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1、 工程工程硕士学位论文硕士学位论文 深发展银行个人实盘外汇买卖系统 交易子系统设计与实现 THE DESIGN AND IMPLEMENTATION OF TRADING SYSTEM OF PERSONAL FOREIGN EXCHANGE TRADING SYSTEM OF THE SHENZHEN DEVELOPMENT BANK 叶照盛叶照盛 2011 年 3 月 国内图书分类号： TP311 学校代码： 10213 国际图书分类号：621.3 密级：公开 工程硕士学位论文工程硕士学位论文 深发展银行个人实盘外汇买卖系统 交易子系统设计与实现 硕 士 研 究 生 ：叶照盛 导师 ：范国
2、祥 高级讲师 副导师 ：张灿豪 高级工程师 申请学位 ：工程硕士 学 科 、 专 业 ：软件工程 所在单位 ：软件学院 答辩日期 ：2011 年 03 月 授予学位单位 ：哈尔滨工业大学 Classified Index：TP311 U.D.C.: 621.3 Dissertation for the Masters Degree in Engineering THE DESIGN AND IMPLEMENTATION OF TRADING SYSTEM OF PERSONAL FOREIGN EXCHANGE TRADING SYSTEM OF THE SHENZHEN DEVELOPMEN
3、T BANK Candidate： Ye Zhaosheng Supervisor： Senior Lecturer Fan Guoxiang Associate Supervisor: Senior Engineer Zhang Canhao Academic Degree Applied for： Master of Engineering Speciality： Software Engineering Affiliation： School of Software Date of Defence： March, 2011 Degree-Conferring-Institution： H
4、arbin Institute of Technology 哈尔滨工业大学工程硕士学位论文 - I - I 摘 要 个人实盘外汇买卖系统是深发展重点建设的系统之一，其中后台交易子系统是个人实盘外汇买卖系统中的核心子系统。本系统的设计目标是要建立一个覆盖全行的、可集中处理个人实盘外汇买卖业务的、集价格接收校验、交易处理、业务管理、账务记载等为一体的交易与管理系统。 本论文以国内外个人外汇买卖交易的现状为基础，介绍国内外电子交易平台的现状，总结目前国内外汇交易系统中出现的一些风险问题，提出相应的解决方案，并结合深发展银行现有的银行系统架构，通过全面分析来构建满足深发展银行特色的个人实盘外汇买卖系统
5、交易子系统，从而补充深发展银行个人外汇交易的空缺，并为以后开发同业外汇代理和保证金业务提供参考和依据。 论文采用 C 语言作为主要开发工具，软件工程的管理模式，以防范价格、客户套利等外汇风险为基础，为了解决主机的会计记账和客户买卖交易之间的矛盾，采用深发展银行的中间业务平台作为主要开发平台，实现包括交易模块，挂单撮合模块以及通过 MD5 加密的前置机虚拟账户等功能的外汇买卖交易子系统，对客户的交易资金进行有效、快速管理。 通过该交易子系统，可以对价格进行特殊校验，筛选出满足银行交易员要求的价格，并支持客户的即时买卖，挂单以及转账等交易功能。同时，通过该外汇交易子系统，能够实现深发展银行与客户每
6、一笔交易的成交价都可以达到与外资行平盘的实际价格，从而有效规避汇率风险，并获得真实收益。通过对该交易子系统的不同层次的测试结果要求，该交易子系统满足深发展提出的功能和非功能性需求。 关键词：外汇买卖；交易系统；虚拟帐户；外汇风险；MD5 加密 哈尔滨工业大学工程硕士学位论文 - II - II Abstract Personal foreign exchange trading system is one of the key systems that Shenzhen development bank put much emphasis on and back- end system is
7、the core branch system of personal foreign exchange system. The design target of this system is aimed to establish a trading and management system that can cover the whole bank, handling personal foreign exchange trading concentratedly, receiving and checking prices, trading handling, business manag
8、ement, accouting record. This paper is based on the current situation of personal foreign exchange trading in and out of China. It introduced the electronical trading platform and summarized the problems of foreign exchange system in China and worldwide. And then raised the solutions accordingly. It
9、 also connects to the current bank system structure of Shenzhen development bank to satisfy the branch system of firm foreign exchange dealings for individual account. Through the comprehensive analysis, we established the personal foreign exchange trading branch system that can satisfy the characte
10、ristic development of Shenzhen development bank.Thus completing the gap of personal foreign exchange dealings in Shenzhen development bank. Moreover, it will provide the experience and foundation for future developing the business of foreign exchange agency and bail. The paper adopts C language as t
11、he main development tool,using managerment about software engineering. And it is on the basis of counter price and clients arbitrage. In order to solve the conflict between accounting of host computer and clients trading, we adopt the middle business platform of Shenzhen development bank as the main
12、 platform, realizing the foreign exchange business branch system which includes business model, pending order match model and virtual account which using MD5 to encrypt. Thus realizing the fast and efficient management to clients trading fund. Through this branch system, we can do special checking f
13、or prices, filtrating the prices that can satisfy the needs of bank dealer, Supporting clients streaming, placing an order at a predetermined price and transferring money. At the same time, the dealing price between Shenzhen development bank and client can be the same as the actual price that gives
14、by foreign investment bank. Therefore, avoiding the exchange rate risk effectively and obtaining the real profit. Through the various levels testing of this branch system, this system will satisfy the functional and un-functional needs of this branch dealing system. 哈尔滨工业大学工程硕士学位论文 - III - III Keywords: foreign exchange trading, trading system, virtual account, foreign exchange risk, MD5 to encrypt 哈尔滨工业大学工程硕士学位论文 - IV - IV 目 录 摘 要 . I Abstract . II 第 1 章 绪论 . 1 1.1 课题来源及研究意义 . 1 1.2 与课题相关的国内外研究综述 .
