Securities trading system and device

摘要

According to one embodiment, a securities trading system comprises a plurality of order sharing devices and a plurality of ordering devices. The order sharing device sends each telegram to the ordering device of a master system and the order sharing device of a slave system. The order sharing device sends each of the telegrams to the ordering device of the slave system to switch from the slave system to the master system when a failure is detected in the ordering device of the master system. The ordering device calculates statistics from market information, and uses the statistics to judge whether to permit the placement of an order with the stock exchange apparatus in the case of the master system.

主权项

1. A securities trading system comprising a plurality of order sharing devices and a plurality of ordering devices which are configured to communicate with each other, the order sharing devices being switchable between a master system and a slave system and having a first storage unit, the ordering devices being switchable between a master system and a slave system and having a second storage unit,
the order sharing device of the master system comprises:
a module which writes, into the first storage unit, a parent order telegram received from a parent order registration device;a child order creating module which writes, into the first storage unit, a child order telegram created from the parent order telegram;a module which sends each telegram in the first storage unit to the ordering device of the master system and the order sharing device of the slave system; anda switch module which sends each of the telegrams to the ordering device of the slave system to switch from the slave system to the master system when a failure is detected in the ordering device of the master system; and the ordering device comprises:
a module which writes each of the sent telegrams into the second storage unit;a module which calculates statistics from market information received from a stock exchange apparatus in the case of the master system and the slave system; anda judging module which judges by the statistics whether to permit an order placement with the stock exchange apparatus in the case of the master system;wherein the ordering device of the slave system is switched to the master system from a state of calculating the statistics when each of the sent telegrams is received by the ordering device of the slave system, andthe ordering device switched to the master system continues a judgment of the order placement in accordance with a latest market information and statistics.