Font Size: a A A

Securities Market Analysis System Based On Step Protocol (level-2) Research And Implementation,

Posted on:2009-05-24Degree:MasterType:Thesis
Country:ChinaCandidate:C D LiuFull Text:PDF
GTID:2208360248953029Subject:Computer software and theory
Abstract/Summary:PDF Full Text Request
China's rapid economic development,China's securities market has been gaining national attention,has become China's securities markets grow and mature,and the technology stock market has also been a lot of development.However,the prices of China's securities market still big problem.Shanghai and Shenzhen stock exchanges and brokerage firms and other institutions have adopted their own design of the non-standardization of interfaces,Data exchange model are not unified,coding not unified interface definitions are not unified,business data processes are not unified,the existence of the adaptability of poor business innovation,to the high cost of different markets difficult issues such as the effective exchange of information.The reform of the trading system was driven by the market analysis of the reform of the system,and improving the stock market needs a high-quality,rapid,large amount of information of market analysis system.This requires the introduction of international information exchange protocals.In foreign countries,some mature stock market and the banking system has been 90%in the use of FIX(Financial Information Exchange financial information exchange) protocol,the New York Stock Exchange,Pan-European Exchange(EURONEXT),Mexico Stock Exchange,the Chicago Board Options Exchange(CBOE),Singapore Stock Exchange,the Australian Stock Exchange and so support the FIX Protocol.FIX protocal can be said to have been very comprehensive and mature,safe.China Securities Regulatory Commission from 1998 to the planning and discussion on the securities industry standardization of the exchange of electronic information,after eight years of study,has finally launched suits China's securities market based on the STEP protocal FIX4.4 protocal.STEP protocal:(Securities Trading Exchange Protocol) securities transactions data exchange protocal.The protocal is common in the international exchange of financial information FIX4.4 protocal on the basis of the securities market in light of China's actual situation worked out in the standard protocal,is the country's financial "15" scientific and technological tasks.n February 2004,STEP standardization by the state financial audit expert meeting of the Commission to become national standards,and will be called《securities transactions data exchange protocal》. Securities market analysis of the structure of the current system can be divided into the following three categories:A):Based on Client/Service model structureC/S mode is occupied by the advantages of fewer resources,speed,high quality transmissionB):Based on Brower/Service model structureB/S model advantage is widely distributed,easy to use,available for a large number of people at the same time.Its disadvantage is the server-side machine performance requirements of relatively high.C):Based on Mobile/Service model structureM/S mode is easily the advantages of universal,easy-to-use,but its fatal disadvantage is too costly,slow,small amount of information.In this paper,using C/S framework,based on national standards STEP protocal,in the communication process used TCP/IP,UDP,details on the securities market of the overall system architecture,system software architecture,inter-process communication system design,the layout and the server set up,design and structure of the client and server and client communications,such as the delineation of functional modules,a new generation of the successful realization of market analysis system(LEVEL-2),the system has been successful in the market application.In this paper,the major work done by the technical difficulties and innovation points are as follows:1) National standards JR/T0022-2004 STEP(Securities Trading Exchange Protocol) protocol were analyzed and studied.2) Provided by the Shanghai Stock Exchange STEP engines were analyzed and research,and the Fix(Financial Information Exchange) protocol of open-source research,reference FIX protocol source code developed a suitable protocal based on the Level2DCD to STEP code machines on the Shanghai Stock Exchange came to the market analysis,archiving,publishing.3) On the securities market analysis system server-side structure was studied,the server set up in different regions,how to coordinate authentication server,balanced server and data server,and to maximize the flow of communications optimization is a very important issue.4) Involved in the securities market analysis system client architecture design,the delineation of functional modules,and the preparation of some code,the code has been optimized.The system has the flexibility,configurability,scalability,reusability,from the perspective of system design to achieve the design of the modular and scalable open.5) Efficient model design process Pool:The system features that system in the production process there are a lot of data access requests,the process system through the establishment of a buffer tank to reduce the creation and destruction of the consumption of resources and improve system efficiency.6) Network communications interface API Packaging:Based on the system architecture design considerations,in order to achieve the level of software architecture,communications layer, application layer and layer operations separate systems based on TCP/IP communications bottom of the socket network interface for a reasonable package,the package after the bottom of the function as a system to the application layer to provide procedures called themselves on the socket packet processing package and unpacking.7) Win Network Programming:design based on the TCP/IP communications platform.Because the process of designing systems using multi-service model,so it is necessary to build a specialized service for the exchange of information between the various communications platforms,means of communication chosen asynchronous communication mode to achieve.We should also consider the use of long or short connecting link.If the use of connections,sending the former need to consider whether connectivity problems.According to the system of different business needs and performance requirements used to determine the specific kind of connection.8) Heartbeat package design:securities market server and client to maintain lengthy communication,it is difficult to judge because of a fault client and server-side disconnect links, used as QQ,MSN common communications testing,server-side with a fixed frequency sent to the client a simple heartbeat packets,if no longer respond to the client disconnect from the server side, after a long period of testing,the system's heartbeat packets frequency 30 seconds/th.9) Message queue and message queue maintenance:in a large number of client-side window news events,keyboard events news,network news,the news we put a unified message queue,the message queue is to ensure that the various processes synchronous operation and the effective management of the incident.News safeguard is to optimize the Message Queue to achieve higher efficiency.10) Push and pull on the service mode of study:Communication in the process of the client to the server side can request information,and no server-side can also request information under the conditions Push.11) The interface definition and system design:prices are according to certain information structure sent to the client,so different prices for different information needs of the structure,the protocal will also need to agree that the role and structure of the contained information,we designed a secondary source model to achieve this functionality.Currently,the system has been in use Qianlong High-Tech Company,stable operation,a new value-added companies point.Author at school,on《computer science figures and equations》a paper published.
Keywords/Search Tags:STEP protocal, STEP engine, the securities market, market analysis system, LEVEL-2, TCP/IP, UDP, Level2DCD, DataCenter, View, network news, K-map, Socket
PDF Full Text Request
Related items