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TWI841061B - Transaction risk control device - Google Patents

Transaction risk control device Download PDF

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TWI841061B
TWI841061B TW111144054A TW111144054A TWI841061B TW I841061 B TWI841061 B TW I841061B TW 111144054 A TW111144054 A TW 111144054A TW 111144054 A TW111144054 A TW 111144054A TW I841061 B TWI841061 B TW I841061B
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transaction
packet
risk control
modified
judgment unit
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TW202324271A (en
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賴明祥
高翊傑
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皓德盛科技股份有限公司
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Abstract

The present invention discloses a transaction risk control device, comprising: the transceiver unit receives at least one transaction packet from a user device with a destination address of an exchange device, or receives at least one reply packet from the exchange device with a destination address of the user device; and the risk control judgment unit is connected to the transceiver unit, the risk control judging unit memorizes each transaction packet obtained from the transceiver unit, and the risk control judgment unit is set with a plurality of risk control conditions that can be compared with the transaction packets; wherein, the user device generates a modified transaction packet to the exchange device, the modified transaction packet is utilized to replace the transaction packet also generated from the user device; and the risk control judgment unit does not compare the modified transaction packet or check, the risk control judgment unit forwards the modified transaction packet to the exchange device.

Description

交易風控裝置Transaction risk control device

本發明涉及一種交易風控裝置,尤指一種可減少更改訂單所產生之交易延遲狀況,且可提供風險控管的交易風控裝置。The present invention relates to a transaction risk control device, and more particularly to a transaction risk control device that can reduce transaction delays caused by changing orders and provide risk control.

在金融交易領域上,金融商品的交易金額瞬息萬變,當交易資訊或金融商品資訊傳輸延遲時,易造成用戶偌大的損失,因此如何在分秒必爭的金融交易領域上快速傳遞客戶的交易資訊成了重要的課題。In the field of financial transactions, the transaction amounts of financial products change rapidly. When the transmission of transaction information or financial product information is delayed, it is easy to cause huge losses to users. Therefore, how to quickly transmit customers' transaction information in the financial transaction field where every second counts has become an important issue.

然而,當前在期貨交易領域上,用戶透過期貨經紀商向期貨交易所提出交易請求時,由於用戶與期貨經紀商之間使用的通訊協定不同於期貨經紀商與期貨交易所之間使用的通訊協定,導致用戶提出的交易請求必須先以期貨經紀商作為目標位置,透過期貨經紀商轉址並修改交易請求的編寫方式,令期貨交易所得以接收並讀取交易請求;相同的,若用戶透過期貨經紀商向期貨交易所提出更改訂單請求時,必須重複上述步驟;若習知技術依賴期貨經紀商的設備,一旦期貨經紀商的設備運算能力不足時,易造成交易請求延遲。However, in the current futures trading field, when a user submits a transaction request to a futures exchange through a futures broker, the communication protocol used between the user and the futures broker is different from the communication protocol used between the futures broker and the futures exchange. As a result, the transaction request submitted by the user must first use the futures broker as the target location, and then redirect and modify the writing method of the transaction request through the futures broker so that the futures exchange can receive and read the transaction request. Similarly, if the user submits an order change request to the futures exchange through a futures broker, the above steps must be repeated. If the known technology relies on the equipment of the futures broker, once the computing power of the equipment of the futures broker is insufficient, it is easy to cause a delay in the transaction request.

本發明的一目的之一,在於解決傳遞方式容易導致交易延遲的問題。One of the purposes of the present invention is to solve the problem that the delivery method easily causes transaction delays.

本發明的一目的之一,在於解決更改訂單所產生之交易延遲狀況。One of the purposes of the present invention is to solve the transaction delay caused by changing orders.

本發明揭露一種交易風控裝置,包含:一收發單元,接受至少一來自一用戶設備且目標位址為一交易所設備的一交易封包,或接受至少一來自交易所設備且目標位址為用戶設備的回覆封包;一風控判斷單元,連接收發單元,風控判斷單元記憶自收發單元取得的每一交易封包,風控判斷單元設定有複數可對交易封包進行比對的一風控條件;其中,用戶設備產生一更改交易封包至交易所設備,更改交易封包用以替換同樣自用戶設備之產生之交易封包;以及風控判斷單元不對更改交易封包進行比對或檢查,風控判斷單元轉發更改交易封包至交易所設備。The present invention discloses a transaction risk control device, comprising: a transceiver unit, receiving at least one transaction packet from a user device and whose target address is an exchange device, or receiving at least one reply packet from an exchange device and whose target address is the user device; a risk control judgment unit, connected to the transceiver unit, the risk control judgment unit memorizes each transaction packet obtained from the transceiver unit, and the risk control judgment unit is set with a plurality of risk control conditions that can be compared with the transaction packets; wherein the user device generates a modified transaction packet to the exchange device, and the modified transaction packet is used to replace the transaction packet generated by the user device; and the risk control judgment unit does not compare or check the modified transaction packet, and the risk control judgment unit forwards the modified transaction packet to the exchange device.

本發明一實施例中,更改交易封包被設定為滿足下列條件:該用戶設備依據一帳戶餘額資料設定為一最大交易價格,且用戶設備所產生之更改交易封包的交易價格不超過最大交易價格。In one embodiment of the present invention, the transaction change packet is set to meet the following conditions: the user equipment is set to a maximum transaction price based on an account balance data, and the transaction price of the transaction change packet generated by the user equipment does not exceed the maximum transaction price.

本發明一實施例中,更改交易封包被設定為滿足下列條件:該用戶設備允許更改交易封包的交易價格降低或增加,但更改交易封包的交易數量只允許減少。In one embodiment of the present invention, the change transaction package is set to meet the following conditions: the user device allows the transaction price of the change transaction package to be reduced or increased, but the transaction quantity of the change transaction package is only allowed to be reduced.

本發明一實施例中,當交易所設備允許更改交易封包取代原交易封包時,則交易所設備發送一更改交易回傳報告至風控判斷單元,風控判斷單元轉發更改交易回傳報告至用戶設備;其中,當更改交易回傳報告至用戶設備時,交易風控裝置比較更改交易封包與原交易封包的數量與交易金額進行保證金或倉位返還。In one embodiment of the present invention, when the exchange equipment allows the modification of the transaction package to replace the original transaction package, the exchange equipment sends a modified transaction feedback report to the risk control judgment unit, and the risk control judgment unit forwards the modified transaction feedback report to the user equipment; wherein, when the modified transaction feedback report is sent to the user equipment, the transaction risk control device compares the quantity and transaction amount of the modified transaction package with the original transaction package to return the margin or position.

本發明詳細說明及技術內容,茲配合圖式說明如下:The detailed description and technical contents of the present invention are as follows with reference to the accompanying drawings:

請同時參閱圖1與圖2,圖1顯示本發明交易風控裝置100於一實施例傳送交易封包310之示意圖,圖2顯示本發明交易風控裝置100於一實施例傳送回覆封包410之示意圖;交易風控裝置100為一現場可程式化邏輯閘陣列(Field Programmable Gate Array,簡稱FPGA),FPGA可進行快速運算以實現低延遲特性。Please refer to Figure 1 and Figure 2 at the same time. Figure 1 shows a schematic diagram of the transaction risk control device 100 of the present invention transmitting a transaction packet 310 in an embodiment, and Figure 2 shows a schematic diagram of the transaction risk control device 100 of the present invention transmitting a reply packet 410 in an embodiment; the transaction risk control device 100 is a field programmable gate array (Field Programmable Gate Array, abbreviated as FPGA), and FPGA can perform fast calculations to achieve low latency characteristics.

在本實施例中,交易風控裝置100包含收發單元10與風控判斷單元20,且收發單元10連接用戶設備300與交易所設備400;收發單元10包含連接用戶設備300的用戶收發端口11,以及連接交易所設備400的交易所收發端口12。In this embodiment, the transaction risk control device 100 includes a transceiver unit 10 and a risk control judgment unit 20, and the transceiver unit 10 connects the user equipment 300 and the exchange equipment 400; the transceiver unit 10 includes a user transceiver port 11 connected to the user equipment 300, and an exchange transceiver port 12 connected to the exchange equipment 400.

其中,用戶收發端口11接收至少來自用戶設備300的交易封包310;相對應地,交易所收發端口12接收來自該交易所設備400的回覆封包410。進一步地,交易封包310的目標位址為交易所設備400,回覆封包410的目標位址為用戶設備300,且用戶設備300與交易所設備400之間是以TMP(Taifex Message Protocol)傳輸協定進行資料傳遞;換言之,交易封包310與回覆封包410使用的訊框架構相同,使收發單元10接收交易封包310或回覆封包410時,交易風控裝置100無須額外對交易封包310或回覆封包410進行轉譯或是轉址。The user transceiver port 11 receives at least a transaction packet 310 from the user device 300; correspondingly, the exchange transceiver port 12 receives a reply packet 410 from the exchange device 400. Furthermore, the target address of the transaction packet 310 is the exchange device 400, and the target address of the reply packet 410 is the user device 300, and the user device 300 and the exchange device 400 use the TMP (Taifex Message Protocol) transmission protocol for data transmission; in other words, the transaction packet 310 and the reply packet 410 use the same signal frame structure, so that when the transceiver unit 10 receives the transaction packet 310 or the reply packet 410, the transaction risk control device 100 does not need to additionally translate or redirect the transaction packet 310 or the reply packet 410.

在一實施例中,又,每一該交易封包310與每一該回覆封包410分別具有一委託書欄位(圖未示),該回覆封包410是該交易所設備400基於所接收的交易封包310所產生,使得回覆封包410的委託書欄位會與交易封包310的委託書欄位上記載相同的資料;舉例來說,假設其中一交易封包310的委託書欄位記載為資料Xy013時,交易所設備400接收前述交易封包310後,基於交易封包310產生回覆封包410時,回覆封包410的該委託書欄位411同樣記載為資料Xy013。In one embodiment, each of the transaction packets 310 and each of the reply packets 410 respectively has a mandate field (not shown), and the reply packet 410 is generated by the exchange device 400 based on the received transaction packet 310, so that the mandate field of the reply packet 410 will record the same data as the mandate field of the transaction packet 310; for example, assuming that the mandate field of one of the transaction packets 310 records the data Xy013, after the exchange device 400 receives the aforementioned transaction packet 310, when the reply packet 410 is generated based on the transaction packet 310, the mandate field 411 of the reply packet 410 also records the data Xy013.

風控判斷單元20連接收發單元10,風控判斷單元20記憶自收發單元10取得的每一交易封包310,風控判斷單元20設定有至少一個可對交易封包310進行比對的風控條件21。風控判斷單元20基於交易封包310與風控條件21比對後的結果,以二發送狀態處置每一交易封包310,並且風控判斷單元20在接收每一回覆封包410時以委託書欄位記載相同的其中一交易封包310進行比對,並以二回覆狀態處置每一回覆封包410。又,一實施例中,本發明風控判斷單元20採平行運算實施,風控判斷單元20於接收該交易封包310後可同時比對風控條件21,藉此令交易風控裝置100實現快速運算。The risk control judgment unit 20 is connected to the transceiver unit 10. The risk control judgment unit 20 stores each transaction packet 310 obtained from the transceiver unit 10. The risk control judgment unit 20 is set with at least one risk control condition 21 that can be compared with the transaction packet 310. The risk control judgment unit 20 processes each transaction packet 310 in a second sending state based on the result of the comparison between the transaction packet 310 and the risk control condition 21. When receiving each reply packet 410, the risk control judgment unit 20 compares it with one of the transaction packets 310 with the same field in the power of attorney, and processes each reply packet 410 in a second reply state. Furthermore, in one embodiment, the risk control judgment unit 20 of the present invention is implemented by parallel computing. After receiving the transaction packet 310, the risk control judgment unit 20 can simultaneously compare the risk control conditions 21, thereby enabling the transaction risk control device 100 to achieve fast computing.

承上,假設該交易封包310與該些風控條件21相符,風控判斷單元20在接收前述交易封包310時,交易封包310未觸發任一風控條件21,風控判斷單元20不會修改該交易封包310,而直接發送該交易封包310予該交易所設備400。當交易封包310與些風控條件21不符,風控判斷單元20接收前述交易封包310時,該交易封包310觸發風控條件21的至少其一,風控判斷單元20修改交易封包310後向交易所設備400發送修改後的交易封包320,令該交易所設備400視該交易封包310為無效交易;換言之,風控單元在判斷交易封包310觸發風控條件21後,風控單元20可修改交易封包310中的任一欄位,例如用戶資料欄位、期貨商編號欄位、商品代號欄位等。As mentioned above, assuming that the transaction packet 310 is consistent with the risk control conditions 21, when the risk control judgment unit 20 receives the aforementioned transaction packet 310, the transaction packet 310 does not trigger any risk control condition 21, the risk control judgment unit 20 will not modify the transaction packet 310, and directly send the transaction packet 310 to the exchange device 400. When the transaction packet 310 does not comply with the risk control conditions 21, when the risk control determination unit 20 receives the aforementioned transaction packet 310, the transaction packet 310 triggers at least one of the risk control conditions 21. The risk control determination unit 20 modifies the transaction packet 310 and then sends the modified transaction packet 320 to the exchange device 400, so that the exchange device 400 regards the transaction packet 310 as an invalid transaction. In other words, after the risk control unit determines that the transaction packet 310 triggers the risk control condition 21, the risk control unit 20 may modify any field in the transaction packet 310, such as the user information field, the futures trader number field, the commodity code field, etc.

在一實施例中,風控判斷單元20在接收回覆封包410時,風控判斷單元20透過回覆封包410的該委託書欄位提取與前述該委託書欄位具有相同記載的交易封包310,並比對回覆封包410與前述交易封包310,假設回覆封包410與其中一交易封包310所載交易資訊相符時,風控判斷單元20不會修改回覆封包410,而直接發送該回覆封包410至用戶設備300。當回覆封包410與其中一交易封包310所載交易資訊不符時,風控判斷單元20基於比對的交易封包310修改該回覆封包410後,風控判斷單元20向用戶設備300發送修改後的回覆封包410,使用戶設備300可基於修改後的該回覆封包410了解該交易封包310交易失敗的原因。In one embodiment, when the risk control judgment unit 20 receives the reply packet 410, the risk control judgment unit 20 extracts the transaction packet 310 having the same record as the aforementioned power of attorney field through the power of attorney field of the reply packet 410, and compares the reply packet 410 with the aforementioned transaction packet 310. Assuming that the reply packet 410 matches the transaction information contained in one of the transaction packets 310, the risk control judgment unit 20 will not modify the reply packet 410, but directly send the reply packet 410 to the user device 300. When the reply packet 410 does not match the transaction information contained in one of the transaction packets 310, the risk control judgment unit 20 modifies the reply packet 410 based on the compared transaction packet 310, and then sends the modified reply packet 410 to the user device 300, so that the user device 300 can understand the reason for the failure of the transaction packet 310 based on the modified reply packet 410.

請參考圖3與圖4,圖3顯示本發明交易風控裝置100於一實施例傳送更改交易封包ORP之示意圖,圖4顯示本發明交易風控裝置100於一實施例傳送交易回傳報告ERP之示意圖;若使用者需修改已經下單之交易內容時,用戶設備300產生更改交易封包ORP至交易所設備400,更改交易封包ORP用以替換同樣自用戶設備300之產生之交易封包310,換言之,交易所設備400依據更改交易封包ORP進行修改下單的商品種類或數量。 Please refer to Figures 3 and 4. Figure 3 shows a schematic diagram of the transaction risk control device 100 of the present invention transmitting a modified transaction package ORP in an embodiment, and Figure 4 shows a schematic diagram of the transaction risk control device 100 of the present invention transmitting a transaction feedback report ERP in an embodiment; if the user needs to modify the transaction content of an already placed order, the user device 300 generates a modified transaction package ORP to the exchange device 400, and the modified transaction package ORP is used to replace the transaction package 310 generated by the user device 300. In other words, the exchange device 400 modifies the type or quantity of the ordered commodity according to the modified transaction package ORP.

請注意,在本實施例中,風控判斷單元20不對更改交易封包ORP進行比對或檢查;即當風控判斷單元20接收來自用戶設備300產生更改交易封包ORP時,風控判斷單元20僅轉發更改交易封包ORP至交易所設備400。 Please note that in this embodiment, the risk control judgment unit 20 does not compare or check the modified transaction packet ORP; that is, when the risk control judgment unit 20 receives the modified transaction packet ORP generated from the user device 300, the risk control judgment unit 20 only forwards the modified transaction packet ORP to the exchange device 400.

在本實施例中,更改交易封包ORP被設定為滿足下列條件: In this embodiment, the change transaction packet ORP is set to meet the following conditions:

1.交易風控裝置100依據用戶設備300的一帳戶餘額資料設定為最大的交易價格,且更改交易封包ORP的交易價格不超過最大的交易價格;如此一來,用戶設備300產生的改交易封包ORP可以避免交易金額過高,而無法取代原本用戶設備300之產生之交易封包310。 1. The transaction risk control device 100 sets the maximum transaction price according to the balance data of an account of the user device 300, and the transaction price of the modified transaction package ORP does not exceed the maximum transaction price; in this way, the modified transaction package ORP generated by the user device 300 can avoid the transaction amount being too high and cannot replace the original transaction package 310 generated by the user device 300.

2.用戶設備300產生更改交易封包ORP時,用戶設備300允許更改交易封包ORP的交易價格降低或增加;請注意,用戶設備300只允許更改交易封包ORP內的交易數量減少;即,更改交易封包ORP的交易價格與交易封包310相較下是不限制降低或增加,但是改交易封包ORP的交易數量與交易封包310相較下是不允許增加的,故交易風控裝置100可以避免更改交易封包ORP的交易價格超過最大的交易價格或超過帳戶餘額資料。 2. When the user device 300 generates a change in the transaction package ORP, the user device 300 allows the transaction price of the change in the transaction package ORP to be reduced or increased; please note that the user device 300 only allows the transaction quantity in the change in the transaction package ORP to be reduced; that is, the transaction price of the change in the transaction package ORP is not restricted to be reduced or increased compared with the transaction package 310, but the transaction quantity of the change in the transaction package ORP is not allowed to be increased compared with the transaction package 310, so the transaction risk control device 100 can prevent the transaction price of the change in the transaction package ORP from exceeding the maximum transaction price or exceeding the account balance data.

承上所述,當交易所設備400允許更改交易封包ORP取代原交易封包310時,則交易所設備400發送一更改交易回傳報告ERP至風控判斷單元20,風控判斷單元20僅轉發更改交易回傳報告ERP至用戶設備300;其中,當更改交易回傳報告ERP至用戶設備300時,交易風控裝置100比較更改交易封包ORP與原交易封包310的數量與交易金額進行保證金或倉位返還。As mentioned above, when the exchange device 400 allows the change of the transaction package ORP to replace the original transaction package 310, the exchange device 400 sends a change transaction feedback report ERP to the risk control judgment unit 20, and the risk control judgment unit 20 only forwards the change transaction feedback report ERP to the user device 300; wherein, when the change transaction feedback report ERP is sent to the user device 300, the transaction risk control device 100 compares the quantity and transaction amount of the change transaction package ORP with the original transaction package 310 to return the margin or position.

綜上所述,用戶透過期貨經紀商向期貨交易所提出更改訂單請求時,風控判斷單元20僅轉發更改交易封包至用戶設備300、或轉發更改交易回傳報告至交易所設備400;因風控判斷單元20不須重複前述風控條件判斷步驟,可避免交易請求延遲。除此之外,本發明透過交易封包以用戶設備作為目標位址,回覆封包以用戶設備作為目標位址,使風控判斷單元無須對交易封包或回覆封包進行轉址,以降低交易封包與回覆封包的延遲狀況。In summary, when a user submits a request to change an order to a futures exchange through a futures broker, the risk control judgment unit 20 only forwards the change transaction packet to the user device 300, or forwards the change transaction return report to the exchange device 400; since the risk control judgment unit 20 does not need to repeat the aforementioned risk control condition judgment step, the transaction request delay can be avoided. In addition, the present invention uses the user device as the target address for the transaction packet and the user device as the target address for the reply packet, so that the risk control judgment unit does not need to redirect the transaction packet or the reply packet, thereby reducing the delay of the transaction packet and the reply packet.

100:交易風控裝置 11:用戶收發端口 12:交易所收發端口 20:風控判斷單元 21:風控條件 300:用戶設備 400:交易所設備 310:交易封包 410:回覆封包 ORP:更改交易封包 ERP:更改交易回傳報告 100: Transaction risk control device 11: User transceiver port 12: Exchange transceiver port 20: Risk control judgment unit 21: Risk control conditions 300: User equipment 400: Exchange equipment 310: Transaction packet 410: Reply packet ORP: Change transaction packet ERP: Change transaction feedback report

[圖1]顯示本發明交易風控裝置100於一實施例傳送交易封包310之示意圖。 [圖2]顯示本發明交易風控裝置100於一實施例傳送回覆封包410之示意圖。 [圖3]顯示本發明交易風控裝置100於一實施例傳送更改交易封包ORP之示意圖。 [圖4]顯示本發明交易風控裝置100於一實施例傳送交易回傳報告ERP之示意圖。 [Figure 1] shows a schematic diagram of the transaction risk control device 100 of the present invention transmitting a transaction packet 310 in an embodiment. [Figure 2] shows a schematic diagram of the transaction risk control device 100 of the present invention transmitting a reply packet 410 in an embodiment. [Figure 3] shows a schematic diagram of the transaction risk control device 100 of the present invention transmitting a modified transaction packet ORP in an embodiment. [Figure 4] shows a schematic diagram of the transaction risk control device 100 of the present invention transmitting a transaction feedback report ERP in an embodiment.

100:交易風控裝置 100: Transaction risk control device

11:用戶收發端口 11: User sending and receiving port

12:交易所收發端口 12: Exchange sending and receiving port

20:風控判斷單元 20: Risk control judgment unit

21:風控條件 21: Risk control conditions

300:用戶設備 300: User equipment

400:交易所設備 400: Exchange equipment

ORP:更改交易封包 ORP: Change transaction packet

Claims (6)

一種交易風控裝置,包含: 一收發單元,接受至少一來自一用戶設備且目標位址為一交易所設備的一交易封包,或接受至少一來自該交易所設備且目標位址為該用戶設備的回覆封包;以及 一風控判斷單元,連接該收發單元,該風控判斷單元記憶自該收發單元取得的每一該交易封包,該風控判斷單元設定有複數可對該交易封包進行比對的一風控條件; 其中,該用戶設備產生一更改交易封包至該交易所設備,該更改交易封包用以替換同樣自該用戶設備之產生之該交易封包;以及 該風控判斷單元不對該更改交易封包進行比對或檢查,該風控判斷單元轉發該更改交易封包至該交易所設備。 A transaction risk control device comprises: A transceiver unit, receiving at least one transaction packet from a user device and whose destination address is an exchange device, or receiving at least one reply packet from the exchange device and whose destination address is the user device; and A risk control judgment unit, connected to the transceiver unit, the risk control judgment unit memorizes each transaction packet obtained from the transceiver unit, and the risk control judgment unit sets a plurality of risk control conditions that can be compared with the transaction packet; Wherein, the user device generates a modified transaction packet to the exchange device, and the modified transaction packet is used to replace the transaction packet generated from the user device; and The risk control judgment unit does not compare or check the modified transaction packet, and the risk control judgment unit forwards the modified transaction packet to the exchange device. 根據請求項1所述的交易風控裝置,其中,該更改交易封包被設定為滿足下列條件: 該用戶設備依據一帳戶餘額資料設定為一最大交易價格,且該用戶設備所產生之該更改交易封包的交易價格不超過該最大交易價格。 According to the transaction risk control device described in claim 1, the modified transaction package is set to meet the following conditions: The user device is set to a maximum transaction price based on an account balance data, and the transaction price of the modified transaction package generated by the user device does not exceed the maximum transaction price. 根據請求項1或2所述的交易風控裝置,其中,該更改交易封包被設定為滿足下列條件: 該用戶設備允許該更改交易封包的交易價格降低或增加,但該更改交易封包的交易數量只允許減少。 According to the transaction risk control device described in claim 1 or 2, the modified transaction package is set to meet the following conditions: The user device allows the transaction price of the modified transaction package to be reduced or increased, but the transaction quantity of the modified transaction package is only allowed to be reduced. 根據請求項3所述的交易風控裝置,其中,當該交易所設備允許該更改交易封包取代原該交易封包時,則該交易所設備發送一更改交易回傳報告至該風控判斷單元,該風控判斷單元轉發該更改交易回傳報告至該用戶設備;其中,當該更改交易回傳報告至該用戶設備時,該交易風控裝置比較該更改交易封包與原該交易封包的數量與交易金額進行保證金或倉位返還。According to the transaction risk control device described in claim 3, when the exchange device allows the changed transaction package to replace the original transaction package, the exchange device sends a changed transaction feedback report to the risk control judgment unit, and the risk control judgment unit forwards the changed transaction feedback report to the user device; when the changed transaction feedback report is sent to the user device, the transaction risk control device compares the quantity and transaction amount of the changed transaction package with the original transaction package to return the margin or position. 根據請求項4所述的交易風控裝置,其中,該交易封包與該回覆封包使用的訊框架構相同,該交易封包與該回覆封包分別具有一委託書欄位,該回覆封包的該委託書欄位與該交易封包的該委託書欄位記載相同。According to the transaction risk control device described in claim 4, the transaction packet and the reply packet use the same signal frame structure, the transaction packet and the reply packet each have a power of attorney field, and the power of attorney field of the reply packet contains the same information as the power of attorney field of the transaction packet. 根據請求項5所述的交易風控裝置,其中,該風控判斷單元以二發送狀態處置該交易封包,該二發送狀態的其一為該交易封包未觸發該風控條件而直接向該交易所設備發送,該二發送狀態的另一為該交易封包觸發任一該風控條件時修改該交易封包向該交易所設備發送,該風控判斷單元接收每一該回覆封包時與該委託書欄位記載相同的其中一該交易封包進行比對並以二回覆狀態處置每一該回覆封包,該二回覆狀態的其一為該回覆封包與其中一該交易封包所載交易資訊相符時直接向該用戶設備發送,該二回覆狀態的另一為該回覆封包與其中一該交易封包所載交易資訊不符時基於比對的該交易封包修改該回覆封包後向該用戶設備發送。According to the transaction risk control device described in claim 5, the risk control judgment unit processes the transaction packet in two sending states, one of which is that the transaction packet does not trigger the risk control condition and is directly sent to the exchange device, and the other of which is that when the transaction packet triggers any of the risk control conditions, the transaction packet is modified and sent to the exchange device, and the risk control judgment unit receives each reply packet and sends it to the power of attorney. The field records the same one of the transaction packets for comparison and processes each of the reply packets with two reply states. One of the two reply states is that when the reply packet matches the transaction information contained in one of the transaction packets, the reply packet is directly sent to the user equipment. The other of the two reply states is that when the reply packet does not match the transaction information contained in one of the transaction packets, the reply packet is modified based on the compared transaction packet and then sent to the user equipment.
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