高性能证券交易撮合系统的设计和实现

DESIGNING AND IMPLEMENTING HIGH PERFORMANCE SECURITIES TRADING MATCHMAKING SYSTEM

高性能、高可靠性和高可扩展性是对证券交易撮合系统的基本要求。以一个面向实际应用的系统为讨论基础,描述了撮合系统的设计原理和技术实现方式,并重点阐述了实现其高性能的关键技术。这些技术包括撮合算法和数据库读写的分离、撮合队列的优化、队列拥塞的控制以及多级数据缓冲的设计等。最后用搭建的测试平台对撮合系统进行性能测试。结果表明,系统已达到基本的高性能要求。

High performance,high dependability and high scalability are the basic requirements for a securities trading matchmaking system. The design principles and the way of technology implementations of the matchmaking system are depicted in this paper with a practical application – oriented system as discussion basis. The key technologies pertaining to achieving high performance are illustrated as the emphasis,including the separation of the matchmaking algorithm and the database access,the optimization of matchmaking queue,the control of queue congestion and the design of multilevel data buffering,and so on. In the end,a test platform is built to evaluate the performance of the matchmaking system. The result demonstrates that the system has achieved fundamentally high performance.