综合协议平台在集中交易系统中的实现
发布时间：2018-07-15 13:06
【摘要】：金融市场对外开放,信息网络不断进步的背景下,券商面临着越来越多的竞争对手以及业务挑战。以营业部为单位进行证券交易与管理的模式已不适应公司的长期发展,集中交易系统在各大券商技术系统中的应用日趋广泛,新业务逐渐在集中交易系统上开展,原有的委托申报通道已不满足日益增多的新业务的需求,为了在增加新业务的同时不影响系统的委托申报速度,同时也为了对交易处理方式进行优化,集中交易系统中有必要增加综合协议平台。 本文通过研究集中交易系统的技术构架、程序框架为综合协议平台的实现提供了理论基础,然后研究了综合协议平台接口电子化改造的实现方法,并在该平台上实现了大宗交易业务。具体工作如下： 1)分析了集中交易系统中数据库服务器、应用服务器、通讯服务器以及用户终端的四层架构特点,研究了综合协议平台的实现方法,并提出了解决方案。 2)介绍了报盘机的报盘原理,委托申报、委托撤单原理,并分析了报盘过程中委托数据如何在四层体系构架中传递的,为后续模块实现提供了理论基础。 3)对综合协议平台上的大宗交易业务进行分解,分析了业务特点,结合集中交易系统的业务层次分模块实现。增加意向、定价、成交申报买卖的委托处理、报盘、成交的实现方法,通过在系统中设计综合协议交易规则实现对不同的交易行为、证券类别,可允许的交易金额、数量、价格等的控制,通过签署协议控制综合协议平台交易的安全性。设计了大非股东减持的柜台处理方法,并通过复核功能确认大非减持的合法性。根据业务规则,在原有基础上更改了委托撤单的处理方式。 4)对综合协议平台上的大宗交易业务进行了系统测试,测试了日间委托过程,并对测试结果进行了分析。 该系统已于2012年2月11日通过深交所和中国结算深圳分公司组织的第二次全网测试,现已运用于平安证券、安信证券、中投证券等多家券商的交易系统中,实践证明了这些业务处理的有效性与准确性以及系统的可行性。
[Abstract]:With the opening of financial market and the progress of information network, securities firms are facing more and more competitors and business challenges. The mode of securities trading and management based on the business department has not been adapted to the long-term development of the company. The centralized trading system has been widely used in the technical systems of the major securities dealers, and the new business has gradually developed on the centralized trading system. The original principal-reporting channel has not met the increasing demand for new business, in order to increase the new business while not affecting the system's entrustment reporting speed, but also to optimize the transaction processing mode. It is necessary to increase the integrated protocol platform in the centralized trading system. By studying the technical framework of the centralized trading system, the program framework provides the theoretical basis for the implementation of the integrated protocol platform, and then studies the implementation method of the electronic transformation of the interface of the integrated protocol platform. And in this platform to achieve bulk trading business. The main work is as follows: 1) the characteristics of database server, application server, communication server and user terminal in the centralized transaction system are analyzed, and the implementation method of the integrated protocol platform is studied. The paper also introduces the principle of the offer machine, the principle of entrustment declaration, the principle of the withdrawal of the entrustment, and analyzes how the entrustment data can be transferred in the four-layer system framework in the process of the offer. It provides a theoretical basis for the implementation of the following modules. 3) decomposing the bulk trading services on the integrated protocol platform, analyzing the characteristics of the business, and implementing the business level sub-modules of the centralized trading system. To increase intention, pricing, transaction declaration and transaction by means of entrustment, offer, and transaction, and to design comprehensive agreement trading rules in the system to achieve different trading behaviors, securities types, allowable transaction amounts and quantities, Price control, through the signing of agreements to control the security of integrated agreement platform transactions. The counter-processing method of non-shareholder reduction is designed, and the legitimacy of non-shareholder reduction is confirmed by checking function. According to the business rules, this paper changes the way to deal with the withdrawal of entrustment on the basis of the original rules. 4) the bulk trading services on the platform of integrated protocol are tested systematically, the process of day delegation is tested, and the test results are analyzed. The system has passed the second full-network test organized by Shenzhen Branch of Shenzhen Stock Exchange and China Clearing Company on February 11, 2012. It has been applied to the trading system of many securities companies, such as Ping an Securities, Anxin Securities, CIC Securities, etc. Practice has proved the validity and accuracy of these business processes and the feasibility of the system.
【学位授予单位】：武汉理工大学
【学位级别】：硕士
【学位授予年份】：2012
【分类号】：TP311.52;F832.51
本文编号：2124170
[Abstract]:With the opening of financial market and the progress of information network, securities firms are facing more and more competitors and business challenges. The mode of securities trading and management based on the business department has not been adapted to the long-term development of the company. The centralized trading system has been widely used in the technical systems of the major securities dealers, and the new business has gradually developed on the centralized trading system. The original principal-reporting channel has not met the increasing demand for new business, in order to increase the new business while not affecting the system's entrustment reporting speed, but also to optimize the transaction processing mode. It is necessary to increase the integrated protocol platform in the centralized trading system. By studying the technical framework of the centralized trading system, the program framework provides the theoretical basis for the implementation of the integrated protocol platform, and then studies the implementation method of the electronic transformation of the interface of the integrated protocol platform. And in this platform to achieve bulk trading business. The main work is as follows: 1) the characteristics of database server, application server, communication server and user terminal in the centralized transaction system are analyzed, and the implementation method of the integrated protocol platform is studied. The paper also introduces the principle of the offer machine, the principle of entrustment declaration, the principle of the withdrawal of the entrustment, and analyzes how the entrustment data can be transferred in the four-layer system framework in the process of the offer. It provides a theoretical basis for the implementation of the following modules. 3) decomposing the bulk trading services on the integrated protocol platform, analyzing the characteristics of the business, and implementing the business level sub-modules of the centralized trading system. To increase intention, pricing, transaction declaration and transaction by means of entrustment, offer, and transaction, and to design comprehensive agreement trading rules in the system to achieve different trading behaviors, securities types, allowable transaction amounts and quantities, Price control, through the signing of agreements to control the security of integrated agreement platform transactions. The counter-processing method of non-shareholder reduction is designed, and the legitimacy of non-shareholder reduction is confirmed by checking function. According to the business rules, this paper changes the way to deal with the withdrawal of entrustment on the basis of the original rules. 4) the bulk trading services on the platform of integrated protocol are tested systematically, the process of day delegation is tested, and the test results are analyzed. The system has passed the second full-network test organized by Shenzhen Branch of Shenzhen Stock Exchange and China Clearing Company on February 11, 2012. It has been applied to the trading system of many securities companies, such as Ping an Securities, Anxin Securities, CIC Securities, etc. Practice has proved the validity and accuracy of these business processes and the feasibility of the system.
【学位授予单位】：武汉理工大学
【学位级别】：硕士
【学位授予年份】：2012
【分类号】：TP311.52;F832.51
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