CN117522580A - Transaction method of layered order and related equipment - Google Patents
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Abstract
The method is applied to the technical field of data processing, a plurality of layered orders are obtained, each layered order carries shared volume, anonymous quotation and named quotation, the shared volume and the anonymous quotation in each layered order are sent to an anonymous quotation channel for quotation, the anonymous quotation is carried out in a first preset transaction mode, the shared volume and the named quotation in each layered order are sent to the named quotation channel for quotation, the named quotation is carried out in a second preset transaction mode, and the sum of the first volume and the second volume of the anonymous quotation of the same layered order is not larger than the shared volume.
Description
Technical Field
The application belongs to the technical field of data processing, and particularly relates to a transaction method and related equipment for layered orders.
Background
In the inter-bank interest rate interchange market, as the product standardization degree is increasingly improved, the derivative electronic trading degree is gradually improved, and quoters can bid different objects for one interest rate interchange contract, namely, a layered order is generated, and market members can trade in the interest rate interchange market according to satisfactory quotations, so that the trading method of the layered order is particularly important.
Currently, there are two trade schemes, namely anonymous and famous, that are independent of each other. In the trade mode of famous quotation, the quotation provider is willing to disclose the price and information of the quotation provider, and the market member can find the quotation provider in various modes. However, named offers also expose the quotation to risk, being attacked or reimbursed by competitors. In the transaction mode of anonymous quotation, the quotation party can make quotation under the condition of not exposing identity, so that the quotation party can better know the market demand and competition condition. However, the inability to know the identity and background anonymous quotations of the quotations can also make it difficult for market members to find the appropriate quotation.
Two transaction modes of anonymous quotation and famous quotation are carried out simultaneously, two transaction systems are required to be independently developed and maintained, and the buyer and the seller are required to respectively carry out transactions in the two systems, and the transaction results in one system can possibly cause the change of the transaction results in the other system because the transaction results cannot be determined. In order to achieve the target transaction amount, users frequently log in and operate in two sets of transaction systems.
Disclosure of Invention
In view of the above problems, the present application proposes a transaction method and related equipment for a hierarchical order, in order to make a more accurate decision and solve the problem of lower transaction efficiency, the specific scheme is as follows:
the trade method of the hierarchical order is applied to a server side of a linkage trade system, the server side is connected with a client side of the linkage trade system, and the trade method of the hierarchical order comprises the following steps:
obtaining a plurality of layered orders, wherein each layered order carries shared volume, anonymous quotation and named quotation;
sending the shared volume and the anonymous quotation in each layered order to an anonymous quotation channel for quotation, and trading the anonymous quotation in a first preset trading mode;
sending the shared volume and the named quotation in each layered order to a named quotation channel for quotation, and trading the named quotation in a second preset trading mode;
the sum of the first amount of anonymous quotations and the second amount of anonymous quotations of the same hierarchical order is not greater than the shared amount of quotations.
Optionally, the hierarchical order further includes: an order mark; the target bid is one of the named bid and the anonymous bid;
The process of transacting the target offer includes:
after obtaining the trading intention information of the layered order with the target order mark, judging whether the trading volume of the target quotation currently being traded is larger than the sharing trading volume in the channel of the target quotation;
if the trading volume of the target price quotation of the current trading is not greater than the shared trading volume in the channel of the target price quotation, trading the target price quotation, and updating the shared trading volumes in the anonymous price quotation channel and the named price quotation channel to be the difference between the shared trading volume and the trading volume of the target price quotation of the current trading;
and if the volume of the currently-transacted target quotation is larger than the shared volume in the channel of the target quotation, sending an error instruction.
Optionally, the hierarchical order further includes: transaction direction and contract identification; the method further comprises the steps of:
screening a plurality of groups of target shared bid amounts from a plurality of the shared bid amounts of the anonymous bid channel, wherein each group of target shared bid amounts comprises shared bid amounts of hierarchical orders with the same transaction direction, the same contract identification and the same anonymous bid;
Aiming at each group of target sharing quotation, carrying out aggregate calculation on the target sharing quotation to obtain a first quotation to be traded;
the transaction of the anonymous quotation through the first preset transaction mode comprises the following steps:
and trading the first quotation to be traded in a first preset trading mode.
Optionally, the transaction direction includes a buying direction and a selling direction;
the trade of the first to-be-traded quotation amount through a first preset trade mode comprises the following steps:
judging whether a target first to-be-traded quotation exists in the first to-be-traded quotation, wherein the target first to-be-traded quotation is as follows: the contract identifications are the same, the anonymous quotations are the same, and the first to-be-traded quotations of the layered orders with opposite trading directions are the same, wherein the first to-be-traded quotations of the layered orders with the buying directions in the target first to-be-traded quotations are not larger than the first to-be-traded quotations of the layered orders with the selling directions;
and if the target first to-be-traded quotation amount exists in the plurality of first to-be-traded quotation amounts, trading the target first to-be-traded quotation amount according to a first preset rule.
Optionally, the hierarchical order further includes: quotation information;
the method further comprises the steps of:
screening the shared quotation amounts of the layered orders with different quotation information from the plurality of shared quotation amounts of the named quotation channel, and taking the shared quotation amounts as second quotation amounts to be traded, so that the client clicks the second quotation amounts to be traded;
the trade of the named quotation through the second preset trade mode comprises the following steps:
and trading the second quotation amount to be traded in a second preset trading mode.
The trade of the named quotation through the second preset trade mode comprises the following steps:
receiving a clicked second quotation to be traded sent by the client;
judging whether a target second to-be-transacted quotation exists in the second to-be-transacted quotation, wherein the target second to-be-transacted quotation is: the contract identifications are the same, the named quotations are the same, and the second to-be-traded quotations of the layered orders with opposite trading directions are the same, wherein the second to-be-traded quotations of the layered orders with the buying directions in the target second to-be-traded quotations are not larger than the second to-be-traded quotations of the layered orders with the selling directions;
And if the target second to-be-traded quotation amount exists in the second to-be-traded quotation amounts, trading the target second to-be-traded quotation amounts according to a second preset rule.
Optionally, the first preset rule includes: presetting at least one of contract identification priority, anonymous quotation priority and time priority of sending the anonymous quotation into the anonymous quotation channel;
the second preset rule includes: at least one of a preset quotation information priority, a preset contract identification priority, a named quotation priority, and a time priority for the named quotation to be sent into the named quotation channel.
A trading device of layered orders, applied to a server of a linked trading system, the server being connected with a client of the linked trading system, the trading device of layered orders comprising:
the system comprises an acquisition unit, a processing unit and a processing unit, wherein the acquisition unit is used for acquiring a plurality of layered orders, and each layered order carries shared volume, anonymous quotation and named quotation;
the first trading unit is used for sending the shared trading volume and the anonymous quotation in each layered order to the anonymous quotation channel for quotation, and trading the anonymous quotation in a first preset trading mode;
The second trading unit is used for sending the shared volume and the named price in each layered order to the named price channel for price quotation, and trading the named price quotation in a second preset trading mode;
and the judging unit is used for judging that the sum of the first trading volume of anonymous quotations and the second trading volume of named quotations of the same hierarchical order is not larger than the sharing trading volume.
A transaction device for a layered order, comprising a memory and a processor;
the memory is used for storing programs;
the processor is configured to execute the program to implement each step of the method for trading a hierarchical order according to any one of the above.
A readable storage medium having stored thereon a computer program which, when executed by a processor, performs the steps of the method of trading a hierarchical order of any of the above.
Based on the technical scheme, the transaction method and the related equipment for the layered orders are provided, a plurality of layered orders are obtained, each layered order carries a shared volume, an anonymous quotation and a named quotation, the shared volume and the anonymous quotation in each layered order are sent to an anonymous quotation channel for quotation, the anonymous quotation is carried out by a first preset transaction mode, the shared volume and the named quotation in each layered order are sent to the named quotation channel for quotation, the named quotation is carried out by a second preset transaction mode, and the sum of the first volume and the second volume of the anonymous quotation of the same layered order is not larger than the shared volume.
Drawings
Various other advantages and benefits will become apparent to those of ordinary skill in the art upon reading the following detailed description of the preferred embodiments. The drawings are only for purposes of illustrating the preferred embodiments and are not to be construed as limiting the application. Also, like reference numerals are used to designate like parts throughout the figures. In the drawings:
FIG. 1 is a flow chart of a method for trading a hierarchical order according to an embodiment of the present disclosure;
FIG. 2 is a schematic diagram of a process for trading target offers according to an embodiment of the present disclosure;
FIG. 3 is a flow chart of another method of trading a hierarchical order according to an embodiment of the present disclosure;
FIG. 4 is a process diagram of a method for trading a first bid amount by a first predetermined trading manner according to an embodiment of the present disclosure;
FIG. 5 is a flow chart of a method of trading a hierarchical order according to an embodiment of the present disclosure;
FIG. 6 is a process diagram of a method for trading a named bid by a second predetermined trading scheme according to an embodiment of the present application;
FIG. 7 is a schematic diagram of a transaction device for layering orders according to an embodiment of the present disclosure;
Fig. 8 is a block diagram of a hardware structure of a trade device for layering orders according to an embodiment of the present application.
Detailed Description
The following description of the embodiments of the present application will be made clearly and fully with reference to the accompanying drawings, in which it is evident that the embodiments described are only some, but not all, of the embodiments of the present application. All other embodiments, which can be made by one of ordinary skill in the art without undue burden from the present disclosure, are within the scope of the present disclosure.
The terms first, second and the like in the description and in the claims of the present application and in the above-described figures, are used for distinguishing between similar objects and not necessarily for describing a particular sequential or chronological order. It is to be understood that the terms so used are interchangeable under appropriate circumstances and are merely illustrative of the manner in which the embodiments of the application described herein have been described for objects of the same nature. Furthermore, the terms "comprises," "comprising," and "having," and any variations thereof, are intended to cover a non-exclusive inclusion, such that a process, method, system, article, or apparatus that comprises a list of elements is not necessarily limited to those elements, but may include other elements not expressly listed or inherent to such process, method, article, or apparatus.
In order to make a more accurate decision and solve the problem of lower transaction efficiency, the application provides a transaction method of a layered order, which is applied to a server side of a linkage transaction system, wherein the server side is connected with a client side of the linkage transaction system, and the transaction method of the layered order provided by the application is further described in detail below with reference to the drawings and the detailed description.
Referring to fig. 1, fig. 1 is a flow chart of a method for trading a hierarchical order according to an embodiment of the present application. The method may comprise the steps of:
step S101: a plurality of hierarchical orders are obtained, each of the hierarchical orders carrying a shared volume of volume, an anonymous quote, and a named quote.
It should be noted that, a hierarchical order refers to that a quotation provider can bid on different objects for a interest rate interchange contract, where the amount of shared bid can be shared between different sending objects. Each hierarchical order may carry bill of lading information in addition to shared volume, anonymous quotes, and named quotes.
In this application, for a common order other than a hierarchical order, the common order may be an anonymous order or a named order, each anonymous order may carry an anonymous amount of success and an anonymous quote, and each named order may carry a named amount of success and a named quote.
Step S102: and sending the shared volume and the anonymous quotation in each layered order to an anonymous quotation channel for quotation, and trading the anonymous quotation by a first preset trading mode.
In the application, the shared volume and the anonymous quotation in each layered order can be sent to an anonymous quotation channel for quotation aggregation calculation, and the aggregated shared quotation is transacted in a first preset transaction mode.
Step S103: and sending the shared volume and the named quotation in each layered order to a named quotation channel for quotation, and trading the named quotation through a second preset trading mode.
In the application, the shared volume and the named quotation in each layered order can be sent to a named quotation channel for dividing and calculating quotation, the divided shared quotation is pushed to a client for displaying, and then the divided shared quotation is transacted in a second preset transaction mode according to feedback of the client.
Step S104: the sum of the first amount of anonymous quotes and the second amount of named quotes for the same hierarchical order is not greater than the shared amount of deals.
In the present application, a trade may be performed when the sum of the first amount of anonymous quotations and the second amount of named quotations of the same hierarchical order is not greater than the shared amount of trading, otherwise no trade may be performed.
In summary, the method and related device for trading a hierarchical order provided by the present application obtain a plurality of hierarchical orders, each hierarchical order carries a shared volume, an anonymous quotation and a named quotation, the shared volume and the anonymous quotation in each hierarchical order are sent to an anonymous quotation channel to be quoted, the anonymous quotation is traded by a first preset trading mode, the shared volume and the named quotation in each hierarchical order are sent to the named quotation channel to be quoted by a second preset trading mode, and the sum of the first volume and the second volume of the anonymous quotation of the same hierarchical order is not greater than the shared volume.
In yet another embodiment of the present application, a specific implementation manner of trading the target bid is described in detail on the basis of the embodiments disclosed in the present application.
As an alternative embodiment, please refer to fig. 2, which is a schematic diagram of a process of trading a target bid disclosed in the present application. The method may comprise the steps of:
step S201 is performed after obtaining the intention information for the hierarchical order with the target order identification.
Step S201: it is determined whether the volume of the target bid for the current deal is greater than the shared volume in the channel of the target bid.
It should be noted that each hierarchical order may further include an order identifier, where the same order identifier is used to indicate the same hierarchical order. The target bid may be one of a named bid and an anonymous bid.
In the present application, if the target bid is a named bid, the trading intention information of the hierarchical order with the target order identifier may be information fed back after the client clicks.
In the case that the volume of the target bid for the current deal is not greater than the shared volume in the channel of the target bid, step S202 is performed.
Step S202: the target quotation is traded, and the shared volume in the anonymous quotation channel and the named quotation channel is updated to be the difference between the shared volume and the volume of the target quotation of the current transaction.
In the present application, if the amount of the target bid that is currently being bid is not greater than the amount of shared bid in the target bid's lane, the target bid may be traded, which changes the number of bids, i.e., the amount of shared bid in the anonymous bid lane and the named bid lane.
In case that the volume of the target bid of the current deal is greater than the shared volume in the channel of the target bid, step S203 is performed.
Step S203: and sending an error instruction.
In the present application, if the volume of the target bid currently being submitted is greater than the shared volume in the target bid's channel, the target bid may not be transacted, and an error instruction may be sent, which may be used to indicate an error result, and/or an error cause.
Based on the embodiments disclosed in the present application, in yet another embodiment of the present application, a specific implementation manner of another trading method of hierarchical orders is described in detail.
As an embodiment, please refer to fig. 3, which is a flow chart illustrating another method for trading a hierarchical order disclosed in the present application. The method may comprise the steps of:
step S301: a plurality of hierarchical orders are obtained, each of the hierarchical orders carrying a shared volume of volume, an anonymous quote, and a named quote.
Step S302: and sending the shared volume and the anonymous quotation in each layered order to an anonymous quotation channel for quotation, and screening a plurality of groups of target shared quotation from a plurality of shared quotation volumes of the anonymous quotation channel, wherein each group of target shared quotation comprises the shared quotation volumes of the layered orders with the same trading direction, the same contract identification and the same anonymous quotation.
It should be noted that each hierarchical order may also include a transaction direction and a contract identification.
The transaction directions may include a buying direction and a selling direction, and the transaction directions are the same, i.e., the transaction directions are both buying directions or both selling directions.
Step S303: and aiming at each group of target sharing quotation, carrying out aggregate calculation on the target sharing quotation to obtain a first quotation to be traded.
In the application, summation operation can be performed on each group of target shared quotation to obtain a first quotation to be traded.
The aggregate calculation is a process of calculating one value from a set of values, and may further include average calculation, maximum calculation, minimum calculation, and the like.
Step S304: and trading the first quotation to be traded in a first preset trading mode.
In the application, a first to-be-traded bid amount of a hierarchical order of anonymous bids can be traded by a first preset trade means.
Step S305: and sending the shared volume and the named quotation in each layered order to a named quotation channel for quotation, and trading the named quotation through a second preset trading mode.
Step S306: the sum of the first amount of anonymous quotes and the second amount of named quotes for the same hierarchical order is not greater than the shared amount of deals.
It should be noted that, the specific implementation of step S301, step S305, and step 306 may refer to step S101, step S103, and step 104 in the embodiment shown in fig. 1, which are not described herein again.
In summary, in the embodiment of the present application, before the anonymous quotation is transacted in the first preset transaction manner, a plurality of shared quotation amounts of the anonymous quotation channel are calculated in an aggregated manner, and the shared quotation amounts of different quotation providers are integrated together, so that a shared quotation amount with transaction reference meaning is provided for the market members, which is beneficial to the market members to better understand the quotation condition, and thus the transaction efficiency is improved.
On the basis of the embodiment disclosed in the present application, in yet another embodiment of the present application, a specific implementation manner of trading the first to-be-traded bid amount in the first preset trading manner in step S304 is described in detail.
As an embodiment, please refer to fig. 4, which is a process diagram of a method for trading a first bid amount by a first preset trading manner disclosed in the present application. The method may comprise the steps of:
step S401: judging whether a target first to-be-traded quotation exists in the first to-be-traded quotation, wherein the target first to-be-traded quotation is as follows: the contract identification is the same, the anonymous quotation is the same, and the first to-be-traded quotation of the layered orders with opposite trading directions is the same, and the first to-be-traded quotation of the layered orders with the buying direction in the target first to-be-traded quotation is not larger than the first to-be-traded quotation of the layered orders with the selling direction.
It should be noted that, the transaction directions may include a buying direction and a selling direction, and the transaction directions are opposite, that is, one transaction direction is the buying direction and the other transaction direction is the selling direction.
In the application, when the first to-be-traded quotation of the layered order in the buying direction in the target first to-be-traded quotation is not larger than the first to-be-traded quotation of the layered order in the selling direction, the first to-be-traded quotation can be traded, otherwise, the trade cannot be conducted.
In case there is a target first to-be-traded bid amount among the plurality of first to-be-traded bid amounts, step S402 is performed.
Step S402: and trading the target first to-be-traded quotation according to a first preset rule.
It should be noted that the first preset rule may be at least one of preset contract identification priority, anonymous quotation priority, and time priority of sending the anonymous quotation into the anonymous quotation channel, that is, "contract priority, price priority, time priority".
In the application, the target first to-be-traded quotation amount can be ordered through a trading mode of contract priority, price priority and time priority, and the ordered target first to-be-traded quotation amount is traded.
Based on the embodiments disclosed in the present application, in yet another embodiment of the present application, a specific implementation manner of a transaction method of a further hierarchical order is described in detail.
As an embodiment, please refer to fig. 5, which is a schematic flow chart of a transaction method of a hierarchical order disclosed in the present application. The method may comprise the steps of:
step S501: a plurality of hierarchical orders are obtained, each of the hierarchical orders carrying a shared volume of volume, an anonymous quote, and a named quote.
Step S502: and sending the shared volume and the anonymous quotation in each layered order to an anonymous quotation channel for quotation, and trading the anonymous quotation by a first preset trading mode.
Step S503: and sending the shared volume and the named price in each layered order to a named price channel for price quotation, screening the shared price quotation of the layered orders with different price quotation information from the plurality of shared price quotations of the named price quotation channel, and using the shared price quotation as a second price quotation to be traded, so that the client clicks the second price quotation to be traded.
It should be noted that each hierarchical order may also include quotation information. The quotation information may include the name or brand of the quotation, contact and address, and so forth.
In the application, the hierarchical order can be split according to the quotation information, and the shared quotation amount of the split hierarchical order, namely the second quotation amount to be traded, is pushed to the client for display.
Step S504: and trading the second quotation to be traded in a second preset trading mode.
In the application, the second to-be-traded quotation amount of the layered order with the famous quotation can be traded in a second preset trading mode according to the feedback of the client.
Step S505: the sum of the first amount of anonymous quotes and the second amount of named quotes for the same hierarchical order is not greater than the shared amount of deals.
It should be noted that, the specific implementation of step S501, step S502, and step 505 may refer to step S101, step S102, and step 104 in the embodiment shown in fig. 1, which are not described herein again.
In summary, in the embodiment of the present application, before trading a named bid in a second preset trading manner, splitting calculation is performed on a plurality of shared bid amounts of a named bid channel, and the shared bid amounts of different quotations are split, so that a shared bid amount with a trading reference meaning is provided for market members, which is favorable for the market members to better understand the situation of the quotations, and thus the trading security is improved.
Based on the embodiments disclosed in the present application, in yet another embodiment of the present application, a specific implementation manner of trading the named quotation in the step S504 through the second preset trading manner is described in detail.
As an embodiment, please refer to fig. 6, which is a process diagram of a method for trading a named bid in a second preset trading manner. The method may comprise the steps of:
step S601: and receiving the clicked second quotation amount to be traded, which is sent by the client.
In the application, if the market member of the client has a trading intention, clicking a certain second to-be-traded quotation amount, and sending the clicked second to-be-traded quotation amount to the client.
Step S602: judging whether a target second to-be-traded quotation exists in the second to-be-traded quotation, wherein the target second to-be-traded quotation is as follows: the contract identification is the same, the named quotations are the same, and the second to-be-traded quotation amount of the layered orders with opposite trading directions is the second to-be-traded quotation amount of the layered orders with the buying direction in the target second to-be-traded quotation amount is not larger than the second to-be-traded quotation amount of the layered orders with the selling direction.
It should be noted that, the transaction directions may include a buying direction and a selling direction, and the transaction directions are opposite, that is, one transaction direction is the buying direction and the other transaction direction is the selling direction.
In the application, when the first to-be-traded quotation of the layered order in the buying direction in the target second to-be-traded quotation is not larger than the second to-be-traded quotation of the layered order in the selling direction, the second to-be-traded quotation can be traded, otherwise, the trade cannot be conducted.
In case there is a target second to-be-traded bid amount in the second to-be-traded bid amounts, step 603 is performed.
Step 603: and trading the target second to-be-traded quotation according to a second preset rule.
It should be noted that the second preset transaction manner may include: at least one of a preset quotation information priority, a preset contract identification priority, a named quotation priority, and a time priority of the named quotation being sent into the named quotation channel, namely 'quotation priority, contract priority, price priority, time priority'.
In the application, the target second to-be-traded quotation amount can be ordered by a trading mode of 'quotation priority, contract priority, price priority and time priority', and the ordered target second to-be-traded quotation amount is traded.
The method is described in detail in the embodiments disclosed in the present application, and the method can be implemented by using various devices, so the present application also discloses a transaction device for layering orders, which is applied to a server of a linked transaction system, where the server is connected with a client of the linked transaction system, and specific embodiments are given below for detailed description.
Referring to fig. 7, fig. 7 is a schematic structural diagram of a transaction device for layering orders according to an embodiment of the present application, where the device includes:
An obtaining unit 11 is configured to obtain a plurality of hierarchical orders, where each hierarchical order carries a shared volume, an anonymous quote and a named quote.
The first trading unit 12 is configured to send the shared volume and the anonymous quotation in each of the hierarchical orders to an anonymous quotation channel for quotation, and trade the anonymous quotation in a first preset trading manner.
And the second trading unit 13 is configured to send the shared volume and the named price in each of the layered orders to the named price channel for price quotation, and trade the named price quotation in a second preset trading manner.
A judging unit 14 for judging that the sum of the first amount of the anonymous quotation and the second amount of the named quotation for the same hierarchical order is not greater than the shared amount of the quotation.
As an embodiment, the hierarchical order further includes: an order mark; the target bid is one of the named bid and the anonymous bid.
The process of transacting the target offer includes:
and the deal amount judging unit is used for judging whether the deal amount of the target quotation currently in deal is larger than the shared deal amount in the channel of the target quotation after obtaining the deal intention information of the layered order with the target order mark.
An updating unit, configured to trade the target bid if the amount of the current bid is not greater than the shared amount of the target bid in the channel, and update the shared amounts of the anonymous bid channel and the named bid channel to be a difference between the shared amount of the current bid and the amount of the current bid.
And the sending unit is used for sending an error instruction if the volume of the currently-transacted target quotation is larger than the shared volume in the channel of the target quotation.
As an embodiment, the hierarchical order further includes: transaction direction and contract identification.
The method further comprises the steps of:
and the first screening unit is used for screening a plurality of groups of target shared quotation amounts from a plurality of shared quotation amounts of the anonymous quotation channel, wherein each group of target shared quotation amounts comprises shared quotation amounts of hierarchical orders with the same transaction direction, the same contract identification and the same anonymous quotation.
And the aggregation calculation unit is used for carrying out aggregation calculation on the target sharing quotation for each group of target sharing quotation to obtain a first quotation to be traded.
The first transaction unit 12 includes:
the first transaction subunit is used for transacting the first quotation to be transacted in a first preset transaction mode.
As an embodiment, the transaction directions include a buy direction and a sell direction.
The first transaction subunit comprises:
the first judging subunit is configured to judge whether a target first to-be-traded bid amount exists in the plurality of first to-be-traded bid amounts, where the target first to-be-traded bid amount is: the contract identifications are the same, the anonymous quotations are the same, and the first to-be-traded quotations of the layered orders with opposite trading directions are the same, wherein the first to-be-traded quotations of the layered orders with the buying direction in the target first to-be-traded quotations are not larger than the first to-be-traded quotations of the layered orders with the selling direction.
And the first trading subunit is used for trading the target first quotation to be traded according to a first preset rule if the target first quotation to be traded exists in the plurality of first quotation to be traded.
As an embodiment, the hierarchical order further includes: quotation information.
The method further comprises the steps of:
And the second screening unit is used for screening the shared quotation amounts of the layered orders with different quotation information from the plurality of shared quotation amounts of the named quotation channel and taking the shared quotation amounts as second quotation amounts to be traded, so that the client clicks the second quotation amounts to be traded.
The second transaction unit 13 includes:
and the second transaction subunit is used for transacting the second quotation quantity to be transacted in a second preset transaction mode.
As an embodiment, the second transaction subunit includes:
and the receiving subunit is used for receiving the clicked second quotation amount to be traded sent by the client.
The second judging subunit is configured to judge whether a target second to-be-transacted bid amount exists in the second to-be-transacted bid amounts, where the target second to-be-transacted bid amount is: the contract identifications are the same, the named quotations are the same, and the second to-be-traded quotations of the layered orders with opposite trading directions are the same, and the second to-be-traded quotations of the layered orders with the buying directions in the target second to-be-traded quotations are not larger than the second to-be-traded quotations of the layered orders with the selling directions.
And the second trading subunit is used for trading the target second to-be-traded quotation according to a second preset rule if the target second to-be-traded quotation exists in the second to-be-traded quotation.
As an implementation manner, the first preset rule includes: the preset contract identifies at least one of a priority, an anonymous quotation priority, and a time priority for the anonymous quotation to be sent to the anonymous quotation channel.
The second preset rule includes: at least one of a preset quotation information priority, a preset contract identification priority, a named quotation priority, and a time priority for the named quotation to be sent into the named quotation channel.
Referring to fig. 8, fig. 8 is a block diagram of a hardware structure of a transaction device for layering orders according to an embodiment of the present application, and a hardware structure of a device for increasing a spraying duration angle may include: at least one processor 1, at least one communication interface 2, at least one memory 3 and at least one communication bus 4.
In the embodiment of the present application, the number of the processor 1, the communication interface 2, the memory 3, and the communication bus 4 is at least one, and the processor 1, the communication interface 2, and the memory 3 complete communication with each other through the communication bus 4.
The processor 1 may be a central processing unit CPU, or a specific integrated circuit ASIC (Application Specific Integrated Circuit), or one or more integrated circuits configured to implement embodiments of the present application, or the like.
The memory 3 may comprise a high-speed RAM memory, and may also comprise a non-volatile memory (non-volatile memory) or the like, such as at least one disk memory.
Wherein the memory stores a program, the processor is operable to invoke the program stored in the memory, the program operable to:
obtaining a plurality of layered orders, wherein each layered order carries shared volume, anonymous quotation and named quotation;
sending the shared volume and the anonymous quotation in each layered order to an anonymous quotation channel for quotation, and trading the anonymous quotation in a first preset trading mode;
sending the shared volume and the named quotation in each layered order to a named quotation channel for quotation, and trading the named quotation in a second preset trading mode;
the sum of the first amount of anonymous quotations and the second amount of anonymous quotations of the same hierarchical order is not greater than the shared amount of quotations.
Alternatively, the refinement function and the extension function of the program may be described with reference to the above.
The embodiment of the application also provides a readable storage medium, which can store a program suitable for being executed by a processor, the program being configured to:
obtaining a plurality of layered orders, wherein each layered order carries shared volume, anonymous quotation and named quotation;
sending the shared volume and the anonymous quotation in each layered order to an anonymous quotation channel for quotation, and trading the anonymous quotation in a first preset trading mode;
sending the shared volume and the named quotation in each layered order to a named quotation channel for quotation, and trading the named quotation in a second preset trading mode;
the sum of the first amount of anonymous quotations and the second amount of anonymous quotations of the same hierarchical order is not greater than the shared amount of quotations.
Alternatively, the refinement function and the extension function of the program may be described with reference to the above.
In the present specification, each embodiment is described in a progressive manner, and each embodiment is mainly described in a different point from other embodiments, and identical and similar parts between the embodiments are all enough to refer to each other. For the device disclosed in the embodiment, since it corresponds to the method disclosed in the embodiment, the description is relatively simple, and the relevant points refer to the description of the method section.
It should be further noted that the above-described apparatus embodiments are merely illustrative, and that the units described as separate units may or may not be physically separate, and that units shown as units may or may not be physical units, may be located in one place, or may be distributed over a plurality of network units. Some or all of the modules may be selected according to actual needs to achieve the purpose of the solution of this embodiment. In addition, in the drawings of the embodiment of the device provided by the application, the connection relation between the modules represents that the modules have communication connection therebetween, and can be specifically implemented as one or more communication buses or signal lines. Those of ordinary skill in the art will understand and implement the present invention without undue burden.
From the above description of the embodiments, it will be apparent to those skilled in the art that the present application may be implemented by means of software plus necessary general purpose hardware, or of course may be implemented by dedicated hardware including application specific integrated circuits, dedicated CPUs, dedicated memories, dedicated components and the like. Generally, functions performed by computer programs can be easily implemented by corresponding hardware, and specific hardware structures for implementing the same functions can be varied, such as analog circuits, digital circuits, or dedicated circuits. However, a software program implementation is a preferred embodiment in many cases for the present application. Based on such understanding, the technical solution of the present application may be embodied essentially or in a part contributing to the prior art in the form of a software product stored in a readable storage medium, such as a floppy disk, a usb disk, a removable hard disk, a Read-Only Memory (ROM), a random-access Memory (RAM, random Access Memory), a magnetic disk or an optical disk of a computer, etc., including several instructions for causing a computer device (which may be a personal computer, a server, or a network device, etc.) to execute the method described in the embodiments of the present application.
In summary, the above embodiments are only for illustrating the technical solution of the present application, and not for limiting the same. Although the present application has been described in detail with reference to the above embodiments, it should be understood by those of ordinary skill in the art that: the technical scheme described in the above embodiments can be modified or some of the technical features can be replaced equivalently. Such modifications and substitutions do not depart from the spirit and scope of the corresponding technical solutions.
Claims (10)
1. The transaction method of the layered order is characterized by being applied to a server side of a linkage transaction system, wherein the server side is connected with a client side of the linkage transaction system, and the transaction method of the layered order comprises the following steps:
obtaining a plurality of layered orders, wherein each layered order carries shared volume, anonymous quotation and named quotation;
sending the shared volume and the anonymous quotation in each layered order to an anonymous quotation channel for quotation, and trading the anonymous quotation in a first preset trading mode;
sending the shared volume and the named quotation in each layered order to a named quotation channel for quotation, and trading the named quotation in a second preset trading mode;
The sum of the first amount of anonymous quotations and the second amount of anonymous quotations of the same hierarchical order is not greater than the shared amount of quotations.
2. The method of trading a hierarchical order of claim 1, wherein the hierarchical order further comprises: an order mark; the target bid is one of the named bid and the anonymous bid;
the process of transacting the target offer includes:
after obtaining the trading intention information of the layered order with the target order mark, judging whether the trading volume of the target quotation currently being traded is larger than the sharing trading volume in the channel of the target quotation;
if the trading volume of the target price quotation of the current trading is not greater than the shared trading volume in the channel of the target price quotation, trading the target price quotation, and updating the shared trading volumes in the anonymous price quotation channel and the named price quotation channel to be the difference between the shared trading volume and the trading volume of the target price quotation of the current trading;
and if the volume of the currently-transacted target quotation is larger than the shared volume in the channel of the target quotation, sending an error instruction.
3. The method of trading a hierarchical order of claim 1, wherein the hierarchical order further comprises: transaction direction and contract identification;
before the transaction for the anonymous quotation by the first preset transaction mode, the method further comprises:
screening a plurality of groups of target shared bid amounts from a plurality of the shared bid amounts of the anonymous bid channel, wherein each group of target shared bid amounts comprises shared bid amounts of hierarchical orders with the same transaction direction, the same contract identification and the same anonymous bid;
aiming at each group of target sharing quotation, carrying out aggregate calculation on the target sharing quotation to obtain a first quotation to be traded;
the transaction of the anonymous quotation through the first preset transaction mode comprises the following steps:
and trading the first quotation to be traded in a first preset trading mode.
4. A method of trading a hierarchical order in accordance with claim 3, wherein the trading directions include a buy direction and a sell direction;
the trade of the first to-be-traded quotation amount through a first preset trade mode comprises the following steps:
judging whether a target first to-be-traded quotation exists in the first to-be-traded quotation, wherein the target first to-be-traded quotation is as follows: the contract identifications are the same, the anonymous quotations are the same, and the first to-be-traded quotations of the layered orders with opposite trading directions are the same, wherein the first to-be-traded quotations of the layered orders with the buying directions in the target first to-be-traded quotations are not larger than the first to-be-traded quotations of the layered orders with the selling directions;
And if the target first to-be-traded quotation amount exists in the plurality of first to-be-traded quotation amounts, trading the target first to-be-traded quotation amount according to a first preset rule.
5. The method of trading a hierarchical order of claim 4, wherein said hierarchical order further comprises: quotation information;
before the trade of the named quotation by the second preset trade mode, the method further comprises:
screening the shared quotation amounts of the layered orders with different quotation information from the plurality of shared quotation amounts of the named quotation channel, and taking the shared quotation amounts as second quotation amounts to be traded, so that the client clicks the second quotation amounts to be traded;
the trade of the named quotation through the second preset trade mode comprises the following steps:
and trading the second quotation amount to be traded in a second preset trading mode.
6. The method of claim 5, wherein said trading said named after offer by a second predetermined trading means comprises:
receiving a clicked second quotation to be traded sent by the client;
Judging whether a target second to-be-transacted quotation exists in the second to-be-transacted quotation, wherein the target second to-be-transacted quotation is: the contract identifications are the same, the named quotations are the same, and the second to-be-traded quotations of the layered orders with opposite trading directions are the same, wherein the second to-be-traded quotations of the layered orders with the buying directions in the target second to-be-traded quotations are not larger than the second to-be-traded quotations of the layered orders with the selling directions;
and if the target second to-be-traded quotation amount exists in the second to-be-traded quotation amounts, trading the target second to-be-traded quotation amounts according to a second preset rule.
7. The method of trading a hierarchical order of claim 6, wherein said first predetermined rule comprises: presetting at least one of contract identification priority, anonymous quotation priority and time priority of sending the anonymous quotation into the anonymous quotation channel;
the second preset rule includes: at least one of a preset quotation information priority, a preset contract identification priority, a named quotation priority, and a time priority for the named quotation to be sent into the named quotation channel.
8. A trading device for layered orders, which is applied to a server of a linked trading system, wherein the server is connected with a client of the linked trading system, and the trading device for layered orders comprises:
the system comprises an acquisition unit, a processing unit and a processing unit, wherein the acquisition unit is used for acquiring a plurality of layered orders, and each layered order carries shared volume, anonymous quotation and named quotation;
the first trading unit is used for sending the shared trading volume and the anonymous quotation in each layered order to the anonymous quotation channel for quotation, and trading the anonymous quotation in a first preset trading mode;
the second trading unit is used for sending the shared volume and the named price in each layered order to the named price channel for price quotation, and trading the named price quotation in a second preset trading mode;
and the judging unit is used for judging that the sum of the first trading volume of anonymous quotations and the second trading volume of named quotations of the same hierarchical order is not larger than the sharing trading volume.
9. A transaction device for a layered order, comprising a memory and a processor;
the memory is used for storing programs;
the processor for executing the program to perform the steps of the method of trading a hierarchical order as claimed in any one of claims 1 to 7.
10. A readable storage medium having stored thereon a computer program, which, when executed by a processor, implements the steps of the hierarchical order transaction method of any of claims 1 to 7.
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| Application Number | Priority Date | Filing Date | Title |
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| CN202311630750.2A CN117522580A (en) | 2023-11-30 | 2023-11-30 | Transaction method of layered order and related equipment |
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| Application Number | Priority Date | Filing Date | Title |
|---|---|---|---|
| CN202311630750.2A CN117522580A (en) | 2023-11-30 | 2023-11-30 | Transaction method of layered order and related equipment |
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| CN117522580A true CN117522580A (en) | 2024-02-06 |
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| CN202311630750.2A Pending CN117522580A (en) | 2023-11-30 | 2023-11-30 | Transaction method of layered order and related equipment |
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