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Design And Implement Of Security Trading System Based On Domain Driven Design

Posted on:2016-11-28Degree:MasterType:Thesis
Country:ChinaCandidate:L J YiFull Text:PDF
GTID:2308330482451650Subject:Software engineering
Abstract/Summary:PDF Full Text Request
Brokerage existing third generation centralized securities trading system, have passed ten years, between its technical architecture gradually solidified, module coupling tightly, module design process. With the innovation and development of the securities market Chinese constantly, gradually introduced various types of securities business varieties such as ETF, stock index futures, stock index options and stock options, business rules are complex and frequent changes, not only the performance of existing trading systems have started to produce a certain bottleneck, more difficult to adapt to fast change to pay the business needs of the securities market. Therefore, how to realize the design of the high cohesion and low coupling in the securities trading system, to provide better scalability and maintainability, reduce the cost of development, become an urgent problem.Aiming at the above problems, this thesis based on the practical project, the application of domain driven design idea, build a driver design based on field model of securities trading system, so as to provide investors with more high-quality securities trading services, enhance the core competitiveness of enterprises.This thesis first studied the domain driven design related theory, introduces the concept of related technologies; followed by the business modeling of securities core trading business, defines the functional and performance requirements of securities trading system; and then to the securities and exchange business as the core, build domain model, and starting from the domain model, propose an object-oriented architecture and design scheme; then according to the domain driven design ideas, the system consists of interface layer, service layer, field layer and infrastructure layer, and the design and implementation of each layer is discussed, at the same time domain model of all data in memory processing, greatly improves the system performance; finally, designed to support push offer returns, achieve the exchange declaration and return transactions the transaction data of the high-speed flow.This thesis finally has carried on the pressure test and performance test of the system, and analyzes the implementation effect comparison before and after the transformation of the system from the design point of view, the system has achieved good effect in practical application, proves the rationality and feasibility of the development of securities trading system in use Domain Driven Design thought.
Keywords/Search Tags:high-frequency trading, domain driven design, the domain model, securities trading system
PDF Full Text Request
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