This study takes the "securities trading system" of the Shanghai Stock Exchange as a business scenario to study the optimization algorithm of the high-performance consortium blockchain. based on the research of the key technologies of the consortium blockchain and the business of the securities transaction system, this study proposes a design of the consortium blockchain architecture and conducts a detailed analysis of the key technologies that can improve the performance of the consortium blockchain, such as separation of business logic and consensus, optimization of storage, and optimization of digital signature verification (including merger verification and GPU acceleration). Finally, the study conducts a series of comparative experiments to verify the effectiveness of these optimization strategies.