Transaction risk control method, system and device and storage medium

Abstract

The invention discloses a transaction risk control method, system and device and a storage medium, and relates to the technical field of data processing, the method is applied to an integrated network card deployed on a transaction link, and the method comprises the following steps: when transaction entrustment data is received, obtaining associated market data of the transaction entrustment data based on a preset risk control check item; judging whether the current transaction is abnormal or not according to the transaction entrustment data and the associated market data; and if yes, performing exception marking on the transaction entrustment data, generating an exception entrustment list, and sending the exception entrustment list to the transaction gateway to enable the transaction gateway to execute corresponding exception handling. According to the method, the abnormal transaction check logic is integrated into the transaction link, and the abnormity judgment can be performed at the integrated network card by combining the original transaction entrusting data and the associated market data, so that the abnormity check time delay is greatly reduced, and the problems that the existing risk control system cannot perform pre-recognition and the time consumption of abnormal response control is long are solved.

Description

Technical Field

[0001] The present application relates to the field of data processing technology, and in particular to a transaction risk control method, system, device and storage medium. Background Art

[0002] Risk monitoring and management of data in securities trading can ensure the order of securities trading and market fairness, thereby ensuring the transparency and compliance of programmatic trading activities, while protecting the legitimate rights and interests of customers. In the existing method, the risk monitoring system collects raw transaction data by connecting to various systems involved in the securities trading chain, and then identifies abnormalities in the data.

[0003] However, since the existing risk monitoring system belongs to bypass risk control, it involves multiple intermediate links in the process from collecting data to identifying abnormal data and finally pushing the abnormal identification results to various systems, resulting in the entire abnormal control link being time-consuming and unable to identify and respond to existing transaction risks in a timely manner. Summary of the invention

[0004] The main purpose of this application is to provide a transaction risk control method, system, device and storage medium, aiming to solve the technical problem that the existing risk monitoring system belongs to bypass risk control, it takes a long time to complete the link of the entire abnormal control process, and it is unable to identify and respond to existing transaction risks in a timely manner.

[0005] To achieve the above objectives, the present application proposes a transaction risk control method, which is applied to an integrated network card deployed on a transaction link, and includes:

[0006] When receiving the transaction entrustment data, obtaining the associated market data of the transaction entrustment data based on the preset risk control check items;

[0007] Determine whether the current transaction is abnormal based on the transaction entrustment data and the associated market data;

[0008] If so, the transaction entrustment data is marked as abnormal, an abnormal entrustment sheet is generated, and the abnormal entrustment sheet is sent to the transaction gateway so that the transaction gateway performs corresponding abnormal processing.

[0009] In one embodiment, the preset risk control check items include a price fluctuation check item and a frequency check item. When receiving the transaction entrustment data, the step of obtaining the associated market data of the transaction entrustment data based on the preset risk control check items includes:

[0010] When receiving the transaction entrustment data, parsing the transaction entrustment data;

[0011] Based on the price fluctuation check item and the frequency check item, associated market data corresponding to the analysis result is obtained.

[0012] In one embodiment, before the step of acquiring the associated market data corresponding to the parsing result based on the price fluctuation check item and the frequency check item, the step includes:

[0013] Acquire market data from a market gateway based on a preset receiving interval, and store the market data in a preset market server;

[0014] Mirroring the market data to obtain a market snapshot corresponding to the market data, and storing the market snapshot in a preset market data random access memory;

[0015] Accordingly, the step of acquiring the associated market data corresponding to the parsing result based on the price fluctuation check item and the frequency check item includes:

[0016] The associated market data corresponding to the analysis result is obtained based on the price fluctuation check item and the frequency check item through the preset market data server and / or the preset market data random access memory.

[0017] In one embodiment, the step of judging whether the current transaction is abnormal based on the transaction entrustment data and the associated market data includes:

[0018] Determine the current price fluctuation value and the current transaction frequency according to the transaction entrustment data and the associated market data;

[0019] Comparing the current price fluctuation value with a preset fluctuation threshold, and comparing the current transaction frequency with a preset transaction threshold;

[0020] Determine whether the current transaction is abnormal based on the fluctuation value comparison results and frequency comparison results.

[0021] In one embodiment, if yes, the transaction entrustment data is marked as abnormal, an abnormal entrustment sheet is generated, and the abnormal entrustment sheet is sent to the transaction gateway so that the transaction gateway performs corresponding abnormal processing, including:

[0022] When there is an abnormality in the current transaction, modify the checksum field in the transaction entrustment data, and generate an abnormal entrustment order based on the modification result;

[0023] The abnormal order is sent to a transaction gateway so that the transaction gateway intercepts and processes the abnormal order.

[0024] In one embodiment, after the step of modifying the checksum field in the transaction entrustment data when the current transaction is abnormal and generating an abnormal entrustment order based on the modification result, the method further includes:

[0025] Acquire abnormal information of the abnormal order, wherein the abnormal information includes: risk control information, order information, market information and error code information;

[0026] The abnormal information is sent to the risk control monitoring system to generate a corresponding abnormal record and add it to the abnormal log.

[0027] In one embodiment, after the step of judging whether the current transaction is abnormal according to the transaction entrustment data and the associated market data, the method further includes:

[0028] If not, sending the transaction order containing the transaction order data to the transaction gateway, so that the transaction gateway executes the transaction processing corresponding to the transaction order through the exchange;

[0029] When the execution report returned by the transaction gateway is received, the execution report is returned to the transaction counter to which the transaction order belongs.

[0030] In addition, to achieve the above objectives, the present application also proposes a transaction risk control system, the system comprising:

[0031] A market information acquisition module, configured to, upon receiving transaction entrustment data, acquire the associated market information of the transaction entrustment data based on preset risk control check items;

[0032] An abnormality judgment module, used to judge whether there is an abnormality in the current transaction based on the transaction entrustment data and the associated market data;

[0033] The abnormal marking module is used to mark the transaction entrustment data as abnormal, generate an abnormal entrustment form, and send the abnormal entrustment form to the transaction gateway so that the transaction gateway performs corresponding abnormal processing.

[0034] In addition, to achieve the above-mentioned purpose, the present invention also proposes a transaction risk control device, which includes: a memory, a processor, and a transaction risk control program stored in the memory and executable on the processor, and the transaction risk control program is configured to implement the steps of the transaction risk control method described above.

[0035] In addition, to achieve the above-mentioned purpose, the present invention further proposes a storage medium, on which a transaction risk control program is stored, and when the transaction risk control program is executed by a processor, the steps of the transaction risk control method described above are implemented.

[0036] The present application discloses a transaction risk control method, which is applied to an integrated network card deployed on a transaction link. When receiving transaction entrustment data, the associated market data of the transaction entrustment data is obtained based on preset risk control check items; whether the current transaction is abnormal is determined based on the transaction entrustment data and the associated market data; if so, the transaction entrustment data is marked as abnormal, an abnormal entrustment order is generated, and the abnormal entrustment order is sent to a transaction gateway so that the transaction gateway performs corresponding abnormal processing. Since the present application integrates the abnormal transaction verification logic into the transaction link, it can make an abnormal judgment at the integrated network card by combining the original transaction entrustment data and the associated market data, thereby marking the abnormal entrustment order and sending it to the transaction gateway, so that the transaction gateway can directly perform abnormal processing on the abnormal entrustment order, thereby greatly reducing the abnormal verification delay and solving the problem that the existing risk control system cannot perform prior identification and the abnormal response control takes a long time. BRIEF DESCRIPTION OF THE DRAWINGS

[0037] The accompanying drawings, which are incorporated in and constitute a part of this specification, illustrate embodiments consistent with the present application and, together with the description, serve to explain the principles of the present application.

[0038] In order to more clearly illustrate the embodiments of the present application or the technical solutions in the prior art, the drawings required for use in the embodiments or the description of the prior art will be briefly introduced below. Obviously, for ordinary technicians in this field, other drawings can be obtained based on these drawings without paying any creative labor.

[0039] Figure 1 This is a flow chart of the first embodiment of the transaction risk control method of this application;

[0040] Figure 2 This is a flow chart of the second embodiment of the transaction risk control method of this application;

[0041] Figure 3 This is a flow chart of the third embodiment of the transaction risk control method of this application;

[0042] Figure 4 This is a schematic diagram of the entire process of the transaction risk control method for this application;

[0043] Figure 5 It is a schematic diagram of the hardware framework structure of the integrated network card;

[0044] Figure 6 Provides deployment models for hardware risk control based on integrated network cards in different scenarios;

[0045] Figure 7 This is a schematic diagram of the module structure of the first embodiment of the transaction risk control system of this application;

[0046] Figure 8 This is a schematic diagram of the structure of the transaction risk control device for this application.

[0047] The realization of the purpose, functional features and advantages of this application will be further explained in conjunction with embodiments and with reference to the accompanying drawings. DETAILED DESCRIPTION

[0048] It should be understood that the specific embodiments described herein are only used to explain the technical solutions of the present application and are not used to limit the present application.

[0049] In order to better understand the technical solution of the present application, a detailed description will be given below in conjunction with the accompanying drawings and specific implementation methods.

[0050] The present application embodiment provides a transaction risk control method, referring to Figure 1 , Figure 1 This is a flow chart of the first embodiment of the transaction risk control method of the present application. In this embodiment, the method includes: Steps S10 to S30:

[0051] Step S10: when receiving the transaction entrustment data, obtaining the associated market data of the transaction entrustment data based on the preset risk control check items.

[0052] It should be noted that since the existing risk control system needs to collect data from various docking systems involved in the transaction chain, it is a bypass risk control and therefore cannot achieve prior control of abnormal transactions; and it is necessary to collect data from the docking system through the interface. When the data format of the docking system changes and the interface also involves changes, the existing risk control system also needs to undergo cumbersome modifications accordingly.

[0053] Based on this, the method of this embodiment integrates the abnormal transaction verification logic into the network card, and replaces the network card on the existing transaction link with the integrated network card. That is, the execution subject of this embodiment can be an integrated network card deployed on the transaction link (hereinafter referred to as "network card"), and the network card is integrated with an abnormal transaction pre-risk control system. By executing the transaction risk control method of this embodiment, the problem that the existing risk control system cannot perform pre-control and the coupling between systems is strong is solved.

[0054] It should be noted that the network card includes several interfaces, so as to connect with the trading system, market gateway and trading gateway in the trading link through different interfaces.

[0055] It should be understood that the transaction entrustment data may be issued by the trading system, which may include a trading counter and a counter quotation machine. A customer may initiate a transaction entrustment request in the trading system, and the trading system programs the request to obtain a transaction entrustment order and generates transaction entrustment data. The transaction entrustment data may include data such as transaction type, amount, and fees.

[0056] It is understandable that the preset risk control check items can be key check items pre-set based on risk control check requirements or transaction supervision rules, such as price fluctuation check, transaction volume check, and transaction frequency check, etc. Market data can assist in the judgment of abnormal transactions, and the integrated network card can obtain market data associated with each key check item by accessing the market gateway.

[0057] In the specific implementation, different interfaces of the network card (such as interface 0 and interface 1) can be connected to the trading system and the market gateway respectively. When a trading order sent by the trading system is received, the market data related to the preset risk control check items can be automatically obtained from the market gateway.

[0058] Step S20: judging whether there is any abnormality in the current transaction according to the transaction entrustment data and the associated market data.

[0059] It should be understood that after receiving the transaction entrustment data, the network card can first parse the transaction entrustment data, and then compare and analyze the transaction entrustment data in combination with the received market data. Then, a risk control judgment is made based on the comparison and analysis results to determine whether there is any abnormality in the current transaction corresponding to the transaction entrustment data.

[0060] It should be noted that the abnormal situation may correspond to the above-mentioned preset risk control check items, such as abnormal price fluctuations, abnormal increase in trading volume, or excessive deviation between transaction price and market price.

[0061] Step S30: If yes, the transaction entrustment data is marked as abnormal, an abnormal entrustment sheet is generated, and the abnormal entrustment sheet is sent to the transaction gateway so that the transaction gateway performs corresponding abnormal processing.

[0062] It is understandable that when it is determined that the current transaction is abnormal, the network card can mark the transaction entrustment data as abnormal, that is, mark the original transaction entrustment order as an abnormal entrustment order, and then send the abnormal entrustment order to the transaction gateway for subsequent abnormal processing.

[0063] It should be noted that the trading gateway is a system responsible for processing trading data flows, and can verify each trading order, including basic verification and further trading behavior verification. After receiving an abnormal order, the trading gateway can directly perform the corresponding abnormal order processing during the basic verification, such as intercepting or canceling the abnormal order, thereby shortening the abnormal response time and realizing pre-risk control before the abnormal order is executed.

[0064] Further, in order to specifically explain the control of the network card on the passing of the transaction order when no abnormality is determined, after step S20, the following steps are further included: steps S401 to S402:

[0065] Step S401: If not, sending the transaction order containing the transaction order data to the transaction gateway, so that the transaction gateway executes the transaction processing corresponding to the transaction order through the exchange.

[0066] It should be understood that when there is no abnormality in the current transaction, there is no need to process the transaction entrustment data, and the network card directly sends the transaction entrustment form corresponding to the transaction entrustment data to the transaction gateway.

[0067] The trading gateway executes the normal transaction entrustment processing logic through the exchange to complete the transaction, and the exchange returns the corresponding execution report, which can include detailed information on the transaction execution, such as transaction price, transaction volume, transaction time, etc.

[0068] Step S402: upon receiving the execution report returned by the transaction gateway, the execution report is returned to the transaction counter to which the transaction order belongs.

[0069] In the specific implementation, the exchange returns the generated execution report to the network card through the trading gateway, so that the network card returns the execution report to the trading system to which the original trading order belongs so that the customer can know the transaction return of this trading order request.

[0070] This embodiment integrates the abnormal transaction verification logic into the transaction link, and can make an abnormal judgment at the integrated network card by combining the original transaction entrustment data and the related market data, thereby marking the abnormal entrustment order and sending it to the transaction gateway, so that the transaction gateway can directly handle the abnormal entrustment order, which greatly reduces the abnormal verification delay and solves the problem that the existing risk control system cannot perform prior identification and the abnormal response control takes a long time.

[0071] Based on the first embodiment of the present application, in the second embodiment of the present application, the same or similar contents as those in the above-mentioned embodiment 1 can be referred to the above introduction, and will not be repeated in the following. Figure 2 , Figure 2 This is a flow chart of the second embodiment of the transaction risk control method of the present application.

[0072] In this embodiment, according to conventional risk control inspection requirements, it can be determined that the preset risk control inspection items include price fluctuation inspection items and frequency inspection items. Therefore, step S10 specifically includes: steps S101 to S102:

[0073] Step S101: when receiving transaction entrustment data, the transaction entrustment data is parsed.

[0074] In a specific implementation, when the original transaction entrustment data is received, the network card can parse it. The parsing process can include identifying various fields in the transaction entrustment data, such as securities identifiers (such as stock codes), entrustment prices, entrustment quantities, entrustment time, customer information, etc.

[0075] Step S102: acquiring relevant market data corresponding to the analysis result based on the price fluctuation check item and the frequency check item.

[0076] Furthermore, the network card may be integrated with a market service function to facilitate obtaining the associated market data required for abnormal judgment. The preset market server providing the market service may establish a connection with the market gateway to request and store market data for the network card to call on demand. The network card may also construct a market data random access memory (hereinafter referred to as "DDR area") based on the double data rate synchronous dynamic random access memory (DDR), which may also be called on demand by the network card. Therefore, before step S102, it also includes: steps S001 to S002:

[0077] Step S001: Obtain market data from a market gateway based on a preset receiving interval, and store the market data in a preset market server.

[0078] It should be understood that the interface of the network card can be connected to the market gateway, and the market service establishes a connection with the market gateway and subscribes to market data from the market gateway. When receiving market data, the market data can be uploaded to the preset market server where the market service is located for storage.

[0079] Step S002: mirror-copy the market data to obtain a market snapshot corresponding to the market data, and store the market snapshot in a preset market data random access memory.

[0080] It is understandable that while uploading the market data to the market service, a copy of the market data can also be mirrored, and the network card parses the market data and generates a corresponding market snapshot, which is then stored in the DDR area, which can improve the access speed of the market data during subsequent abnormal judgment.

[0081] Accordingly, step S102 specifically includes:

[0082] Step S1020: Acquire the associated market data corresponding to the analysis result based on the price fluctuation check item and the frequency check item through the preset market data server and / or the preset market data random access memory.

[0083] It should be understood that, through the preset market data server and / or the preset market data random access memory, market data can be provided from two different data sources, supporting dual-path market optimization, thereby obtaining market data with higher quality or faster reading speed for subsequent abnormality judgment.

[0084] In a specific implementation, based on the price fluctuation check item and the frequency check item, the historical price statistics data and transaction history records under the securities account can be obtained from a preset market information server or DDR area.

[0085] Further, in order to specifically explain how to perform abnormality judgment, step S20 specifically includes steps S201 to S203:

[0086] Step S201: Determine the current price fluctuation value and the current transaction frequency according to the transaction entrustment data and the associated market data.

[0087] It should be understood that since the transaction order data and the related market data belong to the same securities account, the current price in the transaction order data can be compared with the pre-set average price or the previous transaction price (derived from historical price statistics) to determine the current price fluctuation value; based on the transaction history records and in combination with the current transaction order request, the total frequency of transaction order requests for the securities account within the preset time period can be determined.

[0088] Step S202: Compare the current price fluctuation value with a preset fluctuation threshold, and compare the current transaction frequency with a preset transaction threshold.

[0089] It is understandable that a fluctuation threshold for determining whether a transaction price is within a normal range and a transaction frequency threshold for determining whether the frequency of a transaction order is abnormal may be predefined.

[0090] Step S203: Determine whether the current transaction is abnormal based on the fluctuation value comparison result and the frequency comparison result.

[0091] It should be understood that whether there is an abnormality in the current transaction can be determined from the perspective of the two key inspection items of price fluctuation check and frequency check based on the above-mentioned fluctuation value comparison results and frequency comparison results.

[0092] Specifically, if the current price fluctuation value is higher than the preset fluctuation threshold or the current transaction frequency is higher than the preset transaction threshold, it can be considered that the current transaction has failed the risk control check, that is, there is an abnormality in the current transaction.

[0093] When receiving transaction entrustment data, this embodiment parses the transaction entrustment data; obtains the associated market data corresponding to the parsing result based on the price fluctuation check item and the frequency check item through the preset market server and / or the preset market data random memory; then determines the current price fluctuation value and the current transaction frequency according to the transaction entrustment data and the associated market data; compares the current price fluctuation value with the preset fluctuation threshold, and compares the current transaction frequency with the preset transaction threshold; and determines whether the current transaction is abnormal according to the fluctuation value comparison result and the frequency comparison result. The market service and DDR area support dual-channel market optimization, which can provide market data from two different data sources, obtain higher quality or faster reading speed market data for subsequent abnormal judgment, thereby reducing the time consumption of abnormal judgment, further reducing the delay of risk control abnormal response, and ensuring the reliability of abnormal risk control verification logic.

[0094] Based on the first and second embodiments of the present application, in the third embodiment of the present application, the same or similar contents as those of the first and second embodiments can be referred to the above description, and will not be described in detail later. Figure 3 , Figure 3 This is a flow chart of the third embodiment of the transaction risk control method of the present application.

[0095] In this embodiment, in order to specifically illustrate the process of the network card processing the transaction entrustment data that fails the risk control inspection, step S30 includes: steps S301 to S302:

[0096] Step S301: When an abnormality exists in the current transaction, the checksum field in the transaction entrustment data is modified, and an abnormal entrustment order is generated based on the modification result.

[0097] In the specific implementation, when there is an exception in the current transaction, the exception handling logic of the network card is triggered: the checksum field in the transaction entrustment data is modified to realize the exception marking of the original transaction entrustment order and generate an abnormal entrustment order.

[0098] Step S302: Send the abnormal order to the transaction gateway so that the transaction gateway intercepts and processes the abnormal order.

[0099] It is understandable that the abnormal order is continued to be sent by the network card to the trading gateway. At this time, the trading gateway can directly execute the corresponding abnormal order processing operations without further trading behavior, such as intercepting the abnormal order and returning the transaction cancellation information to the trading system through the network card to prompt the customer that the transaction order application has failed.

[0100] Furthermore, in order to facilitate the customer to obtain more detailed transaction entrustment feedback information, after step S301, the following steps are also included: steps S303 to S304:

[0101] Step S303: Acquire abnormal information of the abnormal order, wherein the abnormal information includes: risk control information, order information, market information and error code information.

[0102] Step S304: Send the exception information to the risk control monitoring system to generate a corresponding exception record and add it to the exception log.

[0103] It should be understood that the network card can regard the transaction entrustment data that has not passed the risk control check as abnormal data, and push the detailed risk control information, order information, market information and error code information corresponding to the abnormal data to the upper-level risk monitoring system for recording. The upper-level risk monitoring system can store the data processing log in the entire transaction link, especially the response processing record of the abnormal entrustment order.

[0104] In a specific implementation, the network card transmits the current abnormal information to the upper-level risk monitoring system, and adds an abnormal order record of the abnormal entrustment order to the abnormal log of the upper-level risk monitoring system.

[0105] In addition, you can refer to Figure 4 , the abnormal risk control verification logic in the pre-transaction risk control system constructed based on the integrated network card of this application is explained, Figure 4 This is a schematic diagram of the entire process of the transaction risk control method for this application.

[0106] exist Figure 4 In the example, the integrated network card is deployed on the brokerage side in the transaction link.

[0107] The trading system includes a trading counter and a counter quotation machine, and the integrated network card can be an NDPP network card.

[0108] First, the customer can initiate a commission declaration (trading commission request) at the trading counter, and then send the trading commission data to the NDPP network card through the counter quotation machine.

[0109] Next, after receiving the transaction entrustment data, the NDPP network card first parses the data, and performs risk calculation on the transaction entrustment data in combination with the market data received from the market gateway (MDGW) host, and makes risk control judgments based on the risk calculation results.

[0110] When the calculation result exceeds the preset threshold set by the risk control check, the exception processing logic of the network card is not triggered. The original transaction order is sent to the trading gateway (TGW) host after the network card, and then to the exchange. The exchange front-end receives it and executes the normal transaction order processing logic to complete the transaction. The feedback data is transmitted to the trading system through the TGW and the NDPP network card report so that the customer can obtain the transaction return corresponding to this transaction order request.

[0111] When the calculation result exceeds the preset threshold set by the risk control check, the network card modifies the checksum field in the transaction order data to mark the original transaction order as an abnormal order, and then sends the abnormal order to the transaction gateway, which directly intercepts the abnormal order. At the same time, the network card can also push the detailed risk control information, order information, market information and error code corresponding to the abnormal order to the upper-level risk monitoring system for log recording.

[0112] Further, you can also refer to Figure 5 The abnormal risk control verification logic based on the integrated network card is explained according to the internal framework of the integrated network card. Figure 5 Schematic diagram of the hardware framework structure of the integrated network card.

[0113] exist Figure 5 The network card supports 4x10G optical ports, corresponding to MAC0~MAC3 respectively, and supports PCIE3x16 host interface. The BASE DMA interface supports the complete TCP / IP protocol stack. USER DMA is the basic user interface, which is only used for software and hardware data interaction. BAR-1 is the address space mapped by the network card to the host computer through PCIE, which is used to interact with software services.

[0114] The MAC0 (interface 0) of the network card is connected to the market gateway (MDGW), and the market service establishes a connection with the MDGW to request market data. When the network card receives the market data, it is backed up to the market service and a mirrored copy of the market data is made. The network card parses the market data and generates a corresponding market snapshot, which is then stored in the DDR area to facilitate the subsequent provision of market data from two different data sources when making abnormal judgments, supporting dual-path market optimization.

[0115] It should also be noted that the network card can also manage messages, mainly including transaction gateway login, logout, heartbeat and other request messages and login and logout confirmation response messages. After receiving such messages, the network card directly sends them uplink to the transaction gateway (TGW) through BASE DMA without processing.

[0116] The MAC1 (interface 1) of the network card is connected to the trading system (counter). The customer initiates a commission declaration (trading commission request) through the counter. The network card declares message parsing when receiving the trading commission data, and then obtains the associated market data corresponding to the parsing result based on the price fluctuation check item and the frequency check item, completes the price fluctuation check and frequency check, determines the abnormal commission order, and sends the abnormal commission order to TGW for transaction interception. At the same time, the detailed risk control information, order information, market information and error code corresponding to the abnormal commission order are pushed to the upper-level risk monitoring system for log recording.

[0117] In addition, the exchange returns the transaction execution information generated based on normal transaction orders to TGW. TGW returns the normal transaction execution information and the intercepted abnormal order information to the counter based on the network card, and at the same time, mirrors a copy of the data to obtain the risk control system parameters and risk control parameters, and stores them in the BAR-1 register.

[0118] The present application method integrates abnormal risk control verification logic into the network card, and develops based on the network card to realize hardware risk control. It can effectively utilize the characteristics of the hardware, greatly reduce the verification delay, and thus solve the problem of poor performance of the existing risk control system.

[0119] Furthermore, the integrated network card can also be deployed on the transaction gateway side, the transaction counter side, or in the transaction link in relay mode, so as to support various financial business models such as proprietary trading, brokerage, institutions, and asset management, and the transaction counter can include a variety of different counters such as centralized transaction counters, ultra-fast transaction counters, QFII special counters, securities settlement counters, DMA counters, investment transaction systems, etc. The pre-transaction risk control system can also be designed to support the deployment of active and standby dual network cards, and achieve high availability through active and standby modes.

[0120] You can refer to this Figure 6 The following are examples of different deployment scenarios supported by this application method. Figure 6 It is a deployment model for hardware risk control based on integrated network cards in different scenarios.

[0121] exist Figure 6 In the figure, 6-a is a schematic diagram of the deployment model deployed on the transaction gateway side, 6-b is a schematic diagram of the deployment model deployed on the transaction counter side, and 6-c is a schematic diagram of the deployment model deployed in the transaction link in relay mode. The abnormal risk control verification logic of each hardware risk control point can be found in the above text and will not be repeated here.

[0122] It should be noted that the above examples are only used to understand the present application and do not constitute a limitation on the transaction risk control method of the present application. More simple transformations based on this technical concept are all within the scope of protection of the present application.

[0123] The present application also provides a transaction risk control system. Figure 7 , Figure 7 This is a schematic diagram of the module structure of the first embodiment of the transaction risk control system of this application, and the system includes:

[0124] The market information acquisition module 701 is used to acquire the market information associated with the transaction entrustment data based on the preset risk control check items when the transaction entrustment data is received;

[0125] An abnormality judgment module 702, used to judge whether there is an abnormality in the current transaction according to the transaction entrustment data and the associated market data;

[0126] The abnormal marking module 703 is used to mark the transaction entrustment data as abnormal, generate an abnormal entrustment form, and send the abnormal entrustment form to the transaction gateway so that the transaction gateway performs corresponding abnormal processing.

[0127] This embodiment integrates the abnormal transaction verification logic into the transaction link, and can make an abnormal judgment at the integrated network card by combining the original transaction order data and related market data, thereby marking the abnormal order and sending it to the transaction gateway, so that the transaction gateway can directly handle the abnormal order, thereby greatly reducing the abnormal verification delay and solving the problem that the existing risk control system cannot perform prior identification and the abnormal response control takes a long time.

[0128] Other embodiments or specific implementations of the transaction risk control system described in this application can refer to the above-mentioned method embodiments and will not be repeated here.

[0129] The present application also provides a transaction risk control device, which includes: at least one processor; and a memory communicatively connected to the at least one processor; wherein the memory stores instructions executable by the at least one processor, and the instructions are executed by the at least one processor so that the at least one processor can execute the transaction risk control method in the above-mentioned embodiment one.

[0130] Reference below Figure 8 , Figure 8The schematic diagram of the structure of the transaction risk control device of the present application. The transaction risk control device in the embodiment of the present application may include but is not limited to mobile terminals such as mobile phones, laptop computers, digital broadcast receivers, PDAs (Personal Digital Assistants), PADs (Portable Application Descriptions), PMPs (Portable Media Players), etc., and fixed terminals such as digital TVs, desktop computers, etc. Figure 8 The transaction risk control device shown is merely an example and should not bring any limitation to the functions and scope of use of the embodiments of the present application.

[0131] like Figure 8 As shown, the transaction risk control device may include a processing device 1001 (e.g., a central processing unit, a graphics processing unit, etc.), which can perform various appropriate actions and processes according to a program stored in a read-only memory (ROM: Read Only Memory) 1002 or a program loaded from a storage device 1003 to a random access memory (RAM: Random Access Memory) 1004. In RAM1004, various programs and data required for the operation of the transaction risk control device are also stored. The processing device 1001, ROM1002, and RAM1004 are connected to each other through a bus 1005. An input / output (I / O) interface 1006 is also connected to the bus. Generally, the following systems can be connected to the I / O interface 1006: an input device 1007 including, for example, a touch screen, a touch pad, a keyboard, a mouse, an image sensor, a microphone, an accelerometer, a gyroscope, etc.; an output device 1008 including, for example, a liquid crystal display (LCD: Liquid Crystal Display), a speaker, a vibrator, etc.; a storage device 1003 including, for example, a magnetic tape, a hard disk, etc.; and a communication device 1009. The communication device 1009 can allow the transaction risk control device to communicate with other devices wirelessly or wired to exchange data. Although the transaction risk control device with various systems is shown in the figure, it should be understood that it is not required to implement or have all the systems shown. More or fewer systems can be implemented or have alternatively.

[0132] The present application also provides a computer-readable storage medium having computer-readable program instructions (ie, computer programs) stored thereon, wherein the computer-readable program instructions are used to execute the transaction risk control method in the above-mentioned embodiment.

[0133] The computer-readable storage medium provided in the present application may be, for example, a USB flash drive, but is not limited to electrical, magnetic, optical, electromagnetic, infrared, or semiconductor systems, systems or devices, or any combination of the above. More specific examples of computer-readable storage media may include, but are not limited to: an electrical connection with one or more wires, 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), an optical fiber, 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 this embodiment, the computer-readable storage medium may be any tangible medium containing or storing a program that can be used by or in combination with an instruction execution system, system or device. The program code contained on the computer-readable storage medium may be transmitted using any appropriate medium, including but not limited to: wires, optical cables, RF (Radio Frequency), etc., or any suitable combination of the above.

[0134] The above descriptions are only some embodiments of the present application, and are not intended to limit the patent scope of the present application. All equivalent structural changes made using the contents of the present application specification and drawings under the technical concept of the present application, or direct / indirect applications in other related technical fields are included in the patent protection scope of the present application.

Claims

1. A transaction risk control method, characterized in that: The method is applied to an integrated network card deployed on a transaction link, and the method comprises: When receiving the transaction entrustment data, obtaining the associated market data of the transaction entrustment data based on the preset risk control check items; Determine whether the current transaction is abnormal based on the transaction entrustment data and the associated market data; If so, the transaction entrustment data is marked as abnormal, an abnormal entrustment sheet is generated, and the abnormal entrustment sheet is sent to the transaction gateway so that the transaction gateway performs corresponding abnormal processing.

2. The method according to claim 1, characterized in that The preset risk control check items include a price fluctuation check item and a frequency check item. When receiving the transaction entrustment data, the step of obtaining the associated market data of the transaction entrustment data based on the preset risk control check items includes: When receiving the transaction entrustment data, parsing the transaction entrustment data; Based on the price fluctuation check item and the frequency check item, associated market data corresponding to the analysis result is obtained.

3. The method according to claim 2, characterized in that Before the step of acquiring the associated market data corresponding to the parsing result based on the price fluctuation check item and the frequency check item, the method includes: Acquire market data from a market gateway based on a preset receiving interval, and store the market data in a preset market server; Mirroring the market data to obtain a market snapshot corresponding to the market data, and storing the market snapshot in a preset market data random access memory; Accordingly, the step of acquiring the associated market data corresponding to the parsing result based on the price fluctuation check item and the frequency check item includes: The associated market data corresponding to the analysis result is obtained based on the price fluctuation check item and the frequency check item through the preset market data server and / or the preset market data random access memory.

4. The method according to claim 1, characterized in that The step of judging whether the current transaction is abnormal based on the transaction entrustment data and the associated market data includes: Determine the current price fluctuation value and the current transaction frequency according to the transaction entrustment data and the associated market data; Comparing the current price fluctuation value with a preset fluctuation threshold, and comparing the current transaction frequency with a preset transaction threshold; Determine whether the current transaction is abnormal based on the fluctuation value comparison results and frequency comparison results.

5. The method according to claim 1, characterized in that If so, the transaction entrustment data is marked as abnormal, an abnormal entrustment sheet is generated, and the abnormal entrustment sheet is sent to the transaction gateway so that the transaction gateway performs corresponding abnormal processing, including: When there is an abnormality in the current transaction, modify the checksum field in the transaction entrustment data, and generate an abnormal entrustment order based on the modification result; The abnormal order is sent to a transaction gateway so that the transaction gateway intercepts and processes the abnormal order.

6. The method according to claim 5, characterized in that After the step of modifying the checksum field in the transaction entrustment data when the current transaction is abnormal, and generating an abnormal entrustment order based on the modification result, the method further includes: Acquire abnormal information of the abnormal order, wherein the abnormal information includes: risk control information, order information, market information and error code information; The abnormal information is sent to the risk control monitoring system to generate a corresponding abnormal record and add it to the abnormal log.

7. The method according to claim 1, characterized in that After the step of judging whether the current transaction is abnormal according to the transaction entrustment data and the associated market data, the method further includes: If not, sending the transaction order containing the transaction order data to the transaction gateway, so that the transaction gateway executes the transaction processing corresponding to the transaction order through the exchange; When the execution report returned by the transaction gateway is received, the execution report is returned to the transaction counter to which the transaction order belongs.

8. A transaction risk control system, characterized in that: The system comprises: A transaction acquisition module, configured to acquire, upon receiving transaction entrustment data, the associated market data of the transaction entrustment data based on preset risk control check items; An abnormality judgment module, used to judge whether there is an abnormality in the current transaction based on the transaction entrustment data and the associated market data; The abnormal marking module is used to mark the transaction entrustment data as abnormal, generate an abnormal entrustment form, and send the abnormal entrustment form to the transaction gateway so that the transaction gateway performs corresponding abnormal processing.

9. A transaction risk control device, characterized in that: The device comprises: a memory, a processor, and a transaction risk control program stored in the memory and executable on the processor, wherein the transaction risk control program is configured to implement the steps of the transaction risk control method according to any one of claims 1 to 7.

10. A storage medium, characterized in that: The storage medium stores a transaction risk control program, and when the transaction risk control program is executed by the processor, the steps of the transaction risk control method according to any one of claims 1 to 7 are implemented.

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