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高速分布式行情服务器

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高速分布式本地行情服务器

简介

Omega为大富翁(Zillionare)智能量化交易平台提供数据服务。它是一个分布式、高性能的行情服务器,核心功能有:

  1. 并发对接多个上游数据源,如果数据源还支持多账户和多个并发会话的话,Omega也能充分利用这种能力,从而享受到最快的实时行情。目前官方已提供JoinQuant的数据源适配。

  2. 高性能和层次化的数据本地化存储,在最佳性能和存储空间上巧妙平衡。在需要被高频调用的行情数据部分,Omega直接使用Redis存储数据;财务数据一个季度才会变动一次,因而读取频率也不会太高,所以存放在关系型数据库中。这种安排为各种交易风格都提供了最佳计算性能。

  3. 优秀的可伸缩部署(scalability)特性。Omega可以根据您对数据吞吐量的需求,按需部署在单机或者多台机器上,从而满足个人、工作室到大型团队的数据需求。

  4. 自带数据(Battery included)。我们提供了从2015年以来的30分钟k线以上数据,并且通过CDN进行高速分发。安装好Omega之后,您可以最快在十多分钟内将这样巨量的数据同步到本地数据库。

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Zillionare-Omega采用以下技术构建:

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