Low-delay high-throughput real-time order book generation method

[0036] The present invention will be described in detail below with reference to the accompanying drawings and specific embodiments. Note that the aspects described below in conjunction with the accompanying drawings and specific embodiments are only exemplary, and should not be construed as any limitation to the protection scope of the present invention.

[0037] figure 1 shows the components of an example of a contract order book, such as figure 1 As shown, the contract order book is the main component of the snapshot market released by the exchange in financial transactions, and the main component of the order book price table of a complete contract order book is the market information. The main components of the market information are the trading stalls. Usually, there are five or ten stalls of information for each transaction (the figure is ten stalls of information). Each stall information includes stall price and stall order quantity. All tiers in the buy and sell orders