Security market full-link monitoring method, system and device and computer program product

Abstract

The invention provides a security market full-link monitoring method, system and device and a computer program product. The method comprises the steps of obtaining to-be-monitored market data and a preset monitoring index system; and performing protocol monitoring, flow monitoring, content monitoring and winning rate monitoring on the market information data in sequence based on the monitoring index system. According to the invention, a parallel pipeline processing mode is adopted, so that comprehensive, accurate and real-time monitoring of the security market data in a link transmission process is realized; an abnormity early warning signal can be sent out in time, the false alarm rate is low, and the timeliness of abnormity processing can be improved; an external data source does not need to be used as a standard, and the sensitivity and autonomy of market data anomaly detection are improved; according to the technical scheme, various statistical data supports including real-time flow, winning rate and the like can be provided, a user can more deeply understand market dynamic conditions, resource allocation is reasonably allocated, and then a service decision process is optimized.

Description

Technical Field

[0001] The present application belongs to the technical field of market conditions monitoring, and relates to a method, system, device and computer program product for full-link monitoring of securities market conditions. Background Art

[0002] As a key indicator reflecting the real-time dynamics of the securities market, securities market information provides an important basis for decision-making for market participants. In modern financial markets, monitoring technology has been widely used in market information systems. Through fault capture, abnormal warning and automated processing, it significantly reduces operating costs and improves the availability of market information, thereby effectively protecting the interests of investors and the reputation of securities service institutions.

[0003] Traditional market monitoring methods mainly include threshold monitoring, model verification, and data verification. Among them, threshold monitoring is to quickly identify illegal market conditions by checking whether the market conditions fields comply with established rules and specifications. However, since the definition of legal values ​​in business rules and specifications is relatively loose, an early warning will only be triggered when the market conditions deviate significantly from normal values. Model verification uses historical data to train models to verify real-time market data. However, due to the limited historical data and the complexity and variability of the financial market, this method is often accompanied by a high rate of misjudgment. The data verification method introduces third-party trusted data as a standard to verify the market conditions to be tested. However, in actual operation, it is difficult to obtain trusted third-party data sources. Even the market sources provided by the exchange may have abnormalities in the links such as market conditions issuance and link transmission. In addition, software-based data comparison and verification may reduce the timeliness of monitoring. In addition, traditional market monitoring methods generally implement single-item monitoring functions and lack the ability to fully cover and monitor the entire market data transmission link. Summary of the invention

[0004] The purpose of this application is to provide a full-link monitoring method, system, device and computer program product for securities market conditions, so as to solve the technical problem that the existing technology cannot comprehensively, accurately and effectively monitor securities market conditions.

[0005] In the first aspect, the present application provides a full-link monitoring method for securities market conditions, including: obtaining market data to be monitored and a preset monitoring indicator system; the monitoring indicator system includes protocol monitoring configuration items, flow monitoring configuration items, content monitoring configuration items and win rate monitoring configuration items; based on the protocol monitoring configuration items, performing protocol monitoring of the link layer, network layer and transport layer on the market data in sequence; based on the flow monitoring configuration items, performing flow monitoring on the market data that passes the protocol monitoring; based on the content monitoring configuration items, performing content monitoring of the legality, self-consistency and consistency on the market data that passes the flow monitoring in sequence; based on the win rate monitoring configuration items, performing win rate monitoring on the market data that passes the content monitoring; when any one of the protocol monitoring, the flow monitoring, the content monitoring and the win rate monitoring fails, an error warning mechanism is triggered.

[0006] In an implementation of the first aspect, based on the traffic monitoring configuration item, traffic monitoring of the market data that passes the protocol monitoring includes: initializing a traffic monitoring channel, wherein the traffic monitoring channel corresponds one-to-one to the traffic monitoring configuration item in quantity; performing protocol layer filtering on the traffic monitoring channel to check whether the filter register value in the traffic monitoring channel matches the address information of the network packet corresponding to the market data; if it matches, adding the number of bytes of the network packet to the real-time traffic register to update the real-time traffic; otherwise, terminating the traffic monitoring process; querying the cumulative number of FPGA clock cycles recorded in the timing register; if the cumulative number of FPGA clock cycles reaches the timeout setting in the timing register, adding the real-time traffic to the cumulative traffic register to update the cumulative traffic; otherwise, terminating the traffic monitoring process; determining whether the real-time traffic or the cumulative traffic exceeds the upper and lower bounds of the traffic set in the upper and lower bounds register; if so, determining that the traffic monitoring has failed; otherwise, determining that the market data has passed traffic monitoring.

[0007] In an implementation of the first aspect, based on the content monitoring configuration item, performing content monitoring on the market data that has passed the traffic monitoring for legitimacy includes: extracting valid fields in the market data; the valid field is defined as a triple consisting of a market number, a field number and a field value; based on the market number and the field number, obtaining a legitimacy monitoring configuration item that matches the valid field from the content monitoring configuration item; the legitimacy monitoring configuration item is defined as a triple consisting of the market number, the field number and a legal field value range; if the field value of the valid field exceeds the legal field value range, the legitimacy monitoring is deemed to have failed, and the current content monitoring process is terminated; otherwise, the market data is deemed to have passed the legitimacy monitoring; obtaining the market category of the market data that has passed the legitimacy monitoring; if the market category only includes snapshot market conditions, skipping self-consistency monitoring; if the market category includes transaction-by-transaction market conditions and the snapshot market conditions, performing self-consistent content monitoring on the market data.

[0008] In an implementation of the first aspect, performing self-consistent content monitoring on the market data includes: updating a specific field in a random access memory based on the transaction-by-transaction market; the specific field includes total transaction volume information and buy and sell order volume information at each price level; merging the updated specific fields to calculate and generate a first hash value, and storing the first hash value in a preset storage space; when the snapshot market arrives and is blocked for a preset timeout period, calculating the hash value corresponding to the snapshot market to obtain a second hash value; searching in the storage space to determine whether there is the first hash value consistent with the second hash value; if so, determining that the market data passes self-consistency monitoring; otherwise, determining that self-consistency monitoring fails, and terminating the current content monitoring process; obtaining the number of paths of the market data that pass self-consistency monitoring or skip self-consistency monitoring; if the market data is multi-path, performing consistency content monitoring on the multi-path market data; if the market data is single-path, skipping consistency monitoring, and terminating the current content monitoring process.

[0009] In an implementation of the first aspect, performing consistency content monitoring on multiple channels of market data includes: determining main market data and backup market data in the multiple channels of market data; for each channel of market data, merging preset valid fields in the main market data to calculate and generate a third hash value, and storing the hash value in a preset storage space; when any channel of backup market data arrives and is blocked for a preset timeout period, calculating the hash value corresponding to the backup market data to obtain a fourth hash value; searching in the storage space to determine whether there is a third hash value consistent with the fourth hash value; if so, determining that the market data has passed consistency monitoring; otherwise, determining that consistency monitoring has failed, and terminating the current content monitoring process.

[0010] In an implementation of the first aspect, based on the win rate monitoring configuration item, the win rate monitoring of the market data that meets the content monitoring requirements includes: initializing a win rate monitoring channel, wherein the win rate monitoring channel corresponds one-to-one to the win rate monitoring configuration item; performing protocol layer filtering on the win rate monitoring channel to check whether the filter register value in the win rate monitoring channel matches the address information of the network packet corresponding to the market data; if they match, obtaining the market sequence number of the market data; when the sequence number register value is less than the market sequence number, using the market sequence number to update the sequence number register value; adding 1 to the real-time win rate register value corresponding to the market data to update the real-time win rate; if they do not match , then end the current win rate monitoring process; query the cumulative FPGA clock cycle number recorded in the timing register; if the cumulative FPGA clock cycle number reaches the timeout setting in the timing register, add the real-time win rate to the cumulative win rate register value to update the cumulative win rate; based on the updated real-time win rate and the serial number register value, calculate the real-time win rate percentage; based on the updated cumulative win rate and the serial number register value, calculate the cumulative win rate percentage; check whether the real-time win rate percentage or the cumulative win rate percentage exceeds the upper and lower bounds of the win rate set in the upper and lower bounds register; if so, determine that the win rate monitoring has failed; otherwise, determine that the market data has passed the win rate monitoring.

[0011] In an implementation of the first aspect, the full-link monitoring method of securities market conditions described in the present application also includes: counting the real-time traffic and cumulative traffic recorded during the traffic monitoring process, and counting the real-time winning rate and cumulative winning rate recorded during the winning rate monitoring process to generate statistical information.

[0012] In the second aspect, the present application provides a full-link monitoring system for securities market conditions, including: a data acquisition module, used to acquire market data to be monitored and a preset monitoring indicator system; the monitoring indicator system includes protocol monitoring configuration items, flow monitoring configuration items, content monitoring configuration items and win rate monitoring configuration items; a protocol monitoring module, used to perform protocol monitoring of the link layer, network layer and transport layer of the market data in sequence based on the protocol monitoring configuration items; a flow monitoring module, used to perform flow monitoring on the market data that has passed the protocol monitoring based on the flow monitoring configuration items; a content monitoring module, used to perform content monitoring of the legality, self-consistency and consistency of the market data that has passed the flow monitoring based on the content monitoring configuration items; a win rate monitoring module, used to perform win rate monitoring on the market data that has passed the content monitoring based on the win rate monitoring configuration items; an error warning module, used to trigger an error warning mechanism when any one of the protocol monitoring, the flow monitoring, the content monitoring and the win rate monitoring fails.

[0013] In an implementation of the second aspect, the full-link securities market monitoring system also includes a data statistics module, which is used to count the real-time traffic and cumulative traffic recorded in the traffic monitoring module, and the real-time winning rate and cumulative winning rate recorded in the winning rate monitoring module to generate statistical information.

[0014] In an implementation of the second aspect, the full-link monitoring system for securities market conditions also includes a software and hardware interaction module, the software and hardware interaction module includes a configuration supply unit, and the configuration supply unit is used to provide the protocol monitoring configuration items, the traffic monitoring configuration items, the content monitoring configuration items and the winning rate monitoring configuration items to the data acquisition module; the software and hardware interaction module is provided with a first interaction interface and a second interaction interface, wherein the first interaction interface is used to provide the user with error warning information generated by the error warning module, and the second interaction interface is used to provide the user with statistical information generated by the data statistics module.

[0015] In the third aspect, the present application provides a full-link monitoring device for securities market conditions, including: a processor and a memory; the memory is used to store computer programs; the processor is used to execute the computer programs stored in the memory, so that the device executes any of the methods described above.

[0016] In a fourth aspect, the present application provides a computer program product, comprising computer instructions, which implement the above-described method when executed by a processor.

[0017] As described above, the securities market full-link monitoring method, system, device and computer program product described in this application have the following beneficial effects:

[0018] (1) By adopting a parallel pipeline processing method, comprehensive, accurate and real-time monitoring of securities market data during link transmission is achieved;

[0019] (2) It can issue abnormal warning signals immediately with a low false alarm rate, which helps improve the timeliness of abnormal processing;

[0020] (3) No need to rely on external data sources as standards, which improves the sensitivity and autonomy of detecting anomalies in market data;

[0021] (4) It can provide a variety of statistical data support, including real-time traffic and winning rate, to help users better understand market dynamics, rationally allocate resources, and thus optimize business decision-making processes. BRIEF DESCRIPTION OF THE DRAWINGS

[0022] Figure 1 Shown is a schematic structural diagram of a mobile terminal described in the present application in one embodiment.

[0023] Figure 2 Shown is a flow chart of an embodiment of the full-link securities market monitoring method described in this application.

[0024] Figure 3 Shown is a flow chart of an embodiment of the protocol monitoring described in this application.

[0025] Figure 4 Shown is a flow chart of an embodiment of the flow monitoring described in this application.

[0026] Figure 5 A flow chart of one embodiment of content monitoring described in the present application is shown.

[0027] Figure 6 Shown is a flow chart of one embodiment of the win rate monitoring described in this application.

[0028] Figure 7 Shown is a structural schematic diagram of an embodiment of the full-link securities market monitoring system described in this application.

[0029] Figure 8 Shown is a structural schematic diagram of another embodiment of the full-link securities market monitoring system described in this application.

[0030] Fig. 9 Shown is a schematic structural diagram of a chip described in this application in one embodiment. DETAILED DESCRIPTION

[0031] The following describes the embodiments of the present application through specific examples, and those skilled in the art can easily understand other advantages and effects of the present application from the contents disclosed in this specification. The present application can also be implemented or applied through other different specific embodiments, and the details in this specification can also be modified or changed in various ways based on different viewpoints and applications without departing from the spirit of the present application. It should be noted that the following embodiments and features in the embodiments can be combined with each other without conflict.

[0032] It should be noted that the illustrations provided in the following embodiments are only schematic illustrations of the basic concept of the present application, and thus the drawings only show components related to the present application rather than being drawn according to the number, shape and size of components in actual implementation. In actual implementation, the type, quantity and proportion of each component may be changed at will, and the component layout may also be more complicated.

[0033] In addition, in this application, descriptions such as "first", "second", etc. are only used for descriptive purposes and cannot be understood as indicating or implying their relative importance or implicitly indicating the number of technical features indicated. Therefore, the features defined as "first" and "second" may explicitly or implicitly include at least one of the features. In addition, the technical solutions between the various embodiments can be combined with each other, but they must be based on the ability of ordinary technicians in this field to implement them. When the combination of technical solutions is contradictory or cannot be implemented, it should be deemed that such combination of technical solutions does not exist and is not within the scope of protection required by this application.

[0034] The following embodiments of the present application provide a method, system, device and computer program product for monitoring the full link of securities market conditions. The hardware device corresponding to the full link monitoring method of securities market conditions can be an FPGA chip, a programmable network card, a programmable FPGA acceleration card, a programmable switch, etc. The present application realizes comprehensive, accurate and real-time monitoring of securities market data during link transmission by adopting a parallel pipeline processing method.

[0035] See also Figure 1 As shown, the securities market full-link monitoring method provided in the embodiment of the present application can be run in a mobile terminal, a computer terminal, or similar devices. Taking running on the mobile terminal as an example, Figure 1 is a hardware structure diagram of the mobile terminal, such as Figure 1 Taking the mobile terminal as an example, the mobile terminal may include: a processor and a memory, wherein the processor may be a central processing unit, and the memory is used to store data. Figure 1 The mobile terminal in the figure is only used as an example and does not limit the specific structure of the mobile terminal.

[0036] Optionally, the mobile terminal may further include: a communication transmission device and an input and output device.

[0037] Optionally, the memory may be used to store computer programs, such as software programs and modules of application software, and the memory may include high-speed random access memory, and may also include non-volatile memory, such as one or more magnetic storage devices, flash memory, or other non-volatile solid-state memory. In some examples, the memory may further include a memory remotely arranged relative to the processor, and these remote memories may be connected to the mobile terminal via a network. Examples of the above-mentioned network include, but are not limited to, the Internet, an intranet, a local area network, a mobile communication network, and combinations thereof.

[0038] Optionally, the communication transmission device can be used to receive or send data via a network, which may include a wireless network provided by a communication provider of the mobile terminal. The communication transmission device may include a NIC (Network Interface Controller) that can be connected to other network devices through a base station so as to communicate with the Internet.

[0039] The technical solutions in the embodiments of the present application will be described in detail below in conjunction with the drawings in the embodiments of the present application.

[0040] See also Figure 2 , which is a flow chart of the securities market full-link monitoring method described in this application in one embodiment. Figure 2 As shown, an embodiment of the present application provides a full-link monitoring method for securities market conditions, including the following steps S100 to S600.

[0041] In step S100, the market data to be monitored and the preset monitoring indicator system are obtained.

[0042] In an embodiment of the present application, the market data to be monitored may come from multiple different market sources, that is, there are multiple channels of market data. Each channel of market data must go through the complete monitoring process from step S100 to step S600 to ensure the accuracy and completeness of the information.

[0043] In one embodiment of the present application, the monitoring indicator system includes protocol monitoring configuration items, traffic monitoring configuration items, content monitoring configuration items and win rate monitoring configuration items.

[0044] Before executing the full-link monitoring of this application, it is necessary to maintain the monitoring indicator system in a preset storage area according to the market business rules. Each configuration item in the monitoring indicator system may include information such as market number, field number, monitoring type, effective monitoring period, and effective value range. In addition, users can also adjust the content of each configuration item during the configuration phase of the monitoring indicator system according to business needs, and load it into the memory during initialization.

[0045] The monitoring indicator system gives users a high degree of flexibility and customization, and also allows them to set statistical granularity parameters in each configuration item, such as millisecond or second data collection frequency, etc. This approach ensures that in the process of performing protocol monitoring, traffic monitoring, content monitoring and win rate monitoring, the user's preset statistical granularity standards can be strictly followed, so as to accurately record and reflect the monitoring results.

[0046] In step S200, based on the protocol monitoring configuration items, the market data is sequentially subjected to protocol monitoring at the link layer, the network layer and the transport layer.

[0047] See also Figure 3 , which is a flowchart of the protocol monitoring described in the present application in one embodiment.

[0048] In one embodiment of the present application, based on the protocol monitoring configuration item, the link layer protocol monitoring of the market data includes: parsing the Ethernet data frame corresponding to the market data when it is transmitted at the link layer to obtain the length of the Ethernet data frame, the network layer protocol type at the head, and the frame check sequence at the tail; judging whether the length of the Ethernet data frame is greater than the link layer maximum transmission unit (MTU) configured in the protocol monitoring configuration item, and whether the frame check sequence is consistent with a preset check value; if so, determining that the market data passes the link layer monitoring; otherwise, determining that the link layer monitoring fails; judging whether the network layer protocol type is the IP protocol; if so, continuing the network layer protocol monitoring; otherwise, ending the protocol monitoring process.

[0049] In an embodiment of the present application, by determining whether the length of the Ethernet data frame is greater than the link layer maximum transmission unit configured in the protocol monitoring configuration item, it is possible to detect whether there is a data packet exceeding the MTU, thereby avoiding transmission failures caused by data packets being too large. By comparing the frame check sequence (FCS) at the end of the data frame with a preset check value, it is possible to effectively verify whether the data frame has been damaged during transmission, thereby improving the accuracy of data transmission. By determining whether the network layer protocol type is the IP protocol, it can be determined whether it is necessary to continue the network layer protocol monitoring. If it is the IP protocol, the network layer protocol monitoring continues; if not, the protocol monitoring process ends. In this way, different processing can be performed for different network layer protocols, thereby improving the flexibility of protocol monitoring.

[0050] In one embodiment of the present application, based on the protocol monitoring configuration item, the network layer protocol monitoring of the market data includes: parsing the IP protocol data packet corresponding to the market data when it is transmitted at the network layer to obtain the header information of the data packet; the header information includes a checksum field, a fragmentation flag and a transport layer protocol type; if the fragmentation flag indicates that the data packet has been fragmented at the network layer, the fragmented data packet is reassembled to obtain a number of data segments with specific sequence numbers; it is determined whether the fragmented data packet has been reassembled within a specified time, and whether the checksum field is consistent with a preset check value; if so, it is determined that the market data has passed the network layer monitoring; otherwise, it is determined that the network layer monitoring has failed; it is determined whether the transport layer protocol type is TCP or UDP protocol; if so, the transport layer protocol monitoring continues; otherwise, the protocol monitoring process ends.

[0051] In an embodiment of the present application, by determining whether the fragmented data packet has been reassembled within the specified time, and whether the checksum field is consistent with the preset checksum value, it can be ensured that the data packet is transmitted within the specified time, and no error occurs during the network layer transmission process, further improving the reliability and accuracy of data transmission. By determining whether the transport layer protocol type is TCP or UDP protocol, it can be determined whether it is necessary to continue the transport layer protocol monitoring. If it is TCP or UDP protocol, the transport layer protocol monitoring continues; if not, the protocol monitoring process ends. In this way, different processing can be performed for different transport layer protocols, improving the flexibility of protocol monitoring.

[0052] In one embodiment of the present application, based on the protocol monitoring configuration item, the transport layer protocol monitoring of the market data includes: parsing the datagram corresponding to the market data when it is transmitted at the transport layer, and obtaining the header information of the datagram; the header information includes a checksum field; if in the network layer, the sequence numbers of the data segments that have been reassembled after fragmentation are not continuous, the disordered data segments are reordered to obtain the data segments in the correct sequence; determine whether the disordered data segments have been reordered within a specified time, and whether the checksum field is consistent with a preset check value; if so, it is determined that the market data has passed the transport layer monitoring and the protocol monitoring process is terminated; otherwise, it is determined that the transport layer monitoring has failed.

[0053] In the embodiment of the present application, by judging whether the disordered data segments have been reordered within the specified time, and whether the checksum field is consistent with the preset checksum value, it can be ensured that the data is transmitted within the specified time, and no error occurs during the transmission process of the transport layer, thereby further improving the reliability and accuracy of data transmission. If it is determined that the market data has passed the transport layer monitoring, the protocol monitoring process is terminated. In this way, it can be ensured that only the market data that has passed the protocol monitoring of the link layer, network layer and transport layer is recognized as valid data, thereby improving the strictness and security of the overall data monitoring.

[0054] In this implementation, by performing protocol monitoring of the link layer, network layer and transport layer of the market data, it can be ensured that the real-time, accuracy and reliability of the market data are not affected in a complex and changeable network environment.

[0055] It should be noted that some preset check values ​​involved in the protocol monitoring of this application can adopt known calculation methods in the relevant technical field, and this application does not impose any restrictions on the specific calculation method of the check value.

[0056] In step S300, based on the traffic monitoring configuration item, traffic monitoring is performed on the market data that passes the protocol monitoring.

[0057] See also Figure 4 , which is a flow chart of the flow monitoring described in this application in one embodiment. Figure 4 As shown in the figure, the traffic monitoring of a single transmission channel can monitor the total traffic of the device or the traffic of a specific market data source. When there are multiple channels, the workflow of each channel is the same as that of a single channel.

[0058] In one embodiment of the present application, based on the traffic monitoring configuration item, traffic monitoring of the market data that passes the protocol monitoring includes: initializing a traffic monitoring channel, wherein the traffic monitoring channel corresponds one-to-one to the traffic monitoring configuration item in quantity; performing protocol layer filtering on the traffic monitoring channel to check whether the filter register value in the traffic monitoring channel matches the address information of the network packet corresponding to the market data; if it matches, adding the number of bytes of the network packet to the real-time traffic register to update the real-time traffic; otherwise, terminating the traffic monitoring process; querying the cumulative number of FPGA clock cycles recorded in the timing register; if the cumulative number of FPGA clock cycles reaches the timeout setting in the timing register, adding the real-time traffic to the cumulative traffic register to update the cumulative traffic; otherwise, terminating the traffic monitoring process; determining whether the real-time traffic or the cumulative traffic exceeds the upper and lower bounds of the traffic set in the upper and lower bounds register; if so, determining that the traffic monitoring has failed; otherwise, determining that the market data has passed traffic monitoring.

[0059] In one embodiment of the present application, initializing the traffic monitoring channel includes: obtaining the IP address information and port information in the traffic monitoring configuration item, and writing the IP address information and the port information into the filter register; converting the preset statistical granularity into the number of FPGA clock cycles, and writing the number of FPGA clock cycles as the timeout setting value into the timing register; writing the upper and lower limit monitoring indicators of the traffic into the upper and lower limit registers of the traffic; and setting the real-time traffic register, the cumulative traffic register and the timing register to zero.

[0060] In step S400, based on the content monitoring configuration items, the market data that has passed the traffic monitoring is sequentially monitored for legality, self-consistency and consistency.

[0061] See also Figure 5 , showing a flow chart of content monitoring in one embodiment as described in the present application.

[0062] In one embodiment of the present application, based on the content monitoring configuration item, content monitoring of the legitimacy of the market data that has passed the traffic monitoring includes: extracting valid fields in the market data; the valid field is defined as a triple consisting of a market number, a field number and a field value; based on the market number and the field number, obtaining a legitimacy monitoring configuration item that matches each of the valid fields from the content monitoring configuration item; the legitimacy monitoring configuration item is defined as a triple consisting of the market number, the field number and the field legal value range; if the field value of the valid field exceeds the field legal value range, the legitimacy monitoring is deemed to have failed; otherwise, the market data is deemed to have passed the legitimacy monitoring; obtaining the market category of the market data that has passed the legitimacy monitoring; if the market category only includes snapshot market conditions, self-consistency monitoring is skipped; if the market category includes transaction-by-transaction market conditions and the snapshot market conditions, self-consistent content monitoring is performed on the market data.

[0063] For example, the valid fields in the market data are (1, 2, 9:30:00), and the legality configuration item (1, 2, 9:15:00 <= field value <= 15:00:00) can be found through (1, 2). Since 9:15:00 <= 9:30:00 <= 15:00:00, it can be determined that the field value 9:30:00 does not exceed the legal value range.

[0064] In the embodiment of the present application, by performing a legality check on the valid fields in the market data, it is possible to ensure that the market data is within the specified value range, thereby ensuring the accuracy and reliability of the data. If it is found that the valid fields of the market data exceed the legal value range, the abnormal data can be identified and processed in a timely manner to avoid misleading subsequent data analysis and decision-making.

[0065] In one embodiment of the present application, the self-consistent content monitoring of the market data includes: based on the transaction-by-transaction market, updating a specific field in a random access memory; the specific field includes total transaction volume information and buy and sell order volume information at each price level; merging the updated specific fields to calculate and generate a first hash value, and storing the first hash value in a preset storage space; when the snapshot market arrives and is blocked for a preset timeout period, calculating the hash value corresponding to the snapshot market to obtain a second hash value; searching in the storage space to determine whether there is the first hash value consistent with the second hash value; if so, determining that the market data passes the self-consistency monitoring; otherwise, determining that the self-consistency monitoring fails, and terminating the current content monitoring process; obtaining the number of paths of the market data that pass the self-consistency monitoring or skip the self-consistency monitoring; if the market data is multi-path, performing consistency content monitoring on the multi-path market data; if the market data is single-path, skipping consistency monitoring, and terminating the current content monitoring process.

[0066] The self-consistent content monitoring described in the embodiment of the present application is a cross-validation mechanism, that is, using two mutually related data to perform mutual verification.

[0067] Whenever an exchange generates a transaction data, a corresponding transaction quotation will be generated. The snapshot quotation is formed by extracting a data slice from the transaction quotation, and the snapshot quotation is used to capture the statistics and buying and selling gear information of a certain securities contract within a preset time period. The embodiment of the present application can restore a snapshot quotation using the transaction quotation, and then compare the restored snapshot quotation with the actual snapshot quotation released by the exchange, so as to achieve the purpose of self-consistent monitoring. This process does not require the participation of a third-party independent data source, which improves the sensitivity and autonomy of market data anomaly detection.

[0068] In order to reduce operational risks, exchanges usually configure main and backup computer rooms, and may add off-site disaster recovery centers. These facilities jointly provide multiple channels of market data to ensure that when the main market data transmission is interrupted, it can immediately switch to the backup data source to continue service. In theory, the content of the main market data and the backup market data should maintain a high degree of consistency.

[0069] In one embodiment of the present application, consistency content monitoring of multiple channels of market data includes: determining main market data and backup market data in the multiple channels of market data; for each channel of market data, merging preset valid fields in the main market data to calculate and generate a third hash value, and storing the hash value in a preset storage space; when any channel of backup market data arrives and is blocked for a preset timeout period, calculating the hash value corresponding to the backup market data to obtain a fourth hash value; searching in the storage space to determine whether there is a third hash value consistent with the fourth hash value; if so, determining that the market data has passed consistency monitoring; otherwise, determining that consistency monitoring has failed, and terminating the current content monitoring process.

[0070] The embodiment of the present application can quickly identify abnormal or mismatched content by monitoring the consistency of the content of multiple channels of market data. Only when the content of multiple channels of market data is completely consistent, it will be determined as a normal state without triggering any alarm mechanism.

[0071] In step S500, based on the winning rate monitoring configuration item, the winning rate of the market data that has passed content monitoring is monitored.

[0072] When the device is connected to market data from two different market sources, the first market source is the main machine room of the exchange, and the second market source is the backup machine room. Although the content of the market data from the two different market sources is consistent, during the actual transmission process, due to factors such as network delay, the time when the market data arrives at the device may have uncertain differences.

[0073] This application calculates the real-time winning rate and cumulative winning rate based on the order in which the market data arrives at the device, which is used as an important indicator for quantitative trading, risk management and data quality control. The real-time winning rate refers to the winning rate of trading decisions within a specific statistical period, which is used to reflect the accuracy of short-term decisions. The cumulative winning rate refers to the total winning rate of all trading decisions since the device was started.

[0074] For example, A1, A2 and A3 are three channels of market data sent by the first market source A, while B1, B2 and B3 are three channels of market data sent by the second market source B. The actual time sequence of market data received by the device is A1, B1, B2, B3, A2 and A3. Since only A1 arrives earlier than the three channels of market data sent by the second market source B, the winning rate of market data from the first market source A is 1 / 3. Correspondingly, the winning rate of market data from the second market source B is 2 / 3.

[0075] See also Figure 6 , which is a flow chart of the win rate monitoring in one embodiment described in this application. Figure 6As shown, based on the winning rate monitoring configuration item, the winning rate monitoring of the market data that has passed the content monitoring includes: initializing the winning rate monitoring channel, wherein the winning rate monitoring channel corresponds to the winning rate monitoring configuration item one by one; performing protocol layer filtering on the winning rate monitoring channel to check whether the filter register value in the winning rate monitoring channel matches the address information of the network packet corresponding to the market data; if it matches, obtaining the market sequence number of the market data; when the sequence number register value is less than the market sequence number, using the market sequence number to update the sequence number register value; adding 1 to the real-time winning rate register value corresponding to the market data to update the real-time winning rate; if it does not match, ending the current Pre-win rate monitoring process; query the cumulative number of FPGA clock cycles recorded in the timing register; if the cumulative number of FPGA clock cycles reaches the timeout setting in the timing register, add the real-time win rate to the cumulative win rate register value to update the cumulative win rate; based on the updated real-time win rate and the serial number register value, calculate the real-time win rate percentage; based on the updated cumulative win rate and the serial number register value, calculate the cumulative win rate percentage; check whether the real-time win rate percentage or the cumulative win rate percentage exceeds the upper and lower bounds of the win rate set in the upper and lower bounds register; if so, it is determined that the win rate monitoring has failed; otherwise, it is determined that the market data has passed the win rate monitoring.

[0076] In the embodiment of the present application, the number of the real-time win rate register and the cumulative win rate register is consistent with the number of the market data. Specifically, if there are four market data, and the four market data are numbered 1, 2, 3 and 4 respectively, four real-time win rate registers will be set accordingly. The four real-time win rate registers are respectively used to record the count value of the real-time win rate in each market data.

[0077] For example, if the total number of market quotations currently received is 100, the value of the sequence number register is 100, and the records in the four real-time win rate registers may be 20, 35, 15, and 30. When the market data numbered 101 of the first route arrives, since its sequence number is greater than the current total number of market quotations (i.e., 101>100), the value of the sequence number register needs to be updated to 101, and the records in the real-time win rate register are adjusted to 21, 35, 15, and 30 accordingly.

[0078] In one embodiment of the present application, based on the updated real-time win rate and the sequence number register value, calculating the real-time win rate percentage includes using the formula:

[0079] The real-time winning rate percentage of the Nth road = the real-time winning rate of the Nth road / the value of the sequence number register;

[0080] Where N is any one of the multiple channels of market data.

[0081] In one embodiment of the present application, based on the updated cumulative win rate and the serial number register value, calculating the cumulative win rate percentage includes using the formula:

[0082] Nth road cumulative winning rate percentage = Nth road cumulative winning rate / sequence number register value;

[0083] Where N is any one of the multiple channels of market data.

[0084] For example, if the current serial number register value is 100 and the count of the first-way real-time winning rate register is 25, then the first-way winning rate percentage is 25 / 100=25%.

[0085] In the embodiment of the present application, the upper and lower bounds of the winning rate are defined as the upper and lower bounds formed by a pair of percentage values. For example, the upper and lower bounds of the winning rate can be set to (10%, 30%). Only when the winning rate percentage of a certain market data is within this interval, that is, it satisfies 10% < winning rate percentage < 30%, will it be considered to have passed the winning rate monitoring; otherwise, it is considered that the winning rate monitoring has failed.

[0086] In step S600, when any one of the protocol monitoring, the traffic monitoring, the content monitoring and the win rate monitoring fails, an error warning mechanism is triggered.

[0087] This application can send out abnormal warning signals instantly with a low false alarm rate, which helps to improve the timeliness of abnormal processing.

[0088] Specifically, when any of the protocol monitoring, the traffic monitoring, the content monitoring, and the win rate monitoring fails, the status bit of the early warning register will be set accordingly. Through the software and hardware interactive interface, the user can periodically read the status bit of the register to quickly obtain and process abnormal information. This implementation method can provide an instant response time, thereby significantly improving the timeliness and efficiency of the monitoring system. For high-speed hardware platforms such as FPGAs, using early warning registers for data storage and access not only simplifies the process, but also ensures extremely high read and write speeds, making the entire early warning process more efficient and reliable.

[0089] In one embodiment of the present application, during the link layer monitoring process, if the frame check sequence is inconsistent with the preset check value, the status bit of the warning register is set to 101; if the length of the Ethernet data frame is greater than the link layer maximum transmission unit (MTU) configured in the protocol monitoring configuration item, the status bit of the warning register is set to 102. During the network layer monitoring process, if the checksum field is inconsistent with the preset check value, the status bit of the warning register is set to 111; if the fragmented data packet is not reassembled within the specified time, the status bit of the warning register is set to 112. During the transport layer monitoring process, if the checksum field is inconsistent with the preset check value, the status bit of the warning register is set to 121 or 122; if the disordered data segment is not reordered within the specified time, the status bit of the warning register is set to 123.

[0090] In one embodiment of the present application, during the flow monitoring process, if the real-time flow or the cumulative flow exceeds the flow upper and lower limit range in the flow upper and lower limit registers, the status bit of the warning register is set to 201 or 202, where 201 is used to prompt that the flow is too small and there is an interruption in the market data; and 202 is used to prompt that the flow is too large and the products or services that access the market data face greater receiving and processing pressure.

[0091] In one embodiment of the present application, during the legality monitoring process, if the actual value of the valid field exceeds the legal value range, the status bit of the warning register is set to 301. During the self-consistency monitoring process, if the first hash value consistent with the second hash value does not exist in the storage space, the status bit of the warning register is set to 311. During the consistency monitoring process, if the third hash value consistent with the fourth hash value does not exist in the storage space, the status bit of the warning register is set to 321.

[0092] In one embodiment of the present application, during the winning rate monitoring process, if the real-time winning rate exceeds the upper and lower limits of the winning rate set in the winning rate monitoring configuration item, the status bit of the warning register is set to 401; if the cumulative winning rate exceeds the upper and lower limits of the winning rate set in the winning rate monitoring configuration item, the status bit of the warning register is set to 402.

[0093] In one embodiment of the present application, the full-link securities market monitoring method described in the present application also includes step S700.

[0094] In step S700, the real-time traffic and cumulative traffic recorded in the traffic monitoring process are counted, and the real-time winning rate and cumulative winning rate recorded in the winning rate monitoring process are counted to generate statistical information.

[0095] It should be noted that, in view of the certain dependencies between different monitoring tasks in the technical solution of this application, for example, the win rate monitoring needs to be further analyzed based on the results of market data processing based on content monitoring, so the monitoring tasks support each other in realizing the full-link monitoring function. In the actual implementation process, each monitoring task must be performed in sequence according to the established order. However, all solutions implemented by adding or subtracting steps and replacing steps in the prior art made according to the principles of this application are included in the protection scope of this application.

[0096] See also Figure 7 , which is a schematic diagram of the structure of the full-link monitoring system for securities market information described in this application in one embodiment. Figure 7 As shown, an embodiment of the present application provides a full-link monitoring system for securities market conditions, including a data acquisition module, a protocol monitoring module, a traffic monitoring module, a content monitoring module, a winning rate monitoring module and an error warning module.

[0097] The data acquisition module is used to acquire the market data to be monitored and a preset monitoring index system. The monitoring index system includes a protocol monitoring configuration item, a flow monitoring configuration item, a content monitoring configuration item and a winning rate monitoring configuration item.

[0098] The protocol monitoring module is used to perform protocol monitoring of the link layer, network layer and transport layer of the market data in sequence based on the protocol monitoring configuration items.

[0099] The traffic monitoring module is used to perform traffic monitoring on the market data that passes protocol monitoring based on the traffic monitoring configuration item.

[0100] The content monitoring module is used to perform content monitoring on the legality, self-consistency and consistency of the market data that has passed the traffic monitoring in sequence based on the content monitoring configuration items.

[0101] The winning rate monitoring module is used to monitor the winning rate of the market data that has passed content monitoring based on the winning rate monitoring configuration item.

[0102] The error warning module is used to trigger an error warning mechanism when any one of the protocol monitoring, the traffic monitoring, the content monitoring and the win rate monitoring fails.

[0103] See also Figure 8 , which is a schematic diagram of the structure of the full-link monitoring system for securities market information described in this application in another embodiment. Figure 8 As shown, the securities market full-link monitoring system provided in the embodiment of the present application also includes a data statistics module and a software-hardware interaction module.

[0104] Specifically, the data statistics module is used to count the real-time traffic and cumulative traffic recorded in the traffic monitoring module, and to count the real-time winning rate and cumulative winning rate recorded in the winning rate monitoring module, so as to generate statistical information.

[0105] The software-hardware interaction module includes a configuration supply unit, which is used to provide the protocol monitoring configuration items, the traffic monitoring configuration items, the content monitoring configuration items and the winning rate monitoring configuration items to the data acquisition module; the software-hardware interaction module is provided with a first interaction interface and a second interaction interface, wherein the first interaction interface is used to provide the user with the error warning information generated by the error warning module, and the second interaction interface is used to provide the user with the statistical information generated by the data statistics module.

[0106] In the embodiment of the present application, the error warning information corresponds to different status bits of the warning register in step S600, which will not be repeated here.

[0107] In one embodiment of the present application, the first interaction interface and the second interaction interface are PCIe interfaces. Once the monitoring data flows into the software and hardware interaction module, the user can perform periodic data query or polling operations through the PCIe interface on the software and hardware interaction module. The acquired monitoring data can then be pushed to the operation and maintenance team for practical use, or provided to the business department as a reference for decision-making, or the flow information can be fed back to the regulatory department, or even used for data visualization.

[0108] In this implementation, the software and hardware interaction module can provide a variety of statistical data support including real-time traffic and winning rate, which helps users to understand market dynamics more deeply, rationally allocate resources, and thus optimize their business decision-making process.

[0109] It should be noted that the full-link monitoring system for securities market conditions provided in the embodiment of the present application can implement the full-link monitoring method for securities market conditions described in the present application, but the implementation device of the full-link monitoring method for securities market conditions described in the present application includes but is not limited to the structure of the full-link monitoring system for securities market conditions listed in the present embodiment. All structural deformations and replacements of the prior art made according to the principles of the present application are included in the protection scope of the present application.

[0110] See also Fig. 9 , which is a schematic diagram of the structure of the full-link monitoring device for securities market conditions described in this application in one embodiment. Fig. 9 As shown, an embodiment of the present application provides a full-link monitoring device for securities market conditions, including: a processor and a memory.

[0111] The memory is used to store computer programs.

[0112] The processor is used to execute the computer program stored in the memory so that the chip executes any one of the above methods.

[0113] Preferably, the processor may be a general-purpose processor, including a central processing unit (CPU), a network processor (NP), etc.; it may also be a digital signal processor (DSP), an application specific integrated circuit (ASIC), a field programmable gate array (FPGA), or other programmable logic devices, discrete gates or transistor logic devices, discrete hardware components. The memory may be implemented by any type of volatile or non-volatile storage device or a combination thereof, such as a static random access memory (SRAM), an electrically erasable programmable read-only memory (EEPROM), an erasable programmable read-only memory (EPROM), a programmable read-only memory (PROM), a read-only memory (ROM), a magnetic memory, a flash memory, a magnetic disk or an optical disk.

[0114] In the several embodiments provided in the present application, it should be understood that the disclosed system, device or method can be implemented in other ways. For example, the device embodiments described above are only schematic. For example, the division of modules / units is only a logical function division. There may be other division methods in actual implementation, such as multiple modules or units can be combined or integrated into another system, or some features can be ignored or not executed. Another point is that the mutual coupling or direct coupling or communication connection shown or discussed can be an indirect coupling or communication connection through some interfaces, devices or modules or units, which can be electrical, mechanical or other forms.

[0115] The modules / units described as separate components may or may not be physically separated, and the components displayed as modules / units may or may not be physical modules, that is, they may be located in one place, or they may be distributed on multiple network units. Some or all of the modules / units may be selected according to actual needs to achieve the purpose of the embodiments of the present application. For example, the functional modules / units in the various embodiments of the present application may be integrated into one processing module, or each module / unit may exist physically separately, or two or more modules / units may be integrated into one module / unit.

[0116] Those of ordinary skill in the art should further appreciate that the units and algorithm steps of each example described in conjunction with the embodiments disclosed herein can be implemented in electronic hardware, computer software, or a combination of the two. In order to clearly illustrate the interchangeability of hardware and software, the composition and steps of each example have been generally described in the above description according to function. Whether these functions are performed in hardware or software depends on the specific application and design constraints of the technical solution. Professional and technical personnel can use different methods to implement the described functions for each specific application, but such implementation should not be considered to be beyond the scope of this application.

[0117] The present application embodiment also provides a computer-readable storage medium. A person of ordinary skill in the art can understand that all or part of the steps in the method for implementing the above embodiment can be completed by a program to instruct the processor, and the program can be stored in a computer-readable storage medium, and the storage medium is a non-transitory medium, such as a random access memory, a read-only memory, a flash memory, a hard disk, a solid-state hard disk, a magnetic tape, a floppy disk, an optical disc, and any combination thereof. The above storage medium can be any available medium that can be accessed by a computer or a data storage device such as a server or a data center that includes one or more available media integrated. The available medium can be a magnetic medium (e.g., a floppy disk, a hard disk, a tape), an optical medium (e.g., a digital video disc (DVD)), or a semiconductor medium (e.g., a solid-state hard disk (SSD)), etc.

[0118] The embodiment of the present application may also provide a computer program product, including computer instructions, which are executed by a processor to implement any of the methods described above. When the computer instructions are loaded and executed on a computing device, the process or function described in the embodiment of the present application is generated in whole or in part. The computer instructions may be stored in a computer-readable storage medium, or transmitted from one computer-readable storage medium to another computer-readable storage medium, for example, the computer instructions may be transmitted from one website site, computer or data center to another website site, computer or data center by wired (e.g., coaxial cable, optical fiber, digital subscriber line (DSL)) or wireless (e.g., infrared, wireless, microwave, etc.) mode.

[0119] When the computer program product is executed by a computer, the computer executes the method described in the above method embodiment. The computer program product may be a software installation package, and when the above method is required, the computer program product may be downloaded and executed on a computer.

[0120] The descriptions of the processes or structures corresponding to the above-mentioned figures have different emphases. For parts that are not described in detail in a certain process or structure, please refer to the relevant descriptions of other processes or structures.

[0121] The above embodiments are merely illustrative of the principles and effects of the present application and are not intended to limit the present application. Anyone familiar with the technology may modify or change the above embodiments without violating the spirit and scope of the present application. Therefore, all equivalent modifications or changes made by a person of ordinary skill in the art without departing from the spirit and technical ideas disclosed in the present application shall still be covered by the claims of the present application.

Claims

1. A full-link monitoring method for securities market conditions, characterized in that: include: Obtain the market data to be monitored and the preset monitoring indicator system; The monitoring indicator system includes protocol monitoring configuration items, traffic monitoring configuration items, content monitoring configuration items and win rate monitoring configuration items; Based on the protocol monitoring configuration items, the market data is sequentially subjected to protocol monitoring at the link layer, the network layer, and the transport layer; Based on the traffic monitoring configuration item, traffic monitoring is performed on the market data that passes the protocol monitoring; Based on the content monitoring configuration items, the market data that has passed the traffic monitoring is sequentially monitored for legality, self-consistency and consistency; Based on the win rate monitoring configuration item, the win rate of the market data that has passed the content monitoring is monitored; When any one of the protocol monitoring, the traffic monitoring, the content monitoring and the win rate monitoring fails, an error warning mechanism is triggered.

2. The method according to claim 1, characterized in that Based on the traffic monitoring configuration item, traffic monitoring of the market data that is qualified for protocol monitoring includes: Initializing a flow monitoring channel, wherein the flow monitoring channel corresponds one-to-one with the flow monitoring configuration item in quantity; Performing protocol layer filtering on the traffic monitoring channel to check whether the filter register value in the traffic monitoring channel matches the address information of the network packet corresponding to the market data; If there is a match, the number of bytes of the network packet is accumulated into the real-time traffic register to update the real-time traffic; otherwise, the traffic monitoring process is terminated; Query the cumulative number of FPGA clock cycles recorded in the timing register; If the accumulated FPGA clock cycle number reaches the timeout setting in the timing register, the real-time flow is accumulated into the accumulated flow register to update the accumulated flow; otherwise, the flow monitoring process ends; Determine whether the real-time flow or the accumulated flow exceeds the flow upper and lower bounds set in the flow upper and lower bounds register; If so, it is determined that the traffic monitoring has failed; otherwise, it is determined that the market data has passed the traffic monitoring.

3. The method according to claim 1, characterized in that Based on the content monitoring configuration item, content monitoring of the market data that has passed the traffic monitoring for legitimacy includes: Extracting valid fields from the market data; the valid fields are defined as a triple consisting of a market number, a field number and a field value; Based on the market number and the field number, obtaining a legality monitoring configuration item that matches the valid field from the content monitoring configuration item; the legality monitoring configuration item is defined as a triple consisting of the market number, the field number and the legal value range of the field; If the field value of the valid field exceeds the legal value range of the field, it is determined that the legality monitoring fails and the current content monitoring process ends; otherwise, it is determined that the market data passes the legality monitoring; Obtaining the market category of the market data that has passed the legality monitoring; If the market category only includes snapshot market, then self-consistency monitoring is skipped; If the market category includes the tick-by-tick market and the snapshot market, the market data is subjected to self-consistent content monitoring.

4. The method according to claim 3, characterized in that The self-consistent content monitoring of the market data includes: Based on the tick-by-tick market information, a specific field in a random access memory is updated; the specific field includes total transaction volume information and buy and sell order volume information at each price level; Merging the updated specific fields to calculate and generate a first Hash value, and storing the first Hash value in a preset storage space; When the snapshot market information arrives and is blocked for a preset timeout period, a hash value corresponding to the snapshot market information is calculated to obtain a second hash value; Searching the storage space to determine whether there is the first hash value that is consistent with the second hash value; If yes, it is determined that the market data has passed the self-consistency monitoring; otherwise, it is determined that the self-consistency monitoring has failed, and the current content monitoring process ends; The number of ways to obtain the market data that pass self-consistency monitoring or skip self-consistency monitoring; If there are multiple channels of market data, the multiple channels of market data are monitored for consistency; If the market data is a single channel, the consistency monitoring is skipped and the current content monitoring process ends.

5. The method according to claim 4, characterized in that The consistency monitoring of the content of the multiple channels of market data includes: Determine the main market data and the backup market data in the multiple channels of market data; For each channel of the market data, merge the preset valid fields in the main market data to calculate and generate a third hash value, and store the hash value in a preset storage space; When any one of the backup market data arrives and is blocked for a preset timeout period, a hash value corresponding to the backup market data is calculated to obtain a fourth hash value; Searching the storage space to determine whether there is the third Hash value that is consistent with the fourth Hash value; If so, it is determined that the market data has passed the consistency monitoring; otherwise, it is determined that the consistency monitoring has failed and the current content monitoring process ends.

6. The method according to claim 1, characterized in that Based on the win rate monitoring configuration item, monitoring the win rate of the market data that has passed content monitoring includes: Initialize a win rate monitoring channel, wherein the win rate monitoring channel corresponds one-to-one to the win rate monitoring configuration item; Performing protocol layer filtering on the win rate monitoring channel to check whether the filter register value in the win rate monitoring channel matches the address information of the network packet corresponding to the market data; If there is a match, the market serial number of the market data is obtained; when the serial number register value is less than the market serial number, the serial number register value is updated using the market serial number; the real-time winning rate register value corresponding to the market data is increased by 1 to update the real-time winning rate; If there is no match, the current win rate monitoring process ends; Query the cumulative number of FPGA clock cycles recorded in the timing register; If the accumulated FPGA clock cycle number reaches the timeout setting in the timing register, the real-time winning rate is added to the accumulated winning rate register value to update the accumulated winning rate; Calculating a real-time winning rate percentage based on the updated real-time winning rate and the serial number register value; Calculating a cumulative win rate percentage based on the updated cumulative win rate and the serial number register value; Check whether the real-time winning percentage or the cumulative winning percentage exceeds the winning percentage upper and lower bounds set in the upper and lower bounds register; If so, it is determined that the winning rate monitoring has failed; otherwise, it is determined that the market data has passed the winning rate monitoring.

7. The method according to claim 1, characterized in that Also includes: The real-time traffic and cumulative traffic recorded during the traffic monitoring process are counted, and the real-time winning rate and cumulative winning rate recorded during the winning rate monitoring process are counted to generate statistical information.

8. A securities market full-link monitoring system, characterized in that: include: Data acquisition module, used to obtain the market data to be monitored and the preset monitoring indicator system; The monitoring indicator system includes protocol monitoring configuration items, traffic monitoring configuration items, content monitoring configuration items and win rate monitoring configuration items; A protocol monitoring module, used to perform protocol monitoring of the link layer, network layer and transport layer of the market data in sequence based on the protocol monitoring configuration items; A traffic monitoring module, used for performing traffic monitoring on the market data that has passed the protocol monitoring based on the traffic monitoring configuration item; A content monitoring module, for sequentially monitoring the legality, self-consistency and consistency of the market data that has passed the traffic monitoring based on the content monitoring configuration items; A winning rate monitoring module, used for monitoring the winning rate of the market data that has passed the content monitoring based on the winning rate monitoring configuration item; The error warning module is used to trigger the error warning mechanism when any one of the protocol monitoring, the traffic monitoring, the content monitoring and the winning rate monitoring fails.

9. The system according to claim 8, characterized in that It also includes a data statistics module, which is used to count the real-time traffic and cumulative traffic recorded in the traffic monitoring module, and the real-time winning rate and cumulative winning rate recorded in the winning rate monitoring module, so as to generate statistical information.

10. The system according to claim 9, characterized in that It also includes a software and hardware interaction module, which includes a configuration supply unit, and the configuration supply unit is used to provide the protocol monitoring configuration items, the traffic monitoring configuration items, the content monitoring configuration items and the winning rate monitoring configuration items to the data acquisition module; the software and hardware interaction module is provided with a first interaction interface and a second interaction interface, wherein the first interaction interface is used to provide the user with the error warning information generated by the error warning module, and the second interaction interface is used to provide the user with the statistical information generated by the data statistics module.

11. A full-link monitoring device for securities market conditions, characterized in that: include: Processor and memory; The memory is used to store computer programs; The processor is configured to execute the computer program stored in the memory, so that the apparatus performs the method according to any one of claims 1 to 7.

12. A computer program product comprising computer instructions, characterized in that: When the computer instructions are executed by a processor, the method according to any one of claims 1 to 7 is implemented.

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