TWI867649B - Low-latency financial transaction publishing system - Google Patents

Abstract

A low-latency financial transaction publishing system includes an information server connected to a user terminal and a field programmable logic gate array connected to a centralized market terminal. The information server receives a transaction entrustment information published by the user terminal. The field programmable logic gate array captures the transaction entrustment information, and uses an information publishing program to read the multi-bit data in the transaction entrustment information. If the conditions defined by the information publishing program are met, the transaction information in the transaction entrustment information is captured and published to the centralized market terminal. The field programmable logic gate array receives a feedback data from the centralized market terminal, and the target host of the feedback data is the field programmable logic gate array. The information server captures the feedback data to publish a commission feedback data to the user terminal.

Description

Low-latency financial transaction publishing system

The present invention relates to a financial transaction publishing system, and more particularly to a low-latency financial transaction publishing system.

In the field of financial transactions, the transaction amounts of financial products change rapidly. When the transmission of transaction information or financial product information is delayed, it is easy to cause huge losses to users. Therefore, how to quickly transmit customers' transaction information in the financial transaction field where every second counts has become an important issue.

In the stock market, those whose stock trading amount reaches a certain threshold within a fixed period of time are commonly known as large investors. Stock brokers generally provide large investors with high-speed local area networks that can directly connect to the stock exchange. This high-speed local area network has the characteristics of high-speed information transmission and exclusivity, which is conducive to accelerating the transmission of transaction information of large investors. However, those whose stock trading amount does not reach the threshold, such as retail investors, can only share general local area networks with others, so that the trading requests issued by retail investors cannot be quickly transmitted to the stock exchange, which is not conducive to ordinary stockholders. Taking financial product broker equipment as an example, most financial product brokers currently use the central processing unit in the equipment to provide computing processing. However, the information processing mechanism of the central processing unit is limited by its own software, resulting in the inability to efficiently and quickly process information, which limits the possibility of optimizing the computing function of financial product broker equipment.

The main purpose of the present invention is to solve the problem that the usage is not conducive to improving the speed of transaction message transmission.

To achieve the above-mentioned purpose, the present invention provides a low-latency financial transaction publishing system, which is connected to a centralized market terminal and provides a user terminal connection. The financial transaction publishing system has an information server and a field programmable logic gate array. The information server receives a transaction commission information published by the user terminal, and the information server can be connected to the centralized market terminal. The target host of the transaction commission information is the information server. The field programmable logic gate array is connected to the centralized market terminal, and the field programmable logic gate array runs an information publishing program. The field programmable logic gate array captures the transaction order information, and uses the information publishing program to read the multi-bit data in the transaction order information. If the conditions defined by the information publishing program are met, the transaction information in the transaction order information is captured and published to the centralized market terminal using the communication protocol specified by the centralized market terminal. A transaction data is received by the FPLG, the FPLG receives a feedback data provided by the centralized market terminal for the transaction data, the target host of the feedback data is the FPLG, the information server captures the feedback data, and based on the feedback data, publishes a commissioned feedback data to the user terminal.

In one embodiment, the field programmable logic gate array is judged based on the bit data in the same data field in each of the transaction order information.

In one embodiment, the communication protocol used between the information server and the user terminal is not limited to be the same as the communication protocol used by the centralized market terminal.

In one embodiment, the latency of the field programmable logic gate array is less than 600ns.

According to the above-mentioned invention content, compared with the conventional technology, the present invention has the following characteristics: the financial transaction publishing system of the present invention uses the field programmable logic gate array to capture the transaction entrustment information, and uses the information publishing program to judge the transaction entrustment information. The field programmable logic gate array only captures the transaction information in the transaction entrustment information and publishes it to the centralized market terminal when the bit data of the transaction entrustment information is consistent, thereby improving the data transmission speed of the financial transaction publishing system.

The detailed description and technical contents of the present invention are as follows with reference to the accompanying drawings:

Please refer to Figures 1 to 4. The present invention provides a low-latency financial transaction publishing system 10. The financial transaction publishing system 10 is owned by a financial product broker. The financial transaction publishing system 10 is connected to a centralized market terminal 20 and provides a connection to at least one user terminal 30. The financial transaction publishing system 10 has an information server 11 and a field programmable logic gate array 12. The information server 11 is connected to the user terminal 30 and serves as the main service provided by the financial transaction publishing system 10 to the user terminal 30. For example, order entrustment, entrustment result reply, product quotation, internal control management, risk control, etc. can all belong to the scope of work of the information server 11. In this embodiment, the information server 11 can be connected to the centralized market terminal 20 or disconnected. When the information server 11 is disconnected from the centralized market terminal 20, the financial transaction publishing system 10 uses the field programmable logic gate array 12 as a connection to the centralized market terminal 20. In addition, the information server 11 receives a transaction entrustment information 31 provided by the user terminal 30. The transaction entrustment information 31 is generated based on an entrustment request of a user belonging to the user terminal 30, and the target host is the information server 11, that is, the user submits his own entrustment request to the financial product broker, and the transaction entrustment information 31 contains a plurality of bit data 311, which are arranged to describe the source address, target address, transaction information, etc. of the transaction entrustment information 31.

Furthermore, the field programmable logic gate array 12 is a chip that performs network transmission based on software, which can be set on a substrate and connected to the information server 11. The field programmable logic gate array 12 has computing and memory functions, and a pre-stored information publishing program. More specifically, the information publishing program is set with at least one management condition. The field programmable logic gate array 12 captures the transaction entrustment information 31 during the process of publishing the transaction entrustment information 31 to the information server 11, and uses the information publishing program to read the bit data 311 in the transaction entrustment information 31. It should be understood that although the field programmable logic gate array 12 captures the transaction commission information 31 for interpretation, it does not affect the transaction commission information 31 being published to the information server 11. In addition, when the field programmable logic gate array 12 is interpreting, the field programmable logic gate array 12 compares the management conditions based on the bit data 311 to determine whether the actual payload content of the transaction commission information 31 complies with the requirements, and further determines whether to publish it to the centralized market terminal 20. If it is in compliance, the field programmable logic gate array 12 captures the transaction information in the transaction entrustment information 31, and publishes a transaction data 121 to the centralized market terminal 20 using the communication protocol defined by the centralized market terminal 20. If it is not in compliance, the field programmable logic gate array 12 does not publish the transaction data 121 to the centralized market terminal 20. In one embodiment, when the field programmable logic gate array 12 publishes the transaction data 121 to the centralized market terminal 20, it can simultaneously transmit a notification of order completion (such as label 122) to the information server 11 for recording by at least one information server 11. When the field programmable logic gate array 12 abandons the transaction entrustment information 31, the field programmable logic gate array 12 can also transmit a notification (such as label 122) to the information server 11.

Next, after receiving the transaction data 121, the centralized market terminal 20 will reply a feedback data 21 based on the transaction data 121. The target host of the feedback data 21 is the field programmable logic gate array 12, and the feedback data 21 describes the transaction result of the transaction data 121. When the centralized market terminal 20 publishes the feedback data 21, the information server 11 captures the feedback data 21 and publishes a commission feedback data 111 to the user terminal 30 based on the feedback data 21. The commission feedback data 111 is used to describe the transaction result of the transaction commission information.

The implementation of the financial transaction publishing system 10 is now described, assuming that the user terminal 30 initially publishes the transaction entrustment information 31 to the information server 11. While the transaction entrustment information 31 is transmitted to the information server 11, the field programmable logic gate array 12 captures the complex bit data 311 of the transaction entrustment information 31 to interpret the information publishing process. When the result of the reading is that the bit data 311 meets the condition defined by the information publishing procedure, the field programmable logic gate array 12 extracts the bit data 311 in the transaction order information 31 that is used to describe the transaction information, and publishes the transaction data 121 to the centralized market terminal 20 in accordance with the communication protocol defined by the centralized market terminal 20. At the same time, the field programmable logic gate array 12 publishes an order notification (such as label 122) to the information server 11. On the contrary, when the judgment result is not in conformity, the field programmable logic gate array 12 discards the transaction order information 31, so that the bit data 311 in the transaction order information 31 used to describe the transaction information cannot be transmitted to the centralized market terminal 20, as shown in FIG3. At this time, the field programmable logic gate array 12 can issue a failure notification (such as label 122) to the at least one information server 11, so that the information server 11 responds to the user terminal 30 with an order failure notification. Once the centralized market terminal 20 provides the feedback data 21 for the transaction data 121, the information server 11 captures the feedback data 21 during the transmission process to the field programmable logic gate array 12, and based on the feedback data 21, issues a commission feedback data 111 to the user terminal 30, so that the user terminal 30 receives notification of commission success or commission failure.

As can be seen from the foregoing, the financial transaction publishing system 10 of the present invention captures the transaction entrustment information 31 with the field programmable logic gate array 12, and judges the transaction entrustment information 31 with the information publishing program. The field programmable logic gate array 12 captures the transaction information in the transaction entrustment information 31 and publishes it to the centralized market terminal 20 only when the bit data 311 of the transaction entrustment information 31 matches, thereby improving the data transmission speed of the financial transaction publishing system 10. Furthermore, the latency of the field programmable logic gate array 12 of the present invention is less than 600ns, which is beneficial for publishing the transaction entrustment information 31 to the centralized market terminal 20.

Continuing from the above, please refer to FIG. 1 to FIG. 4. In one embodiment, the field programmable logic gate array 12 of the present invention captures each of the transaction entrustment information 31 and determines the bit data 311 in the same data field in each of the transaction entrustment information 31. More specifically, each of the transaction entrustment information 31 can be composed of at least one transaction packet 310. Each of the transaction packets 310 has a header 312 and at least one data segment 313. In terms of the TCP/IP hierarchical model, the transaction packet 310 is commonly known as a TCP packet in the communication field. The header 312 is used to describe the transmission protocol used by the user terminal 30, and the at least one data segment 313. 13 is provided with at least a portion of the bit data 311, and the bit data 311 set in the at least one data segment 313 is used to describe the actual payload content of the transaction packet 310, such as the aforementioned transaction information, etc., and in this embodiment, the field programmable logical gate array 12 can be used to judge the bit data 311 of the at least one data segment 313 of each transaction packet 310.

Furthermore, the financial transaction publishing system 10 of the present invention communicates with the user terminal 30 through the information server 11, and publishes the transaction data 121 to the centralized market terminal 20 through the field programmable logic gate array 12. In one embodiment, the field programmable logic gate array 12 cooperates with the centralized market terminal 20, and uses the TMP (Taifex Message Protocol) transmission protocol as the communication agreement for both parties to control the transmission of the transaction data 121. In another embodiment, the present invention does not limit the communication protocol between the information server 11 and the user terminal 30 to be the same as that between the field programmable logic gate array 12 and the centralized market terminal 20, that is, the communication protocol between the information server 11 and the user terminal 30 may be the same as that of the centralized market terminal 20, or may be different from that of the centralized market terminal 20. In this way, it is beneficial for the user terminal 30 to send the transaction commission information 31 to the at least one information server 11. In addition, in one embodiment, the present invention can also use the field programmable logic gate array 12 as the transmitter of the commission response data 111, that is, after the field programmable logic gate array 12 receives the response data 21, the field programmable logic gate array 12 generates the commission response data 111 based on the response data 21 to transmit to the user terminal 30. In this embodiment, the information server 11 captures the response data 21 without changing it as the transaction response record of the transaction commission information 31.

10: Financial transaction publishing system 11: Information server 111: Commission feedback data 12: Field programmable logical gate array 121: Transaction data 122: Notification 20: Centralized market terminal 21: Feedback data 30: User terminal 31: Transaction commission information 310: Transaction packet 311: Bit data 312: Header 313: Data segment

Figure 1, a schematic diagram of a unit of an embodiment of the present invention (I). Figure 2, a schematic diagram of a unit of an embodiment of the present invention (II). Figure 3, a schematic diagram of a unit of an embodiment of the present invention (III). Figure 4, a schematic diagram of a package of an embodiment of the present invention.

10: Financial transaction publishing system

11: Information server

12: Field programmable logic gate array

121: Transaction data

122: Notice

20: Centralized market terminals

30: User terminal

31: Transaction entrustment information

311: bit data

Claims (3)

A low-latency financial transaction publishing system is connected to a centralized market terminal and provides a user terminal connection. The financial transaction publishing system includes: an information server that receives a transaction entrustment information published by the user terminal. The information server can be connected to the centralized market terminal. The target host of the transaction entrustment information is the information server. server; and a field programmable logic gate array connected to the centralized market terminal, the field programmable logic gate array running an information publishing program; wherein the field programmable logic gate array captures the transaction entrustment information without affecting the transaction entrustment information being published to the information server, and the field programmable logic gate array uses the information publishing program The multi-bit data in the transaction order information is read. If the data meets the conditions defined by the information publishing procedure, the transaction order information is no longer returned, and the transaction information in the transaction order information is captured and published to the centralized market terminal according to the communication protocol defined by the centralized market terminal. At the same time, the field programmable logic gate array is based on the transaction data. The published result is notified back to the information server, the field programmable logic gate array receives a feedback data provided by the centralized market terminal for the transaction data, the target host of the feedback data is the field programmable logic gate array, the information server captures the feedback data, and based on the feedback data, publishes a commissioned feedback data to the user terminal. A low-latency financial transaction publishing system as described in claim 1, wherein the field programmable logic gate array is judged based on the bit data in the same data field in each of the transaction order information. A low-latency financial transaction publishing system as described in claim 1 or 2, wherein the communication protocol used between the information server and the user terminal is not limited to being the same as the communication protocol used by the centralized market terminal.

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