Controlling operation of a trading algorithm based on operating condition rules
AssigneeTrading Technologies International, Inc.
InventorPatrick J. Rooney
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Abstract
Methods, systems and computer-readable storage media are provided for controlling operation of a trading algorithm based on operating condition rules. Certain embodiments provide a method including determining, using a computing device, an approval of use of a trading algorithm by monitoring for an occurrence of an operating condition defined in an operating condition rule. The example method includes determining if the trading algorithm complies with the operating condition rule during the occurrence of the operating condition. The example method includes sending, using the computing device, a notification to a trading instrument to approve or not approve the use of the trading algorithm. The trading algorithm is to be used to implement a trading strategy.
Claims15
A method including:
- monitoring by a deployment and execution manager in an electronic trading system operating condition data, wherein the operating condition data includes at least one of CPU load of an algorithm server and memory usage of the algorithm server;
- receiving by the deployment and execution manager a first operating condition rule, wherein the first operating condition rule specifies a deployment condition that is applied to the operating condition data, wherein the deployment condition is associated with at least one of the CPU load of the algorithm server and the memory usage of the algorithm server;
- receiving by the deployment and execution manager a command to initiate execution of a trading algorithm;
- detecting by the deployment and execution manager, in response to the monitoring, ref an occurrence of a first favorable condition at a first time based on the in the first operating condition rule associated with the trading algorithm, wherein the deployment condition specified in the first operating condition rule is applied to and the operating condition data;
- and
- sending by the deployment and execution manager, in response to detecting the occurrence of the first favorable condition, a command to set a deployment flag to a trading device in the electronic trading system to indicate to the trading device approval to deploy the trading algorithm to the algorithm server in the electronic trading system in response to the trading device receiving the command to initiate execution of the trading algorithm, wherein the trading algorithm is configured to send trading actions to an electronic exchange in the electronic trading system.
Dependencies are inferred from the claim text.