Random ending-based price-limited transaction mode

Abstract

The invention relates to a limited price transaction mode based on random ending, which comprises the following steps: step 1, a bidding customer purchases a subject matter by adopting a free bidding mode, if the highest bid does not reach a limited high price, the subject matter is directly acquired, and when the highest bid reaches the limited high price, the subject matter is directly acquired; all bidding customers with bids reaching the limited high price are converted into customers in the limited price holding stage; step 2, the clients in the limited price holding stage decide bidding clients obtaining the subject matter through a random ending strategy; according to the price-limited transaction mode based on random ending, the upper limit of the coal price is set, the rising amplitude of the coal price is limited, large fluctuation of the coal price can be prevented, fair competition of the coal market is promoted, monopoly and improper competition behaviors are prevented, and the price-limited transaction mode based on random ending has important significance for ensuring sufficient coal supply and stable price.

Description

Technical Field

[0001] The invention belongs to the technical field of coal trading, and in particular relates to a price-limited trading mode based on random termination. Background Art

[0003] Coal demand mainly comes from thermal power plants. Since the demand from thermal power plants is significantly affected by seasonality, seasonal fluctuations in coal demand will cause significant fluctuations in coal prices. The stability of coal prices is closely related to the demand from thermal power plants, and coal prices affect the stability of the power system.

[0004] At present, thermal power plants mainly suppress the fluctuation of coal prices by storing spot coal, that is, coal reserves. However, the storage time and storage volume of spot coal are limited, and the fluctuation of coal prices usually occurs on a monthly or quarterly basis, so long-term coal reserves are required. The existing technology has the risk that coal storage and coal price fluctuations will have a significant impact on the power generation cost of thermal power plants. Summary of the invention

[0006] In order to solve the problem of coal price fluctuations affecting market stability, the present invention provides a price-limited trading mode based on random termination.

[0007] The limit price trading mode based on random termination described in the present invention comprises the following steps:

[0008] Step 1: Set the price limit session and price limit time: start time, end time, countdown start time, countdown duration;

[0009] Step 2, bidding stage: The bidding customers adopt the free bidding mode to purchase the subject matter. If the highest bid does not reach the specified high price, the subject matter will be directly acquired. When the highest bid reaches the specified high price, all bidding customers whose bids reach the specified high price will be transferred to customers in the price limit holding stage;

[0010] Step 2: The customers in the limit price holding stage are determined by the random ending strategy to obtain the bidding customers of the underlying assets.

[0011] Furthermore, the specific process of determining the bidder of the subject matter through the random ending strategy in step 2, i.e., the client in the price limit holding stage, includes:

[0012] Step 201: All customers in the limit price holding stage bid at the highest price;

[0013] Step 202, the system generates a random millisecond parameter;

[0014] Step 203: Based on the random millisecond parameter, the system determines the bid deadline. The customer who bids last at the end time and is in the price limit holding stage is the bidding customer who obtains the subject matter.

[0015] Furthermore, in step 202, the value range of the random millisecond parameter generated by the system is 0-999.

[0016] The price-limited trading mode based on random termination provided by the present invention sets an upper limit for coal prices and limits the increase in coal prices, which can prevent large fluctuations in coal prices, promote fair competition in the coal market, prevent monopoly and unfair competition, and is of great significance for ensuring sufficient coal supply and stable prices.

[0017] The present invention will be further described in detail below with reference to the accompanying drawings. BRIEF DESCRIPTION OF THE DRAWINGS

[0018] Figure 1 This is a schematic diagram of the auction phase of the limit price trading model based on random termination.

[0019] Figure 2 This is a statistical diagram of customers who hold shares at a limited price.

[0020] Figure 3 This is an example diagram of coal trading based on a random-ended limit-price trading model. DETAILED DESCRIPTION

[0021] In order to further explain the technical means and effects adopted by the present invention to achieve the predetermined purpose, the specific implementation methods, structural features and effects of the present invention are described in detail below in conjunction with the accompanying drawings and embodiments.

[0022] The following will be combined with the drawings in the embodiments of the present invention to clearly and completely describe the technical solutions in the embodiments of the present invention. Obviously, the described embodiments are only part of the embodiments of the present invention, not all of the embodiments. Based on the embodiments of the present invention, all other embodiments obtained by ordinary technicians in this field without creative work are within the scope of protection of the present invention.

[0023] In order to solve the problem of coal price fluctuations affecting market stability, this embodiment provides a price-limited trading mode based on random termination, including the following steps:

[0024] Step 1: Set the price limit session and price limit time: start time, end time, countdown start time, countdown duration;

[0025] Step 2, bidding stage: The bidding customers adopt the free bidding mode to purchase the subject matter. If the highest bid does not reach the specified high price, the subject matter will be directly acquired. When the highest bid reaches the specified high price, all bidding customers whose bids reach the specified high price will be transferred to customers in the price limit holding stage;

[0026] Step 2: The customers in the limit price holding stage are determined by the random ending strategy to obtain the bidding customers of the underlying assets.

[0027] Furthermore, the specific process of determining the bidder of the subject matter through the random ending strategy in step 2, i.e., the client in the price limit holding stage, includes:

[0028] Step 201: All customers in the limit price holding stage bid at the highest price;

[0029] Step 202, the system generates a random millisecond parameter;

[0030] Step 203: Based on the random millisecond parameter, the system determines the bid deadline. The customer who bids last at the end time and is in the price limit holding stage is the bidding customer who obtains the subject matter.

[0031] Furthermore, in step 202, the value range of the random millisecond parameter generated by the system is 0-999.

[0032] To sum up, the price-limited trading model based on random termination sets an upper limit on coal prices and limits the increase in coal prices. This can prevent large fluctuations in coal prices, promote fair competition in the coal market, prevent monopoly and unfair competition, and is of great significance to ensuring adequate coal supply and stable prices.

[0033] Example 2

[0034] like Figure 3 As shown, the use embodiment provides a price-limited trading mode based on random termination to trade coal, and the bidding process is as follows:

[0035] Step 1. Set the price limit session: 10:00:00-10:10:00; price limit time: 5 minutes; start time: 10:00:00; end time: 10:10:00; countdown start time 10:05:00, countdown duration: 60 seconds;

[0036] Step 2, bidding stage: The bidding customer adopts the free bidding mode to purchase the subject matter, bidding at the starting price of 300. When the bid reaches the maximum limit price of 310, the free bidding stage ends and enters the limit price holding stage;

[0037] During the limit holding stage, all customers in the limit holding stage are free to bid at the maximum limit price of 310; the system generates a random millisecond parameter 550; based on the random millisecond parameter 550, the system determines the bid deadline as 10:09:59.550, and customer C in the limit holding stage who makes the last bid at 10:09:59.550 is the bidding customer who obtains the subject matter.

[0038] The above contents are further detailed descriptions of the present invention in combination with specific preferred embodiments, and it cannot be determined that the specific implementation of the present invention is limited to these descriptions. For ordinary technicians in the technical field to which the present invention belongs, several simple deductions or substitutions can be made without departing from the concept of the present invention, which should be regarded as falling within the protection scope of the present invention.

Claims

1. A limit price trading mode based on random termination, characterized in that: The steps include: Step 1: Set the price limit session and price limit time: start time, end time, countdown start time, countdown duration; Step 2, bidding stage: The bidding customers adopt the free bidding mode to purchase the subject matter. If the highest bid does not reach the specified high price, the subject matter will be directly acquired. When the highest bid reaches the specified high price, all bidding customers whose bids reach the specified high price will be transferred to customers in the price limit holding stage; Step 2: The customers in the limit price holding stage are determined by the random ending strategy to obtain the bidding customers of the underlying assets.

2. A limit price trading mode based on random termination as claimed in claim 1, characterized in that: The specific process of determining the bidder of the subject matter through the random ending strategy in step 2, the client in the limit price holding stage, includes: Step 201: All customers in the limit price holding stage bid at the highest price; Step 202, the system generates a random millisecond parameter; Step 203: Based on the random millisecond parameter, the system determines the bid deadline. The customer who bids last at the end time and is in the price limit holding stage is the bidding customer who obtains the subject matter.

3. A limit price trading mode based on random termination as claimed in claim 1, characterized in that: In step 202, the system generates a random millisecond parameter whose value range is 0 to 999.

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