Real-time Trading Environment Of Network Communication Protocols And Realization

The resuscitation of transaction markets around the world, as well as the appearance of new transaction varieties such as the Share Index Futures subsequently have brought great development to the whole transaction market. At the same time, with the participation of many broking companies in the Share Index Futures transaction, the transaction money as well as the transaction volume will increase in a large scale. It is a new challenge to the present transaction system since the requirements of more real-time transaction varieties, more transaction money and better performance, security and reliability of the transaction system. Now, most of the transaction systems were designed by orienting to commodities and adopted the two layers architecture model, which haven't met the needs of more transaction varieties and larger transaction volume. Their performance, security and reliability have become the choke point of real-time transaction system. Therefore, it is a very urgent task to change the architecture of the present transaction system, to implement new three-layers architecture, to develop new computer transaction system, which can meet the needs of all kinds of transaction varieties such as Future Goods, Future Options etc, and to improve the performance of real-time transaction system. Under this background and based on the assignment of researching and developing real-time transaction proto-type system of one of the five Exchanges-Shanghai Future Exchange, the dissertation is intended to research and implement the Exchange Message Protocol (XMP) and Message Transaction Protocol (XTP) which are designed to guaranteeing the security and reliability of the data transmission system and discusses the design and implement of the XMP and XTP.The dissertation first presents a new transaction system model, which adopts three-layers architecture including host, front transaction host and member servers. Acting as the linkage between the transaction end systems and host, the front transaction host serves as application isolation, physical network isolation, message channel management and load balance. And then, the paper introduces XMP and XTP. I put forward a new way that uses the combination of the "Flow" Method and the "Sequence Number" Method, which aiming at solving the problem that one host is connected by several front transaction hosts and one front transaction host isconnected by several member servers. The new way can ensure the unique receiving of data transmission, error checking and re-transmitting of the wrong data packages, especially focuses on the interpretation of the principal of "Flow" method and its implementation way. Finally, the dissertation presents the design and implementation of Application Programming Interface (API) of XMP and XTP.