An option transaction processing method, device, equipment and medium

Abstract

The application relates to the technical field of data processing, in particular to an option transaction processing method and device, equipment and medium, which are used to solve the problem that an existing option transaction management system cannot compatibly process original option reverse transaction. The method does not change the transaction version of the original option, and stores the association relationship between the original option and the reverse transaction of the original option. The method comprises the following steps: receiving a request of a first transaction, the request carrying a transaction operation type of the first transaction and an identifier of a second transaction, the second transaction being an option transaction; determining option influence data corresponding to the first transaction according to the transaction operation type of the first transaction, the option influence data representing the influence of the first transaction on the second transaction; and storing a corresponding relationship among the identifier of the first transaction, the transaction operation type of the first transaction, the identifier of the second transaction and the option influence data corresponding to the first transaction in a transaction derivative information table.

Description

Technical Field

[0001] This disclosure relates to the field of data processing technology, specifically to an options trading processing method, apparatus, equipment, and medium. Background Technology

[0002] The existing options trading management system lacks the functionality to determine the impact of exercising or liquidating foreign exchange options on the original options transaction. In the transaction version management function of the options trading management system, for the same transaction contract, different version numbers are assigned based on the timing and status of the push from the front-end to the back-end. Upon initial transaction access, the back-end system assigns version number 1. Subsequent transactions of version 1 undergo root process, sub-process instance creation, and planned cash flow element assembly. After transaction review and confirmation, the root process triggers sub-processes such as transaction confirmation, clearing and settlement, and accounting registration, initiating subsequent transaction process processing. If the front-end subsequently pushes modifications or cancellations to the transaction, the back-end increments the maximum version number of the already accessed transactions by 1, performs corresponding cash flow data element comparison and inheritance, and freezes sub-processes, among other operations.

[0003] It is evident that the transaction version management function of the options trading management system allows for the modification or cancellation of transaction information by upgrading the transaction version. However, since the option's closing transaction and the option transaction itself are not the same transaction, the transaction version management function of the options trading management system cannot handle them in a compatible manner. Summary of the Invention

[0004] This application provides an option trading processing method, apparatus, device, and medium that can process option trading reversal transactions and determine the impact of the reversal transaction on the original option trading without changing the version of the original option trading.

[0005] In a first aspect, embodiments of this application provide an options trading processing method, the method comprising:

[0006] Receive a request for a first transaction, the request carrying the transaction operation type of the first transaction and the identifier of a second transaction, the second transaction being an options transaction;

[0007] Based on the transaction operation type of the first transaction, determine the option impact data corresponding to the first transaction, and the option impact data characterizes the impact of the first transaction on the second transaction;

[0008] The transaction derivative information table stores the identifier of the first transaction, the transaction operation type of the first transaction, the identifier of the second transaction, and the corresponding relationship of the option impact data of the first transaction.

[0009] The option trading processing method provided in this application embodiment can be executed by an option trading management system. The option trading management system is generally located in a backend system. The backend system can typically be deployed on one or more servers. The first transaction is a offsetting transaction related to the second transaction. A transaction derivative information table is used to store the relationship between the first and second transactions, and to store the option impact data corresponding to the first transaction, facilitating the determination of the trading volume or option premium of the second transaction. This process does not require changing the version number of the second transaction. The option trading method provided in this application embodiment can be added to an existing option trading management system with minimal modifications. Optionally, in this application embodiment, the transaction identifier can include one or more pieces of information, such as contract number, transaction number, transaction record number, version number, etc. A contract number can represent a transaction. The transaction number can represent the number of the transaction generated by the backend system. The transaction record number can represent the modification operation of the transaction by the frontend system. The version number can represent the version number of the recorded transaction modification data.

[0010] As an optional implementation, the transaction operation type of the first transaction can be any one of the following: reverse settlement type, reverse settlement cancellation type.

[0011] In this embodiment, the first transaction can be a reverse settlement transaction of the second transaction, in which case the transaction operation type of the first transaction is a reverse settlement type. Alternatively, the first transaction can be a reverse settlement cancellation transaction of the second transaction, which can be used to cancel the most recent reverse settlement transaction of the second transaction, in which case the transaction operation type of the second transaction is a reverse settlement cancellation type.

[0012] As an optional implementation, determining the option impact data based on the transaction operation type of the first transaction includes: if the transaction operation type of the first transaction is a liquidation type, then the option impact data includes the impact of the first transaction on the transaction volume of the second transaction, and / or the impact of the first transaction on the option premium of the second transaction.

[0013] In this embodiment of the application, the option impact data may include one or more of the impact on the trading volume of the original option transaction and the impact on the option premium of the original option transaction.

[0014] As an optional implementation, determining the option impact data based on the transaction operation type of the first transaction includes: if the transaction operation type of the first transaction is a cancellation cancellation type, then determining the option impact data corresponding to the first transaction based on the option impact data corresponding to the third transaction, wherein the transaction type of the third transaction is an early cancellation type, and the request of the third transaction carries the identifier of the second transaction.

[0015] In this embodiment of the application, the option impact data corresponding to the first transaction can offset the option impact data corresponding to the third transaction.

[0016] As an optional implementation, after storing the identifier of the first transaction, the transaction operation type of the first transaction, the identifier of the second transaction, and the correspondence between the option impact data corresponding to the first transaction in the transaction derivative information table, the method further includes:

[0017] Configure the process status type identifier of the first transaction as a pending identifier.

[0018] In this embodiment of the application, a process status type identifier for the first transaction is configured to facilitate the subsequent acquisition of unprocessed transactions from the transaction derivative information table and the execution of processing operations on the unprocessed transactions, such as splitting the original option premium cash flow or triggering accounting update operations.

[0019] As an optional implementation, the method further includes:

[0020] A preset number of threads are used to process transactions in the transaction derivative information table that are marked as pending. The process status type of the processed transactions is then updated to the processed status in the transaction derivative information table.

[0021] In this embodiment, multiple threads are used to process transactions whose process status type is marked as pending from the transaction derivative information table in parallel, and an example of the process for creating the transaction is provided. This design can improve the system concurrency.

[0022] Secondly, embodiments of this application provide an options trading processing apparatus, the apparatus comprising:

[0023] The transceiver module is used to receive a request for a first transaction, the request carrying the transaction operation type of the first transaction and the identifier of a second transaction, wherein the second transaction is an option transaction;

[0024] The processing module is used to determine the option impact data corresponding to the first transaction based on the transaction operation type of the first transaction, wherein the option impact data represents the impact of the first transaction on the second transaction;

[0025] The storage module is used to store in the transaction derivative information table the identifier of the first transaction, the transaction operation type of the first transaction, the identifier of the second transaction, and the corresponding relationship of the option impact data of the first transaction.

[0026] As an optional implementation, the transaction operation type of the first transaction can be any one of the following: reverse settlement type, reverse settlement cancellation type.

[0027] As an optional implementation, the processing module determines option impact data based on the transaction operation type of the first transaction. Specifically, if the transaction operation type of the first transaction is a liquidation type, the option impact data includes the impact of the first transaction on the transaction volume of the second transaction, and / or the impact of the first transaction on the option premium of the second transaction.

[0028] As an optional implementation, the processing module determines the option impact data based on the transaction operation type of the first transaction. Specifically, if the transaction operation type of the first transaction is a cancellation cancellation type, then the option impact data corresponding to the first transaction is determined based on the option impact data corresponding to the third transaction, wherein the transaction type of the third transaction is an early cancellation type, and the request of the third transaction carries the identifier of the second transaction.

[0029] As an optional implementation, the processing module is further configured to: after storing the identifier of the first transaction, the transaction operation type of the first transaction, the identifier of the second transaction, and the correspondence of the option impact data corresponding to the first transaction in the transaction derivative information table, configure the process status type identifier of the first transaction as a pending processing identifier.

[0030] As an optional implementation, the processing module is further configured to: process transactions with a process status type identifier of "to be processed" in the transaction derivative information table in parallel using a preset number of threads, and update the process status type identifier of the processed transactions to "processed" in the transaction derivative information table.

[0031] Thirdly, this application provides an electronic device, comprising:

[0032] Memory, used to store program instructions;

[0033] A processor is configured to invoke program instructions stored in the memory and execute the steps of the method described in any one of the first aspects according to the obtained program instructions.

[0034] Fourthly, this application provides a computer-readable storage medium storing a computer program, the computer program including program instructions, which, when executed by a computer, cause the computer to perform the method described in any one of the first aspects.

[0035] Fifthly, this application provides a computer program product comprising: computer program code, which, when run on a computer, causes the computer to perform the method described in any one of the first aspects. Attached Figure Description

[0036] To more clearly illustrate the technical solutions in the embodiments of this disclosure, the accompanying drawings used in the description of the embodiments will be briefly introduced below. Obviously, the accompanying drawings described below are only some embodiments of this disclosure. For those skilled in the art, other drawings can be obtained based on these drawings without creative effort.

[0037] Figure 1 This is a schematic diagram illustrating an application scenario according to an exemplary embodiment;

[0038] Figure 2 This is a schematic diagram illustrating the processing procedure of an option transaction in a back-end system 12 according to an exemplary embodiment;

[0039] Figure 3 A flowchart of an options trading processing method provided in this application embodiment;

[0040] Figure 4 A flowchart of an options trading processing method provided in this application embodiment;

[0041] Figure 5 A flowchart of an options trading processing method provided in this application embodiment;

[0042] Figure 6 This is a schematic diagram of the structure of an options trading processing device provided in an embodiment of this application;

[0043] Figure 7 A schematic diagram of an electronic device structure provided in an embodiment of this application;

[0044] Figure 8 This is a schematic diagram of a program product provided in an embodiment of this application. Detailed Implementation

[0045] To make the objectives, technical solutions, and advantages of this application clearer, the technical solutions in the embodiments of this application will be clearly and completely described below with reference to the accompanying drawings. Obviously, the described embodiments are only a part of the embodiments of this application, and not all of them. Based on the embodiments of this application, all other embodiments obtained by those skilled in the art without creative effort are within the scope of protection of this application. Unless otherwise specified, the embodiments and features in the embodiments of this application can be arbitrarily combined with each other. Furthermore, although a logical order is shown in the flowchart, in some cases, the steps shown or described may be performed in a different order than that shown here.

[0046] The terms "first" and "second" in the specification, claims, and accompanying drawings of this application are used to distinguish different objects, not to describe a specific order. Furthermore, the term "comprising" and any variations thereof are intended to cover non-exclusive protection. For example, a process, method, system, product, or device that includes a series of steps or units is not limited to the listed steps or units, but may optionally include steps or units not listed, or may optionally include other steps or units inherent to these processes, methods, products, or devices. The term "multiple" in this application can mean at least two, for example, two, three, or more, and the embodiments of this application do not impose limitations.

[0047] The data collection, dissemination, and use in this application all comply with relevant national laws and regulations.

[0048] Before introducing the option trading processing method provided in the embodiments of this application, for ease of understanding, the technical background of the embodiments of this application will be described in detail below. First, the relevant terms for option trading will be explained:

[0049] Foreign exchange options: These typically refer to the right of both parties to trade a foreign currency against a domestic currency at a predetermined exchange rate on a pre-agreed, non-spot value date. The option buyer acquires the right by paying an option premium. The option seller receives the premium and fulfills the obligation when the buyer chooses to exercise the option (a typical European option).

[0050] Option exercise: refers to the right of the option buyer to exercise the right to conduct a foreign exchange transaction with the option seller using the stated domestic currency on a specified non-immediate value date.

[0051] Option reversal closing: This refers to the sale or purchase of an option at the same price by both parties before or on the expiration date of the agreed-upon option (hereinafter referred to as the original option transaction) due to funding issues or other reasons. It is also known as option reversal or reversal transaction. As can be seen, a reversal transaction is a transaction arising from the original option transaction. In this application, the original option transaction corresponding to the reversal transaction is that the reversal transaction is based on the original option transaction.

[0052] Options derivative transactions: These can refer to spot foreign exchange transactions or options transactions arising from exercising or closing out an original options transaction. Exercising an original options transaction results in a foreign exchange transaction. Closing out an original options transaction early results in a reverse options transaction, also known as a reverse closing transaction.

[0053] Transaction Version: The front-end trading system pushes transaction data to the back-end system. Subsequent modifications to transaction details may occur. Therefore, the front-end trading system typically pushes the latest transaction data to the back-end system. The back-end system, while maintaining the original contract number, records the latest transaction modifications by adding a transaction version number.

[0054] Upon initial transaction integration, the backend system assigns a version number of 1. Subsequent transactions using version 1 will undergo root process and sub-process instance creation, as well as planned cash flow element assembly. After transaction review and confirmation, the root process triggers sub-processes such as transaction confirmation, clearing and settlement, and accounting registration, initiating subsequent transaction process processing. If the frontend subsequently pushes modifications or cancellations to the transaction, the backend increments the maximum version number of the integrated transactions by 1. Subsequent transactions receiving modifications or cancellations from transaction management will then perform corresponding cash flow data element comparisons and inheritance, and freeze sub-processes, among other operations.

[0055] The option reversal transaction pushed by the front-end trading system to the option trading management system is not the same as the original option transaction, and the existing option trading management system's transaction version management cannot handle it.

[0056] To address the aforementioned issues, this disclosure provides an option trading processing method, apparatus, equipment, and medium capable of processing offsetting transactions of the original option trading without requiring changes to the original option trading version.

[0057] First refer to Figure 1 This is a schematic diagram illustrating an application scenario of an embodiment of this disclosure, including a back-end system 12 and at least one front-end trading system 11 (also referred to as an operating platform). The front-end trading system 11 can send trading requests to the back-end system 12. These trading requests can be option trading requests, offsetting trades based on stored (existing) option trading, or cancellation trades regarding offsetting trades of stored (existing) option trading. This application does not impose further limitations on these aspects.

[0058] Upon receiving a transaction request, the backend system 12 can assemble the transaction in the master contract information model (database table). For example, when assembling the master contract information model of a transaction, the backend system 12 can add the transaction identifier and information for multiple fields of the transaction to the master contract information model (database table). The master contract information model (database table) can be pre-configured with multiple fields to record information for each field of each transaction. These fields generally include transaction number, version number, transaction record number, transaction type, etc. The transaction record number of a transaction is generally a number generated by the front-end transaction system for the modification operation of that transaction. The transaction number of a transaction is generally a number generated by the backend system 12 for that transaction. Optionally, the front-end transaction system 11 and the backend system 12 can exchange the transaction numbers and transaction record numbers of each transaction.

[0059] In this embodiment, the identifier of a transaction may include one or more pieces of information, such as a contract number, a transaction number, a transaction record number, a version number, etc. A contract number can represent a transaction. A transaction number can represent the number of the transaction generated by the backend system. A transaction record number can represent the modification operation performed on the transaction by the frontend system. A version number can represent the number of the version that records the modified transaction data.

[0060] Figure 2 An exemplary embodiment illustrates the processing procedure of an option transaction by a back-end system 12. In step 101, the back-end system 12 may receive a request for a first transaction, for example, the back-end system 12 receives a request message for a first transaction. The request message for the first transaction may carry information such as an identifier of an existing option transaction and option operation markers (such as a liquidation marker or an exercise marker).

[0061] In step 102, the backend system 12 can determine whether the first transaction is a settlement or exercise transaction of an existing option transaction. For example, the backend system 12 can determine whether the first transaction is an exercise transaction of an existing option transaction (a stored option transaction) based on whether the request message of the first transaction contains an exercise identifier. The backend system 12 can also determine whether the first transaction is a settlement transaction of an existing option transaction (a stored option transaction) based on whether the request message of the first transaction contains a settlement identifier.

[0062] In step 103, if the backend system 12 determines that the first transaction is a settlement or exercise transaction of a stored option transaction, then the first transaction is determined to be a pending transaction. For example, the backend system 12 can configure the process status type identifier of the first transaction as a pending identifier, which indicates that the first transaction has not completed the corresponding processing operation.

[0063] In this disclosure, an option trading processing method is provided. Based on the same concept, this disclosure also provides an option trading processing apparatus, an electronic device, a computer-readable storage medium, and a computer program product.

[0064] In some embodiments, the following describes an option trading processing method provided by this disclosure through specific examples. This method can be executed by a server, which can be implemented as the backend system 12 in the aforementioned scenario. Figure 3 As shown, it includes:

[0065] Step S201: Receive a request for a first transaction, the request carrying the transaction operation type of the first transaction and the identifier of a second transaction, the second transaction being an option transaction.

[0066] In this disclosure, the request for the first transaction carries the identifier of the second transaction, and the second transaction is an option transaction, which can reflect that the first transaction is a settlement transaction or an exercise transaction of the second transaction. The backend system 12 can query the master contract information model (database table) to find that the second transaction is an option transaction based on the identifier of the second transaction.

[0067] Step S202: Based on the transaction operation type of the first transaction, determine the option impact data corresponding to the first transaction. The option impact data represents the impact of the first transaction on the second transaction.

[0068] If the first transaction's operation type is a closing transaction, it reflects that the first transaction is a closing transaction for the second transaction, and the first transaction will affect the second transaction's trading data. For example, the closing transaction of the second transaction will affect the second transaction's trading volume (the amount of currency traded) and option premium. In this application, the option impact data corresponding to the first transaction represents the impact of the first transaction on the second transaction.

[0069] Step S203: In the transaction derivative information table, store the identifier of the first transaction, the transaction operation type of the first transaction, the identifier of the second transaction, and the corresponding relationship of the option impact data of the first transaction.

[0070] The backend system 12 is configured with a transaction contract derivative information model (database table), which can also be referred to as a transaction derivative information table in this application. The backend system 12 can assemble the first transaction in the transaction contract derivative information model (database table).

[0071] For example, the backend system 12 can store the correspondence between the identifier of the first transaction, the transaction operation type of the first transaction, the identifier of the second transaction, and the option impact data corresponding to the first transaction in the transaction contract derivative information model (database table). Alternatively, the transaction contract derivative information model (database table) can be configured with multiple fields, namely the transaction identifier, the transaction operation type, the original option identifier, and the option impact data generated by the transaction on the original option.

[0072] Unlike the master contract information model (database table), the derivative information model (database table) of the trading contract in this disclosure mainly stores the option impact data generated by derivative transactions of option trading. The master contract information model (database table), on the other hand, mainly stores common information about each transaction, such as transaction number, transaction record number, and version number.

[0073] As can be seen, the derivative information model (database table) of the trading contract records the relationship between the option transaction's closing transaction and the original option transaction. Furthermore, the backend system 12 does not need to update the version of the second transaction.

[0074] In one possible implementation, the transaction operation type of the first transaction is any one of the following: reverse settlement type, reverse settlement cancellation type.

[0075] In some examples, if the transaction type of the first transaction is a liquidation type, the backend system 12 can determine the option impact data corresponding to the first transaction. This option impact data may include the impact of the first transaction on the trading volume of the second transaction. Alternatively, the option impact data may include the impact of the first transaction on the option premium of the second transaction. Or, the option impact data may include both the impact of the first transaction on the trading volume of the second transaction and the impact of the first transaction on the option premium of the second transaction.

[0076] After receiving the request for the first transaction, the backend system 12 assembles the first transaction in the main contract information model (database table). For example, it stores the identifier of the first transaction, the transaction operation type of the first transaction, and configures the original option field of the first transaction as the identifier of the second transaction. That is, it stores the correspondence between the identifier of the first transaction, the transaction operation type of the first transaction, and the identifier of the second transaction, so that the backend system 12 can know the correspondence between the original option transaction and the offset transaction of the option transaction.

[0077] The backend system 12 can store the identifier of the first transaction, the transaction operation type of the first transaction, the identifier of the second transaction, and the corresponding relationship of the option impact data of the first transaction in the transaction contract derivative information model (database table).

[0078] In other examples, if the transaction type of the first transaction is a liquidation cancellation, the backend system 12 can query the most recent liquidation transaction for the second transaction in the transaction contract derivative information model (database table). For example, the third transaction is the most recent liquidation transaction of the second transaction. The backend system 12 can obtain the option impact data of the third transaction in the transaction contract derivative information model (database table).

[0079] The backend system 12 can determine the option impact data of the first transaction based on the option impact data of the third transaction. The first transaction is actually an operation to cancel the third transaction. The option impact data corresponding to the first transaction can offset the option impact data corresponding to the third transaction. For example, if the third transaction is a reversal of the second transaction, the option impact data corresponding to the third transaction indicates that the trading volume of the first currency increases by a first amount. Then the option data corresponding to the first transaction indicates that the trading volume of the first currency decreases by a first amount. As another example, if the third transaction is a reversal of the second transaction, the option impact data corresponding to the third transaction indicates that the option premium of the second transaction decreases by a second amount. Then the option data corresponding to the first transaction indicates that the number of options in the second transaction increases by a second amount.

[0080] In one possible implementation, after step S203, the backend system 12 may configure the process status type identifier of the first transaction in the transaction contract derivative information model (database table) as a pending processing identifier. This allows the backend system 12 to perform processing operations on the first transaction based on the transaction contract derivative information model (database table). For example, creating process instances for each transaction, such as creating a root transaction process and sub-process instances. After the backend system 12 completes its processing operations on the first transaction, it changes the process status type identifier of the first transaction in the transaction contract derivative information model (database table) to a processed identifier.

[0081] The backend system 12 can designate transactions in the transaction contract derivative information model (database table) whose process status type identifier is configured as pending as pending transactions as pending transactions. The backend system 12 can use multiple threads to process multiple pending transactions in parallel. After executing the processing operation of a pending transaction, each thread can change the process status type identifier of that pending transaction in the transaction contract derivative information model (database table) to the processed identifier.

[0082] Optionally, the backend system 12 can assemble the first transaction in a foreign exchange transaction type information model (database table). The foreign exchange transaction type information model (database table) is used to store information about option transactions, as well as information about derivative transactions of option transactions, such as option settlement transactions or option exercise transactions. For example, the foreign exchange transaction type information model (database table) can store the corresponding currency trading volumes for option transactions and their derivative transactions.

[0083] After the backend system 12 executes the processing operation corresponding to the first transaction, it can update the information of the first transaction in the aforementioned master contract information model (database table), foreign exchange transaction type information (database table), and transaction contract derivative information model (database table).

[0084] As can be seen from the above introduction, the derivative information model (database table) of the trading contract can simultaneously record information on existing option transactions and related data on the offsetting transactions of the existing options, without needing to change the version number of the existing option transactions.

[0085] Figure 4 An exemplary embodiment illustrates an options trading processing method, which can be executed by a server, which can serve as the backend system 12 in the aforementioned scenario. The method may include the following steps:

[0086] Step 301: Check if there are any pending transactions in the transaction derivative information table.

[0087] The backend system 12 can receive a request for a first transaction, which carries the transaction operation type of the first transaction and the identifier of a second transaction, where the second transaction is an options transaction. Based on the transaction operation type of the first transaction, option impact data corresponding to the first transaction is determined, and this option impact data represents the impact of the first transaction on the second transaction. In the transaction contract derivative information model (database table), the correspondence between the identifier of the first transaction, the transaction operation type of the first transaction, the identifier of the second transaction, and the option impact data corresponding to the first transaction is stored, and the process status type identifier of the first transaction is configured as a preset first identifier. Optionally, the first identifier can be "00". The first identifier can also be a pending identifier, indicating that the transaction has not been processed.

[0088] In some embodiments, the transaction contract derivative information model (database table) includes the identifier of the first transaction, the identifier of the second transaction, and the option impact data corresponding to the first transaction. Optionally, the transaction contract derivative information may also include the version number of the first transaction and the version number of the second transaction.

[0089] In some application scenarios, the derivative information model (database table) of a trading contract may contain one or more of the following types of data, including but not limited to:

[0090] Multiple entity identifiers, operating platform transaction number, operating platform transaction version number, record number, associated operating platform transaction item number, associated operating platform transaction version number, transaction record number, financial market transaction contract historical operation number, financial market transaction amount, transaction currency code, transaction date, transaction time, record operation type code, differential settlement fixing exchange rate, workflow status type code, and unsettled option premium balance.

[0091] Specifically, the operating platform transaction number is the transaction number of the second transaction corresponding to the first transaction in the master contract information model (database table). The operating platform transaction version number is the version number of the second transaction corresponding to the first transaction in the master contract information model (database table). The associated operating platform transaction item number is the transaction number of the first transaction in the master contract information model (database table). The associated operating platform transaction version number is the version number of the first transaction in the master contract information model (database table). The transaction record number is the transaction record number of the first transaction in the master contract information model (database table). The record operation type code is the transaction operation type of the first transaction. The workflow status type code is the workflow status type of the first transaction.

[0092] As can be seen, the transaction contract derivative information model (database table) stores the correspondence between the first transaction and the second transaction.

[0093] Step S302: If a pending transaction is detected in the transaction derivative information table, for each pending transaction, the processing operation corresponding to the transaction operation type is executed for the pending transaction.

[0094] In one possible design, the transaction operation type can be any of the following: reverse settlement type or reverse settlement cancellation type.

[0095] In practical applications, the impact of a liquidation transaction on the premium of an expiring original option differs from the impact of a liquidation transaction on the premium of a non-expiring original option. Optionally, liquidation types can include early liquidation and expiring liquidation. Liquidation cancellation types can also include early cancellation and expiring cancellation. The option impact data of an early cancellation transaction can offset the option impact data of the most recent early liquidation transaction. Similarly, the option impact data of an expiring cancellation transaction can offset the option impact data of the most recent expiring liquidation transaction.

[0096] In some application scenarios, the backend system 12 and the frontend transaction system 11 each store multiple transaction operation types. Optionally, the multiple transaction operation types may include at least two of the following:

[0097] Options early liquidation type, options early liquidation cancellation type, options expiration liquidation type, options expiration liquidation cancellation type, options exercise type, options exercise cancellation type, external difference exercise type, external difference exercise cancellation type.

[0098] In one possible design, the high-frequency batch module in the background system 12 can execute... Figure 3 The options trading processing method is shown in the figure. The high-frequency batch module can poll the trading contract derivative information model (database table). Optionally, the high-frequency batch module can poll the trading contract derivative information model (database table) once every minute, capturing transactions with the first identifier as pending transactions.

[0099] The high-frequency batch module can open a first preset number of threads for concurrent processing. Each thread can capture a maximum of a second preset number of transactions at a time and determine whether the process status identifier of each transaction (i.e., the transaction) is a first identifier. Tasks with the process status type identifier of the first identifier are identified as pending transactions. In some application scenarios, the first preset number, i.e., the number of threads in the high-frequency batch module, can be flexibly adjusted according to actual business needs and server resources. The second preset number, i.e., the maximum number of tasks captured each time, can also be flexibly adjusted according to actual business needs and server resources. When each thread executes each pending transaction, it can perform actions such as... Figure 5 The processing procedure is shown in the figure.

[0100] Step S401: Determine whether the transaction operation type of the transaction to be processed is one of the preset multiple transaction operation types. If yes, proceed to step S402; otherwise, end.

[0101] Step S402: Based on the preset correspondence between transaction operation types and processing operations, execute the processing operation corresponding to the transaction operation type of the transaction to be processed.

[0102] Step S403: Change the process status type identifier of the pending transaction in the transaction contract derivative information model (database table) to the processed identifier.

[0103] The backend system 12 stores the correspondence between various transaction operation types and their corresponding processing operations. For example, Table 1 below illustrates the correspondence between various transaction operation types and their corresponding processor operations.

[0104] Table 1

[0105]

[0106]

[0107] Understandably, the processing operations corresponding to each transaction type can be configured according to the actual application scenario. When the backend system 12 executes the processing operation corresponding to the target transaction, it can create a root process instance for the target transaction. After the transaction is completed, it will trigger sub-processes such as transaction verification, transaction clearing and settlement, and transaction accounting. The root process creation operation can be executed through the component corresponding to the root process. The creation operation of each sub-process can be executed through the component corresponding to each sub-process. A brief introduction to each operation is provided as an example.

[0108] During the execution of operation 1 in the backend system 12, the cash flow component can be invoked to generate the difference exercise cash flow, which is then linked to the original option transaction. A cash flow modification signal is created to trigger the transaction confirmation, clearing and settlement, and accounting registration sub-processes for processing.

[0109] During the execution of operation 2 in the backend system 12, the cash flow component can be called to cancel the cash flow generated by the exercise of the difference; a cash flow modification signal can be created to trigger the transaction confirmation, clearing and settlement and accounting registration sub-processes to perform the cancellation process.

[0110] During the execution of operation 3 in the backend system 12, the cash flow component can be invoked to split the original option premium cash flow, generate the original option remaining option premium cash flow and the offset option premium cash flow, and invalidate the original option cash flow; the accounting and registration component can be invoked to notify the accounting and registration module to process it. Here, the original option refers to the existing option corresponding to the target transaction.

[0111] During the execution of operation 4 in the backend system 12, the cash flow component can be invoked to restore the original option premium cash flow; the accounting and registration component can be invoked to perform cancellation processing. Here, the original option refers to the existing option corresponding to the target transaction.

[0112] During the execution of operation 5 in the backend system 12, the cash flow component can be invoked to split the original option premium cash flow, generate the original option remaining option premium cash flow and the offset option premium cash flow, and invalidate the original option cash flow; the accounting and registration component can be invoked to notify the accounting and registration module to process it. Here, the original option refers to the existing option corresponding to the target transaction.

[0113] During the execution of operation 6 in the backend system 12, the cash flow component can be called to restore the original option premium cash flow; the accounting registration component can be called to perform accounting registration cancellation processing.

[0114] During the execution of operation 7 in the background system 12, the accounting and registration component can be called to perform accounting and registration processing.

[0115] During the execution of operation 8 in the background system 12, the accounting registration component can be called to perform accounting registration cancellation processing.

[0116] The backend system 12 executes the processing operations corresponding to the pending transactions and updates the information of each field in the transaction contract derivative information table for the target transaction, as well as the information of each field in the unified transaction contract table for the target transaction.

[0117] Specifically, the backend system 12 executes the processing operation corresponding to the pending transaction and updates the information of each field in the transaction contract derivative information model (database table) of the pending transaction. It then configures the process status type identifier of the pending transaction as a second identifier, which indicates that the transaction has been completed. Optionally, if the backend system 12 encounters an anomaly while executing the processing operation corresponding to the pending transaction and is unable to update the information of each field in the transaction contract derivative information model (database table), it configures the process status type identifier of the pending transaction as a third identifier, which indicates that the transaction execution failed.

[0118] Based on the same inventive concept, embodiments of this application provide an options trading processing device, please refer to... Figure 6 The device includes:

[0119] The transceiver module 401 is used to receive a request for a first transaction, the request carrying the transaction operation type of the first transaction and the identifier of a second transaction, wherein the second transaction is an option transaction;

[0120] Processing module 402 is used to determine the option impact data corresponding to the first transaction based on the transaction operation type of the first transaction, wherein the option impact data represents the impact of the first transaction on the second transaction;

[0121] The storage module 403 is used to store in the transaction derivative information table the identifier of the first transaction, the transaction operation type of the first transaction, the identifier of the second transaction, and the correspondence between the option impact data corresponding to the first transaction.

[0122] As an optional implementation, the transaction operation type of the first transaction is any one of the following:

[0123] Anti-flat type, anti-flat cancellation type.

[0124] As an optional implementation, the processing module 402 determines option impact data based on the transaction operation type of the first transaction. Specifically, if the transaction operation type of the first transaction is a counter-trading type, the option impact data includes the impact of the first transaction on the transaction volume of the second transaction, and / or the impact of the first transaction on the option premium of the second transaction.

[0125] As an optional implementation, the processing module 402 determines the option impact data based on the transaction operation type of the first transaction. Specifically, if the transaction operation type of the first transaction is a cancellation cancellation type, then the option impact data corresponding to the first transaction is determined based on the option impact data corresponding to the third transaction, wherein the transaction type of the third transaction is an early cancellation type, and the request of the third transaction carries the identifier of the second transaction.

[0126] As an optional implementation, the processing module 402 is further configured to: after storing the identifier of the first transaction, the transaction operation type of the first transaction, the identifier of the second transaction, and the correspondence of the option impact data corresponding to the first transaction in the transaction derivative information table, configure the process status type identifier of the first transaction as a pending processing identifier.

[0127] As an optional implementation, the processing module 402 is further configured to: process transactions with a process status type identifier of "to be processed" in the transaction derivative information table in parallel using a preset number of threads, and update the process status type identifier of the processed transactions to "processed" in the transaction derivative information table.

[0128] Based on the same inventive concept, this application provides an electronic device that can realize the option trading processing function described above. Please refer to... Figure 7The device includes a processor 501 and a memory 502, wherein the memory 502 is used to store program instructions;

[0129] The processor 501 calls the program instructions stored in the memory and executes the program instructions to achieve the following steps:

[0130] Receive a request for a first transaction, the request carrying the transaction operation type of the first transaction and the identifier of a second transaction, the second transaction being an options transaction;

[0131] Based on the transaction operation type of the first transaction, determine the option impact data corresponding to the first transaction, and the option impact data characterizes the impact of the first transaction on the second transaction;

[0132] The transaction derivative information table stores the identifier of the first transaction, the transaction operation type of the first transaction, the identifier of the second transaction, and the corresponding relationship of the option impact data of the first transaction.

[0133] As an optional implementation, the transaction operation type of the first transaction is any one of the following:

[0134] Anti-flat type, anti-flat cancellation type.

[0135] As an optional implementation, the processor 501 is further configured to: if the transaction operation type of the first transaction is a counter-consolidation type, then the option impact data includes the impact of the first transaction on the transaction volume of the second transaction, and / or the impact of the first transaction on the option premium of the second transaction.

[0136] As an optional implementation, the processor 501 is further configured to: if the transaction operation type of the first transaction is a cancellation type, then determine the option impact data corresponding to the first transaction based on the option impact data corresponding to the third transaction, wherein the transaction type of the third transaction is an early cancellation type, and the request of the third transaction carries the identifier of the second transaction.

[0137] As an optional implementation, the processor 501 is further configured to: after storing the identifier of the first transaction, the transaction operation type of the first transaction, the identifier of the second transaction, and the correspondence of the option impact data corresponding to the first transaction in the transaction derivative information table, configure the process status type identifier of the first transaction as a pending identifier.

[0138] As an optional implementation, the processor 501 is further configured to: process transactions with a process status type identifier of "to be processed" in the transaction derivative information table in parallel using a preset number of threads, and update the process status type identifier of the processed transactions to "processed" in the transaction derivative information table.

[0139] Based on the same inventive concept, embodiments of this application provide a computer-readable storage medium. The computer program product includes computer program code, which, when executed on a computer, causes the computer to perform any of the option trading processing methods discussed above. Since the principle by which the above-described computer-readable storage medium solves the problem is similar to that of the option trading processing method, the implementation of the above-described computer-readable storage medium can be found in the implementation of the method; repeated details will not be elaborated further.

[0140] Based on the same inventive concept, embodiments of this application also provide a computer program product, such as... Figure 8 As shown, the computer program product 110 includes computer program code that, when run on a computer, causes the computer to execute any of the option trading processing methods described above. Since the principle by which the above computer program product solves the problem is similar to that of the option trading processing method, the implementation of the above computer program product can be found in the implementation of the method; repeated details will not be elaborated further.

[0141] Those skilled in the art will understand that embodiments of this application can be provided as methods, systems, or computer program products. Therefore, this application can take the form of a completely hardware embodiment, a completely software embodiment, or an embodiment combining software and hardware aspects. Furthermore, this application can 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.) containing computer-usable program code.

[0142] This application is described with reference to flowchart illustrations and / or block diagrams of methods, apparatus (systems), and computer program products according to this application. It should be understood that each block of the flowchart illustrations and / or block diagrams, and combinations of blocks in the flowchart illustrations and / or block diagrams, can be implemented by computer program instructions. These computer program instructions can be provided to a processor of a general-purpose computer, special-purpose computer, embedded processor, or other programmable data processing apparatus to produce a machine, such that the instructions, which execute via the processor of the computer or other programmable data processing apparatus, generate instructions for implementing the flowchart illustrations. Figure 1 One or more processes and / or boxes Figure 1 A device that provides the functions specified in one or more boxes.

[0143] These computer program instructions may also be stored in a computer-readable storage medium that can direct a computer or other programmable data processing device to function in a particular manner, such that the instructions stored in the computer-readable storage medium produce an article of manufacture including instruction means, which are implemented in a process Figure 1 One or more processes and / or boxes Figure 1 The function specified in one or more boxes.

[0144] These computer program instructions may also be loaded onto a computer or other programmable data processing equipment to cause a series of user-operated steps to be executed on the computer or other programmable equipment to produce a computer-implemented process, thereby providing instructions that execute on the computer or other programmable equipment for implementing the process. Figure 1 One or more processes and / or boxes Figure 1 The steps of the function specified in one or more boxes.

[0145] Obviously, those skilled in the art can make various modifications and variations to this application without departing from the spirit and scope of this application. Therefore, if such modifications and variations fall within the scope of the claims of this application and their equivalents, this application also intends to include such modifications and variations.

Claims

1. A method for processing options transactions, characterized in that, The method includes: Receive a request for a first transaction, the request carrying the transaction operation type of the first transaction and the identifier of a second transaction, the second transaction being an options transaction, wherein the transaction operation type of the first transaction is any one of the following: liquidation type, liquidation cancellation type; Based on the transaction operation type of the first transaction, determine the option impact data corresponding to the first transaction, and the option impact data characterizes the impact of the first transaction on the second transaction; If the transaction operation type of the first transaction is the cancellation type, then the option impact data corresponding to the first transaction is determined according to the option impact data corresponding to the third transaction, wherein the transaction type of the third transaction is the early cancellation type of option, and the request of the third transaction carries the identifier of the second transaction; The transaction derivative information table stores the identifier of the first transaction, the transaction operation type of the first transaction, the identifier of the second transaction, and the corresponding relationship of the option impact data of the first transaction; Based on the transaction type of the first transaction and the option impact data, perform corresponding derivative processing operations on the option premium cash flow of the second transaction. These derivative processing operations include: When the transaction type of the first transaction is the option early liquidation type, the option premium cash flow of the second transaction is split to generate the original remaining option premium cash flow and the liquidation option premium cash flow, and the original option cash flow is invalidated. When the transaction type of the first transaction is the option early cancellation type, the option premium cash flow of the second transaction is restored.

2. The method as described in claim 1, characterized in that, The step of determining the option impact data based on the transaction operation type of the first transaction includes: If the transaction type of the first transaction is a counter-closing type, then the option impact data includes the impact of the first transaction on the transaction volume of the second transaction, and / or the impact of the first transaction on the option premium of the second transaction.

3. The method as described in claim 1, characterized in that, After storing the identifier of the first transaction, the transaction operation type of the first transaction, the identifier of the second transaction, and the correspondence between the option impact data corresponding to the first transaction in the transaction derivative information table, the method further includes: Configure the process status type identifier of the first transaction as a pending identifier.

4. The method as described in claim 3, characterized in that, The method further includes: A preset number of threads are used to process transactions in the transaction derivative information table that are marked as pending. The process status type of the processed transactions is then updated to the processed status in the transaction derivative information table.

5. An options trading processing device, characterized in that, The device includes: The transceiver module is used to receive a request for a first transaction, the request carrying the transaction operation type of the first transaction and the identifier of a second transaction, the second transaction being an option transaction, wherein the transaction operation type of the first transaction is any one of the following: liquidation type, liquidation cancellation type; The processing module is configured to: determine the option impact data corresponding to the first transaction based on the transaction operation type of the first transaction, wherein the option impact data characterizes the impact of the first transaction on the second transaction; if the transaction operation type of the first transaction is a cancellation cancellation type, then determine the option impact data corresponding to the first transaction based on the option impact data corresponding to the third transaction, wherein the transaction type of the third transaction is an early cancellation cancellation type, and the request of the third transaction carries the identifier of the second transaction; and perform corresponding derivative processing operations on the option premium cash flow of the second transaction based on the transaction operation type of the first transaction and the option impact data, wherein the derivative processing operations include: when the transaction operation type of the first transaction is an early cancellation cancellation type, splitting the option premium cash flow of the second transaction, generating the original remaining option premium cash flow and the cancellation cancellation option premium cash flow, and invalidating the original option cash flow; when the transaction operation type of the first transaction is an early cancellation cancellation type, restoring the option premium cash flow of the second transaction; The storage module is used to store in the transaction derivative information table the identifier of the first transaction, the transaction operation type of the first transaction, the identifier of the second transaction, and the corresponding relationship of the option impact data of the first transaction.

6. The apparatus as claimed in claim 5, characterized in that, The processing module determines the option impact data based on the transaction operation type of the first transaction, specifically for: If the transaction type of the first transaction is a counter-closing type, then the option impact data includes the impact of the first transaction on the transaction volume of the second transaction, and / or the impact of the first transaction on the option premium of the second transaction.

7. The apparatus as claimed in claim 5, characterized in that, The processing module is also used for: After storing the identifier of the first transaction, the transaction operation type of the first transaction, the identifier of the second transaction, and the corresponding relationship of the option impact data of the first transaction in the transaction derivative information table, the process status type identifier of the first transaction is configured as a pending identifier.

8. The apparatus as claimed in claim 7, characterized in that, The processing module is further configured to: process transactions with a pending status type identifier in the transaction derivative information table in parallel using a preset number of threads, and update the process status type identifier of the processed transactions to a processed identifier in the transaction derivative information table.

9. An electronic device, characterized in that, include: Memory, used to store program instructions; A processor is configured to invoke program instructions stored in the memory and execute the steps of the method according to any one of claims 1-4.

10. A computer-readable storage medium, characterized in that, The computer-readable storage medium stores a computer program, the computer program including program instructions that, when executed by a computer, cause the computer to perform the method as described in any one of claims 1-4.

11. A computer program product, characterized in that, The computer program product includes: computer program code, which, when run on a computer, causes the computer to perform the method described in any one of claims 1-4.

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