定价交易系统架构模型及模块功能探讨

Discussion on the Architecture Model and Module Function of Pricing Transaction

集中定价交易指市场参与者在交易所平台上,通过"以价询量、数量匹配"的定价过程,在市场量价平衡时确定定价合约的人民币基准价,并按基准价成交的交易。笔者以上海黄金交易所的上海银定价交易系统为例,分析了其设计需求以及主要的设计要点,包括系统架构、客户端架构、后台服务架构以及逻辑部署,并阐述了相关的实现效果。

Centralized pricing transactions refer to transactions in which market participants determine the RMB benchmark price of the pricing contract when the market volume and price balances through the pricing process of"inquiring volume at price and matching quantity"on the exchange platform,and trade at the benchmark price.Taking the Shanghai Silver Pricing Trading System of the Shanghai Gold Exchange as an example,the author analyzed its design requirements and main design points,including system architecture,client architecture,back-end service architecture,and logical deployment,and explained the related implementation effects.