The Design And Realization Of Securities Quotations Service Oriented To SOA

With the rapid development of China’s economic, the stock market is growing bigger and mature. But for a long time, the market data source, which is the fundamental data, is controlled by the exchange market, the DBF data is still the main source provided by the exchange market. Due to the low update frequency, it cannot meet various investors’needs. Application systems provided by different companies mainly reads the data source by turns, which is very slow. Data from different markets cannot be exchanged efficiently. Level-2data is one of the many innovations on financial tools led by Shanghai Securities Exchange. Based on traditional data, it has many value-added services, fast data stream, and issued by pushing.In recent years, SOA is developing very fast in the computer software field. SOA is featured on loosely-couple, which simplifies operation by adding new service or update services by modules, can integrate applications to new services. This architecture can dynamically load different services and add new application based on it. The SOA based architecture is distributive, liable and easy to handle, make the most use of data from Shanghai, Shenzhen and options. The openness and mutual operational feature can make it possible for the platform to run in various operating systems and environments.The high frequency data service platform based on SOA, is focused on Level-2high frequency data, which uses a specialized module to generate data source. The time varying data is then pushed into the customer, which is used to Financial Model Arbitrage(FMA). The system implements multiple services via plugins:configuration service, business service, log service, database access service, security control service, process daemon service, routing service, business service.The system’s implementation includes three parts:(1) Admin platform: can provide online detecting on the whole network;(2) Application Router: as a middle ware of the system, focus on data transferring and applies in complex network.(3) Application Server:as a middle ware, handles multiple business through Application Router. Base on that, we implements data source server and high frequency data service server. Data source server is the heart of the whole system, which is responsible for collecting data from various markets. High frequency data service server periodically saves data to provide client’s query, which on the same time save and update logs. What’s more, the system can be extended to receive more data from other markets.