Low-delay high-frequency transaction secondary seat system and method

A high-frequency trading, low-latency technology, applied in instruments, finance, data processing applications, etc., can solve the problems affecting key data processing delay rates, high processing delays, and increased data interaction delays.

Pending Publication Date: 2020-01-03
杨涛
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  • Summary
  • Abstract
  • Description
  • Claims
  • Application Information

AI Technical Summary

Problems solved by technology

[0006] 1. The order data and market data are processed by the secondary server and the market server respectively. The comprehensive processing of these two types of data must be completed in cooperation with the user server, and the processing delay is high;
[0007] 2. The connection between the user server and the secondary server passes through the L1 switch, and

Method used

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  • Low-delay high-frequency transaction secondary seat system and method
  • Low-delay high-frequency transaction secondary seat system and method
  • Low-delay high-frequency transaction secondary seat system and method

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Embodiment Construction

[0039] In order to make the purpose, technical solutions and advantages of the embodiments of the present invention clearer, the technical solutions in the embodiments of the present invention will be clearly and completely described below in conjunction with the drawings in the embodiments of the present invention. Obviously, the described embodiments It is a part of embodiments of the present invention, but not all embodiments. Based on the embodiments of the present invention, all other embodiments obtained by persons of ordinary skill in the art without creative efforts fall within the protection scope of the present invention.

[0040] figure 2 It is a schematic structural diagram of a low-latency high-frequency trading secondary system according to an embodiment of the present invention; figure 2 shown, including:

[0041] Communication module 101: receiving and sending order data and market data; the order data includes application order data, transaction order data...

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Abstract

The invention relates to the technical field of transaction data processing, in particular to a low-delay high-frequency transaction secondary seat system. The method comprises the steps that a communication module receives and sends order data and market data, wherein the order data comprises application order data, transaction order data, transaction order feedback data and application order feedback data, and the market data comprises application market data and transaction market data; the order risk control module is responsible for carrying out risk control management on the received application order data; the method specifically comprises the steps: application order data passing risk control is forwarded; the order processing module performs format conversion and sending on the received order data; and the market information processing module converts the transaction market information data returned by the exchange into the application market information data and sends the application market information data to the user server. According to the embodiment of the invention, only the FPGA is used for processing and communicating the order data and the market data in the secondary agent system, so that low-delay order data and market data processing can be met, and high-performance processing of transactions is further guaranteed.

Description

technical field [0001] The invention relates to the technical field of transaction data processing, in particular to a low-latency high-frequency transaction secondary system and method. Background technique [0002] In the high-frequency trading secondary system application, users need to obtain market data and order feedback data from the exchange as soon as possible, and also need to send their order data to the exchange as soon as possible. Therefore, it is particularly important to improve the data processing performance of the high-frequency trading secondary system. [0003] figure 1 It is a schematic diagram of the topology structure of the traditional transaction secondary system; figure 1 As shown, the entire topology includes: [0004] The user server is connected to the secondary server and the market server respectively through the L1 switch; the secondary server processes orders and risk control, and the market server processes market data; the market server...

Claims

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Application Information

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IPC IPC(8): G06Q40/04
CPCG06Q40/04
Inventor 杨涛
Owner 杨涛
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