高性能大宗商品行情报价系统设计与研究

DESIGNING AND STUDYING HIGH PERFORMANCE QUOTATION SYSTEM FOR BULK COMMODITIES EXCHANGE MARKET

电子交易行情系统的重要设计目标之一,是在降低对服务器计算资源和网络带宽资源消耗的前提下进行高速数据转发。大宗商品交易市场具有交易品种数量少,单品种受关注程度高等区别于其他交易市场(如证券市场)的特征。多数现有大宗交易行情系统在设计时未充分考虑市场特征,因而系统存在资源消耗多以及数据传输延迟大等问题,设计目标难以实现。HSQuotes(HighSpeed Quotes System)是一种全新的行情系统架构,采用分离信道、广播式长连接模型和压缩HTTP短连接模型等技术对数据进行分类存储和高速传输。HSQuotes已在钢铁、化工、港口贸易和股指期货等数十个大宗商品交易市场中成功运行,展示出安全、稳定、高效的特点。

One of the important design goals of electronic quotation system is to carry out high-speed data transmission while controlling the consumption of server-side computation resources and network bandwidth resources.Different from other exchange markets（e.g.stock market ）, bulk-commodity exchange market is characterized by fewer varieties of future contracts and more focus on single future contract.As inadequate attention has been paid to the market characteristics during the design stage for most existing bulk quotation systems,these systems are faced with such problems as huge uneconomic resource consumption and significant data transmission delay,and the design goals are difficult to realize.As novel quotation system architecture,HSQuotes（High speed quotes system） employs separated channel,broadcast long-connection model and compressed HTTP short-connection model as well as other technologies to perform classified data storage and high-speed transmission. HSQuotes has been successfully run in dozens of bulk-commodity exchange markets including steel,chemical industry,port trade and stock index futures,etc.,and exhibits the characteristics of reliability,stability and high efficiency.