• DocumentCode
    685915
  • Title

    A Configurable Simulation System Illustrated by the Case of Futures Trading

  • Author

    Ning Sun ; Junneng Nie ; Haopeng Chen ; Fei Hu

  • Author_Institution
    Sch. of Software, Shanghai Jiao Tong Univ., Shanghai, China
  • fYear
    2013
  • fDate
    13-15 Dec. 2013
  • Firstpage
    152
  • Lastpage
    158
  • Abstract
    It is well known that speculative behavior may do harm to the financial system and the market order. So, it is essential for us to make a research on how speculative behavior affects the market. And for this purpose, we developed a futures trading simulation system. We designed a configurable client to simulate traders and users can define trade strategies using different programming languages. We designed a lightweight server to handle the large scale and high concurrency access requests from clients. We chose HBase as our database to grantee the high scalability of our system. And, we also developed multi-row and multi-table transaction support to improve the data consistency for HBase. The experiment indicates that our system shows high efficiency in the face of the large scale and high concurrency access request, and the read/write performance loss of HBase introduced by the transaction support mechanisms is also acceptable.
  • Keywords
    commodity trading; financial data processing; HBase; configurable simulation system; futures trading; lightweight server; multitable transaction; programming languages; trade strategies; transaction support mechanisms; Business; Concurrent computing; Databases; Protocols; Scalability; Servers; Software; futures trading simulation; high concurrency; transaction management;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Advanced Cloud and Big Data (CBD), 2013 International Conference on
  • Conference_Location
    Nanjing
  • Print_ISBN
    978-1-4799-3260-3
  • Type

    conf

  • DOI
    10.1109/CBD.2013.2
  • Filename
    6824588