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証券プラットフォームにおける執行機能
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m.toda
September 15, 2020
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証券プラットフォームにおける執行機能
Inside Fintech Meetup ~ Finatext × Kyash × FOLIO ~
m.toda
September 15, 2020
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Transcript
ূ݊ϓϥοτϑΥʔϜʹ͓͚ Δࣥߦػೳ 2020/9/15
ࣗݾհ • ށా ਅ࢙ʢͱͩ ·͞͠ʣ • େֶӃ(ཧϑΝΠφϯε) -> ϔοδϑΝϯυ ->
Finatextڞಉۀ • ݱࡏɺ ূ݊ϓϥοτϑΥʔϜ BaaSͷ։ൃӡ༻ʹܞΘ͍ͬͯΔ
͡Ίʹ • Fixnatextάϧʔϓͷূ݊ձࣾͰ͋ΔSmartplusͰɺূ݊ϓϥοτ ϑΥʔϜͰ͋ΔBaaSʢBrokerage as a Serviceʣͷӡ༻։ൃΛߦͳͬ ͍ͯΔ • BaaS΄΅ͯ͢ͷػೳΛGoͰ։ൃ
• ࠓճূ݊ձࣾͷۀͷதͰɺಛʹגࣜऔҾͷࣥߦػೳʹؔͯ͠հ ͢Δ
ূ݊ձࣾͰגͷऔҾ: ҕୗͱ૬ର • ސ٬͕ূ݊ձࣾͰߦ͏גͷചങʹɺҕୗऔҾͱ૬ରऔҾͷ̎ͭͷύ λʔϯ͕͋Δ • ҕୗऔҾ ɾɾɾূ݊ձ͕ࣾސ٬ͷจΛऔҾॴऔΓ࣍͗Λߦ͏ • ૬ରऔҾ
ɾɾɾূ݊ձ͕ࣾചങͷ૬खͱͳΔऔҾ
ҕୗऔҾͷྲྀΕ • ސ٬͔ΒͷจΛड͚ɺऔҾॴऔΓ͙࣍ • औҾॴΞΫηεग़དྷΔͷձһͷূ݊ձࣾͷΈɻձһͰͳ͍ূ݊ձ ࣾձһͷূ݊ձࣾ(ళ)Λܦ༝ͯ͠จΛग़͢ #BB4 0.4 '*9 Τ
ϯ δ ϯ ূ݊औҾॴ ձһূ݊ձࣾ '*9 Τ ϯ δ ϯ จߴ ใ จ จ จ ఆ ఆ จड ߴཧ FIXϓϩτίϧ
ҕୗऔҾγεςϜ - OMS • Order Management System • ސ٬ͷจͷडɾൃ੍ޚϦΞϧλΠϜͷߴͳͲΛཧ #BB4
0.4 '*9 Τ ϯ δ ϯ ূ݊औҾॴ ձһূ݊ձࣾ '*9 Τ ϯ δ ϯ จߴ ใ จ จ จ ఆ ఆ จड ߴཧ FIXϓϩτίϧ
ҕୗऔҾγεςϜ - OMS • ސ٬ͷจͷडɾൃͷ੍ޚ • ങจ࣌ʹ͖ͪΜͱ͓͕ۚ͋Δ͔ʁ͍࣋ͬͯΔגҎ্ͷגΛച Ζ͏ͱ͍ͯ͠ͳ͍͔ͳͲͷνΣοΫ • จঢ়ଶʢจத,
ఆ, औফத, ࣦޮ, etc.ʣͷཧ • ٯࢦจ(ಛఆͷגՁʹͳͬͨ࣌ʹจૹ৴)ͷ੍ޚ • จ͕ఆͨ͠Βߴʹөͤ͞ΔͳͲͳͲ
ҕୗऔҾγεςϜ - FIXΤϯδϯ • ۀऀؒͷΓऔΓFIXͱݺΕΔϓϩτίϧͰߦΘΕΔ • FIXΤϯδϯ͕FIXϓϩτίϧͰจͷൃఆͷ௨ͳͲͷΓऔΓ Λߦ͏ #BB4 0.4
'*9 Τ ϯ δ ϯ ূ݊औҾॴ ձһূ݊ձࣾ '*9 Τ ϯ δ ϯ จߴ ใ จ จ จ ఆ ఆ จड ߴཧ FIXϓϩτίϧ
ҕୗऔҾγεςϜ - FIXΤϯδϯ • FIXϓϩτίϧʹ४ڌͨ͠ϝοηʔδసૹ(tcp)Λߦ͏ιϑτΣΞΛFIXΤϯδϯ ͱݺΜͰ͍Δ • ৽نจɺఆɺऔফͳͲͷใΛFIXϝοηʔδมͯ͠ΓऔΓΛ͢Δ • ϩάΠϯखॱɺిจ͕ϩετͨ͠߹ͷ࠶ૹॲཧͳͲϓϩτίϧʹنఆ͞
Ε͍ͯΔ • FIXϝοηʔδͷྫ(ϩάΠϯ) 8=FIX.4.2|9=69|35=A|34=1|49=SENDER|52=20200608-22:36:08.683|56=RECVER|98=1|108=30|10=040|
ҕୗऔҾγεςϜ #BB4 0.4 '*9Τϯδϯ ϩάΠϯɺϝο ηʔδ௨൪ཧɺ ࠶ૹॲཧɺFUDʜ ձһূ݊ձࣾ '*9 Τ
ϯ δ ϯ จߴ ใ จ จ ఆ จड ༨ྗνΣοΫɾ߆ଋɺച ങن੍ɺetc… ߴཧ จঢ়ଶߋ৽ɺ ߴɾ༨ྗͷ ө FIXϓϩτίϧ '*9
ҕୗऔҾγεςϜ - ·ͱΊ • ސ٬ͷจΛࢢΓͳ͘औΓ͙࣍͜ͱ͕ॏཁ • ৴པੑ&εϐʔυˍίετ • αʔϏεͷࠩผԽ •
༷ʑͳจํ๏ͷఏڙɾɾɾٯࢦ, εϥΠε, etc… • ࠷ྑࣥߦɾɾɾPTSɾμʔΫϓʔϧͷ׆༻
૬ରऔҾ • ސ٬ͷจΛࢢऔΓ͙࣍ͷͰͳ͘ɺূ݊ձࣾࣗ(ࣗݾצఆ)͕ ചങͷ૬खํͱͳΔऔҾ • औҾॴͰऔҾग़དྷͳ͍औΓѻ͍Մೳ • ୯ݩະຬג • จํ๏औҾՁ֨(߹ཧతͳൣғͰ)ܾΊΔࣄ͕Ͱ͖Δ
• ఆ࣌ͭΈͨͯɺόεέοτจ
૬ରऔҾͷྲྀΕ • ސ٬ͱূ݊ձࣾͷࣗݾצఆͷؒͰചങͷఆॲཧΛߦ͏ • ࣗݾצఆଆඞཁʹԠͯ͡֎෦ۀऀͱͷऔҾΛߦ͍ɺࣗݾͷߴɾϦ εΫΛཧ͢Δ #BB4 ސ٬0.4 ূ݊ձࣾɾূ݊औҾॴ '*9
Τ ϯ δ ϯ จߴ ใ จ จड ߴཧ ࣗݾצఆཧ ࣗݾߴ ใ ࣗݾOMS ߴཧ ϝʔϧɾి BBGɾνϟοτ ૬ରऔҾ
(ྫ) ୯ݩະຬגऔҾ • ্גࣜͰ͋ͬͯ୯ݩະຬͷגࣜऔҾॴͰऔҾ͞Εͳ͍ • ࣗݾͰࢢ͔Β100גΛങ͚ɺͦͷͷ1גΛސ٬ʹച٫͢Δɻ Γͷ99גࣗݾͷߴͱͯ͠Δ (͋Δ͍ଞͷ૬ରऔҾʹ͏) #BB4 ސ٬0.4
ࢢ '*9 Τ ϯ δ ϯ จߴ ใ ୯ݩະຬג ങจ (1ג) จड ߴཧ ࣗݾצఆཧ ࣗݾߴ ใ ࣗݾOMS ߴཧ ങ 100ג @ Market ఆ 1ג @ XX ԁ ࣗݾ 99ג
૬ରऔҾγεςϜ - ఆॲཧ • ૬ରऔҾ(ސ٬-ࣗݾ)ͷจɾఆॲཧ • αʔϏεͷ༰ʹΑ༷ͬͯʑ (ରฑɾจλΠϛϯάɾఆՁ ֨ɾɾɾ) •
૬ରऔҾͷఆՁ֨ͱࢢͰऔҾͨ͠Ձ֨ͷֹࠩূ݊ձࣾͷτ ϨʔσΟϯάଛӹͱͳΔ
૬ରऔҾγεςϜ - ࣗݾצఆཧ • (ࣗݾצఆ) ൃγεςϜ • ࢢऔҾ͕ඞཁͳྔͷܭࢉൃλΠϛϯάͷઃܭ • ൃిࢠత(FIX)ʹग़དྷΔͷ͋Εɺͦ͏Ͱͳ͍(νϟοτɾ
ϝʔϧɾిʂ)ͷ͋Δ • ࣗݾߴཧ • ߴ͕ͬͨ߹ͷࢢϦεΫͷࢹɾϔοδऔҾ
૬ରऔҾγεςϜ - ·ͱΊ • ࢿՈͷจɾߴཧʹՃ͑ͯɺചങͷ૬खͱͳΔࣗݾצఆଆͷൃ ɾཧγεςϜ͕ඞཁ • ϢχʔΫͳαʔϏεΛఏڙͰ͖ΔΑ͏ʹͳΔ໘ɺࣗݾצఆଆͷϦε Ϋͱͦͷཧํ๏ߟྀͯ͠αʔϏεͷઃܭΛߦ͏ඞཁ͕͋Δ
·ͱΊ • ҕୗऔҾ • ৴པੑɾεϐʔυɾίετ • ݎ࿚ͳγεςϜઃܭɾΠϯϑϥߏங͕ಘҙͳਓʂ • ૬ରऔҾ •
ಛ͋ΔಠࣗαʔϏεͷఏڙɾτϨʔσΟϯάଛӹ • ސ٬χʔζɾΞΠσΟΞɾϚʔέοτʹڵຯ͕͋Δਓʂ
͝ਗ਼ௌ͋Γ͕ͱ͏͍͟͝·ͨ͠ɻ