一种基于Paxos算法的证券交易系统内存复制方法研究  

Research on a Paxos-based Approach for Memory Data Replication in Stock Trading System

作　　者：黄晓东[1,2] 张勇[1,3] 邢春晓[1,3] 黄寅飞[4] 武剑锋[4] 白硕[4] 

机构地区：[1]清华大学信息技术研究院,北京100084 [2]清华大学计算机科学与技术系,北京100084 [3]清华大学信息科学与技术国家实验室,北京100084 [4]上海证券交易所技术中心,上海200120

出　　处：《计算机科学》2012年第12期139-144,166,共7页Computer Science

基　　金：国家科技支撑计划基金项目(2012BAH13F02;2012BAH13F04);国家自然科学基金项目(61170061)资助

摘　　要：近年来随着高速网络技术的发展与高频交易需求的增加,提升交易速度成为电子商务交易提供者的重要关切。当前交易系统通常采用基于共享存储的主备机复制方法来保证高可用性与数据持久性,但因其存在持久化的性能瓶颈而无法进一步降低延迟。为此,提出一种基于Paxos算法的内存数据复制方法,即通过消息传递完成主备机复制,以保证结点间数据的一致性,容忍可能发生的良性故障;并以证券交易系统场景为例对其进行分析。实验结果表明,相比基于共享存储的主备机复制,该方法在万兆以太网环境下可将交易系统订单处理延迟由毫秒级降至百微秒级,并在主机故障时正确地完成热备切换。As the development of high-speed network technology and rising demand for high-frequency trading,upgrading trading speed has become the main focus of e-commerce trading system providers in recent years.Primary-backup replication based on shared storage is a classical approach to ensure high availability and data durability of trading systems at present,but it is difficult to further reduce the system latency due to its persistence bottleneck.To solve this problem,a Paxos-based approach for memory data replication was proposed and illustrated in the stock trading context.The approach accomplishes the primary-backup replication through messaging,can ensure the strong consistency of data replicas and tolerate possible benign failures.Experimental results show that compared with the shared storage replication approach,this approach reduces the order processing latency of stock trading system from several milliseconds to several hundred microseconds in 10 G-bit Ethernet,and achieves hot failover correctly in case of the primary host fai-lure.

关 键 词：数据复制 高可用性 低延迟 交易系统 Paxos算法 

分 类 号：TP392[自动化与计算机技术—计算机应用技术]