摘要
通过模块化的设计思路使行情转发系统具有较好的扩展性,能够方便地接入更多交易所行情;多线程技术的应用提高了系统的处理效率,能够有效地避免各个市场由于高频数据导致的延迟;采用双机热备运行机制,利用心跳机制和热切换提高了整体系统的可靠性,能够满足了生产系统对高可靠性的要求。叙述了华股行情转发系统的总体设计,并针对几个关键性模块的设计过程进行了详细描述。
Modular design method brings better extensibility to access the market data from more exchanges. Multi-threaded technology is applied to improve the efficiency of data processing and avoid the delay resulted from massive trading volume. The strategy of online dual backup with the policies heartbeat and hot switch make the system qualified as the product system with high reliability. The design of the system and key modules are introduced.
出处
《计算机工程与设计》
CSCD
北大核心
2010年第2期432-435,共4页
Computer Engineering and Design
关键词
模块化
多线程
心跳
行情转发
指数计算
modular
multi-threaded
heartbeat
market data-feeding
index calculation