利用双向数据链表实现期货交易内存撮合

Actualizing Memory Match of Futures Trade by the Method of Double Linked List

文章在分析期货交易系统数据来源及流向的基础上,提出了适合期货交易的内存数据结构,具体说明了如何通过双向链表对期货交易中的有关数据进行组织和管理,从而实现内存撮合,提高交易系统的响应速度。

In this paper,the sources and flows of related data involved in the futures trading system are analyzed.Then a data structure properly used in the futures trade is presented,and the organization and management of the related da-ta are discussed in detail.With the application of these techniques,a trading system with memory match is set up and the real-time processing ability of the system rises greatly.