Design and Implementation of a Program Trading Platform for Futures

With the increase of trading volume and frequency in futures market, manual trading is unable to meet the requirements of investors in many cases. Meanwhile, program trading has advantages of quick reaction and objectivity, which is suitable for realizing complex trading strategies. Therefore, we proposed a program trading platform for futures, making it possible for investors to realize their strategies by programs and execute them automatically. The platform consists of four layers of interface, processing, strategy and user. In the processing layer, we designed an event-driven engine as the processing core of the platform to ensure high instantaneity, stability and concurrency. Then we explained how users realize and manage their trading strategies in the strategy layer. After optimizing the design, we implemented the program trading platform and did system testing on it. The results show that the platform can access the exchanges through the Internet to trade futures, and can achieve our objectives in instantaneity, stability and concurrency.