The Design And Implementation Of A High Performance Multi-securities Trading System

With development of the computer network technology, there is a great change in the trade model of the futures, securities and stock Exchange in local and oversea market, that is, the electronic-trade has become the main trade model. In electronic-trade system, high performance, high robust and high scalability are the most important characteristic.Based on the multi-tier distributed system and mom delivered in swpf 2.5 future trading system, the paper discusses the design and implementation of swts multi-securities trading system. We will deliver OrderBook using TTree with high performance. Applying double buffer area technology, we can matchmake orders and update order into DB simultaneously. We will abstract common information and operation interface to support multi-securities order matchmaking .In order to achieve higher performance,we will deploy MomServer and MatchMaking Engine in different way.The study will firstly analyze recent financial trading system and introduce the technology applied. Then, the second chapter will analyze the requirement of swts multi-securities trading system. After the proposing of swts multi-securities trading system, we describe the architecture and module design of this system. The next step is to study the implementation of key technology applied in swts multi-securities trading system. A simulative test environment is imported to evaluate swts multi-securities trading system. Finally, this thesis gives a conclusion of all the work above.