What is the most important core of quantitative planning? Speed, speed, speed! If we want to increase our transaction speed, how should we choose a channel? Let’s take stock today. (recommended collection)
First: To improve transaction speed, we mainly focus on these aspects:
(1), Aisles and seats must be fast and smooth enough. People who understand the collective bidding rules of exchanges usually understand that VIP channels and retail channels are different. Since a certain step of the opening call auction has a certain degree of randomness, sometimes multiple VIP channels are needed to play the game.
(2), Handicap calculation and map calculation must be fast enough. The most critical ones here are the two models: the handicap single ticket model and the map linkage model.
1, Single ticket model: The order book and order flow must be reproduced locally. Between the 3s sliced market prices, it is a basic skill to calculate the real-time handicap through real-time transactions one by one.
Especially the time of placing and canceling large orders and the transaction status of large orders. Because the core of quantitative boarding is to follow orders and seal the board, two points must be weighed: The ability to place more positions in the front It is safe enough to place transactions and place long positions later.
2, Graph linkage model: Linkage of tickets related to the same section or the same topic. This is very simple. Machine-assisted + human flesh maintenance of a full-a industrial chain neo4j model is the basic skill of each large-scale organization. Then there are various classic lead-lag strategies.
3, Place and cancel orders must be fast enough:Many times the selling pressure is heavy after the board is closed. , Quantification must analyze the composition and source of selling orders. Just like when making a board and following orders, the order composition when making a board is the same.
When smashing the market, you must also count the composition of the smashing orders. For example, when several large orders are placed in a row, the human may not react, but the machine has seen it and canceled the order instantly.
This is a world dominated by technology tycoons. Although everyone is an exchange computer room, the tycoons’ various magic modifications to Linux core + FPGA beat ordinary institutions.
Second: We also mentioned earlier that the aisles and seats must be different, so we have to use different counter systems. You can refer to the general situation of the counter systems on the market:
andATP (Archforce Trading Platform) focuses on the exchange’s standard business, connects the order management system and the exchange trading system, and its business scope Covering all on-site trading varieties, it provides functions such as transaction order generation, front-end risk control inspection, and quotation, as well as transaction management, operation, and clearing functions.
ATP products have a scalable and elastic architecture and can be flexibly used to build large-scale centralized trading systems for ordinary investors, institutional trading systems for professional investors, and scenarios that pursue extreme performance. Extremely fast trading system. 
Let’s take one of them as an example:
Take the Huarui counter as an example: The main advantage of the Huarui counter is the dual-counter system, which can meet the orders of the Shanghai Stock Exchange and the Shenzhen Stock Exchange at the same time. .
The main features of Huarui counter system are:
1. High availability
(1). All components are highly available. There is no single point of failure risk in the entire system. Multi-active clusters automatically switch over in seconds when a failure occurs, without manual intervention.
(2), supports remote disaster recovery, and can achieve minute-level switching.
(3) All messages and business data are persisted.
2. High performance
(1). Under the ultra-high throughput of 500,000 transactions/second, the core transaction processing delay is as low as 3 seconds.
(2) Support the deployment of multiple trading nodes to achieve nearby quotes from each exchange.
3. Horizontal expansion
(1) Linear expansion is achieved by adding servers, which can accommodate more than 100 million securities accounts.
(2) Capacity expansion is transparent to applications and the operation is risk-free.
(3) Business packages are assembled on demand and launched in batches, so the risk of business changes is small.
To improve the transaction speed, how can we open these counter systems? The brokers corresponding to the counter systems have been mentioned and can be used as a reference. So what is the specific funding threshold required to open these, and I will also give you a reference for the cost:
Of course, I am talking about most situations on the market, and it does not necessarily mean that it is comprehensive. of. Friends who are interested in learning and consulting can follow and communicate at any time! (Recommended collection)