低延时期货交易系统的优化与测试

Optimization and Testing of Low Latency Future Trading System

期货公司的主交易系统主要采用集中交易方式,主交易系统为期货公司实现集中交易、集中风控、集中结算等业务。随着期货市场的快速发展,期货创新业务不断推出,参与期货市场的投资者的结构也发生很大变化,期货交易特征出现追求低延时性、高频次、大容量的发展趋势。当前以集中交易方式为主的交易系统架构和功能过于庞大,处理期货订单延时较高。通过对期货交易体系延时框架进行研究,从系统消息处理延时、调度延时、发送/接收延时和传播延时等角度进行期货交易系统的优化和测试,结果表明通过不断调整优化是提升期货交易系统延时的有效方法。

The main trading system of the futures company mainly adopts centralized trading methods.The main trading system realizes centralized trading,centralized risk control,and centralized settlement for the futures company.With the rapid development of the futures market,the futures innovation business is continuously launched,and the structure of investors participating in the futures market has also undergone great changes.The characteristics of futures trading have developed in pursuit of low latency,high frequency,and large capacity.At pres ent,the structure and functions of the centralized trading system are too large,and the delay in processing futures orders is high.In this pa per,the futures trading system delay frame is studied,and the futures trading system is optimized and tested from the perspective of system message processing delay,dispatch delay,send/receive delay,and propagation delay.The results show that through continuous adjustment and optimization It is an effective method to improve the delay of the futures trading system.