted to avoid unnecessary confusion of the concepts of the present disclosure.

[0029] The terms used herein are only for describing specific embodiments and are not intended to limit the present disclosure. The terms "comprise", "include", etc. used herein indicate the existence of the features, steps, operations and / or components, but do not exclude the existence or addition of one or more other features, steps, operations or components.

[0030] All terms (including technical and scientific terms) used herein have the meanings commonly understood by those skilled in the art, unless otherwise defined. It should be noted that the terms used herein should be interpreted as having a meaning consistent with the context of this specification, and should not be interpreted in an idealized or overly rigid manner.

[0031] When using expressions such as "at least one of A, B, and C, etc.", they should generally be interpreted according to the meaning of the expression commonly understood by those skilled in the art (for example, "a system having at least one of A, B, and C" should include but is not limited to a system having A alone, B alone, C alone, A and B, A and C, B and C, and / or A, B, C, etc.).

[0032] Foreign exchange exposure: the imbalance of foreign exchange receipts and payments, the difference formed when the long position and short position of a certain currency of a bank are inconsistent in a certain period of time, which may bring risks due to exchange rate fluctuations. Among them, when opening a position in futures trading, the position held after buying a futures contract is called a long position, or long for short; the position held after selling a futures contract is called a short position, or short for short.

[0033] Foreign exchange flat-selling: Eliminate foreign exchange exposure by selling foreign exchange settlement positions or buying foreign exchange positions through the foreign exchange trading market, thereby avoiding risks that may be caused by exchange rate fluctuations.

[0034] Volatility is the degree of fluctuation in the price of financial assets, a measure of the uncertainty of asset returns, and is used to reflect the risk level of financial assets. The higher the volatility, the more drastic the fluctuations in financial asset prices and the greater the uncertainty of asset returns; the lower the volatility, the smoother the fluctuations in financial asset prices and the greater the certainty of asset returns.

[0035] Message middleware is a supporting software system based on queue and message passing technology, which provides synchronous or asynchronous, reliable message transmission for application systems in a network environment. It can use efficient and reliable message passing mechanisms for platform-independent data exchange, and integrate distributed systems based on data communication. By providing message passing and message queuing models, it can expand inter-process communication in a distributed environment. Common message middleware includes Kafka, which is a high-throughput distributed publish-subscribe messaging system that can handle all action flow data in consumer-scale websites.

[0036] Currently, traders manage foreign exchange exposure information through the financial market management platform, and need to manually determine whether to close the position and manually close the foreign exchange position in the financial market transaction order system. The linkage between the financial market management platform and the financial market transaction order system is poor, and transaction decisions require manual judgment by business operators, resulting in low efficiency, high error rate, and low automation and intelligence when closing foreign exchange positions.

[0037] An embodiment of the present disclosure provides a foreign exchange flat-rate method, which is applied to a foreign exchange flat-rate system, wherein the foreign exchange flat-rate system includes: a financial market transaction order system; a distributed message service platform; and a financial market transaction management system, wherein the financial market transaction order system and the financial market transaction management system are connected via the distributed message service platform, and the method includes: the financial market transaction order system sends a subscription request to the distributed message service platform, wherein the subscription request includes a market information subscription request; the distributed message service platform forwards the market information subscription request to the financial market transaction management system; the financial market transaction management system obtains market information based on the market information subscription request, and sends the market information to the distributed message service platform; the distributed message service platform broadcasts the market information to the financial market transaction order system; and when the market information meets a preset flat-rate condition, the financial market transaction order system performs an automatic flat-rate operation.

[0038] It should be noted that the foreign exchange squaring method and device disclosed in the present invention can be used for foreign exchange squaring in the financial field, and can also be used for automatic trading in any field other than the financial field. The application field of the foreign exchange squaring method and device disclosed in the present invention is not limited.

[0039] Figure 1 The application scenario diagram of the foreign exchange flat-rate method, apparatus, device, medium and program product according to the embodiments of the present disclosure is schematically shown.

[0040] like Figure 1As shown, the application scenario 100 according to this embodiment may include terminal devices 101, 102, 103, a network 104 and a server 105. The network 104 is used to provide a medium for a communication link between the terminal devices 101, 102, 103 and the server 105. The network 104 may include various connection types, such as wired, wireless communication links or optical fiber cables, etc.

[0041] Users can use terminal devices 101, 102, 103 to interact with server 105 through network 104 to receive or send messages, etc. Various communication client applications can be installed on terminal devices 101, 102, 103, such as shopping applications, web browser applications, search applications, instant messaging tools, email clients, social platform software, etc. (only examples).

[0042] The terminal devices 101 , 102 , and 103 may be various electronic devices having a display screen and supporting web browsing, including but not limited to smart phones, tablet computers, laptop computers, and desktop computers.

[0043] The server 105 may be a server that provides various services, such as a background management server (only an example) that provides support for websites browsed by users using the terminal devices 101, 102, and 103. The background management server may analyze and process the received data such as user requests, and feed back the processing results (such as web pages, information, or data obtained or generated according to user requests) to the terminal device.

[0044] It should be noted that the foreign exchange flat-rate method provided in the embodiment of the present disclosure can generally be executed by the server 105. Accordingly, the foreign exchange flat-rate device provided in the embodiment of the present disclosure can generally be set in the server 105. The foreign exchange flat-rate method provided in the embodiment of the present disclosure can also be executed by a server or server cluster that is different from the server 105 and can communicate with the terminal devices 101, 102, 103 and / or the server 105. Accordingly, the foreign exchange flat-rate device provided in the embodiment of the present disclosure can also be set in a server or server cluster that is different from the server 105 and can communicate with the terminal devices 101, 102, 103 and / or the server 105.

[0045] It should be understood that Figure 1 The number of terminal devices, networks and servers in the embodiment is only for illustration. Any number of terminal devices, networks and servers may be provided according to implementation requirements.

[0046] The following will be based on Figure 1 The scene described by Figure 2 to Figure 5 The foreign exchange flat-rate method of the disclosed embodiment is described in detail.

[0047] The foreign exchange flat-rate method of the disclosed embodiment is applied to a foreign exchange flat-rate system, which includes: a financial market transaction order placement system; a distributed message service platform; and a financial market transaction management system, wherein the financial market transaction order placement system and the financial market transaction management system are connected via the distributed message service platform.

[0048] According to an embodiment of the present disclosure, the distributed message service platform uses message middleware to connect the financial market transaction management system and the financial market transaction order placement system to achieve automatic flattening. Exemplarily, the message middleware may use KAFKA technology.

[0049] Figure 2 The flowchart of the foreign exchange flat-rate method according to the embodiment of the present disclosure is schematically shown.

[0050] like Figure 2 As shown, the foreign exchange flat-rate method of this embodiment includes operations S210 to S250.

[0051] In operation S210, the financial market transaction order placement system sends a subscription request to the distributed message service platform, where the subscription request includes a market information subscription request.

[0052] In operation S220, the distributed message service platform forwards the market information subscription request to a financial market transaction management system.

[0053] In operation S230, the financial market transaction management system obtains market information based on the market information subscription request, and sends the market information to the distributed message service platform.

[0054] In operation S240, the distributed messaging service platform broadcasts the market information to the financial market transaction order placement system.

[0055] In operation S250, when the market information meets the preset closing conditions, the financial market transaction order placement system performs an automatic closing operation.

[0056] According to an embodiment of the present disclosure, the subscription request also includes a volatility subscription request, and the method also includes: the distributed message service platform broadcasts the volatility to the financial market transaction order placement system based on the volatility subscription request, thereby realizing automatic calculation of market volatility.

[0057] According to an embodiment of the present disclosure, before the step of broadcasting the volatility to the financial market transaction order system, the distributed message service platform also includes: the financial market transaction order system sends a foreign exchange market subscription request; the distributed message service platform receives foreign exchange market information and broadcasts the foreign exchange market information to the financial market transaction order system, wherein the foreign exchange market information includes the maximum and minimum values ​​of the buying price and the selling price; the financial market transaction order system linearly combines the maximum and minimum values ​​to obtain the volatility; and the financial market transaction order system sends the calculated volatility to the distributed message service platform. It should be noted that the distributed message service platform, as an information transfer station, can receive volatility data, and when the financial market transaction order system needs to use it, it will broadcast the data to the financial market transaction order system to facilitate the flow of information and improve efficiency.

[0058] Figure 3 The flowchart of volatility monitoring according to an embodiment of the present disclosure is schematically shown.

[0059] like Figure 3 As shown, the main steps of volatility monitoring are as follows:

[0060] (1) 1- Quote subscription, mainly the financial market transaction order system sends a foreign exchange quotation subscription request to the distributed messaging service platform, and the distributed messaging service platform forwards the foreign exchange quotation subscription request to the bank platform, such as Swiss Bank, to initiate the foreign exchange quotation subscription.

[0061] (2) 2-Subscription processing and 3-Quotes broadcasting mainly involve the bank platform sending the market foreign exchange quotes to a distributed messaging service platform, such as KAFKA, after receiving a foreign exchange quotes subscription request.

[0062] (3) 4- Quotes reception means that the financial market trading order placing system receives the foreign exchange quotes broadcast by the distributed message service platform and stores them asynchronously and persistently for later inspection.

[0063] (4)5- Volatility calculation, mainly the financial market trading order system calculates the market volatility based on market conditions.

[0064] Among them, market volatility involves two indicator data:

[0065] Mm = the difference between the maximum and minimum values ​​of (Ask+Bid) in the most recent t time; and

[0066] Sp = the latest Ask-Bid, where Ask represents the selling price and Bid represents the buying price.

[0067] The volatility Vol is a linear combination of the above two variables, that is: Vol = C1*Mm+C2*Sp, where C1 and C2 are two constants that do not distinguish between currency pairs and are set by the system based on actual conditions.

[0068] (5)6-Adjust the volatility scenario, mainly based on the market volatility calculated above, to switch the volatility scenario. The volatility scenario is obtained by comparing the volatility and the threshold of the volatility scenario. There are three types of volatility scenarios, namely normal, mild and intense. Different volatility scenarios have different parameter settings, such as different subscription request sending frequencies, different closing frequencies, different risk thresholds, etc. It should be noted that in order to reduce the risk of automatic closing operations of the system, the volatility scenario switch can only be adjusted from small to large, not from large to small, and can only be adjusted from large to small manually.

[0069] According to an embodiment of the present disclosure, the step of the financial market transaction order placing system sending a subscription request to the distributed message service platform includes: when the volatility does not exceed the preset volatility threshold, the volatility is compared with the threshold of the volatility scenario to obtain the current volatility scenario, and then the financial market transaction order placing system sends a subscription request to the distributed message service platform according to the parameter setting of the current volatility scenario. Among them, when the volatility exceeds the preset volatility threshold, it means that the current market fluctuations are too severe and it is not suitable for flat-plate operation. At this time, the financial market transaction order placing system will no longer send a subscription request to the distributed message service platform, and the entire automatic flat-plate system will be suspended. After the volatility is restored or the automatic flat-plate function is restarted by manual operation, the trading risk during the market fluctuations will be reduced.

[0070] According to an embodiment of the present disclosure, the method further includes: when the volatility does not exceed a preset volatility threshold, determining a volatility scenario based on the volatility; and based on the volatility scenario, adjusting the frequency at which the financial market transaction order placement system sends subscription requests to the distributed message service platform; the step of the financial market transaction order placement system sending subscription requests to the distributed message service platform includes: based on the frequency, the financial market transaction order placement system sends a subscription request to the distributed message service platform. For different volatility scenarios, different frequencies for sending subscription requests are determined, so that the flat frequency can be adaptively adjusted according to market conditions, the adaptability to the financial market can be improved, the market volatility scenario switching can be realized, and the generation of automatic flat order instructions for foreign exchange can be assisted in decision-making.

[0071] According to an embodiment of the present disclosure, the market information includes exposure volume, and the preset closing conditions include: the exposure volume is greater than or equal to the bucket long trigger threshold multiplied by the current volatility coefficient; or the exposure volume is less than or equal to the bucket short trigger threshold multiplied by the current volatility coefficient. It should be noted that the bucket long trigger threshold and the bucket short trigger threshold can be set according to actual conditions, and the embodiments of the present disclosure do not limit this. In addition, the closing conditions can also be adjusted according to actual conditions to adapt to market conditions. It realizes automatic reception of foreign exchange exposure change information from the financial market management platform, and automatic closing is performed according to the foreign exchange closing related parameters preset by the trader, thereby improving efficiency.

[0072] According to an embodiment of the present disclosure, the market information also includes a profit and loss amount, and the method further includes: when the profit and loss amount exceeds a preset profit and loss threshold, the financial market transaction order placement system stops executing the automatic liquidation operation. The preset profit and loss threshold can be adjusted according to actual conditions to better adapt to the market and its own conditions and reduce the risk of automatic liquidation.

[0073] According to an embodiment of the present disclosure, when the market information meets the preset flat-plate condition, the step of the financial market transaction order placement system performing an automatic flat-plate operation includes: when the market information meets the preset flat-plate condition, the financial market transaction order placement system generates a flat-plate instruction; the financial market transaction order placement system performs an execution risk check on the flat-plate instruction; when the execution risk check result is passed, exposure pre-occupancy is performed in the financial transaction management system; when the result of the exposure pre-occupancy processing is successful, the flat-plate instruction is checked for price deviation; when the price deviation check result is passed, the financial market transaction order placement system performs an order placement operation; and when the order placement operation is successful, the exposure pre-occupancy is converted to actual occupation in the financial transaction management system. Among them, the execution risk check includes the prior control of indicators such as the cumulative number of transactions of the trader on the day, the cumulative number of transactions of the counterparty on the day, the trader's single transaction limit, the price deviation, and the credit limit before the automatic flat-plate order of foreign exchange is placed, so as to prevent "black swan" events to the greatest extent.

[0074] According to an embodiment of the present disclosure, the method further includes: when a result of the execution risk check is a failure or a result of the exposure pre-occupancy processing is a failure, releasing a pre-control indicator.

[0075] Figure 4 The flowchart of generating a flat disk instruction according to an embodiment of the present disclosure is schematically shown.

[0076] like Figure 4 As shown, the main steps of generating a flat disk instruction are as follows:

[0077] (1) 1- Enable automatic liquidation means that the trader enables automatic liquidation for the selected currency through the client terminal.

[0078] (2)2- Market volatility acquisition means that the financial market transaction order system will send a subscription request for market volatility and other information to the distributed messaging service platform.

[0079] (3) 3-Message processing means that the distributed message service platform will forward the request information to the financial market transaction management system and receive the exposure, profit and loss and other information sent by the financial market transaction management system.

[0080] (4)4-Exposure and profit and loss update means that the financial market transaction management system sends exposure and profit and loss information to the distributed messaging service platform.

[0081] (5) 5-Message broadcasting refers to the distributed message service platform broadcasting exposure and profit and loss information to the financial market trading order placement system.

[0082] (6) 6- Market volatility acquisition, 7- Exposure information, 8- Profit and loss information refers to the financial market transaction order placement system receiving market volatility, exposure information, and profit and loss information.

[0083] (7)9-Strategy analysis logic is as follows: when the exposure of the selected currency is greater than or equal to the bucket long trigger threshold multiplied by the current volatility coefficient, or when the exposure is less than or equal to the bucket short trigger threshold multiplied by the current volatility coefficient, a closing order is generated; in addition, after a closing order is generated, if the volatility exceeds the preset volatility threshold or the profit and loss exceeds the preset profit and loss threshold, the automatic closing operation will be automatically suspended and the closing task will be taken over manually to reduce the risk of automatic closing.

[0084] Figure 5 The flowchart of executing the automatic plate flattening instruction according to the embodiment of the present disclosure is schematically shown.

[0085] like Figure 5 As shown, the main steps to execute the automatic flat disk instruction are as follows:

[0086] (1) 1-Trading instruction refers to the order service of the financial market trading order system receiving the order instruction of the trading decision service.

[0087] (2) 2-Executing risk control checks refers to performing pre-control checks, continuous triggering control checks, and unit time triggering frequency control checks before placing an order. Pre-control indicators include the cumulative number of transactions of the trader on the day, the cumulative number of transactions of the counterparty on the day, the trader's single transaction limit, price deviation, credit limit, etc. For example, if the cumulative number of transactions per day needs to be limited to no more than 100, the cumulative number of transactions on the day needs to be checked during the pre-control check. If it is detected that the cumulative number of transactions on the day does not exceed 100, subsequent processing will be carried out; if it is detected that the cumulative number of transactions on the day exceeds 100, the test fails and no subsequent operations will be carried out. Pre-control indicators will be pre-occupied during the risk control check, such as the number of transactions per transaction. If the result of the pre-control check, the continuous triggering control check, or the unit time triggering frequency control check is not passed, the pre-control indicator will be released.

[0088] (3) 3-Exposure pre-occupancy, 4-Exposure pre-occupancy processing, 5-Exposure pre-occupancy result judgment refers to the financial market transaction order system calling the exposure pre-occupancy service of the financial market transaction management system to pre-occupy foreign exchange exposure. Among them, the exposure pre-occupancy service exchanges information through the remote procedure call interface RPC interface. For example, if the transaction volume required is 1 million, then an exposure pre-occupancy of 1 million is required in the financial market transaction management system. If the subsequent transaction is successful, the exposure pre-occupancy is converted to actual exposure; if the subsequent transaction fails, the pre-occupied exposure is released.

[0089] (4)6-Release of pre-control indicators means that if the pre-control check fails before placing a transaction order, the order will fail and the pre-control indicators will be released at the same time.

[0090] (5) 7-Execution price deviation check and 8-Placing an order to the market means that after passing the risk control check and exposure pre-occupation, the current actual order price will be checked for deviation. If it passes, an order will be placed to the market.

[0091] (6) 9-Exposure Release, 10-Exposure Release Response, and 11-Release of Pre-control Indicators refer to the release of exposure and pre-control indicators by calling the financial market transaction management system service after a market order fails.

[0092] (7)13-Transaction number refers to the number of transaction details sent to the financial market transaction management system after the transaction is completed.

[0093] (8) 14- Exposure pre-occupation to actual exposure, 15- Transaction bookkeeping, and 16- Transaction settlement refer to the financial market transaction management system receiving the transaction details to convert the exposure into actual exposure and send the transaction details to the global financial market back-end operation system for transaction settlement.

[0094] According to the embodiments of the present disclosure, the foreign exchange flat-rate method also supports two modes: fully automatic and semi-automatic. The fully automatic mode means that the order is placed completely automatically by the system without human intervention, and the semi-automatic mode means that after the system automatically generates an order instruction, it prompts the business to perform manual confirmation to finally decide whether to place an order to the outside, so as to further reduce risks.

[0095] The foreign exchange flat-selling method of the disclosed embodiment uses a distributed message service platform to connect the financial market transaction order system and the financial market transaction management system. When the market information meets the preset flat-selling conditions, the financial market transaction order system performs automatic flat-selling operations, which greatly reduces the mechanical repetitive work of front-end business personnel and improves the automation of foreign exchange flat-selling transactions. In addition, the method can monitor abnormal scenarios such as abnormal triggering of foreign exchange automatic flat-selling, abnormal market fluctuations, abnormal manual prediction, and abnormal automatic flat-selling channels, so that the system automatically stops the foreign exchange automatic flat-selling strategy in various abnormal scenarios and reminds traders to manually take over the foreign exchange flat-selling work, so as to realize manual flat-selling processing in abnormal situations to further reduce risks.

[0096] Based on the above foreign exchange squaring method, the present disclosure also provides a foreign exchange squaring device. Figure 6 The device is described in detail.

[0097] Figure 6 The structural block diagram of the foreign exchange flat-rate device according to the embodiment of the present disclosure is schematically shown.

[0098] like Figure 6 As shown, the foreign exchange flat-rate device 600 of this embodiment includes a first sending module 610 , a forwarding module 620 , a second sending module 630 , a broadcasting module 640 and an automatic flat-rate module 650 .

[0099] The first sending module 610 is used to control the financial market transaction order placing system to send a subscription request to the distributed message service platform, wherein the subscription request includes a market information subscription request. In one embodiment, the first sending module 610 can be used to perform the operation S210 described above, which will not be repeated here.

[0100] The forwarding module 620 is used to control the distributed message service platform to forward the market information subscription request to the financial market transaction management system. In one embodiment, the forwarding module 620 can be used to perform the operation S220 described above, which will not be described in detail here.

[0101] The second sending module 630 is used to control the financial market transaction management system to obtain market information based on the subscription request and send the market information to the distributed message service platform. In one embodiment, the second sending module 630 can be used to perform the operation S230 described above, which will not be repeated here.

[0102] The broadcast module 640 is used to control the distributed message service platform to broadcast the market information to the financial market transaction order placing system. In one embodiment, the broadcast module 640 can be used to perform the operation S240 described above, which will not be described in detail here.

[0103] The automatic flattening module 650 is used to control the financial market trading order placing system to perform an automatic flattening operation when the market information meets the preset flattening condition. In one embodiment, the automatic flattening module 650 can be used to perform the operation S250 described above, which will not be described in detail here.

[0104] According to an embodiment of the present disclosure, when the market information meets the preset flattening conditions, the step of the automatic flattening module 650 controlling the financial market transaction order placement system to perform an automatic flattening operation includes: when the market information meets the preset flattening conditions, the financial market transaction order placement system generates a flattening instruction; the financial market transaction order placement system performs an execution risk check on the flattening instruction; when the execution risk check result is passed, exposure pre-occupancy is performed in the financial transaction management system; when the result of the exposure pre-occupancy processing is successful, a price deviation check is performed on the flattening instruction; when the price deviation check result is passed, the financial market transaction order placement system performs an order placement operation; and when the order placement operation is successful, the exposure pre-occupation is converted to actual occupation in the financial transaction management system.

[0105] According to an embodiment of the present disclosure, any multiple modules among the first sending module 610, the forwarding module 620, the second sending module 630, the broadcasting module 640 and the automatic plate-flattening module 650 can be combined into one module for implementation, or any one of the modules can be split into multiple modules. Alternatively, at least part of the functions of one or more of these modules can be combined with at least part of the functions of other modules and implemented in one module. According to an embodiment of the present disclosure, at least one of the first sending module 610, the forwarding module 620, the second sending module 630, the broadcasting module 640 and the automatic plate-flattening module 650 can be at least partially implemented as a hardware circuit, such as a field programmable gate array (FPGA), a programmable logic array (PLA), a system on a chip, a system on a substrate, a system on a package, an application specific integrated circuit (ASIC), or can be implemented by hardware or firmware such as any other reasonable way of integrating or packaging the circuit, or implemented in any one of the three implementation methods of software, hardware and firmware or in a proper combination of any of them. Alternatively, at least one of the first sending module 610, the forwarding module 620, the second sending module 630, the broadcasting module 640 and the automatic plate-flattening module 650 may be at least partially implemented as a computer program module, which may perform corresponding functions when executed.

[0106] Figure 7 A block diagram of an electronic device suitable for implementing a foreign exchange flat-rate method according to an embodiment of the present disclosure is schematically shown.

[0107] like Figure 7 As shown, the electronic device 700 according to an embodiment of the present disclosure includes a processor 701, which can perform various appropriate actions and processes according to a program stored in a read-only memory (ROM) 702 or a program loaded from a storage part 708 into a random access memory (RAM) 703. The processor 701 may include, for example, a general-purpose microprocessor (e.g., a CPU), an instruction set processor and / or a related chipset and / or a special-purpose microprocessor (e.g., an application-specific integrated circuit (ASIC)), etc. The processor 701 may also include an onboard memory for caching purposes. The processor 701 may include a single processing unit or multiple processing units for performing different actions of the method flow according to an embodiment of the present disclosure.

[0108] In RAM 703, various programs and data required for the operation of electronic device 700 are stored. Processor 701, ROM 702 and RAM 703 are connected to each other via bus 704. Processor 701 performs various operations of the method flow according to the embodiment of the present disclosure by executing the program in ROM 702 and / or RAM 703. It should be noted that the program can also be stored in one or more memories other than ROM 702 and RAM 703. Processor 701 can also perform various operations of the method flow according to the embodiment of the present disclosure by executing the program stored in the one or more memories.

[0109] According to an embodiment of the present disclosure, the electronic device 700 may further include an input / output (I / O) interface 705, which is also connected to the bus 704. The electronic device 700 may further include one or more of the following components connected to the I / O interface 705: an input portion 706 including a keyboard, a mouse, etc.; an output portion 707 including a cathode ray tube (CRT), a liquid crystal display (LCD), etc., and a speaker, etc.; a storage portion 708 including a hard disk, etc.; and a communication portion 709 including a network interface card such as a LAN card, a modem, etc. The communication portion 709 performs communication processing via a network such as the Internet. A drive 710 is also connected to the I / O interface 705 as needed. A removable medium 711, such as a magnetic disk, an optical disk, a magneto-optical disk, a semiconductor memory, etc., is installed on the drive 710 as needed, so that a computer program read therefrom is installed into the storage portion 708 as needed.

[0110] The present disclosure also provides a computer-readable storage medium, which may be included in the device / apparatus / system described in the above embodiments; or may exist independently without being assembled into the device / apparatus / system. The above computer-readable storage medium carries one or more programs, and when the above one or more programs are executed, the method according to the embodiment of the present disclosure is implemented.

[0111] According to an embodiment of the present disclosure, a computer-readable storage medium may be a non-volatile computer-readable storage medium, for example, may include but is not limited to: a portable computer disk, a hard disk, a random access memory (RAM), a read-only memory (ROM), an erasable programmable read-only memory (EPROM or flash memory), a portable compact disk read-only memory (CD-ROM), an optical storage device, a magnetic storage device, or any suitable combination of the above. In the present disclosure, a computer-readable storage medium may be any tangible medium containing or storing a program, which may be used by or in combination with an instruction execution system, an apparatus or a device. For example, according to an embodiment of the present disclosure, a computer-readable storage medium may include the ROM702 and / or RAM703 described above and / or one or more memories other than ROM702 and RAM703.

[0112] The embodiment of the present disclosure also includes a computer program product, which includes a computer program, and the computer program contains program code for executing the method shown in the flowchart. When the computer program product is run in a computer system, the program code is used to enable the computer system to implement the method of the embodiment of the present disclosure.

[0113] The above functions defined in the system / device of the embodiment of the present disclosure are performed when the computer program is executed by the processor 701. According to the embodiment of the present disclosure, the system, device, module, unit, etc. described above can be implemented by a computer program module.

[0114] In one embodiment, the computer program may rely on tangible storage media such as optical storage devices, magnetic storage devices, etc. In another embodiment, the computer program may also be transmitted and distributed in the form of signals on a network medium, and downloaded and installed through the communication part 709, and / or installed from the removable medium 711. The program code contained in the computer program may be transmitted using any appropriate network medium, including but not limited to: wireless, wired, etc., or any suitable combination of the above.

[0115] In such an embodiment, the computer program can be downloaded and installed from the network through the communication part 709, and / or installed from the removable medium 711. When the computer program is executed by the processor 701, the above functions defined in the system of the embodiment of the present disclosure are performed. According to the embodiment of the present disclosure, the system, device, means, module, unit, etc. described above can be implemented by a computer program module.

[0116] According to an embodiment of the present disclosure, the program code for executing the computer program provided by the embodiment of the present disclosure can be written in any combination of one or more programming languages. Specifically, these computing programs can be implemented using high-level process and / or object-oriented programming languages, and / or assembly / machine languages. Programming languages ​​include, but are not limited to, Java, C++, python, "C" language or similar programming languages. The program code can be executed entirely on the user computing device, partially on the user device, partially on the remote computing device, or entirely on the remote computing device or server. In the case of a remote computing device, the remote computing device can be connected to the user computing device through any type of network, including a local area network (LAN) or a wide area network (WAN), or can be connected to an external computing device (for example, using an Internet service provider to connect through the Internet).

[0117] The flow charts and block diagrams in the accompanying drawings illustrate the possible architecture, functions and operations of the systems, methods and computer program products according to various embodiments of the present disclosure. In this regard, each box in the flow chart or block diagram can represent a module, a program segment, or a part of a code, and the above-mentioned module, program segment, or a part of a code contains one or more executable instructions for realizing the specified logical function. It should also be noted that in some alternative implementations, the functions marked in the box can also occur in a different order from the order marked in the accompanying drawings. For example, two boxes represented in succession can actually be executed substantially in parallel, and they can sometimes be executed in the opposite order, depending on the functions involved. It should also be noted that each box in the block diagram or flow chart, and the combination of the boxes in the block diagram or flow chart can be implemented with a dedicated hardware-based system that performs a specified function or operation, or can be implemented with a combination of dedicated hardware and computer instructions.

[0118] It will be appreciated by those skilled in the art that the features described in the various embodiments and / or claims of the present disclosure may be combined and / or combined in a variety of ways, even if such combinations and / or combinations are not explicitly described in the present disclosure. In particular, the features described in the various embodiments and / or claims of the present disclosure may be combined and / or combined in a variety of ways without departing from the spirit and teachings of the present disclosure. All of these combinations and / or combinations fall within the scope of the present disclosure.

[0119] The embodiments of the present disclosure are described above. However, these embodiments are only for illustrative purposes and are not intended to limit the scope of the present disclosure. Although the embodiments are described above separately, this does not mean that the measures in the various embodiments cannot be used in combination to advantage. The scope of the present disclosure is defined by the attached claims and their equivalents. Without departing from the scope of the present disclosure, those skilled in the art may make a variety of substitutions and modifications, which should all fall within the scope of the present disclosure.

Claims

1. A foreign exchange flat-rate method, applied to a foreign exchange flat-rate system, the foreign exchange flat-rate system comprising: Financial market trading order placement system; Distributed messaging service platform; and a financial market transaction management system, wherein the financial market transaction order placement system and the financial market transaction management system are connected via the distributed message service platform, wherein the method comprises: The financial market transaction order placing system sends a subscription request to the distributed message service platform, wherein the subscription request includes a market information subscription request; The distributed message service platform forwards the market information subscription request to the financial market transaction management system; The financial market transaction management system obtains market information based on the market information subscription request, and sends the market information to the distributed message service platform; The distributed message service platform broadcasts the market information to the financial market transaction order placement system; and When the market information meets the preset closing conditions, the financial market transaction order placement system performs an automatic closing operation.

2. The method according to claim 1, characterized in that The subscription request further includes a volatility subscription request, and the method further includes: The distributed message service platform broadcasts the volatility to the financial market transaction order placement system based on the volatility subscription request.

3. The method according to claim 2, characterized in that Before the step of broadcasting the volatility to the financial market transaction order placing system, the distributed message service platform further includes: The financial market transaction order placing system sends a foreign exchange quotation subscription request; The distributed message service platform receives foreign exchange market information and broadcasts the foreign exchange market information to the financial market transaction order placement system, wherein the foreign exchange market information includes the maximum and minimum values ​​of the buying price and the selling price; The financial market transaction order placing system linearly combines the maximum value and the minimum value to obtain volatility; and The financial market transaction order placing system sends the volatility to the distributed message service platform.

4. The method according to claim 3, characterized in that The step of the financial market transaction order placing system sending a subscription request to the distributed message service platform includes: When the volatility does not exceed a preset volatility threshold, the financial market transaction order placement system sends a subscription request to the distributed message service platform.

5. The method according to claim 4, characterized in that The method further comprises: When the volatility does not exceed a preset volatility threshold, determining a volatility scenario based on the volatility; and Based on the fluctuation scenario, adjusting the frequency at which the financial market transaction order placement system sends subscription requests to the distributed messaging service platform; The step of the financial market transaction order placement system sending a subscription request to the distributed message service platform includes: based on the frequency, the financial market transaction order placement system sends a subscription request to the distributed message service platform.

6. The method according to claim 3, characterized in that The market information includes the exposure amount, and the preset closing conditions include: The exposure is greater than or equal to the bucket long trigger threshold multiplied by the current volatility factor; or The exposure amount is less than or equal to the bucket short trigger threshold multiplied by the current volatility coefficient.

7. The method according to claim 6, characterized in that The market information also includes profit and loss amount, and the method further includes: When the profit or loss amount exceeds a preset profit or loss threshold, the financial market transaction order placement system stops executing the automatic closing operation.

8. The method according to claim 1, characterized in that When the market information meets the preset closing conditions, the steps of the financial market transaction order placing system performing automatic closing operations include: When the market information meets the preset closing conditions, the financial market transaction order placement system generates a closing instruction; The financial market transaction order placing system performs an execution risk check on the flat order; When the execution risk check result is passed, exposure pre-occupancy is performed in the financial transaction management system; When the result of the exposure pre-occupancy processing is successful, a price deviation check is performed on the closing order; When the price deviation check result is passed, the financial market transaction order placement system executes an order placement operation; and When the order placement operation is successful, the exposure pre-occupancy is converted into actual occupation in the financial transaction management system.

9. The method according to claim 8, characterized in that The method further comprises: When the result of the execution risk check is failure or the result of the exposure pre-occupancy processing is failure, the pre-control indicator is released.

10. The method according to claim 1, characterized in that The distributed message service platform utilizes message middleware to connect the financial market transaction management system and the financial market transaction order placement system.

11. A foreign exchange flat-rate device, applied to a foreign exchange flat-rate system, the foreign exchange flat-rate system comprising: Financial market trading order placement system; Distributed messaging service platform; and a financial market transaction management system, wherein the financial market transaction order placing system and the financial market transaction management system are connected via the distributed message service platform, and characterized by comprising: A first sending module, used to control the financial market transaction order placing system to send a subscription request to the distributed message service platform, wherein the subscription request includes a market information subscription request; A forwarding module, used to control the distributed message service platform to forward the market information subscription request to the financial market transaction management system; A second sending module, used to control the financial market transaction management system to obtain market information based on the subscription request, and send the market information to the distributed message service platform; a broadcast module, used to control the distributed message service platform to broadcast the market information to the financial market transaction order placement system; and The automatic closing module is used to control the financial market transaction order placement system to perform an automatic closing operation when the market information meets the preset closing conditions.

12. An electronic device comprising: one or more processors; a storage device for storing one or more programs, When the one or more programs are executed by the one or more processors, the one or more processors execute the method according to any one of claims 1 to 10.

13. A computer-readable storage medium having executable instructions stored thereon, which, when executed by a processor, causes the processor to execute the method according to any one of claims 1 to 10.

14. A computer program product, comprising a computer program, wherein when the computer program is executed by a processor, the method according to any one of claims 1 to 10 is implemented.

Images