GitHub - zkws/level2-data-process

A-Share Market Data Engine

A high-performance Java backend system processing CITIC Securities-provided Level-2 data from China A-Share markets, featuring:

📈 Core Modules:

• Real-time order book reconstruction

• Tick data stream processing

Integrated with CITIC's proprietary data API, compliant with CITIC data security regulations.

*Data Source: CITIC Securities L2 feed *

This implementation demonstrates enterprise-grade Java solutions for institutional-grade market data processing.

Name		Name	Last commit message	Last commit date
Latest commit History 32 Commits
com/alphainv/tdfapi		com/alphainv/tdfapi
out/production/tdfapi		out/production/tdfapi
.gitignore		.gitignore
BBQBid.csv		BBQBid.csv
BBQTransaction.csv		BBQTransaction.csv
BrokerQueue.csv		BrokerQueue.csv
README.en.md		README.en.md
README.md		README.md
TDFAPI30.dll		TDFAPI30.dll
commons-pool2-2.4.3.jar		commons-pool2-2.4.3.jar
data-process-demo.iml		data-process-demo.iml
future.csv		future.csv
index.csv		index.csv
jedis-2.9.0.jar		jedis-2.9.0.jar
jtds-1.3.1.jar		jtds-1.3.1.jar
market.csv		market.csv
ojdbc8-21.7.0.0.jar		ojdbc8-21.7.0.0.jar
opencsv-2.3.jar		opencsv-2.3.jar
option.csv		option.csv
orai18n-19.7.0.0.jar		orai18n-19.7.0.0.jar
order.csv		order.csv
orderqueue.csv		orderqueue.csv
protobuf-java-2.5.0.jar		protobuf-java-2.5.0.jar
tdfapi.jar		tdfapi.jar
tdfapi_jni.dll		tdfapi_jni.dll
transaction.csv		transaction.csv

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