Design And Development Of Futures Automated Trading Systems

In recent years,with the maturity of domestic futures market,the further opening of the financial market and the continuous innovation of products and rules,various varieties of futures market already have already possesse d good liquidity.At the same time,with the increasing number of domestic futures investors,the increasing rational investment structure and the help of the rapid development of computer technology,complicated,diversity,and automated trading futures market in China attract a great development opportunity.This paper studies and analyzes the present situation of futures automated trading both at home and abroad,combine the business requirements of the company's futures transactions,elaborated the construction goal and the concrete implementation plan of the futures automated trading system.Through the implementation of the futures automated trading system,the purpose is to standardize and simplify the trading process,reduce manual operation and avoi d unnecessary human mistake;Achieve real-time monitoring of trading and configurable of risk items in order to avoid risks during the trade process effectively;The algorithm of trade is programmed and configured to improve efficiency and increase investment.At the same time,through the establishment of the database,realization of all data archiving electronic in order to provide basic data supporting for all types of statistical statements reports.To help company reduce the operation cost and create m ore profit in the future.This paper comprehensive analysis and research through the futures automated trading system architecture design,futures trading model,futures algorithm strategy,futures trading personnel configuration,the company budget investment and other aspects.Formulate the design scheme of futures automated trading system and detailed design instructions,such as system architecture including client/server(C/S)three layer architecture,MVC Design patterns,Spring,Mybatis,Postgre SQL,Zero MQ and other key technologies.The paper introduced each function module in detail of the futures automated trading system and gives the implementation scheme of it,designed and developed the major module including completion of the futures trading,trading market inquiries,risk control and maintenance,and also finished the testing and deployment work in the end.Finally,the pager summarizes the deficiencies of the design and development process,and the future of development of the automated trading system is prospected.At the same time,the paper analyzed the lacks of the system design and development process,and prospects the future development direction of the automated trading system.