摘  要

我所研究的股票交易系统实现了用户登录，股票买卖，沪深市场查询，和股票交易的模拟撮合。统所设计的撮合算法（撮合规则）是根据深圳证券交易所、上海证券交易所的相关规则：证券交易是按照价格优先、时间优先的原则竞价撮合成交来设计的。交易撮合系统是交易系统中最重要的组成部分。可以说一个期货交易系统的好坏取决于它所用的交易撮合系统的好坏。交易时价格优先的原则为：较高价格买进委托优先于较低价格买进委托，较低价格卖出委托优先于较高价格卖出委托。成交时时间优先原则为：当买卖方向相同，他们委托的价格也相同时，那先委托者优先于后委托者，先后顺序按交易主机接受委托的时间来确定。本系统撮合方式是用数据库进行撮合。

为了实现这个股票交易系统使用了Qt集成框架，Qt是奇趣科技1991年开发的一个跨平台的C++图形用户界面应用程序框架。它提供给应用程序开发者建立艺术级的图形用户界面所需的所有功能。

关键字：交易撮合系统，价格优先，时间优先，数据库撮合

Abstract

The Trade Match System in my thesis realized the user login, buy and sell stocks, the Shanghai and shenzhen markets queries, and stock exchange simulation match.My Trade Match System is according to the article in “Shanghai and Shenzhen Stock Exchange rules”. The rules are: security exchange is bided and matched by the price priority and the time priority principle. The Trade Match System is the most important part in the Future Trading System. The quality of the Trade Match System directly decides the quality of the Stocks System. The price priority principle is: the declaration of buying at a higher price is more prior than that at a lower price, and the declaration of sellingat a lower price is more prior than that at a higher price. The time priority principle is: when trading in the same direction, the earlier to declare, the earlier to trade. The sequence is determined by the time given from the trading host. The method used in the Trade Match System is Database-Matching.

In order to achieve the stock trading system I used Qt integration framework, Qt is a cross-platform C++ graphical user interface application framework developed by Trolltech in 1991.It provides the application developers to build state-of-the-art graphic user interface all the necessary functions.

Keyword: Trade Match System, the price priority, the time priority,Database-Matching