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Strategy transaction engine system

A strategy and transaction technology, applied in the direction of resource allocation, program control design, program control devices, etc., can solve the problem of significant customizable requirements, and achieve the effects of rich stream interfaces, load balancing, and easy expansion.

Pending Publication Date: 2020-06-19
上海金融期货信息技术有限公司
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  • Abstract
  • Description
  • Claims
  • Application Information

AI Technical Summary

Problems solved by technology

[0003] At present, the strategic trading systems used by major securities firms and futures companies with market maker qualifications in China are mainly horizon and orc. These two systems basically monopolize the market maker systems at home and abroad, but they are increasingly rich in financial derivatives. market-making products, the demand for customization is particularly significant

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Embodiment Construction

[0027] The present invention will be described in detail below in conjunction with the accompanying drawings and specific embodiments. Note that the aspects described below in conjunction with the drawings and specific embodiments are only exemplary, and should not be construed as limiting the protection scope of the present invention.

[0028] The strategy transaction engine system of this embodiment includes at least one strategy transaction engine module and at least one strategy API interface module.

[0029] figure 1 A schematic diagram of the strategic trading engine system of this embodiment is shown. Such as figure 1 As shown, the strategy transaction engine module is used to load and manage at least one strategy plug-in, publish the plug-in information of the strategy plug-in to the user, provide input data for the strategy plug-in, and release the transaction instruction, parameter instruction, and control instruction output by the strategy plug-in .

[0030] The...

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Abstract

The invention discloses a strategy transaction engine system, which provides a set of complete and rich strategy API, compiles strategy plug-ins, performs daily transaction and hedging, can be customized according to the unique requirements of a strategy quantification transaction platform and facilitates secondary development based on basic market conditions, pricing parameters, pricing results and transaction data. According to the technical scheme, the strategy interface provided by the invention forms a set of complete strategy API interface. Besides, the strategy transaction engine systemprovides a multi-process deployment mode, strategy deployment can be carried out according to different products or different exchange counters, and the strategy transaction engine system is flexibleand efficient. The number of the application threads in the strategy transaction engine system can be configured according to the configuration file, and therefore load balancing is achieved.

Description

technical field [0001] The invention relates to financial transaction software, in particular to a high-performance strategic transaction engine system. Background technique [0002] The strategic trading engine is in the field of market-making programmatic trading of financial derivatives. Programmatic trading means that investors model trading ideas and trading rules, construct trading strategies, and execute the strategies by computers to realize automatic determination of buying and selling prices Or the trading method of buying and selling timing and placing an order. [0003] At present, the strategic trading systems used by major securities firms and futures companies with market maker qualifications in China are mainly horizon and orc. These two systems basically monopolize the market maker systems at home and abroad, but they are increasingly rich in financial derivatives. The demand for customization of market-making products is particularly significant. [0004]...

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Application Information

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Patent Type & Authority Applications(China)
IPC IPC(8): G06Q40/04G06F9/445G06F9/50
CPCG06Q40/04G06F9/44505G06F9/44526G06F9/505G06F2209/5018
Inventor 张海荣张勇李思昌方义高鹏陈诚
Owner 上海金融期货信息技术有限公司
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