CN119127173A

CN119127173A - Object splitting processing method, device and storage medium

Info

Publication number: CN119127173A
Application number: CN202411604407.5A
Authority: CN
Inventors: 何峰权; 吴永亮; 徐晗; 姜海军; 张国栋; 胡洋洋; 谷豪存; 鲁莹莹
Original assignee: Shanghai Genus Information Technology Co ltd
Current assignee: Shanghai Genus Information Technology Co ltd
Priority date: 2024-11-12
Filing date: 2024-11-12
Publication date: 2024-12-13
Anticipated expiration: 2044-11-12
Also published as: CN119127173B

Abstract

The present application provides an object splitting processing method, device and storage medium, wherein the method includes: obtaining the object to be split and the splitting strategy identifier for the object to be split indicated by the user, and according to the splitting strategy identifier, searching for the target policy configuration file matching the splitting strategy identifier from the preset policy configuration library; according to the target policy configuration file, constructing a splitting strategy instance, running the splitting strategy instance, and running each component instance based on the processing order between each component instance and in turn according to the parameter information of each component instance, to obtain multiple sub-objects corresponding to the object to be split. By storing and assembling the functions of the splitting strategy in a component-based manner, the reuse of the policy functions can be achieved, the flexibility and scalability of policy development can be improved, and the complexity of policy development can be reduced.

Description

Object splitting processing method, device and storage medium

Technical Field

The present application relates to the field of data processing technologies, and in particular, to an object splitting processing method, device, and storage medium.

Background

In some business scenarios, it is desirable to split certain business objects into multiple sub-objects to meet specific business needs. For example, in the field of financial transactions, there is a need to split a trade order to improve trade efficiency and quality.

In the prior art, a software system special for a specific transaction scene needs to be developed to realize the business function under the transaction scene.

However, this method has the problems of long process time consumption, high cost and slow response speed, and the internal logic of the algorithm is invisible, so that the reusability and the readability are poor.

Disclosure of Invention

The application aims to provide an object splitting processing method, device and storage medium for solving the problems of long time consumption, high cost and low response speed in the process in the prior art, and the problems of invisible logic in an algorithm and poor reusability and readability in the prior art.

In order to achieve the above purpose, the technical scheme adopted by the application is as follows:

In a first aspect, the present application provides an object splitting processing method, where the method includes:

acquiring an object to be split and a splitting strategy identifier which is indicated by a user and aims at the object to be split;

Searching a target strategy configuration file matched with the splitting strategy identification from a preset strategy configuration library according to the splitting strategy identification, wherein the strategy configuration library comprises a plurality of strategy configuration files, each strategy configuration file corresponds to a splitting strategy, and each strategy configuration file comprises a plurality of strategy components, a processing sequence among the strategy components, control parameters of the strategy components and a message dependency relation;

constructing a split strategy instance according to the target strategy configuration file, wherein the split strategy instance comprises component instances corresponding to all strategy components in the target strategy configuration file and a processing sequence among all the component instances;

And operating the splitting strategy instance to operate each component instance based on the processing sequence among the component instances and according to the parameter information of each component instance in turn, so as to obtain a plurality of sub-objects corresponding to the object to be split.

In an alternative embodiment, the constructing a split policy instance according to the target policy configuration file includes:

Respectively constructing component examples corresponding to all the strategy components according to all the strategy components in the target strategy configuration file and the control parameters and message dependency relations of all the strategy components;

And constructing the splitting strategy instance according to the processing sequence of each strategy component and the component instance corresponding to each strategy component.

In an optional implementation manner, the target policy configuration file comprises a plurality of event policy components, event scheduling components and a plurality of processing components, wherein the split policy instance comprises a plurality of event policy component instances, event scheduling component instances and a plurality of processing component instances;

The operation of the splitting policy instance to operate each component instance based on a processing sequence between the component instances and sequentially according to parameter information of each component instance, to obtain a plurality of sub-objects corresponding to the object to be split, includes:

Operating the splitting strategy instance, respectively monitoring corresponding trigger events by each event strategy component instance, and sending corresponding event information to the event scheduling component instance when the corresponding trigger event is triggered;

and pushing the event information to at least one processing component instance by the event scheduling component instance according to the event information sent by each event strategy component instance, and carrying out splitting processing by the corresponding processing component instance to obtain a split sub-object of the current round corresponding to the object to be split.

The sub-object receiver instance is used for monitoring transaction completion events of split sub-objects, generating split sub-object information and sending the split sub-object information to the event scheduling component instance, wherein the split sub-objects are obtained after splitting processing in the previous round of the current round by at least one processing component instance in the plurality of processing component instances;

The event scheduling component instance pushes the event information to at least one processing component instance according to the event information sent by each event policy component instance, and the corresponding processing component instance performs splitting processing to obtain a split sub-object of the current round corresponding to the object to be split, including:

And pushing the split sub-object information to the at least one processing component instance by the event scheduling component instance, and splitting by the corresponding processing component instance according to the split sub-object information to obtain a split sub-object of the current round corresponding to the object to be split.

In an alternative implementation mode, the event policy component instances further comprise a service association receiver instance, wherein the service association receiver instance is used for receiving service association data, generating service association information and sending the service association information to the event scheduling component instance;

The event scheduling component instance pushes the split sub-object information to the at least one processing component instance, and the corresponding processing component instance performs splitting processing according to the split sub-object information to obtain a split sub-object of a current round corresponding to the object to be split, including:

and pushing the split sub-object information and the service association information to the at least one processing component instance by the event scheduling component instance, and splitting by the corresponding processing component instance according to the split sub-object information and the service association information to obtain the split sub-object of the current round corresponding to the object to be split.

In an alternative embodiment, the plurality of processing component instances includes a logic engine instance, a quantity calculator instance, a price calculator instance, and a controller instance;

And pushing the event information to the logic engine instance by the event scheduling component instance according to the event information sent by each event strategy component instance, and triggering the number calculator instance, the price calculator instance and the controller instance to split according to the event information by the logic engine instance to obtain split sub-objects of the current round corresponding to the object to be split.

In an optional implementation manner, the logic engine instance triggers the number calculator instance, the price calculator instance and the controller instance to perform splitting processing according to the event information to obtain a split sub-object of a current round corresponding to the object to be split, where the splitting sub-object includes:

Generating, by the logic engine instance, at least one first input parameter and at least one second input parameter from the event information;

Invoking, by the logic engine instance, the quantity calculator instance based on the at least one first input parameter and the price calculator instance based on the at least one second input parameter;

and respectively transmitting processing results to the controller instance by the quantity calculator instance and the price calculator instance, and generating the split sub-objects of the current round by the controller instance.

In an alternative implementation mode, the target policy configuration file also comprises a sub-object sender, and the splitting policy instance also comprises a sub-object sender instance;

The method further comprises the steps of:

The sub-object of the current round is sent to a transaction processing system by the sub-object sender instance.

In a second aspect, an embodiment of the present application further provides an electronic device, including a processor, a storage medium, and a bus, where the storage medium stores machine-readable instructions executable by the processor, and when the electronic device is running, the processor communicates with the storage medium through the bus, and the processor executes the machine-readable instructions to perform the steps of an object splitting processing method according to any one of the first aspects.

In a third aspect, embodiments of the present application also provide a computer readable storage medium having stored thereon a computer program which, when executed by a processor, performs the steps of an object splitting processing method according to any of the first aspects.

In a fourth aspect, embodiments of the present application also provide a computer program product comprising computer program code for performing the steps of an object splitting processing method according to any of the first aspects, when the computer program code is executed by a computing device.

The method has the advantages that the split strategy is stored in the strategy configuration library in the form of strategy components, and after the split strategy is designated by a user, the strategy components in the strategy configuration library can be assembled to quickly obtain the strategy instance. The method has the advantages that the same basic functions exist in a plurality of splitting strategies, the same strategy components can be adopted for realizing the same functions in the method, and the reusability of the strategy components is realized. When new functions are required to be added, a developer only needs to develop strategy components corresponding to the new functions, and readability and expandability are improved. The splitting processing is automatically carried out through the event triggering strategy instance, so that the triggering logic of object splitting is more definite, and the complexity of splitting is reduced.

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 shows a schematic view of an application scenario provided by an embodiment of the present application;

FIG. 2 shows a flowchart of an object splitting processing method according to an embodiment of the present application;

FIG. 3 illustrates a flowchart of an example of constructing a split policy provided by an embodiment of the present application;

FIG. 4 shows a flow chart for object splitting provided by an embodiment of the present application;

FIG. 5 illustrates a flow chart of a logic engine instance invoking price calculator instance and quantity calculator instance provided by an embodiment of the present application;

FIG. 6 is a schematic flow chart of order splitting in an order splitting processing system according to an embodiment of the present application;

FIG. 7 is a schematic diagram of an object splitting processing system according to an embodiment of the present application;

fig. 8 shows a schematic structural diagram of an electronic device 80 according to an embodiment of the present application.

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. All other embodiments, which can be made by a person skilled in the art without making any inventive effort, are intended to be within the scope of the present application.

It should be noted that the term "comprising" will be used in embodiments of the application to indicate the presence of the features stated hereafter, but not to exclude the addition of other features.

Some business scenarios require splitting certain business objects into multiple sub-objects. For example, the financial field needs to split a trade order, split the trade order into a plurality of batches of orders for trading. In the field of industrial manufacturing, an equipment order to be manufactured needs to be split according to a current manufacturing node and current raw material cost, the equipment order is split into a plurality of batches of sub-orders, and each sub-order is used for indicating the number and price of parts to be manufactured at this time. In the prior art, a software system for a specific transaction scenario is generally developed to realize corresponding business functions. For example, developing special financial transaction software to automatically split financial orders based on preset splitting policies, and developing special industrial manufacturing management systems to automatically split equipment orders based on preset splitting policies.

Taking the field of financial transaction as an example, automatic order splitting refers to splitting one large order into a plurality of small orders for transaction based on a preset transaction policy and rules. In the prior art, in order to realize automatic form splitting, professional traders, demand analyzers, software engineers and other personnel are generally required to cooperate together, and a set of algorithm program aiming at the current trade scene is developed through a software project development process so as to realize automatic form splitting and trade under the current trade scene.

However, this method requires a lot of time to develop the software project, which has the problems of high cost and long time consumption, and the developed automatic bill splitting device or system is presented to the user as a whole, so that the user cannot perceive the logic inside the algorithm during the use process, and has the problem of poor readability. And if the splitting strategy used in the transaction scene changes or is updated, the whole device or system needs to be updated, and the reusability of the internal algorithm is poor.

Based on the above, the application provides an object splitting processing method, which can be applied to the financial transaction field or the industrial manufacturing splitting field, a set of assemblable strategy components is abstracted by modeling a service scene, and corresponding strategy examples can be obtained by combining and constructing the strategy components according to different service strategies, so that the strategy components have good reusability, and a developer only needs to write and assemble the basic components, thereby reducing development difficulty and complexity.

For the convenience of describing the technical solution of the present application, the following embodiments of the present application will be described by way of example in the field of financial transactions, but it should be understood that this is not a limitation of the present application.

The method of the application can be applied to the order splitting processing system shown in fig. 1, and referring to fig. 1, the method is an application scene schematic diagram of the order splitting processing system. The order splitting processing system may be communicatively coupled with the transaction processing system. The order splitting processing system can receive or subscribe real-time business associated data, based on the received real-time business associated data and order transaction completion information returned by the transaction processing system, after receiving an order to be split issued by a user, splitting the order to be split to obtain a plurality of sub orders, sending the sub orders obtained by splitting to the transaction processing system, and after the transaction processing system completes the transaction of the sub orders, returning the transaction completion information to the order splitting processing system until the transaction of the order to be split is completed.

It should be understood that the order splitting processing system may split an order to be split in multiple rounds, and adjust information such as the number and price of the sub-orders based on current real-time service association data and sub-order completion conditions during the splitting process. Taking a stock trading scene as an example, assuming that N number of stocks a need to be sold in batches, in the process, the order splitting processing system can split an order to be split, first, a sub-order is generated, the sub-order can indicate that N number of stocks a are sold with a price m, after the sub-order is completed, the system can continue to split the order based on the trade feedback condition of the sub-order and the business associated data of the current stocks a until the N number of stocks a are sold.

Next, the object splitting method of the present application is described, and fig. 2 is a schematic flow chart of an object splitting method of the present application. The execution subject of the method may be an electronic device in which an object splitting processing system is deployed, and the object splitting processing system may be an order splitting processing system shown in fig. 1. Referring to fig. 2, the method includes:

S201, obtaining an object to be split and a splitting strategy identification aiming at the object to be split, which is indicated by a user.

The object to be split can be an order to be split, and the order to be split can be a trade order in the field of financial trade. Taking the field of financial transaction as an example, the object to be split includes a transaction time requirement of an order, a transaction quantity requirement of the order, a transaction price requirement of the order, and the like. For example, a user may place a trade order such that the order splitting processing system is able to buy or sell a quantity of a product at a trade price within a price range over a fixed period of time.

The resolution policy identification may indicate a resolution policy specified by the user for resolving the object to be resolved. The split policy may be TWAP policy (TIME WEIGHTED AVERAGE PRICE ), VWAP policy (Volume WEIGHTED AVERAGE PRICE, volume weighted average price), VP policy (Volume Participation, heel policy), heel policy, taildisk policy, etc., iceberg policy (Ice-berg), IS policy (Implementation Shortfall, executing difference), etc.

In one possible implementation, a user may issue an order to be split to an order splitting processing system through a trade processing system shown in fig. 1, and specify a splitting policy used when splitting the order to be split, so that the order splitting processing system can trade a specified number of products within a time period indicated by the order to be split based on the splitting policy.

S202, searching a target strategy configuration file matched with the splitting strategy identification from a preset strategy configuration library according to the splitting strategy identification, wherein the strategy configuration library comprises a plurality of strategy configuration files, each strategy configuration file corresponds to a splitting strategy, and each strategy configuration file comprises a plurality of strategy components, a processing sequence among the strategy components, control parameters of the strategy components and a message dependency relationship.

Optionally, policy configuration files corresponding to a plurality of split policies can be preconfigured in the policy configuration library, each policy configuration file comprises a split policy identifier, and the policy configuration files comprise a policy component of the split policy, a processing sequence of the policy component, and control parameters and message dependency relations of each policy component. The format of the policy profile may be, for example, an xml structured format.

The policy component may be a functional component for executing a flow node in the split policy, for completing a flow in the split policy, such as a component that receives data, a component that calculates a price, a component that calculates a quantity, a component that sends a sub-order, and so on. The processing order of the policy components may be a trigger order of processing flows between policy components when processing based on the split policy. The control parameters of the policy component may be configuration parameters of the policy component, such as an on state of the policy component, adjustable parameters of the policy component, etc.

The message dependency may characterize the triggering relationship between the messages of the components and describe the input parameters as well as the output parameters of the policy component, e.g. message 1 and message 2 may trigger the opening of component B as input parameters, output parameter message 3 of component B triggers the opening of component C as input parameters, etc.

It should be noted that, the policy components required for splitting the policies, the processing order between the policy components, and the control parameters and message dependencies of the policy components may be preconfigured. Different splitting strategies may be obtained by modification and combination of the policy components. By way of example, the main difference between the TWAP policy and the VWAP policy is the number of split policies, so that the control parameters and the message dependencies of the policy components for price calculation can be configured separately, and the other policy components can be multiplexed, thereby implementing two different split policies.

In the embodiment of the application, a developer can develop a plurality of basic strategy components in advance based on the required functions in the transaction scene, wherein each strategy component is respectively used for realizing one flow node or function in the transaction flow, such as a strategy component for receiving data, a strategy component for calculating prices or a strategy component for calculating quantity. When a new split policy needs to be added, the new split policy can be generated by configuring and combining the underlying policy components.

In a first implementation, the policy components corresponding to the same splitting policy may be stored in the policy configuration library as a policy configuration file. After receiving the splitting policy identification, a target policy configuration file corresponding to the splitting policy identification in the policy configuration library can be directly determined based on the splitting policy identification. The target configuration file comprises all policy components required for splitting the policies, and describes the processing sequence among the policy components, the control parameters of the policy components and the message dependency relationship.

In a second implementation, each policy component may be used as a base component in the policy configuration library and stored as a policy configuration file. The policy configuration file includes the splitting policy identifier, the policy component, the processing sequence of the policy component, and the control parameter and the message dependency relationship of the policy component. The processing order of the policy components at this time may describe the previous policy component and the next policy component in the processing flow indicated by the split policy.

In a second implementation manner, after receiving the policy splitting identifier, a plurality of policy configuration files matched with the splitting policy identifier can be determined from a policy configuration library based on the splitting policy identifier to obtain a policy component list corresponding to the splitting policy, and then the policy components are configured based on the processing sequence of the policy components described in the policy configuration files, the control parameters of the policy components and the message dependency relationship to obtain the splitting policy.

S203, constructing a split strategy instance according to the target strategy configuration file, wherein the split strategy instance comprises component instances corresponding to all strategy components in the target strategy configuration file and processing sequences among all the component instances.

Alternatively, the split policy instance may be a policy instance for executing a split policy. The policy components in the target policy configuration file are basic functional components, component examples corresponding to the policy components can be obtained after the policy components are configured and instantiated based on control parameters in the target policy configuration file, and split policy examples can be obtained by combining the component examples according to the processing sequence and the message dependency relationship.

Wherein the processing order between component instances may be the same as the processing order between policy components in the target policy configuration file.

After the splitting policy instance is initialized according to the target policy configuration file in this step, the order splitting processing system may split the order to be split for multiple rounds based on the splitting policy instance to obtain at least one sub-object of the object to be split.

S204, operating the splitting strategy instance to operate each component instance based on the processing sequence among the component instances and sequentially according to the parameter information of each component instance, so as to obtain a plurality of sub-objects corresponding to the object to be split.

Alternatively, the order splitting processing system may receive events of a third party system, such as updates of real-time price data, feedback information of sub-order completion, etc., and trigger the execution of the splitting policy instance by the event.

After the splitting policy instance is triggered, each component instance in the splitting policy instance may be triggered sequentially according to the processing sequence, and run according to the parameter information of the component instance, so as to split the object to be split.

Optionally, the parameter information of the component instance includes a control parameter of the component instance, and an input parameter and an output parameter of the component instance indicated by a message dependency of the component instance.

When the object to be split is an order, the plurality of sub-objects corresponding to the object to be split may be sub-orders obtained by splitting the object to be split based on a splitting policy.

The order splitting processing system in fig. 1 may split the order to be split for a plurality of rounds, after the event triggers the splitting policy instance to run, the splitting policy instance may split the order to be processed to obtain at least one sub-order of the current round, and send the sub-order to the transaction processing system shown in fig. 1, and after the transaction of the sub-order is completed, the transaction completion condition of the sub-order is fed back to the splitting policy instance as an event. And when the to-be-split order is fully submitted or the transaction ending time is reached, the splitting transaction processing of the to-be-split order is completed.

The method comprises the steps of obtaining an object to be split and a splitting strategy identification aiming at the object to be split, searching a target strategy configuration file matched with the splitting strategy identification from a preset strategy configuration library according to the splitting strategy identification, wherein the strategy configuration library comprises a plurality of strategy configuration files, each strategy configuration file corresponds to a splitting strategy, each strategy configuration file comprises a plurality of strategy components, a processing sequence among the strategy components and control parameters and message dependency relations of the strategy components, a splitting strategy instance is constructed according to the target strategy configuration file, the splitting strategy instance comprises component instances corresponding to the strategy components in the target strategy configuration file and a processing sequence among the component instances, and the splitting strategy instance is operated so as to operate the component instances according to the processing sequence among the component instances and the parameter information of the component instances in sequence, and a plurality of sub-objects corresponding to the object to be split are obtained.

The split strategy is stored in the strategy configuration library in the form of strategy components, and after the split strategy is designated by a user, strategy examples can be quickly obtained by assembling the strategy components in the strategy configuration library. The method can be realized by adopting the policy components with the same foundation, and can realize new splitting policies by reconfiguring and combining the policy components with the foundation, thereby realizing reusability of the policy components. When new functions are required to be added, a developer only needs to develop strategy components corresponding to the new functions, and readability and expandability are improved. The object splitting is automatically carried out through the event triggering strategy instance, so that the triggering logic of the object splitting is more definite, and the complexity of the splitting is reduced.

The following is a further description of constructing a split policy instance according to the target policy configuration file, as shown in fig. 3, where the step S203 includes:

S301, respectively constructing component instances corresponding to all the strategy components according to all the strategy components in the target strategy configuration file and the control parameters and the message dependency relations of all the strategy components.

It should be noted that, the policy component may be an unconfigured basic function component, and the component instance used by the splitting policy may be obtained after the policy component is configured based on the control parameter and the message dependency relationship.

Wherein the control parameter may be used to describe an on state of the policy component. The message dependencies may be used to describe input parameters and output parameters of the policy component and to describe the dependencies of the input parameters, output parameters, and other policy components.

In the embodiment of the application, the control parameters of the strategy components can be set as the control parameters indicated in the target strategy configuration file, and the input parameters and the output parameters of the strategy components and the dependency relations between the strategy components and other components are configured based on the message dependency relations in the target strategy configuration file, so that the component examples corresponding to the strategy components are obtained.

S302, constructing a split strategy instance according to the processing sequence of each strategy component and the component instance corresponding to each strategy component.

After obtaining the component examples corresponding to the policy components, the component examples corresponding to the policy components can be combined according to the processing sequence of the policy components to obtain the split policy examples.

Optionally, the target policy configuration file comprises a plurality of event policy components, an event scheduling component and a plurality of processing components, the splitting policy instance comprises a plurality of event policy component instances, an event scheduling component instance and a plurality of processing component instances, and each event policy component instance corresponds to a trigger event.

The event policy component instance, the event scheduling component instance and the processing component instance can be obtained by configuring the event policy component, the event scheduling component and the processing component in the target configuration file based on the control parameters and the message dependency relationship respectively.

The process of operating the splitting policy instance to operate each component instance based on the processing sequence between each component instance and sequentially according to the parameter information of each component instance to obtain a plurality of sub-objects corresponding to the object to be split, as shown in fig. 4, includes:

S401, operating a splitting strategy instance, respectively monitoring corresponding trigger events by each event strategy component instance, and sending corresponding event information to the event scheduling component instance when the corresponding trigger event is triggered.

The event policy component instance can be used for receiving trigger events, and each trigger event is monitored by one event policy component instance. The trigger event may be an event that triggers execution of a split policy instance, including updating of real-time traffic associated data, triggering of a timing task, updating of feedback information of completed sub-objects, and the like. The feedback information of the completed sub-object may be object return information of the completed sub-object.

As an example, real-time business-related data may be received by a business-related receiver instance upon updating the real-time business-related data. And receiving a timing task through a timing trigger instance, and triggering to execute the timing task when a preset task starting time is reached. Feedback information of the completed sub-object is received by the sub-object receiver instance.

Alternatively, the event information may be updated real-time business related data, task information of a currently triggered timing task, order return information of completed sub-orders, and the like.

S402, pushing event information to at least one processing component instance by the event scheduling component instance according to the event information sent by each event strategy component instance, and splitting by the corresponding processing component instance to obtain a split sub-object of the current round corresponding to the object to be split.

The event scheduling component instance can schedule the processing component based on the event information, push the event information to at least one processing component instance, enable the processing component instance to calculate the price and/or the number of the sub-objects based on the event information, and split the objects to be split to obtain the sub-objects.

The processing component instance may calculate object information for the sub-object based on the trigger event, including calculating a transaction price, a transaction number, etc. for the sub-object, and generate a split sub-object for the current round based on the calculation result.

Further, the event policy component examples comprise a sub-object receiver example, and the sub-object receiver example is used for monitoring transaction completion events of the split sub-object, generating split sub-object information and sending the split sub-object information to the event scheduling component example, wherein the split sub-object is obtained after splitting processing in the previous round of the current round by at least one processing component example in the processing component examples.

Wherein the split sub-object may be a split sub-order. Referring to fig. 1, the order splitting processing system sends the split sub-object to the transaction processing system, and after the split sub-object is completed, the transaction processing system may feed back the completion of the split sub-object as a transaction completion event to a sub-object receiver instance in the order splitting processing system.

Optionally, the event policy component includes a child object receiver, and the child object receiver instance can be obtained by configuring the child object receiver based on the control parameters and the message dependencies.

The sub-object receiver instance is used for receiving the completion condition of the split sub-object sent by the transaction processing system. The transaction processing system may send the completed split sub-object as a transaction completion event to the sub-object receiver instance, which may extract the return information of the sub-object from the transaction completion event as split sub-object information after receiving the transaction completion event of the sub-object.

The process of pushing the event information to at least one processing component instance by the event scheduling component instance according to the event information sent by each event policy component instance, and splitting the event information by the corresponding processing component instance to obtain the split sub-object of the current round corresponding to the object to be split includes:

The event scheduling component instance pushes the split sub-object information to at least one processing component instance, and the corresponding processing component instance performs splitting processing according to the split sub-object information to obtain a split sub-object of the current round corresponding to the object to be split.

The event scheduling component instance can push the split sub-object information to the processing component instance, the processing component instance calculates the transaction price and the transaction quantity of the sub-object of the current round according to the split sub-object information, and the split sub-object of the object to be split in the current round is obtained based on the calculated transaction price and the transaction quantity.

Optionally, the event policy component examples further comprise a service association receiver example, and the service association receiver example is used for receiving service association data, generating service association information and sending the service association information to the event scheduling component example.

The event policy component includes a business association receiver, and a business association receiver instance can be obtained by configuring the business association receiver based on control parameters in the target policy configuration file and message dependencies.

The service association receiver instance may subscribe to service association data from the third party database platform or receive service association data pushed by the third party database platform. After the service association receiver instance receives the service association data, the service association data can be used as service association information, and the service association information can be sent to the event scheduling component instance.

The service association information may include updated service association data, or may include updated service association data and historical service association data. It should be understood that the business-related data refers to business-related data of a product related to an object to be split. Taking stock trading as an example, the service association receiver instance may receive real-time service association data of stocks related to the object to be split, and send the real-time service association data as service association information to the event scheduling component instance.

The process of pushing the split sub-object information to at least one processing component instance by the event scheduling component instance, and splitting the split sub-object information by the corresponding processing component instance according to the split sub-object information to obtain the split sub-object of the current round corresponding to the object to be split includes:

The event scheduling component instance pushes the split sub-object information and the business association information to at least one processing component instance, and the corresponding processing component instance performs splitting processing according to the split sub-object information and the business association information to obtain the split sub-object of the current round corresponding to the object to be split.

The processing component instance can calculate the transaction price and the transaction quantity based on the split sub-object information and the business association information, and takes the calculated transaction price and the transaction quantity as the transaction price and the transaction quantity of the split sub-object of the current round corresponding to the object to be split.

The service association information may represent real-time service association data of a product related to the object to be split, and it should be noted that when determining the transaction price, the current transaction price needs to be determined by combining cost, real-time service association data and comprehensive calculation of urgency of the object to be split.

As a possible implementation manner, the split sub-object information may also represent a difference condition between a current completion degree and a completion expectation of the object to be split, so that the emergency degree of the object to be split may be determined based on the split sub-object information. It should be understood that the lower the completion degree of the object represented by the split sub-object information is, the higher the urgency degree of the object to be split is, and at this time, the price calculator can calculate a more aggressive transaction price based on the current urgency degree, so as to improve the completion degree of the object to be split.

Optionally, the plurality of processing component instances includes a logic engine instance, a quantity calculator instance, a price calculator instance, and a controller instance.

The processing component comprises a logic engine, a quantity calculator, a price calculator and a controller. The logic engine instance, the quantity calculator instance, the price calculator instance and the controller instance are respectively configured by the logic engine, the quantity calculator, the price calculator and the controller based on control parameters and message dependency relations.

The event scheduling component instance pushes event information to the logic engine instance according to the event information sent by each event strategy component instance, and the logic engine instance triggers the quantity calculator instance, the price calculator instance and the controller instance to carry out splitting processing according to the event information, so as to obtain split sub-objects of the current turn corresponding to the objects to be split.

The event scheduling component instance can push event information to a logic engine instance, and the logic engine instance is used for triggering a quantity calculator instance, a price calculator instance and a controller instance to carry out split processing according to the event information.

The number calculator instance calculates the transaction number of the sub-object based on the event information, the price calculator instance calculates the transaction price of the sub-object based on the event information, and the controller instance generates the sub-object according to the calculated transaction number and the transaction price to obtain the split sub-object of the current round corresponding to the object to be split.

In the field of industrial manufacturing, a quantity calculator example calculates the quantity of each kind of parts in equipment to be manufactured in the current splitting process based on event information, and a price calculator example calculates the cost price of each kind of parts in the equipment to be manufactured in the current splitting process based on event information. The controller instance generates sub-objects according to the calculated number of parts, the cost price of the parts and the types of the parts, and obtains the split sub-objects of the current turn corresponding to the object to be split.

As a possible implementation, the event scheduling component instance may schedule the corresponding processing component based on the event information after receiving the event information, e.g. send the event information as input parameters to the price calculator instance and the quantity calculator instance after receiving the event information.

The above process of triggering the number calculator instance, the price calculator instance and the controller instance by the logic engine instance according to the event information to perform splitting processing to obtain the split sub-object of the current round corresponding to the object to be split, as shown in fig. 5, includes:

s501, generating at least one first input parameter and at least one second input parameter according to event information by a logic engine instance.

Wherein the first input parameter may be an input parameter of the number calculator instance and the second input parameter may be an input parameter of the price calculator instance.

As one possible implementation, the event information may include real-time business association data and feedback information of sub-object completion. The logic engine instance may further include processing rules of the split policy specified by the user, and the logic engine instance may extract the first input parameter and the second input parameter from the event information based on the processing rules of the split policy. The processing rules may include transaction quantity requirements, revenue requirements, time requirements, etc. for each split.

Taking the TWAP policy as an example, the logic engine instance may disperse the objects to be split over different time periods within a specified time based on the time specified by the user, and predetermine the desired progress that each time period should complete. The logic engine instance may extract a completion schedule for the object to be split from the event information and determine a number of transactions per time period based on the desired schedule and the completion schedule.

The logic engine instance may calculate a completion progress of the object to be split based on feedback information of completion of the child object, and use the completion progress of the object to be split and the real-time business association data as a second input parameter of the price calculator instance.

S502, calling a quantity calculator instance based on at least one first input parameter by the logic engine instance, and calling a price calculator instance based on at least one second input parameter.

Continuing with the TWAP strategy as an example, the logic engine instance may invoke the quantity calculator instance based on the first input parameter such that the quantity calculator instance calculates based on the following formula resulting in a transaction quantity DeltaRate TotalQty for the sub-order during the current time period.

△Rate=ExpectRate-ActualSendRate

ExpectRate=(CurrentTime-StartTime)/(EndTime-StartTime)

ActualSendRate=sendOutQty/totalQty

Wherein TotalQty represents the total number of orders to be split, deltaRate represents the proportion of the current sub-order to the total number, expectRate represents the expected progress, actualSendRate represents the actual completion progress, currentTime represents the current time, startTime represents the time of the order to begin the trade, endTime represents the preset time of the order trade to end, sendOutQty represents the number of split orders.

It should be noted that, the above-mentioned number calculator example is calculated based on the actual completion progress, and the minimum transaction number may be preset in practical application, so as to ensure that the sub-orders with too small number are not split.

As one example, a price calculator instance may expect to calculate a price based on the order completion progress, resulting in a trade price for the sub-order. The order completion schedule is expected to be obtained by the following formula.

Urgency = Function(ExpectRate,ActualSendRate)

Where ExpectRate represents the expected progress of the order splitting, actualSendRate represents the actual completion progress of the order splitting. The lower the completion schedule is expected, the higher the urgency of the order is, and the price calculator can select more aggressive trade prices at the moment, so that the completion schedule of the order splitting is improved as soon as possible.

S503, the quantity calculator instance and the price calculator instance respectively send the processing results to the controller instance, and the controller instance generates split sub-objects of the current round.

The quantity calculator instance may send the transaction quantity to the controller instance and the price calculator instance may send the transaction price to the controller instance. After the controller instance receives the transaction quantity and the transaction price, a sub-object can be generated based on the transaction quantity and the transaction price, the sub-object is subjected to security verification, the sub-object passing the security verification is used as a split sub-object of the current round, and the split sub-object is sent to the transaction processing system.

The controller instance may verify the sub-object based on the number of transactions on the market, the current number of transaction commissions, and the transaction price on the market, for example, when the number of transactions on the market is too large, the number of commissions is too frequent, the transaction price, and the number of transactions continuously occur, the controller instance may reject the sub-object from generating, and at this time, the split sub-object of the current round may not be generated.

Optionally, the target policy configuration file further comprises a sub-object sender, and the splitting policy instance further comprises a sub-object sender instance.

The child object sender instance can be obtained by configuring the child object sender based on the control parameters in the target policy configuration file and the message dependency.

After the controller instance obtains the split sub-object, the method of the present application further comprises:

The child object of the current round is sent to the transaction processing system by the child object sender instance.

The sub-object sender instance can send the sub-object of the current round to the transaction processing system, the transaction processing system can complete the transaction of the sub-object through the transaction exchange, and the transaction completion condition of the sub-object is returned to the order splitting processing system.

FIG. 6 is a schematic diagram of an order splitting system according to the present application. After the user places the order to be split and designates the splitting policy, the order splitting processing system may load the corresponding policy component from the policy configuration library based on the splitting policy designated by the user, and obtain the policy instance shown in fig. 6 by configuring and assembling the policy component.

Referring to fig. 6, the policy instances include a sub-object receiver instance, a timing trigger instance, a business association receiver instance, an event scheduler instance, a logic engine instance, a quantity calculator instance, a price calculator instance, a controller instance, and a sub-object sender instance.

The sub-object receiver instance can receive the sub-bill completion condition returned by the transaction processing system, the service association receiver instance can receive real-time service association data, and the timing trigger instance can receive timing tasks preset by a user and control the time period of the bill disassembly task.

After the event triggering sub-object receiver instance, the service association receiver instance or the timing trigger instance, the event scheduler instance may trigger the logic engine instance to perform the splitting process based on the event information of the triggering event. The logic engine instance may schedule the quantity calculator instance to calculate the transaction quantity based on the event information, schedule the price calculator instance to calculate the transaction price, and generate, by the controller instance, a sub-order based on the transaction quantity and the transaction price, the sub-order being transmitted by the sub-object transmitter instance to the transaction processing system.

It should be appreciated that the transaction processing system may, after completion of the sub-order, send the sub-order's transaction completion information to the policy instance in the split processing system as a trigger event for the sub-object receiver instance in the policy instance and continue to generate the current round of sub-order based on the architecture shown in FIG. 6. When the trade of the order to be split is completed or the preset trade time is reached, the order splitting task can be considered to be completed.

Based on the same inventive concept, the embodiment of the present application further provides an object splitting processing system corresponding to the object splitting processing method, and since the principle of solving the problem by the system in the embodiment of the present application is similar to that of the object splitting processing method in the embodiment of the present application, the implementation of the system may refer to the implementation of the method, and the repetition is omitted.

Fig. 7 is a schematic structural diagram of an object splitting processing system according to an embodiment of the present application, and referring to fig. 7, the system includes an obtaining module 701, a searching module 702, a constructing module 703, and a splitting module 704.

An obtaining module 701, configured to obtain an object to be split and a splitting policy identifier indicated by a user and specific to the object to be split;

The searching module 702 is configured to search a target policy configuration file matched with the splitting policy identifier from a preset policy configuration library according to the splitting policy identifier, wherein the policy configuration library comprises a plurality of policy configuration files, each policy configuration file corresponds to a splitting policy, and each policy configuration file comprises a plurality of policy components, a processing sequence among the policy components, control parameters of the policy components and a message dependency relationship;

The construction module 703 is configured to construct a split policy instance according to the target policy configuration file, where the split policy instance includes component instances corresponding to each policy component in the target policy configuration file and a processing sequence between each component instance;

And the splitting module 704 is configured to run the splitting policy instance, so as to run each component instance sequentially according to the parameter information of each component instance based on the processing sequence between each component instance, and obtain a plurality of sub-objects corresponding to the objects to be split.

In an alternative embodiment, the building block 703 is specifically configured to:

And constructing a split strategy instance according to the processing sequence of each strategy component and the component instance corresponding to each strategy component.

In an optional implementation manner, the target policy configuration file comprises a plurality of event policy components, an event scheduling component and a plurality of processing components, and the splitting policy instance comprises a plurality of event policy component instances, an event scheduling component instance and a plurality of processing component instances;

The splitting module 704 is specifically configured to:

Operating a splitting strategy instance, respectively monitoring corresponding trigger events by each event strategy component instance, and sending corresponding event information to an event scheduling component instance when the corresponding trigger events are triggered;

In an alternative implementation mode, the plurality of event policy component examples comprise a sub-object receiver example, a sub-object receiver example and an event scheduling component example, wherein the sub-object receiver example is used for monitoring transaction completion events of split sub-objects, generating split sub-object information and sending the split sub-object information to the event scheduling component example, and the split sub-objects are obtained after splitting processing in the previous round of the current round by at least one processing component example in the plurality of processing component examples;

The splitting module 704 is specifically configured to:

In an alternative implementation mode, the event policy component examples further comprise a service association receiver example, wherein the service association receiver example is used for receiving service association data, generating service association information and sending the service association information to the event scheduling component example;

The splitting module 704 is specifically configured to:

In an alternative embodiment, the splitting module 704 is specifically configured to:

The number calculator instance and the price calculator instance respectively send the processing results to the controller instance, and the controller instance generates the split sub-objects of the current round.

In an alternative implementation mode, the target policy configuration file also comprises a sub-object sender, a split policy instance and a sub-object sender instance;

the system also comprises a sending module, which is specifically used for:

In the embodiment of the application, the splitting strategy is stored in the strategy configuration library in the form of strategy components, and after the splitting strategy is designated by a user, the strategy components in the strategy configuration library can be assembled to quickly obtain the strategy instance. The method has the advantages that the same basic functions exist in a plurality of splitting strategies, the same strategy components can be adopted for realizing the same functions in the method, and the reusability of the strategy components is realized. When new functions are required to be added, a developer only needs to develop strategy components corresponding to the new functions, and readability and expandability are improved. The object splitting is automatically carried out through the event triggering strategy instance, so that the triggering logic of the object splitting is more definite, and the complexity of the object splitting is reduced.

Fig. 8 shows a schematic structural diagram of an electronic device 80 according to an embodiment of the present application, including a processor 801, a storage medium 802 and a bus 803, where the storage medium 802 stores machine-readable instructions executable by the processor 801, and when the electronic device executes an order splitting method as in the embodiment, the processor 801 communicates with the storage medium 802 through the bus 803, and the processor 801 executes the machine-readable instructions, and a preamble of a method item of the processor 801 executes steps of the above-mentioned object splitting method.

The embodiment of the application also provides a computer readable storage medium, wherein the computer readable storage medium stores a computer program, the computer program is executed by a processor when the computer program is executed by the processor, and the processor executes the steps of the object splitting processing method.

In an embodiment of the present application, the computer program may further execute other machine readable instructions when executed by a processor to perform the method as described in other embodiments, and the specific implementation of the method steps and principles are referred to in the description of the embodiments and are not described in detail herein.

The embodiment of the application also provides a computer program product, which comprises computer program code, when the computer program code is executed by a computing device, the computing device executes the steps of the object splitting processing method.

In the embodiments provided in the present application, it should be understood that the disclosed apparatus and method 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 provided in 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 computer-readable storage medium. 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. The storage medium includes a U disk, a removable hard disk, a Read-Only Memory (ROM), a random access Memory (RAM, random Access Memory), a magnetic disk, an optical disk, or other various media capable of storing program codes.

It should be noted that like reference numerals and letters refer to like items in the following figures, and thus, once an item is defined in one figure, no further definition or explanation of that in the following figures is necessary, and furthermore, the terms "first," "second," "third," etc. are used merely to distinguish between descriptions and are not to be construed as indicating or implying relative importance.

It should be noted that the foregoing embodiments are merely illustrative embodiments of the present application, and not restrictive, and the scope of the application is not limited to the embodiments, and although the present application has been described in detail with reference to the foregoing embodiments, it should be understood by those skilled in the art that any modification, variation or substitution of some of the technical features of the embodiments may be made within the technical scope of the present application disclosed in the present application, and the spirit, the scope and the scope of the technical aspects of the embodiments do not deviate from the spirit and scope of the technical aspects of the embodiments. Are intended to be encompassed within the scope of the present application. Therefore, the protection scope of the present application shall be subject to the protection scope of the claims.

Claims

1. An object splitting method, comprising:

2. The method of claim 1, wherein constructing a split policy instance from the target policy profile comprises:

3. The method according to claim 1, wherein the target policy configuration file comprises a plurality of event policy components, event scheduling components and a plurality of processing components, and the split policy instance comprises a plurality of event policy component instances, event scheduling component instances and a plurality of processing component instances, wherein each event policy component instance corresponds to a trigger event;

4. The method of claim 3, wherein the plurality of event policy component instances include a sub-object receiver instance for monitoring transaction completion events for a split sub-object, generating split sub-object information and sending the split sub-object information to the event scheduling component instance, wherein the split sub-object is obtained by at least one of the plurality of processing component instances after splitting in a previous round of the current round;

5. The method of claim 4, wherein the plurality of event policy component instances further comprises a service association receiver instance, wherein the service association receiver instance is configured to receive service association data, generate service association information, and send the service association information to the event scheduling component instance;

6. The method of claim 3, wherein the plurality of processing component instances includes a logic engine instance, a quantity calculator instance, a price calculator instance, and a controller instance;

7. The method of claim 6, wherein the triggering, by the logic engine instance, the number calculator instance, the price calculator instance, and the controller instance to perform splitting according to the event information, to obtain the split sub-object of the current round corresponding to the object to be split includes:

8. The method according to any one of claims 3-7, wherein the target policy configuration file further comprises a child object sender, and wherein the split policy instance further comprises a child object sender instance;

The method further comprises the steps of:

9. An electronic device comprising a processor, a storage medium and a bus, the storage medium storing machine-readable instructions executable by the processor, the processor in communication with the storage medium via the bus when the electronic device is in operation, the processor executing the machine-readable instructions to perform the steps of the object splitting method of any of claims 1 to 8.

10. A computer-readable storage medium, characterized in that the computer-readable storage medium has stored thereon a computer program which, when executed by a processor, performs the steps of the object splitting processing method according to any of claims 1 to 8.