Research And Implementation Of Communication Middleware For Futures Electronic Trading

Electronic trading is the only form for China's futures and options transaction. Distributed electronic futures trading system is the core of electronic transactions. After years of development, electronic trading system architecture has been developed to bring together a backstage server / communications server / Member terminal server / client to four-Level system architecture. As the business expanded, the communications between the various subsystems in distributed trading systems as the main problem. This paper background communication between communications server and Member of the system studied the problems, proposed solutions and the achievement of a communication middleware.This paper analyzes the electronic futures trading system architecture and the major problems of development encountered, Based on this we proposed communications subsystem as a whole and, on the basis a communication middleware is designed. For this, the communications between subsystems become transparency. Secondly, based on analysis for standard protocol of the futures and the actual demand, were given application communication interfaces for communication middleware client and the server. Furthermore, in order to solve the communication problems of security, the paper study SSL communication mechanism, safety and introduced it to communications middleware communication process to achieve safe and reliable communication.In the design and realization, as the complexity of business itself, Middleware system must deal with large numbers of concurrent and data packets, In this paper, we used the thread pool technology to achieve parallel processing; and the using of object pool technology to management data objects, improve the performance of memory management. For large distributed system, the maintainability and easy upgrading is particularly important. Therefore, in this paper, design-oriented model used in the development, the use of the models make system clarity. The paper also introduced ACE class library to meet the cross-platform, and this is beneficial to the transplant.Partially achievement in this paper has been applied in the actual transaction system successfully. And we may offer some inspiration to the development of electronic futures trading system and the systems similarly.