基于多层分布式体系的股票交易撮合系统  

Multi-tier distributed structure based stock trading matching system

作　　者：张博洋[1] 金丹灵 

机构地区：[1]天津大学管理与经济学部,天津300072

出　　处：《信息技术》2014年第8期4-9,共6页Information Technology

基　　金：国家自然科学基金项目(71271145;71131007);教育部新世纪优秀人才支持计划项目(NCET-07-0605);教育部创新团队发展计划(IRT1028)

摘　　要：在市场信息瞬息万变、交易需求不断扩大的股票市场,具有速度快、成本低和突破场地限制等优势的电子化交易方式已经成为了市场趋势。从中国股票市场的交易机制出发,通过了解熟悉股票市场中订单的下单流程、交易所的订单处理机制、以及从订单下达到交易所形成交易价格的过程,深入了解交易所撮合订单的方式与机制,从而总结出交易撮合系统的需求,对系统进行分析建模与设计系统架构。创新处在于建立了一个基于多层分布式体系的股票交易撮合系统,首先设计了撮合算法以及数据库,然后根据真实市场机制采用多层分布式体系和内存撮合的数据存储模式,构建出了一个较为完善的交易撮合系统。The rapid development of the Intemet makes electronic management system in alland a wide range of important applications. But in the stock market with growing demand forwalks of lifetrading andrapidly changing market information, electronic trading has become a market trend because of theadvantages of high speed and low cost. According to the Chinese stock market trading mechanism, thepaper introduces the process and the mechanism of matching orders and then summarizes the requirementsof the transaction match system. Based on the analysis of the system, it describes the architecture andmodule design of this system. The focus is the designing of the matching algorithm and database.Combined with the real market mechanism, it builds the system based on the multi-tier distributed systemand java technology. It also applies memory match in order to achieve higher performance. Finally, it givesout a execution to show the process of matching.

关 键 词：股票交易机制 撮合系统 连续竞价 撮合算法 数据库设计 

分 类 号：TP399[自动化与计算机技术—计算机应用技术]