低延迟证券交易系统关键技术研究

Research on Key Technologies of Low-latency Securities Trading System

为构建低延迟证券交易系统,给出对证券交易延迟的定义,提出证券交易延迟的整体分析框架。对证券交易延迟进行细分,研究构建证券交易系统相关的操作系统、消息中间件、软件开发、性能测试及优化等软件关键技术,讨论可能消除或减少这些延迟的现有方法、技术和手段及其发展趋势。分析表明,采用系统化分析方法对搭建的系统进行不断调整优化是构建低延迟证券交易系统的有效方法。

Focusing on building the low-latency trading system,this paper gives definition of the securities trading latency and presents the analytical framework and the breakdown of trading latency.The key technologies of operating systems,message middleware,applications,and performance testing and tuning for building a low-latency trading system are studied.In each part of that,existing methods and techniques of eliminating or relieving corresponding latency are discussed and the developing trends of which are provided.It concludes that systematical analysis methodology should be applied and continuously tuning and optimizing should be conducted for building a low-latency trading system.