Options Contract Product Design and Logic ModelingContract Definition and Parameter Settings:Includes underlying assets (such as BTC, ETH, stock indices, etc.), strike price, expiration date, option type (European/American), call/put direction, and more.Supports automatic contract generation and lifecycle management, covering processes such as creation, listing, matching, and expiration settlement.Pricing Models and Risk Control Mechanisms:Uses the Black-Scholes model, Binomial Tree model, or Monte Carlo simulation for options pricing.Introduces risk indicators (such as Greeks: Delta, Gamma, Theta, Vega, etc.) for real-time risk control monitoring.Establishes margin mechanisms, forced liquidation rules, liquidity management strategies, and more to safeguard platform security.Order Matching Engine:Supports multiple order types including limit orders, market orders, and iceberg orders.Implements matching logic based on Price-Time Priority.High-concurrency processing capability, supporting tens of thousands of order matches per second.2. System Architecture and Module DivisionTrading Engine Module:Responsible for order processing, matching, and trade records.High-performance, low-latency design with support for distributed deployment.Clearing and Settlement Module:Supports daily clearing, expiration settlement, and exercise processing.Supports automatic settlement and manual intervention mechanisms.Risk Control and Compliance Module:Real-time monitoring of account risk, position limits, and abnormal price fluctuations.Supports compliance processes such as KYC, AML, and anti-fraud.Data Storage and Query:Uses time-series databases to store market and trading data.Uses relational databases to store user information,......
