1. 外汇做市商报价引擎

申请号: CN202110383487.6

申请日: 2021-04-09

公开(公告)号: CN113112297A

公开(公告)日: 2021-07-13

发明人: 汪宏斌; 姚瑶; 秦菀; 钱二余; 冯贵林; 钱兵

本发明提供了一种外汇做市商报价引擎。报价引擎系统包括:数据源接口,用于接收来自一个或多个外汇市场数据源的报价信息,并将所述报价信息转换成统一的数据格式;业务工具层,所述业务工具层包括一个或多个业务工具模块,其中每一个业务工具模块被配置用于实现一种特定的外汇业务;以及渠道接口层,所述渠道接口层包括一个或多个渠道接口,其中每一个渠道接口用于与一个相关联的渠道对接。

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2. 一种做市商交易回测系统

申请号: CN202210115711.8

申请日: 2022-02-07

公开(公告)号: CN114445227A

公开(公告)日: 2022-05-06

发明人: 战俊豪; 张勇; 李思昌; 王天一; 张海荣; 沈俊华; 王康贵

本发明公开了做市商交易回测系统,能够为下游交易策略提供尽量贴近于生产环境的回测服务。其技术方案为:系统包括:接收分发模块,接收包括策略报单及实时行情在内的信息,并将信息转发到撮合模块且分发撮合回报和行情生成结果在内的信息给下游模块;行情速率控制模,对历史行情进行发送速率控制;撮合模块,根据策略报单中的报撤单请求和原始行情维护本方订单簿和市场分价表,对市场行情和订单进行撮合,撮合完成后将撮合回报传递给接收分发模块;联动行情生成模块,在撮合后将成交的订单反映到市场上,为下游模块提供一个接近真实市场的行情服务。

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3. 做市商成交模式的交易系统及方法

申请号: CN202010317286.1

申请日: 2020-04-21

公开(公告)号: CN111429236A

公开(公告)日: 2020-07-17

发明人: 施俊彪; 裘志强; 黄予欣; 朱逸鸣

本发明提供一种做市商成交模式的交易系统及方法。其中的交易过程包含获取银行发布的报价消息,将其存入数据库的表中;从数据库捞取最新的报价消息,将其添加至价格队列;循环捞取数据库中记录的有效委托记录,寻找价格队列中是否存在符合条件的价格;将有效委托记录与符合条件的价格进行匹配成交操作。本发明使用数据流的方式进行匹配成交,可以减小对数据库的依赖,实现针对做市商成交模式的成交引擎。

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4. 做市商成交模式的交易系统及方法

申请号: CN202010317286.1

申请日: 2020-04-21

公开(公告)号: CN111429236B

公开(公告)日: 2023-08-08

发明人: 施俊彪; 裘志强; 黄予欣; 朱逸鸣

本发明提供一种做市商成交模式的交易系统及方法。其中的交易过程包含获取银行发布的报价消息,将其存入数据库的表中;从数据库捞取最新的报价消息,将其添加至价格队列;循环捞取数据库中记录的有效委托记录,寻找价格队列中是否存在符合条件的价格;将有效委托记录与符合条件的价格进行匹配成交操作。本发明使用数据流的方式进行匹配成交,可以减小对数据库的依赖,实现针对做市商成交模式的成交引擎。

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5. 基于做市商交易机制的电力市场交易方法及系统

申请号: CN202110570116.9

申请日: 2021-05-24

公开(公告)号: CN113435957A

公开(公告)日: 2021-09-24

发明人: 牛文娟; 谈健; 吴晨; 李方正; 张元; 万楚林; 薛贵元; 葛毅; 陈琛; 胡国伟; 吴垠

本发明公开了一种基于做市商交易机制的电力市场交易方法及系统,所述方法包括:获取做市商发布的双边报价信息,将所述双边报价信息存入数据库表中;从所述数据库表中筛选所述双边报价信息,获取筛选后的双边报价信息,将所述筛选后的双边报价信息添加至价格序列;获取市场参与者的报价信息,将所述参与者的报价信息与所述价格序列进行匹配;若所述参与者的报价信息与所述价格序列中的双边报价信息匹配,则对所述参与者的报价信息做成交处理。本发明基于做市商参与的电力市场中长期交易模拟过程,提高市场的流动性、维持价格的稳定性和提高交易的及时性。

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6. 基于自动做市商的新型碳交易方法、装置以及平台

申请号: CN202211109419.1

申请日: 2022-09-13

公开(公告)号: CN115545915A

公开(公告)日: 2022-12-30

发明人: 颜拥; 陈洁; 黄建平; 李钟煦; 韩嘉佳; 孙歆; 舒鹏

本发明公开了基于自动做市商的新型碳交易方法、装置以及平台,属于碳交易技术领域。本发明的基于自动做市商的新型碳交易方法,通过构建区块链碳交易模型、自动做市商模型,并利用公钥,对所述碳交易数据进行加密,得到碳交易加密数据;获取用户交易需求所携带的私钥,并根据所述私钥对所述碳交易加密数据进行解密,得到碳交易需求数据;对碳交易需求数据进行处理,完成碳交易,能够从交易的角度来改善流动性,从根源上改善因中心化交易模式存在的弊端而造成的流动性问题,并且可以实现稳定币与碳币的直接兑换,无需交易双方的相互等待,有利于促成交易订单的快速完成,增强碳交易的流动性。

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7. Securities market and market maker activity tracking system and method

申请号: US10783538

申请日: 2004-02-20

公开(公告)号: US20050187854A1

公开(公告)日: 2005-08-25

发明人: Stephen Cutler; William MacKenzie

A method, system and computer program to monitor securities market activity to seek out imbalances in market activity that could lead to a price change in a particular security. Level 1 and/or level 2 data is analyzed to track the activity of market makers and to derive indicators of momentary upward or downward price pressure. The indicators can be displayed to a user.

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8. Securities market and market maker activity tracking system and method

申请号: US10783538

申请日: 2004-02-20

公开(公告)号: US07827091B2

公开(公告)日: 2010-11-02

发明人: Stephen Cutler; William MacKenzie, III

A method, system and computer program to monitor securities market activity to seek out imbalances in market activity that could lead to a price change in a particular security. Level 1 and/or level 2 data is analyzed to track the activity of market makers and to derive indicators of momentary upward or downward price pressure. The indicators can be displayed to a user.

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9. Securities market and market maker activity tracking system and method

申请号: US12901743

申请日: 2010-10-11

公开(公告)号: US08055574B2

公开(公告)日: 2011-11-08

发明人: Stephen Cutler; William MacKenzie, III

A method, system and computer program to monitor securities market activity to seek out imbalances in market activity that could lead to a price change in a particular security. Level 1 and/or level 2 data is analyzed to track the activity of market makers and to derive indicators of momentary upward or downward price pressure. The indicators can be displayed to a user.

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10. Securities market and market maker activity tracking system and method

申请号: US09911772

申请日: 2001-07-24

公开(公告)号: US20030065608A1

公开(公告)日: 2003-04-03

发明人: Stephen Cutler

A method, system and computer program to monitor securities market activity to seek out imbalances in market activity that could lead to a price change in a particular security. Level 2 data is analyzed to track the activity of market makers and to derive an indicator of momentary upward or downward price pressure. The indicator associated with each selected security is displayed to a user.

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11. Securities market and market maker activity tracking system and method

申请号: US09911772

申请日: 2001-07-24

公开(公告)号: US07664695B2

公开(公告)日: 2010-02-16

发明人: Stephen Cutler

A method, system and computer program to monitor securities market activity to seek out imbalances in market activity that could lead to a price change in a particular security. Level 2 data is analyzed to track the activity of market makers and to derive an indicator of momentary upward or downward price pressure. The indicator associated with each selected security is displayed to a user.

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12. Securities market and market maker activity tracking system and method

申请号: US10480089

申请日: 2002-07-23

公开(公告)号: US20050075965A1

公开(公告)日: 2005-04-07

发明人: Stephen Cutler

A method, system and computer program to monitor securities market activity to seek out imbalances in market activity that could lead to a price change in a particular security. Level 1 and/or level 2 data is analyzed to track the activity of market makers and to derive indicators of momentary upward or downward price pressure. The indicators associated with each selected security can be displayed to a user.

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13. Securities market and market maker activity tracking system and method

申请号: US10167950

申请日: 2002-06-12

公开(公告)号: US20030069834A1

公开(公告)日: 2003-04-10

发明人: Stephen Cutler

A method, system and computer program to monitor securities market activity to seek out imbalances in market activity that could lead to a price change in a particular security. Level 1 and/or level 2 data is analyzed to track the activity of market makers and to derive indicators of momentary upward or downward price pressure. The indicators associated with each selected security are displayed to a user.

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14. SECURITIES MARKET AND MARKET MAKER ACTIVITY TRACKING SYSTEM AND METHOD

申请号: EP02744879

申请日: 2002-07-23

公开(公告)号: EP1446740A4

公开(公告)日: 2005-04-06

发明人: CUTLER STEPHEN

A method, system and computer program to monitor securities market activity. Level 1 and/or level 2 data is analyzed to track the activity of market makers and to derive indicators of momentary upward or downward price pressure. As items of information relating to level 2 data are received, processing block (218) will pass these items to the level 2 data subprocess (238). In processing block (240) the level 2 data subprocess (238) will determine if each incoming level 2 data value corresponds to an item contained within the user's database, including securities contained within the watch list and alerts. If not, the level 2 data item will be discarded in processing block (242). Otherwise, the level 2 data item will be passed to processing block (244). Any changes to the user's database since loading of the information contained within the user's database in processing block (212) will be considered by processing block (240). Those updates will also be considered for each of the processing blocks (244) through (256).

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15. SECURITIES MARKET AND MARKET MAKER ACTIVITY TRACKING SYSTEM AND METHOD

申请号: EP02744879.4

申请日: 2002-07-23

公开(公告)号: EP1446740A2

公开(公告)日: 2004-08-18

发明人: Cutler, Stephen

A method, system and computer program to monitor securities market activity. Level 1 and/or level 2 data is analyzed to track the activity of market makers and to derive indicators of momentary upward or downward price pressure. As items of information relating to level 2 data are received, processing block (218) will pass these items to the level 2 data subprocess (238). In processing block (240) the level 2 data subprocess (238) will determine if each incoming level 2 data value corresponds to an item contained within the user's database, including securities contained within the watch list and alerts. If not, the level 2 data item will be discarded in processing block (242). Otherwise, the level 2 data item will be passed to processing block (244). Any changes to the user's database since loading of the information contained within the user's database in processing block (212) will be considered by processing block (240). Those updates will also be considered for each of the processing blocks (244) through (256).

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16. SYSTEM AND METHOD FOR MANAGING TRADING ORDERS RECEIVED FROM MARKET MAKERS

申请号: EP05775432

申请日: 2005-07-21

公开(公告)号: EP1784780A4

公开(公告)日: 2009-04-22

发明人: RENTON NIGEL J; SWEETING MICHAEL

According to one embodiment, a method of managing trading is provided. A first offer for a particular instrument in a particular market is received from a first market maker at a first offer price (122). A first bid for the same particular instrument in the same particular market is received from a second market maker at a first bid price, the first bid price being higher than or equal to the first offer price (126). As a result of the first bid price being higher than or equal to the first offer price, the first offer price is automatically increased to a price higher than the first bid price such that a trade is not executed between the first offer and the first bid (184). In some embodiments, such method may be used to protect market makers from unwanted trades caused by inherent latency in the market makers' pricing engines and/or networks.

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17. SYSTEM AND METHOD FOR MANAGING TRADING ORDERS RECEIVED FROM MARKET MAKERS

申请号: EP05775432.7

申请日: 2005-07-21

公开(公告)号: EP1784780A2

公开(公告)日: 2007-05-16

发明人: RENTON, Nigel J.; SWEETING, Michael

According to one embodiment, a method of managing trading is provided. A first offer for a particular instrument in a particular market is received from a first market maker at a first offer price (122). A first bid for the same particular instrument in the same particular market is received from a second market maker at a first bid price, the first bid price being higher than or equal to the first offer price (126). As a result of the first bid price being higher than or equal to the first offer price, the first offer price is automatically increased to a price higher than the first bid price such that a trade is not executed between the first offer and the first bid (184). In some embodiments, such method may be used to protect market makers from unwanted trades caused by inherent latency in the market makers' pricing engines and/or networks.

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18. 带飞豹做市商交易平台的图形用户界面的电脑

申请号: CN202030503865.6

申请日: 2020-08-28

公开(公告)号: CN306412539S

公开(公告)日: 2021-03-26

发明人: 马儒俊; 王天一; 周超杰

1.本外观设计产品的名称:带飞豹做市商交易平台的图形用户界面的电脑。 2.本外观设计产品的用途:通过GUI控制电脑显示的数据。 3.本外观设计产品的设计要点:在于图案与色彩的结合。 4.最能表明设计要点的图片或照片:主视图。 5.请求保护的外观设计包含色彩。 6.电脑为惯常设计,省略后视图、左视图、右视图、俯视图、仰视图。 7.图形用户界面的用途:通过GUI控制电脑显示的数据。 8.图形用户界面在产品中的区域:显示区域。 9.图形用户界面的人机交互方式:通过外部设备切换变化状态图。 10.图形用户界面的变化状态说明:主视图切换至变化状态图1;变化状态图1切换至变化状态图2;主视图切换至变化状态图3;变化状态图3切换至变化状态图4;变化状态图3切换至变化状态图5;变化状态图3切换至变化状态图6;主视图切换至变化状态图7;变化状态图7切换至变化状态图8;变化状态图8切换至变化状态图9;变化状态图7切换至变化状态图10;变化状态图10切换至变化状态图11;变化状态图7切换至变化状态图12;变化状态图7切换至变化状态图13;主视图切换至变化状态图14;变化状态图14切换至变化状态图15;变化状态图14切换至变化状态图16;变化状态图16切换至变化状态图17;变化状态图14切换至变化状态图18;变化状态图18切换至变化状态图19;变化状态图18切换至变化状态图20;变化状态图14切换至变化状态图21;变化状态图21切换至变化状态图22;主视图切换至变化状态图23;变化状态图23切换至变化状态图24;变化状态图23切换至变化状态图25;主视图切换至变化状态图26;变化状态图26切换至变化状态图27;变化状态图26切换至变化状态图28;主视图切换至变化状态图29;变化状态图29切换至变化状态图30;变化状态图29切换至变化状态图31。

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