The Research And Implementation Of Securities Trading System Based On FIX Protocol

At present, the Shanghai and Shenzhen Stock Exchange, the three future exchanges and other institutions have adopted to design their own among the non-standard interfaces, information exchange difficult. With the rapid development of China's securities market, the market demand increases for business and technological innovation, calls for the establishment of a unified and efficient system for securities trading. Therefore, the securities market needs to introduce international standardization of financial information exchange protocol FIX (Financial Information Exchange). FIX protocol is applicable for real-time securities, finance, electronic transactions, and data communications standards. It processes the different type's format of securities and financial business, making it one of the interfaces of a computer language to describe and process business. STEP (Security Trade Exchange Protocol) is the country's financial industry standards and draw up on the basis of the 4.4 version of the FIX protocol.In this paper, on the research of FIX protocol and STEP protocol, as the securities trading system data security requirements, in the analysis of the encryption algorithm proposed the encryption scheme of AES (Advanced Encryption Standard) algorithm and improvement of ECC (Elliptic Curve Cryptosystems) algorithm for data encryption and decryption. Increase the encryption speed, to meet the Securities and Exchange data real-time requirements. The securities trading system uses software engineering methods for system requirements analysis, system overall design, a detailed classification module, using C + + language and VS2005 platform of the client and server-side functionality. The entire process used in the design of the Socket, XML of the DOM interface, WindowsAPI programming technologies. In a single-server multi-client mode the securities trading system, the heart model was modified to reduce the burden on the server's network.After completed the transaction system, the client and server side was tested, divided into login test, realization of the identity of the client-side validation; heartbeat package testing, to protect client and server side are not dropped; Order testing, server-side to realize the client sends the message over the processing of orders. The test found that the system be able to complete securities trading system, the entire transaction process and realize the client-side monitoring.