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FPGA-based futures trading system and method

A trading system and futures technology, applied in the field of financial communication, can solve problems such as inability to seize opportunities, and difficulty in quickly sending and receiving orders, and achieve the effects of reducing network transmission time, avoiding delays, and minimizing transaction risks

Inactive Publication Date: 2017-11-24
武汉旷腾信息技术有限公司
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AI Technical Summary

Problems solved by technology

[0003] The traditional futures trading scheme uses pure software to realize order transactions. The computer software obtains effective data through trading strategy calculations and risk control assessments. After obtaining effective data, it is packaged into a special transaction data package in the financial communication field, and then integrated through the kernel. The advanced Ethernet protocol stack packages the transaction data packets into market order data packets, and sends the market order data packets through the 10 Gigabit Ethernet port of the computer; the software delay introduced by this solution is mostly more than a few hundred microseconds, which is difficult to meet the futures requirements. The demand for fast sending and receiving orders for transaction data in the transaction cannot seize the opportunity in the transaction market

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  • FPGA-based futures trading system and method

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Embodiment Construction

[0040]In order to make the object, technical solution and advantages of the present invention clearer, the present invention will be further described in detail below in conjunction with the accompanying drawings and embodiments. It should be understood that the specific embodiments described here are only used to explain the present invention, not to limit the present invention. In addition, the technical features involved in the various embodiments of the present invention described below can be combined with each other as long as they do not constitute a conflict with each other.

[0041] figure 1 The overall system block diagram of the futures trading system provided by the embodiment of the present invention, the futures trading system provided by the embodiment is implemented based on FPGA; the data interaction is realized by interconnecting with the external server through the PCIE interface: the external server sends the information of the client to the futures trading...

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Abstract

The invention belongs to the technical field of finance communication and discloses an FPGA-based futures trading system and method. The system comprises order data reception and analysis, order management, risk control, order package and network protocol stack realized based on FPGA. According to the FPGA-based futures trading system and method, the transaction order data is analyzed and packaged by utilizing FPGA hardware; and compared with a scheme of processing the order trading through a software-only method, the method prevents delay caused by computer kernel software data analysis, and solves the problem that an existing common futures trading system cannot meet users' requirements for high-frequency trading speed.

Description

technical field [0001] The invention belongs to the technical field of financial communication, and more specifically, relates to an FPGA-based futures trading system and method. Background technique [0002] With the increasing popularity of programmed futures transactions, more and more futures transactions are automatically completed through computer programs, which greatly improves the efficiency of transaction completion, and faster order placement means higher transaction probability. In futures trading, especially in high-frequency trading, a faster trading system means that trading strategies can be executed earlier, so as to gain the initiative in trading. [0003] The traditional futures trading scheme uses pure software to realize order transactions. The computer software obtains effective data through trading strategy calculations and risk control assessments. After obtaining effective data, it is packaged into a special transaction data package in the financial ...

Claims

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Application Information

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IPC IPC(8): G06Q40/04
CPCG06Q40/04
Inventor 杨涛
Owner 武汉旷腾信息技术有限公司
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