CN117094824A - Method and device for determining matching of orders, electronic equipment and storage medium - Google Patents
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Abstract
The application provides a method and a device for determining matching of orders, electronic equipment and a storage medium. The method for determining the matching of the orders comprises the following steps: for any order category, acquiring market information and transaction detail information of the order category in a preset time; for any target order in any order category, determining a historical order database corresponding to the target order based on target order information in the target order, deal information in market information, deal detail information and a preset time price priority rule; and carrying out matching calculation on the target orders based on the historical order database, the target orders and a preset matching algorithm, and determining whether the target orders are matched successfully, wherein the preset matching algorithm is used for representing whether the target orders can be completed successfully by the target order information in the target orders. The application improves the accuracy rate of matching the target order, and further improves the success rate of matching the target order in the real world.
Description
Technical Field
The present application relates to the field of big data analysis technologies, and in particular, to a method and apparatus for determining matching of orders, an electronic device, and a storage medium.
Background
In the rapid development of big data age, in order to more efficiently promote the completion of online orders in real life, more and more organization structures start the whole process of online statistics and matching of orders from ordering to completion, so as to simulate the successful matching process of the orders in real world and realize the monitorability of the orders matching, however, the traditional online order matching method only carries out simple sliding point adding operation on the orders in an external monitoring database, the matching method of the orders is too single, the accuracy of the order matching cannot be guaranteed, and the success rate of the orders in real world is further affected.
Disclosure of Invention
Accordingly, the present application is directed to a method, an apparatus, an electronic device, and a storage medium for determining matching of orders, which improve accuracy of matching a target order, and further improve success rate of matching the target order in the real world.
The embodiment of the application provides a method for determining matching of orders, which comprises the following steps:
for any order category, acquiring market information and transaction detail information of the order category in a preset time;
determining a historical order database corresponding to any target order in any order category based on target order information in the target order, deal information in the market information, deal detail information and a preset time price priority rule;
and carrying out matching calculation on the target orders based on the historical order database, the target orders and a preset matching algorithm, and determining whether the target orders are matched successfully, wherein the preset matching algorithm is used for representing whether the target orders can be completed successfully by the target order information in the target orders.
Further, the historical order database includes a price queue, and the determining the historical order database corresponding to the target order based on the target order information in the target order, the deal information in the market information, the deal detail information and a preset time price priority rule includes:
determining opposite-direction prices and same-direction prices in the exchange information according to the exchange information in the market information and the target order information in the target order, wherein the opposite-direction prices are used for representing prices in the opposite direction to the prices in the target order information, and the same-direction prices are used for representing prices in the same direction as the prices in the target order information;
constructing a first initial price queue according to the reverse price;
and determining a counter price queue corresponding to the target order based on the first initial price queue, the transaction detail information and the equidirectional price.
Further, the determining the counter price queue corresponding to the target order based on the first initial price queue, the transaction detail information and the equidirectional price, and determining the counter price queue corresponding to the target order includes:
and carrying out consumption processing on the first initial price queue according to the transaction detail information and the equidirectional price, and determining the counter price queue corresponding to the target order.
Further, the historical order database further includes a competitor queue, and the determining the historical order database corresponding to the target order based on the target order information in the target order, the deal information in the market information, the deal detail information and a preset time price priority rule further includes:
determining opposite-direction prices and same-direction prices in the exchange information according to the exchange information in the market information and the target order information in the target order, wherein the opposite-direction prices are used for representing prices in the opposite direction to the prices in the target order information, and the same-direction prices are used for representing prices in the same direction as the prices in the target order information;
constructing a second initial price queue according to the equidirectional prices;
and determining a competitor queue corresponding to the target order based on the second initial price queue, the transaction detail information, the opposite direction price and a preset time price priority rule.
Further, the determining, based on the second initial price queue, the transaction detail information, the reverse price, and the preset time price priority rule, a competitor queue corresponding to the target order includes:
sequencing the second initial price queue and target price information in the target order information according to a preset time price priority rule, and determining a second standard price queue corresponding to the target order;
and carrying out consumption processing on the second standard price queue according to the transaction detail information and the opposite price, and determining a competitor queue corresponding to the target order.
Further, based on the historical order database, the target order and a preset matching algorithm, the matching calculation is performed on the target order, and after determining whether the target order is successfully matched, the method for determining the matching of the order further comprises:
if the target orders are matched successfully, determining the target price and the target quantity of the target orders.
The embodiment of the application also provides a device for determining the matching of the orders, which comprises the following steps:
the acquisition module is used for acquiring market information and transaction detail information of any order category within preset time;
the first determining module is used for determining a historical order database corresponding to any target order in any order category based on target order information in the target order, deal information in the market information, deal detail information and a preset time price priority rule;
the second determining module is configured to perform matching calculation on the target order based on the historical order database, the target order and a preset matching algorithm, and determine whether the target order is successfully matched, where the preset matching algorithm is used to characterize whether the target order can be successfully completed with target order information in the target order.
Further, the determining device for matching orders further includes a third determining module, where the third determining module is specifically configured to:
if the target orders are matched successfully, determining the target price and the target quantity of the target orders.
The embodiment of the application also provides electronic equipment, which comprises: the system comprises a processor, a memory and a bus, wherein the memory stores machine-readable instructions executable by the processor, the processor and the memory are communicated through the bus when the electronic device is running, and the machine-readable instructions are executed by the processor to perform the steps of the method for determining the matching of orders.
The embodiment of the application also provides a computer readable storage medium, on which a computer program is stored, which computer program, when being executed by a processor, performs the steps of the method for determining matching of orders as described above.
Compared with the order matching method in the prior art, the method, the device, the electronic equipment and the storage medium for determining the matching of the orders provided by the embodiment of the application have the advantages that the market information and the transaction detail information of the order types in the preset time are obtained, and for any target order in any order type, the historical order database corresponding to the target order is determined according to the target order information in the target order, the transaction information in the market information, the transaction detail information and the preset time price priority rule, and the matching calculation is carried out on the target order based on the historical order database, the target order and the preset matching algorithm, so that whether the target order is successfully matched is determined, the accuracy of the target order matching is improved, and the success rate of the target order matching in the real world is improved.
In order to make the above objects, features and advantages of the present application more comprehensible, preferred embodiments accompanied with figures are described in detail below.
Drawings
In order to more clearly illustrate the technical solutions of the embodiments of the present application, the drawings that are needed in the embodiments will be briefly described below, it being understood that the following drawings only illustrate some embodiments of the present application and therefore should not be considered as limiting the scope, and other related drawings may be obtained according to these drawings without inventive effort for a person skilled in the art.
FIG. 1 is a flow chart of a method for determining matching of orders according to an embodiment of the present application;
FIG. 2 is a second flowchart of a method for determining matching of orders according to an embodiment of the present application;
FIG. 3 is a block diagram showing one of the configurations of a device for determining matching of orders according to an embodiment of the present application;
FIG. 4 is a second block diagram of an apparatus for determining matching of orders according to an embodiment of the present application;
fig. 5 shows a schematic structural diagram of an electronic device according to an embodiment of the present application.
In the figure:
300-determining means for matching orders; 310-an acquisition module; 320-a first determination module; 330-a second determination module; 340-a third determination module; 500-an electronic device; 510-a processor; 520-memory; 530-bus 。
Detailed Description
For the purpose of making the objects, technical solutions and advantages of the embodiments of the present application more apparent, the technical solutions of the embodiments of the present application will be clearly and completely described below with reference to the accompanying drawings in the embodiments of the present application, and it is apparent that the described embodiments are only some embodiments of the present application, not all embodiments. The components of the embodiments of the present application generally described and illustrated in the figures herein may be arranged and designed in a wide variety of different configurations. Thus, the following detailed description of the embodiments of the application, as presented in the figures, is not intended to limit the scope of the application, as claimed, but is merely representative of selected embodiments of the application. Based on the embodiments of the present application, every other embodiment obtained by a person skilled in the art without making any inventive effort falls within the scope of protection of the present application.
First, an application scenario to which the present application is applicable will be described. The application can be applied to the technical field of big data analysis.
According to research, in order to more efficiently promote the completion of online orders in real life under the rapid development of big data age, more and more organization structures start the whole process of online statistics and matching of orders from ordering to completion, so that the successful matching process of the orders in the real world is simulated, and the monitorability of the orders in the real world is realized, however, the traditional online order matching method only carries out simple sliding point adding operation on the orders in an external monitoring database, the order matching method is too single, the accuracy of the order matching cannot be guaranteed, and the success rate of the orders in the real world is further influenced.
Based on the above, the embodiment of the application provides a method, a device, electronic equipment and a storage medium for determining matching of orders, which improve the accuracy of matching of target orders and further improve the success rate of matching of target orders in the real world.
Referring to fig. 1, fig. 1 is a flowchart of a method for determining matching of orders according to an embodiment of the present application. As shown in fig. 1, the method for determining matching of orders provided by the embodiment of the application includes the following steps:
s101, aiming at any order category, acquiring market information and transaction detail information of the order category in a preset time.
In this step, the order provided in the embodiment of the present application includes a plurality of order types, and for any order, it is first required to obtain the market information and the transaction detail information of the order within a preset time, which are sent by the external monitoring database.
Here, the orders in the embodiments provided in the present application may be stock-making orders, but not limited to stock-making orders, and stock-making orders generally require a large amount of data and algorithm, and generally analyze data information such as basic plane, chip plane, technical plane, economic plane, event, time period, etc., and finally make decisions according to the data and the strategies according to reasonable logic design and verification strategies.
The market information within the preset time in the embodiment provided by the application can be particularly but not limited to five-file market information of stocks in stock market; the transaction detail information in the embodiment provided by the application can be specifically but not limited to the transaction detail information of each stock order after the actual transaction.
S102, determining a historical order database corresponding to any target order in any order category based on target order information in the target order, deal information in the market information, deal detail information and a preset time price priority rule.
In this step, in the embodiment provided by the present application, in order to match a target order, it is first required to establish a counter price queue and a competitor queue corresponding to the target order according to the transaction information and the transaction detail information in the market information, and then determine a historical order database corresponding to the target order according to the counter price queue and the competitor queue corresponding to the target order, where each historical order database corresponding to the target order includes a counter price queue and a competitor queue.
Here, assuming that the target order in the embodiment provided by the present application is a buyer order in a stock investment, the counter price queue corresponding to the target order in the embodiment provided by the present application is a seller queue selling the stock, where the seller queue includes bid information of the seller on the stock.
In the embodiment provided by the application, the competitor queue corresponding to the target order is a buyer queue for buying the stock, wherein the buyer queue comprises bid information of the buyer on the stock.
Optionally, the historical order database includes a price counter, and as can be seen from the foregoing, the step S102 includes the following substeps:
sub-step 1021, determining opposite direction prices and same direction prices in the exchange information according to the exchange information in the market information and the target order information in the target order, wherein the opposite direction prices are used for representing prices in the opposite direction to the prices in the target order information, and the same direction prices are used for representing prices in the same direction as the prices in the target order information.
In the step, when it is determined that the counter price corresponding to the target order does not exist, the counter price is acquired from the transaction information corresponding to the target order to construct a first initial price queue, and the counter price is used to consume the first initial price queue.
Here, the equidirectional price is used to characterize the historical price of the target order that is assumed to be the buyer in the embodiment provided by the present application, and the equidirectional price may be specifically the target order that is also the buyer; reverse price is used to characterize the historical price of a target order in an embodiment provided by the present application, assuming that the target order is a seller, the reverse price may be specifically the target order's historical price that is also the seller.
Sub-step 1022, constructing a first initial price queue according to the reverse price.
And 1023, determining a counter price queue corresponding to the target order based on the first initial price queue, the transaction detail information and the equidirectional price.
In the step, according to the transaction detail information and the equidirectional prices, the embodiment provided by the application performs consumption processing on the first initial price queue to determine the counter price queue corresponding to the target order.
The embodiment provided by the application specifically uses the same directional price corresponding to the target order and the trading price in the latest unit trading detail to jointly consume the first initial price queue, generates the counter price queue corresponding to the target order, and then makes price matching step by step according to the counter price queue.
Wherein, if no list is currently hung, deleting the price queue.
Optionally, the historical order database further includes a competitor queue, and as can be seen from the foregoing, the step S102 further includes the following substeps:
sub-step 1024, determining a counter-direction price and a same-direction price in the transaction information according to the transaction information in the market information and the target order information in the target order, wherein the counter-direction price is used for representing the price in the opposite direction to the price in the target order information, and the same-direction price is used for representing the price in the same direction as the price in the target order information.
And step 1025, constructing a second initial price queue according to the equidirectional prices.
In this step, when it is determined that there is no competitor corresponding to the target order, the same-direction price is acquired from the transaction information corresponding to the target order to construct a second initial price queue, and the opposite-direction price is used to consume the second initial price queue.
And a substep 1026, determining a competitor queue corresponding to the target order based on the second initial price queue, the transaction detail information, the opposite direction price and the preset time price priority rule.
In the step, sorting the second initial price queue and the target price information in the target order information according to a preset time price priority rule, and determining a second standard price queue corresponding to the target order; and carrying out consumption processing on the second standard price queue according to the transaction detail information and the opposite price, and determining a competitor queue corresponding to the target order.
Here, according to the preset time price priority rule, adding the target order into a second initial price queue for sorting, determining a second standard price queue corresponding to the target order, and then using the cost of the last unit of the transaction and the reverse price to jointly consume the second initial price queue to generate a competitor queue corresponding to the target order.
When it is determined that there are competitors corresponding to the target orders, and in the latest N pieces of five-gear market information, reverse active transactions are generated, and the second initial price queue is consumed by using the prices of the reverse active transactions, so as to generate a competitor queue corresponding to the target orders.
S103, carrying out matching calculation on the target orders based on the historical order database, the target orders and a preset matching algorithm, and determining whether the target orders are matched successfully, wherein the preset matching algorithm is used for representing whether the target orders can be completed successfully according to target order information in the target orders.
In this step, the embodiment provided by the present application may specifically be: according to the situation of the stock of the same type corresponding to the target order in the historical order database, determining the matching direction corresponding to the target order, and in the matching direction, combining a preset matching algorithm to perform matching calculation on the target order to determine whether the target order is matched successfully, wherein compared with the successfully matched order in the prior art, the historical order database corresponding to the target order is combined to restore the competitor queue and the price queue of the target order, and the influence of the already-matched order on the matching of the subsequent target order is considered, so that the success rate and the accuracy of the stock matching are improved, and especially when the fund amount is large. The method also improves the reference value of the quantized back measurement result, and avoids the process of frequently adjusting the matching strategy.
The preset matching algorithm is an algorithm used by the exchange for matching the buyers and sellers, the design and implementation of the matching algorithm directly affect the matching efficiency and the transaction quality of the exchange, and currently, the long-focus matching algorithm comprises a price-time priority algorithm, a price-priority algorithm, a random matching algorithm and the like.
Compared with the order matching method in the prior art, the method for determining the matching of the orders provided by the embodiment of the application has the advantages that the market information and the transaction detail information of the order types in the preset time are obtained, and for any target order in any order type, the historical order database corresponding to the target order is determined according to the target order information in the target order, the transaction information in the market information, the transaction detail information and the preset time price priority rule, and the matching calculation is performed on the target order based on the historical order database, the target order and the preset matching algorithm, so that whether the target order is matched successfully is determined, the accuracy of the target order matching is improved, and the success rate of the target order matching in the real world is further improved.
Compared with the order matching method in the prior art, the method for determining the matching of the orders further records the position of the target order in the competitor queue, and adjusts the number of queuing people before and after the target order according to the multi-file quotation of the subsequent historical order database, so that the position of the target order in the queue is adjusted.
Referring to fig. 2, fig. 2 is a second flowchart of a method for determining matching of orders according to an embodiment of the application. As shown in fig. 2, the method for determining matching of orders provided by the embodiment of the application includes the following steps:
s201, aiming at any order category, acquiring market information and transaction detail information of the order category in a preset time.
S202, determining a historical order database corresponding to any target order in any order category based on target order information in the target order, deal information in the market information, deal detail information and a preset time price priority rule.
S203, carrying out matching calculation on the target orders based on the historical order database, the target orders and a preset matching algorithm, and determining whether the target orders are matched successfully, wherein the preset matching algorithm is used for representing whether the target orders can be completed successfully according to target order information in the target orders.
S204, if the target orders are matched successfully, determining the target price and the target quantity of the target orders.
In the step, after the target order is successfully matched, the condition and state information of the target order after the successful matching are required to be recorded and stored.
The descriptions of S201 to S203 may refer to the descriptions of S101 to S103, and the same technical effects can be achieved, which will not be described in detail.
Compared with the order matching method in the prior art, the method for determining the matching of the orders provided by the embodiment of the application has the advantages that the market information and the transaction detail information of the order types in the preset time are obtained, and for any target order in any order type, the historical order database corresponding to the target order is determined according to the target order information in the target order, the transaction information in the market information, the transaction detail information and the preset time price priority rule, and the matching calculation is performed on the target order based on the historical order database, the target order and the preset matching algorithm, so that whether the target order is matched successfully is determined, the accuracy of the target order matching is improved, and the success rate of the target order matching in the real world is further improved.
Compared with the order matching method in the prior art, the method for determining the matching of the orders further records the position of the target order in the competitor queue, and adjusts the number of queuing people before and after the target order according to the multi-file quotation of the subsequent historical order database, so that the position of the target order in the queue is adjusted.
Referring to fig. 3 and 4, fig. 3 is a block diagram of a determining device for matching orders according to an embodiment of the present application, and fig. 4 is a block diagram of a second determining device for matching orders according to an embodiment of the present application. As shown in fig. 3, the determining means 300 for matching of orders includes:
the obtaining module 310 is configured to obtain, for any order category, market information and transaction details information of the order category within a preset time.
The first determining module 320 is configured to determine, for any target order in any order category, a historical order database corresponding to the target order based on target order information in the target order, deal information in the market information, deal detail information and a preset time price priority rule.
The second determining module 330 is configured to perform a matching calculation on the target order based on the historical order database, the target order, and a preset matching algorithm, and determine whether the target order is successfully matched, where the preset matching algorithm is used to characterize whether the target order can be successfully completed with the target order information in the target order.
Optionally, the historical order database includes a price counter, and the second determining module 330 is specifically configured to:
and determining opposite-direction prices and same-direction prices in the exchange information according to the exchange information in the market information and the target order information in the target order, wherein the opposite-direction prices are used for representing prices in the opposite direction to the prices in the target order information, and the same-direction prices are used for representing prices in the same direction as the prices in the target order information.
And constructing a first initial price queue according to the opposite price.
And determining a counter price queue corresponding to the target order based on the first initial price queue, the transaction detail information and the equidirectional price.
Optionally, the determining the counter price queue corresponding to the target order based on the first initial price queue, the transaction detail information and the equidirectional price, and determining the counter price queue corresponding to the target order include:
and carrying out consumption processing on the first initial price queue according to the transaction detail information and the equidirectional price, and determining the counter price queue corresponding to the target order.
Optionally, the historical order database further includes a competitor queue, and the second determining module 330 is further specifically configured to:
and determining opposite-direction prices and same-direction prices in the exchange information according to the exchange information in the market information and the target order information in the target order, wherein the opposite-direction prices are used for representing prices in the opposite direction to the prices in the target order information, and the same-direction prices are used for representing prices in the same direction as the prices in the target order information.
And constructing a second initial price queue according to the equidirectional prices.
And determining a competitor queue corresponding to the target order based on the second initial price queue, the transaction detail information, the opposite direction price and a preset time price priority rule.
Optionally, the determining, based on the second initial price queue, the transaction detail information, the opposite direction price, and the preset time price priority rule, a competitor queue corresponding to the target order includes:
and sequencing the second initial price queue and the target price information in the target order information according to a preset time price priority rule, and determining a second standard price queue corresponding to the target order.
And carrying out consumption processing on the second standard price queue according to the transaction detail information and the opposite price, and determining a competitor queue corresponding to the target order.
Compared with the order matching method in the prior art, the determining device 300 for matching orders provided by the embodiment of the application determines the historical order database corresponding to the target order according to the target order information in the target order, the transaction information in the market information, the transaction detail information and the preset time price priority rule, and performs matching calculation on the target order based on the historical order database, the target order and the preset matching algorithm, so that whether the target order is matched successfully is determined, the accuracy of matching the target order is improved, and the success rate of matching the target order in the real world is improved.
Compared with the order matching method in the prior art, the method for determining the matching of the orders further records the position of the target order in the competitor queue, and adjusts the number of queuing people before and after the target order according to the multi-file quotation of the subsequent historical order database, so that the position of the target order in the queue is adjusted.
Further, as shown in fig. 4, the determining device 300 for matching the order shown in fig. 4 includes:
the obtaining module 310 is configured to obtain, for any order category, market information and transaction details information of the order category within a preset time.
The first determining module 320 is configured to determine, for any target order in any order category, a historical order database corresponding to the target order based on target order information in the target order, deal information in the market information, deal detail information and a preset time price priority rule.
The second determining module 330 is configured to perform a matching calculation on the target order based on the historical order database, the target order, and a preset matching algorithm, and determine whether the target order is successfully matched, where the preset matching algorithm is used to characterize whether the target order can be successfully completed with the target order information in the target order.
The third determining module 340 is configured to determine a target price and a target quantity of the target order if the target order matches successfully.
Compared with the order matching method in the prior art, the determining device 300 for matching orders provided by the embodiment of the application determines the historical order database corresponding to the target order according to the target order information in the target order, the transaction information in the market information, the transaction detail information and the preset time price priority rule, and performs matching calculation on the target order based on the historical order database, the target order and the preset matching algorithm, so that whether the target order is matched successfully is determined, the accuracy of matching the target order is improved, and the success rate of matching the target order in the real world is improved.
Compared with the order matching method in the prior art, the method for determining the matching of the orders further records the position of the target order in the competitor queue, and adjusts the number of queuing people before and after the target order according to the multi-file quotation of the subsequent historical order database, so that the position of the target order in the queue is adjusted.
Referring to fig. 5, fig. 5 is a schematic structural diagram of an electronic device according to an embodiment of the application. As shown in fig. 5, the electronic device 500 includes a processor 510, a memory 520, and a bus 530.
The memory 520 stores machine-readable instructions executable by the processor 510, and when the electronic device 500 is running, the processor 510 communicates with the memory 520 through the bus 530, and when the machine-readable instructions are executed by the processor 510, the steps of the method for determining matching of orders in the method embodiments shown in fig. 1 and fig. 2 may be executed, and detailed implementation may refer to method embodiments and will not be repeated herein.
The embodiment of the present application further provides a computer readable storage medium, where a computer program is stored on the computer readable storage medium, and the computer program may execute the steps of the method for determining matching of orders in the method embodiments shown in the foregoing fig. 1 and fig. 2 when the computer program is executed by a processor, and a specific implementation manner may refer to the method embodiment and will not be described herein.
It will be clear to those skilled in the art that, for convenience and brevity of description, specific working procedures of the above-described systems, apparatuses and units may refer to corresponding procedures in the foregoing method embodiments, and are not repeated herein.
In the several embodiments provided by the present application, it should be understood that the disclosed systems, devices, and methods may be implemented in other manners. The above-described apparatus embodiments are merely illustrative, for example, the division of the units is merely a logical function division, and there may be other manners of division in actual implementation, and for example, multiple units or components may be combined or integrated into another system, or some features may be omitted, or not performed. Alternatively, the coupling or direct coupling or communication connection shown or discussed with each other may be through some communication interface, device or unit indirect coupling or communication connection, which may be in electrical, mechanical or other form.
The units described as separate units may or may not be physically separate, and units shown as units may or may not be physical units, may be located in one place, or may be distributed on a plurality of network units. Some or all of the units may be selected according to actual needs to achieve the purpose of the solution of this embodiment.
In addition, each functional unit in the embodiments of the present application may be integrated in one processing unit, or each unit may exist alone physically, or two or more units may be integrated in one unit.
The functions, if implemented in the form of software functional units and sold or used as a stand-alone product, may be stored in a non-volatile computer readable storage medium executable by a processor. Based on this understanding, the technical solution of the present application may be embodied essentially or in a part contributing to the prior art or in a part of the technical solution, in the form of a software product stored in a storage medium, comprising several instructions for causing a computer device (which may be a personal computer, a server, a network device, etc.) to perform all or part of the steps of the method according to the embodiments of the present application. And the aforementioned storage medium includes: a U-disk, a removable hard disk, a Read-Only Memory (ROM), a random access Memory (Random Access Memory, RAM), a magnetic disk, or an optical disk, or other various media capable of storing program codes.
Finally, it should be noted that: the above examples are only specific embodiments of the present application for illustrating the technical aspects of the present application, but not for limiting the scope of the present application, although the present application is described with reference to the above examplesHaving described in detail, those of ordinary skill in the art will understand: any person skilled in the art may modify or easily conceive of the technical solution described in the foregoing embodiments, or perform equivalent substitution of some of the technical features, while remaining within the technical scope of the present disclosure; such modifications, changes or substitutions do not depart from the spirit and scope of the technical solutions of the embodiments of the present application, and are intended to be included in the scope of the present application. Therefore, the protection scope of the application is subject to the protection scope of the claims 。
Claims (10)
1. The method for determining the matching of the orders is characterized by comprising the following steps of:
for any order category, acquiring market information and transaction detail information of the order category in a preset time;
determining a historical order database corresponding to any target order in any order category based on target order information in the target order, deal information in the market information, deal detail information and a preset time price priority rule;
and carrying out matching calculation on the target orders based on the historical order database, the target orders and a preset matching algorithm, and determining whether the target orders are matched successfully, wherein the preset matching algorithm is used for representing whether the target orders can be completed successfully by the target order information in the target orders.
2. The method according to claim 1, wherein the historical order database includes a price queue, and the determining the historical order database corresponding to the target order based on the target order information in the target order, the deal information in the market information, the deal detail information, and a preset time price priority rule includes:
determining opposite-direction prices and same-direction prices in the exchange information according to the exchange information in the market information and the target order information in the target order, wherein the opposite-direction prices are used for representing prices in the opposite direction to the prices in the target order information, and the same-direction prices are used for representing prices in the same direction as the prices in the target order information;
constructing a first initial price queue according to the reverse price;
and determining a counter price queue corresponding to the target order based on the first initial price queue, the transaction detail information and the equidirectional price.
3. The method for determining matching of orders according to claim 2, wherein the determining an opponent price queue corresponding to the target order based on the first initial price queue, the transaction detail information and the equidirectional price, and determining an opponent price queue corresponding to the target order, comprises:
and carrying out consumption processing on the first initial price queue according to the transaction detail information and the equidirectional price, and determining the counter price queue corresponding to the target order.
4. The method of determining matching of orders according to claim 1, wherein the historical order database further comprises a competitor queue, the determining the historical order database corresponding to the target order based on the target order information in the target order, the deal information in the market information, the deal detail information, and a preset time price priority rule, further comprising:
determining opposite-direction prices and same-direction prices in the exchange information according to the exchange information in the market information and the target order information in the target order, wherein the opposite-direction prices are used for representing prices in the opposite direction to the prices in the target order information, and the same-direction prices are used for representing prices in the same direction as the prices in the target order information;
constructing a second initial price queue according to the equidirectional prices;
and determining a competitor queue corresponding to the target order based on the second initial price queue, the transaction detail information, the opposite direction price and a preset time price priority rule.
5. The method for determining matching of orders according to claim 4, wherein determining the competitor queue corresponding to the target order based on the second initial price queue, the transaction detail information, the reverse price, and a preset time price priority rule comprises:
sequencing the second initial price queue and target price information in the target order information according to a preset time price priority rule, and determining a second standard price queue corresponding to the target order;
and carrying out consumption processing on the second standard price queue according to the transaction detail information and the opposite price, and determining a competitor queue corresponding to the target order.
6. The method for determining matching of orders according to claim 1, wherein after the matching calculation is performed on the target order based on the historical order database, the target order and a preset matching algorithm, determining whether the target order is matched successfully, the method for determining matching of orders further comprises:
if the target orders are matched successfully, determining the target price and the target quantity of the target orders.
7. A device for determining matching of orders, the device comprising:
the acquisition module is used for acquiring market information and transaction detail information of any order category within preset time;
the first determining module is used for determining a historical order database corresponding to any target order in any order category based on target order information in the target order, deal information in the market information, deal detail information and a preset time price priority rule;
the second determining module is configured to perform matching calculation on the target order based on the historical order database, the target order and a preset matching algorithm, and determine whether the target order is successfully matched, where the preset matching algorithm is used to characterize whether the target order can be successfully completed with target order information in the target order.
8. The apparatus for determining a match of an order according to claim 7, further comprising a third determining module, specifically configured to:
if the target orders are matched successfully, determining the target price and the target quantity of the target orders.
9. An electronic device, comprising: a processor, a memory and a bus, said memory storing machine readable instructions executable by said processor, said processor and said memory communicating via the bus when the electronic device is running, said machine readable instructions when executed by said processor performing the method steps of determining a match of orders as claimed in any one of the preceding claims 1-6.
10. A computer-readable storage medium, characterized in that it has stored thereon a computer program which, when executed by a processor, performs the steps of the method of determining a match of orders as claimed in any of the preceding claims 1-6.
Priority Applications (1)
| Application Number | Priority Date | Filing Date | Title |
|---|---|---|---|
| CN202311066028.0A CN117094824A (en) | 2023-08-22 | 2023-08-22 | Method and device for determining matching of orders, electronic equipment and storage medium |
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| Application Number | Priority Date | Filing Date | Title |
|---|---|---|---|
| CN202311066028.0A CN117094824A (en) | 2023-08-22 | 2023-08-22 | Method and device for determining matching of orders, electronic equipment and storage medium |
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| CN117094824A true CN117094824A (en) | 2023-11-21 |
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| CN202311066028.0A Pending CN117094824A (en) | 2023-08-22 | 2023-08-22 | Method and device for determining matching of orders, electronic equipment and storage medium |
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| Country | Link |
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| CN (1) | CN117094824A (en) |
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- 2023-08-22 CN CN202311066028.0A patent/CN117094824A/en active Pending
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