多重交易模式并存的一个棉花交易引擎

A Cotton Trade Engine Working on the Co-Existing Multi-Trading Mode

提出了一种多模式复杂交易系统交易引擎的软件结构 .结合棉花交易实例 ,讨论了多模式交易引擎的工作机制 .采用基于共享内存的撮合机制、信号量的同步方法、TCP/IP协议构造的面向领域的通信中间件以及检查点的数据恢复机制 ,解决了多模式交易引擎中存在的并发多任务实时调度复杂、数据组织访问困难、系统性能劣化、可靠性差、通信效率低等问题 .结果表明设计的交易引擎适合多模式复杂交易的需要 .

Presents a software structure for complex multi mode trade engines. Through a case in cotton trading the paper discusses the mechanism of running of multi mode trade engine. It adopts the matching mechanism based on shared memory, a method of synchronization based on semaphore, an orientation toward application domain communication middle ware based on TCP/IP protocol, and a data resumption mechanism based on check points. It overcomes problems such as complications in the scheduling of concurrent multi tasks, the difficulty of organization and accessing of data, low quality in system performance and reliability and low communication efficiency that exist in multi mode trade engines. It has been shown that the trade engine is suitable for use in complicated multiple mode trading.