US 10,467,696 B1 · Timing mechanisms to enhance the security of online networks

Abstract

Disclosed embodiments provide a computing system configured to match a set of transactions associated with an online trading system. The computing system includes a memory that includes a client service engine, a price update event engine, and a match processing engine. The computing system further includes a processor coupled to the memory. When executing the client service engine, the processor is configured to receive, from one or more client devices, a plurality of order requests during a first interval of configurable duration. When executing the price update event engine, the processor is configured to set a plurality of mid-rate prices corresponding to the first interval. When executing the match processing engine, the processor is configured to determine that the first interval has expired, and in response, match a first order request included in the plurality of order requests with a second order request included in the plurality of order requests.

Claims19

Dependent claims

A computing system for executing a set of transactions, the computer system comprising:

a memory storing instructions, wherein the memory includes at least one ring buffer;
and
a processor that is coupled to the memory, and when executing the instructions, is configured to:
receive, from one or more client devices, a first plurality of order requests during a first interval of configurable duration;
store the first plurality of order requests into the at least one ring buffer;
assign each order request included in the first plurality of order requests to a separate processing thread included in a plurality of processing threads;
set a plurality of mid-rate prices corresponding to the first interval;
determine that the first interval has expired, and
in response to determining that the first interval has expired, process the plurality of order requests by matching a first order request included in the plurality of order requests with a second order request included in the plurality of order requests, wherein each processing thread included in the plurality of processing threads processes an assigned order request.

6 more elements

One or more non-transitory computer-readable storage media including instructions that, when executed by one or more processors, cause the one or more processors to match a set of transactions associated with a networked computer system by performing the steps of:

receiving, by an online trading system, from one or more client devices, a first plurality of order requests during a first interval of configurable duration;
storing, by the online trading system, the first plurality of order requests into at least one ring buffer;
assigning, by the online trading system, each order request included in the first plurality of order requests to a separate processing thread included in a plurality of processing threads;
setting a plurality of mid-rate prices corresponding to the first interval;
determining that the first interval has expired;
and
in response, processing, by the online trading system, the plurality of order requests by matching a first order request included in the first plurality of order requests with a second order request included in the first plurality of order requests, wherein each processing thread included in the plurality of processing threads processes an assigned order request.

4 more elements

Dependencies are inferred from the claim text.

Timing mechanisms to enhance the security of online networks

Life of this patent

Timing mechanisms to enhance the security of online networks

Life of this patent

Abstract

Claims19