Research And Implementation Of Lightweight Message-Oriented Middleware For Securities Trading Data

The completion of this paper is based on the next-generation trading system of a domestic trading center. The trading system used Message-Oriented Middleware as the key technologies of transfering message reliably among nodes. However, mature Message-Oriented Middleware in the market is large-scale, configuration complexity, unsafe and also failed to deal with the securities trading data formats specifically.This paper proposed a modular and hierarchical design of the lightweight Message-Oriented Middleware for securities trading data, by studying current technology and Securities Trading Exchange Protocol. It described the system architecture and module division of the Message-Oriented Middleware. In addition, it systematically explained the specific design of interface module, communication module and message processing module. Furthermore, it analyzed the technical points of message queues, communication mechanism, message compression algorithm, message persistent manner and fault-tolerant processing.In order to improve the performance of Message-Oriented Middleware, this paper analyzed and developed new ideas in the following aspects: message transmission efficiency and reliability, I/O performance, load balance, system complexity and scalability. It adopted Java NIO and MINA framework to implement the communication module of Message-Oriented Middleware, and designed synchronous communication model for communication between two points and asynchronous communication model for tripartite communication which using "store-and-forward" technique based on message queue. In addition, according to the features of securities trading data, it proposed template-based binarization scheme and independent source model. In order to achieve load balancing, it used message queue as "mailbox". Furthermore, it introduced a single-day/multi-day queue concept to design and implement a message persistent method based on file and read/write cache.Based on the above research and innovative design, this paper realized the lightweight Message-Oriented Middleware for securities trading data. This Message-Oriented Middleware which had clear hierarchy and module features, can shield the differences among complex network protocols and be easy for developers to use its interface and function. Moreover, it also achieved efficient and reliable data transmission and had reference value to develop other similar systems. Performance test and analysis also illustrated that: the lightweight Message-Oriented middleware in this paper had a stable performance, secure and efficient message transmission, good capability and practicality.