The Research And Desigh Of Real-time Monitoring System For Securities Trading

Securities trading is an important part of financial transactions, as the competition of domestic and foreign capital market becomes more and more fierce and the market participants becomes more and more complex, the securities trading risk control is particularly important. The traditional monitoring systems have various problems, especially the reliability is not strong enough, and the response is not quick enough. The rapid development of the securities market has put forward higher requirements to the monitoring system, it is important to research an efficient, reliable and easy to expand real-time monitoring system for securities trading.The main work of this thesis as follows:(1) Summarized the system requirement of monitoring system for securities trading, the functional requirements mainly include five modules: the real-time market data, the index monitoring, the illegal supervision, the pressure test and the query statistics, the non-functional requirements mainly includes: performance, availability and security.(2) Proposed an efficient and reliable real-time monitoring prototype system for securities trading, introduced the system overall architecture and logic structure, described the core components of the system in detail. Designed the compositor(sequencer) to guarantee the timing sequence of securities transactions, the parallel working computation engine to improve the system performance, and the message bus to facilitate the communication of loosely coupled module. Meanwhile, pointed out the two technical difficulties: high system availability and real-time data processing.(3) Solved the technical difficulties of the system, elaborated the solutions and key techniques, including the use of multi-computer redundancy technology to improve the system availability, the use of CEP complex event processing technology to process the real-time data stream. Meanwhile, made some extension of the thinking, such as the use of Paxos algorithm in multi computer coordination and Storm parallel computing framework to build a larger system, which provides a technical direction for future system expansion.The monitoring system designed in this thesis can effectively meet the business needs, and can achieve very high reliability, the modules are clearly distinguished and easy to maintain. The research results of this thesis can also be applied to develop similar large-scale systems and have great practical value and referential significance.