CN112163043A - CopyTrade signal replication system - Google Patents
CopyTrade signal replication system Download PDFInfo
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- CN112163043A CN112163043A CN202011032536.3A CN202011032536A CN112163043A CN 112163043 A CN112163043 A CN 112163043A CN 202011032536 A CN202011032536 A CN 202011032536A CN 112163043 A CN112163043 A CN 112163043A
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- G—PHYSICS
- G06—COMPUTING OR CALCULATING; COUNTING
- G06F—ELECTRIC DIGITAL DATA PROCESSING
- G06F16/00—Information retrieval; Database structures therefor; File system structures therefor
- G06F16/20—Information retrieval; Database structures therefor; File system structures therefor of structured data, e.g. relational data
- G06F16/27—Replication, distribution or synchronisation of data between databases or within a distributed database system; Distributed database system architectures therefor
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- G—PHYSICS
- G06—COMPUTING OR CALCULATING; COUNTING
- G06F—ELECTRIC DIGITAL DATA PROCESSING
- G06F16/00—Information retrieval; Database structures therefor; File system structures therefor
- G06F16/20—Information retrieval; Database structures therefor; File system structures therefor of structured data, e.g. relational data
- G06F16/24—Querying
- G06F16/245—Query processing
- G06F16/2455—Query execution
- G06F16/24552—Database cache management
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- G—PHYSICS
- G06—COMPUTING OR CALCULATING; COUNTING
- G06F—ELECTRIC DIGITAL DATA PROCESSING
- G06F9/00—Arrangements for program control, e.g. control units
- G06F9/06—Arrangements for program control, e.g. control units using stored programs, i.e. using an internal store of processing equipment to receive or retain programs
- G06F9/46—Multiprogramming arrangements
- G06F9/54—Interprogram communication
- G06F9/545—Interprogram communication where tasks reside in different layers, e.g. user- and kernel-space
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- G—PHYSICS
- G06—COMPUTING OR CALCULATING; COUNTING
- G06F—ELECTRIC DIGITAL DATA PROCESSING
- G06F9/00—Arrangements for program control, e.g. control units
- G06F9/06—Arrangements for program control, e.g. control units using stored programs, i.e. using an internal store of processing equipment to receive or retain programs
- G06F9/46—Multiprogramming arrangements
- G06F9/54—Interprogram communication
- G06F9/546—Message passing systems or structures, e.g. queues
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Abstract
The invention discloses a CopyTrade signal replication system which comprises a service layer, an interface layer and an agent layer, wherein data stream processing is carried out between the service layer and the interface layer through mq, communication is carried out between the interface layer and the agent layer through GRPC, the interface layer integrates different broker interfaces and provides a uniform trading interface for the outside, and the agent layer provides the trading interface for the outside. The invention adopts a distributed micro-service architecture, supports cross-platform broker trading through multi-level cache and service isolation, has strong expansibility and processing performance, aggregates counted analysis data through a reasonable trading strategy and a wind control system provided by service, freely establishes a following relation or acts as a trader in a plurality of brokers supported by the platform, improves service efficiency and enlarges profit.
Description
Technical Field
The invention relates to the field of computers, in particular to a CopyTrade signal copying system.
Background
With the rapid development of the internet in recent years, especially the rapid development of the mobile internet and cloud computing, the requirements for software delivery and iteration speed and efficiency are continuously increased, and the micro-service architecture becomes more and more the mainstream in the distributed architecture by virtue of the advantages of simplicity, clearness, flexibility, expandability, independent deployment and the like. In the cross-broker order keeping and statistical business of the financial foreign exchange market, the existing distributed micro-service architecture still has defects in the aspects of a cache mechanism, performance expansion and the like, and further the service efficiency cannot meet the market demand, so the prior art needs to be improved.
Disclosure of Invention
Aiming at the problems in the prior art, the invention provides a CopyTrade signal replication system.
In order to achieve the purpose, the invention adopts the following specific scheme:
a CopyTrade signal replication system comprises a service layer, an interface layer and an agent layer, wherein data stream processing is carried out between the service layer and the interface layer through mq, communication is carried out between the interface layer and the agent layer through GRPC, the interface layer integrates different broker interfaces and provides a uniform trading interface for the outside, and the agent layer provides the trading interface for the outside.
Preferably, the interface layer comprises a trade-engine module for handling user requests and interfacing to integrate underlying interface differences of different brokers.
Preferably, the trade-engine module comprises a trade-engine, a trade-engine-route and a trade-engine-manager, wherein the trade-engine is used for packaging all broker interface standards and providing a set of general proto for a service layer, the trade-engine-route is used for managing and recording the connection state and distribution operation of the sam user socket, and the trade-engine-manager is used for managing and recording the operation of the sam user account.
Preferably, the interface layer further comprises a trade-api module for providing a uniform transaction interface to the outside.
Preferably, the trade-api module comprises a followtrade, and the user maintains a websocket stream, a push transaction and user mt4 data.
Preferably, the agent layer comprises a plurality of agent interfaces, which define a set of broker interface standards, output unified proto to the outside and maintain sam user socket connection.
Preferably, the proxy layer further comprises a trade-ping for periodically scanning all broker servers dc to calculate the best dc address based on the locality, ping value, mt4 connection byte stream weights.
Preferably, the proxy layer is connected with the proxy server through a private line.
Preferably, the service layer comprises a signal-srv, a copy signal-srv and a track-copy, wherein the signal-srv performs data stream processing mutually through mq, the signal-srv integrates all types of messages into one format, the messages are fed to the copy signal-srv through mq, the copy signal-srv maintains a following relationship and sends a documentary message to the track-copy, and the track-copy is used for matching a following product, executing a wind control check and sending a follower flat bin opening request.
By adopting the technical scheme of the invention, the invention has the following beneficial effects:
the invention adopts a distributed micro-service architecture, supports cross-platform broker trading through multi-level cache and service isolation, has strong expansibility and processing performance, aggregates counted analysis data through a reasonable trading strategy and a wind control system provided by service, freely establishes a following relation or acts as a trader in a plurality of brokers supported by the platform, improves service efficiency and enlarges profit.
Drawings
FIG. 1 is a system architecture diagram of the present invention.
Detailed Description
The invention is further described below with reference to the following figures and specific examples.
Referring to fig. 1, the invention provides a CopyTrade signal replication system, which includes a service layer, an interface layer and an agent layer, wherein data stream processing is performed between the service layer and the interface layer through mq, communication is performed between the interface layer and the agent layer through GRPC, the interface layer integrates different broker interfaces and provides a uniform trading interface to the outside, and the agent layer provides the trading interface to the outside.
The interface layer comprises a trade-engine module which is used for processing user requests and docking and integrating bottom layer interface differences of different brokers, the module comprises a trade-engine, a trade-engine-route and a trade-engine-manager, the trade-engine is used for packaging all broker interface standards and providing a set of general proto for the service layer, the trade-engine-route is used for managing and recording the connection state and distribution operation of the sam user socket, and the trade-engine-manager is used for managing the operation of the sam user account.
The interface layer further comprises a trade-api module which is used for providing a uniform transaction interface for the outside, the trade-api module comprises a followtrade, and a user maintains websocket flow, pushes transactions and data of mt 4.
The agent layer comprises a plurality of agent interfaces, a set of agent interface standards is defined, unified proto is output externally, and the connection of the sam user socket is maintained, wherein the agent interfaces comprise a trade-agent-fxcmdialer, a trade-agent-mt 4 dialer, a trade-agent-mt 4client and the like.
The agent layer also comprises a trade-ping used for periodically scanning all broker servers dc and calculating the optimal dc address according to the area, the ping value and the branch weight of the mt4 connection byte stream; the agent layer is connected with the agent server through a private line.
The business layer comprises a signal-srv, a copy signal-srv and a trace-copy which mutually perform data stream processing through mq, wherein the signal-srv integrates all types of messages into one format and is given to the copy signal-srv through mq, the copy signal-srv maintains a following relationship and sends a documentary message to the trace-copy, and the trace-copy is used for matching a following product, executing wind control verification and sending a follower flat bin opening request.
The invention can provide two order following modes of api and non-api, wherein the api mode is provided with an interface sdk by a cooperation broker, and the order following mode is more stable; the non-api mode is to send and receive each instruction through an account connection mode, can accommodate all platform brokerages, and has the following detailed technical scheme:
1. and maintaining active connection of a management account or a transaction account in real time, wherein the broker is connected by using an optimal address in the current server environment under each non-api mode connection. And monitoring the real-time state of the management account or the transaction account, including automatic reconnection, automatic switching of an optimal server and automatic switching of a standby server when the server is down.
2. The signals are thrown according to the group and the account, the de-duplication of the real-time transaction signals is strictly controlled, and the signals can be used for documentary and web page display.
3. Filtering all signals, integrating required effective signals by brushing, acquiring the following relation of the account, generating a following relation instruction, and generating a following order instruction according to wind control configuration, for example: forward and reverse, fixed number of hands in proportion, whether in follower tolerance, etc.
4. The order form generated by the following action needs to be maintained simultaneously, the order form relationship is automatically corrected by receiving the order form success real-time signal at the same time, the order form can be maintained under any condition, all the position holding following relationships are monitored simultaneously, and the trader can be ensured to be in position at the first time when the position holding following relationship is extremely abnormal.
The above description is only a preferred embodiment of the present invention, and is not intended to limit the scope of the present invention, and all modifications and equivalents of the present invention, which are made by the contents of the present specification and the accompanying drawings, or directly/indirectly applied to other related technical fields, are included in the scope of the present invention.
Claims (9)
1. The CopyTrade signal replication system is characterized by comprising a service layer, an interface layer and an agent layer, wherein data stream processing is carried out between the service layer and the interface layer through mq, communication is carried out between the interface layer and the agent layer through GRPC, the interface layer integrates different broker interfaces and provides a uniform trading interface for the outside, and the agent layer provides the trading interface for the outside.
2. The CopyTrade signal replication system of claim 1, wherein the interface layer includes a trade-engine module for handling user requests and interfacing to integrate underlying interface differences of different brokers.
3. The CopyTrade signal replication system of claim 1, wherein the trade-engine module comprises a trade-engine, a trade-engine-route and a trade-engine-manager, the trade-engine-route is used for packaging all broker interface standards and providing a set of general proto for a business layer, the trade-engine-route is used for managing and recording the connection state and distribution operation of the sam user socket, and the trade-engine-manager is used for managing the operation of the sam user account.
4. The CopyTrade signal replication system of claim 1, wherein the interface layer further comprises a trade-api module for providing a uniform transaction interface to the outside.
5. The CopyTrade signal replication system of claim 1, wherein the trade-api module comprises a followtrade, a user maintenance websocket stream, a push transaction, and user mt4 data.
6. The CopyTrade signal replication system of claim 1, wherein the broker layer includes a plurality of broker interfaces that define a set of broker interface standards, export a unified proto to the outside, and maintain sam user socket connections.
7. The CopyTrade signal replication system of claim 1, wherein the broker layer further comprises a trade-ping for periodically scanning all broker servers dc to calculate an optimal dc address based on the locale, ping value, mt4 connection byte stream weight.
8. The CopyTrade signal replication system of claim 1, wherein the proxy layer is connected to a proxy server by a dedicated line.
9. The CopyTrade signal replication system of claim 1, wherein the service layer includes signal-srv, copysignal-srv, and trace-copy that are data stream processed by mq, the signal-srv integrates all types of messages into one format, gives to copysignal-srv by mq, the copysignal-srv maintains a follow relationship, and sends a follow-up message to trace-copy, the trace-copy is used for matching follow-up products, performing a wind-controlled check, and sending a follower open flat bin request.
Priority Applications (1)
| Application Number | Priority Date | Filing Date | Title |
|---|---|---|---|
| CN202011032536.3A CN112163043A (en) | 2020-09-27 | 2020-09-27 | CopyTrade signal replication system |
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| CN202011032536.3A CN112163043A (en) | 2020-09-27 | 2020-09-27 | CopyTrade signal replication system |
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| CN112163043A true CN112163043A (en) | 2021-01-01 |
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| CN111242762A (en) * | 2019-12-31 | 2020-06-05 | 广东华兴银行股份有限公司 | Financial product purchasing method, device and system |
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2020
- 2020-09-27 CN CN202011032536.3A patent/CN112163043A/en active Pending
Patent Citations (8)
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| CN101094394A (en) * | 2007-07-17 | 2007-12-26 | 中国科学院软件研究所 | Method for guaranteeing safe transmission of video data, and video monitoring system |
| WO2014176991A1 (en) * | 2013-11-27 | 2014-11-06 | 中兴通讯股份有限公司 | Multimedia service processing apparatus, method and system |
| CN103745321A (en) * | 2014-01-21 | 2014-04-23 | 王水洋 | Cross-platform management system and method of realizing cross management |
| US20190205191A1 (en) * | 2017-12-28 | 2019-07-04 | Dropbox, Inc. | File system warnings application programing interface (api) |
| CN109325657A (en) * | 2018-08-17 | 2019-02-12 | 平安普惠企业管理有限公司 | A kind of measures and procedures for the examination and approval of credit operation, storage medium and server |
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Application publication date: 20210101 |