An MAS Framework for Speculative Trading Research in Stock Index Futures Market

[Abstract] In this paper, we develop a futures trading simulation system to determine how speculative behavior affects the futures market. A configurable client is designed to simulate traders, and users can define trade strategies using different programming languages. A lightweight server is designed to handle large⁃scale and highly concurrent access requests from clients. HBase is chosen as the database to grantee scalability of the system. As HBase only supports single⁃row transaction, a transaction support mechanism is developed to improve data consistency for HBase. The HBase transaction support mechanism supports multi⁃row and multi⁃table by using two phase commit protocol. The experiments indicate that our system shows high efficiency in the face of the large scale and high concurrency access request, and the read/write performance loss of HBase introduced by the transaction support mechanisms is also acceptable.

[Keywords] NOSQL; transaction management; isolation level; multi⁃agent system