The Implementation And Improvement Of Financial Software System Based On Complex Event Processing

Complex Event Processing (CEP) is an emerging method to construct event-based computer systems. Traditional event processing methods have been unable to meet the increasingly complex demands of the event processing. To address the problem, the Event-Driven Architecture (EDA) concept has been proposed in recent years, which is targeted for construction of event-driven processing systems. Complex Event Processing comes under this framework. The goal of Complex Event Processing is to enable the information contained in the events flowing through all of the layers of the enterprise IT infrastructure to be discovered, understood in terms of its impact on high level management goals and business processes, and acted upon in real time.Financial software systems are those widely used in the field of finance. Financial systems are required to receive huge number of market data events input, perform relatively complex calculation and determination, and take correct actions in real-time. In addition, as industrial application software, financial software systems also have their unique characteristics and requirements. A transaction management system F is a typical financial software system. Along with the U.S. Regulation National Market System (Reg NMS) will soon be implemented, this system needs to be modified to adapt to this rule. New rules require transactions taking into account all domestic stock exchange quotations information. The number of such events and the speed is huge.This paper will examine the application of Complex Event Processing, by using Apama Complex Event Processing platform to implement the prototype of the F system under Reg NMS, to verify the application of Complex Event Processing in financial software systems. Based on the implementation result, against financial software systems' unique characteristics and requirements, propose improved system to make it in line with the production environment requirements. Finally, according to the use experience, propose a new approach for developing Complex Event Processing engine middleware, making the application of Complex Event Processing technology in financial software systems better.