Designing And Implementation Of Futures Program Trading System Based On C/S Architecture

In Europe and the United States and other varieties of relatively perfect capital market,program and quantitative trading mode has been relatively common.And become the transaction in the form of the international market is very important.However,in China,although accompanied by ETF options and other financial derivatives market and futures market regulatory policy gradually liberalized,program trading is always in the embryonic stage.In recent years,continuously improve the professional quality of investors,the future of China's capital market will also become more and more perfect,mature,program trading will become the main mode of transaction in the capital market.Therefore,to build a set of mature and stable program trading system is not only to improve their brand value process of futures companies,was much more responsive to the development of the industry,promote the futures market to play a necessary for its proper role and function.Therefore,the design and development of the futures program trading system.This paper mainly describes a designing and Implementation of Futures Program Trading System Based on C/S Architecture.This program trading system users can through real-time futures market,real-time calculating and judging trading conditions to proposed threshold conditions automatically trigger a single procedure.This program trading system can also browse the domestic and foreign exchange futures real-time quotes,real-time trend,the types of K-line figure.Transaction settlement module,the realization of the inquiry commissioned by the single,single positions,transactions single,statement and other commonly used functions,not only can be manually for the sale,Kaiping of bidirectional operation,but also in corresponding interface to adjust the parameters of the program of single,to achieve the user program order requirements.In futures program trading system design and implementation process,mainly to solve the at home and abroad through various types of trading system(for example: interactive brokers group,LLC surplus through securities and futures trading system,CTP technology Mini System)provides the API interface receives,analyzes and save the futures market data concurrency;the receiving,processing and sending futures trading instruction and transaction API interface connection;using the MFC class library for the trading strategy analysis algorithm and the chart show in the form of optimization;and for the program of trading system in trading network deployment of security considerations.In the futures program trading system development process,I mainly engaged in the preparation of requirement analysis,system structure design and the core system code.This paper introduces the system requirements analysis,architecture design and development process,to guard against the risk results and demand asymmetry,this paper of use cases was described in detail.In addition,also a detailed description of the implementation of a series of core modules of the system code.This set based on C / S structure of the futures program trading system before the completion of the thesis have been deployed on the line,before the on-line system has the system function,the safety were a series of pressure testing,system function has reached established standards.Statistical analysis to the views of users in the system operation process,and constantly improve the system construction.