Systems and methods for reducing data lookups within a set of queues

A computer implemented method for selective out of order processing of ordered data stored in queues to reduce data lookups by a processor in communication with a memory, the method comprising:

• receiving, by the processor, a first message for a first object, the first message having a first value, a first processing priority, and a first quantity, and storing the first message in a first queue in the memory;
• receiving, by the processor, a second message for a second object, the second message having a second value, a second processing priority lower than the first priority, and a second quantity greater than the first quantity, and storing the second message in a second queue in the memory;
• generating, by the processor, a third message for a third object based on the first and second messages, including:
• calculating a third value for the third message based on the first and second values;
• assigning the second processing priority as a third priority for the third message;
• and
• assigning the first quantity as a third quantity for the third message;
• and
• storing the third message in a third queue in the memory;
• and wherein the method further includes:
• receiving, by the processor, a fourth message for the third object, the fourth message having a fourth value equal to the third value, a fourth processing priority lower than the third processing priority, and a fourth quantity;
• and storing the fourth message in the third queue;
• receiving, by the processor, a fifth message for the first object, the fifth message having a fifth value equal to the first value, a fifth processing priority lower than the fourth processing priority, and a fifth quantity, and storing the fifth message in the first queue;
• increasing, by the processor, the third quantity to be the lesser of:
• (i) the first quantity plus the fifth quantity or (ii) the second quantity;
• receiving, by the processor, a sixth message for the third object;
• and
• upon determining an occurrence of a match event between the third and sixth messages, automatically allocating all of the increased third quantity for matching with the sixth quantity, the allocating of the increased quantity comprising accessing the first or second queues to process the fourth message, before allocating any of the fourth quantity for matching with the sixth quantity, whereby the increased quantity of the third message automatically causes the processing of the fourth message and access to queues associated therewith to be avoided.

A computer system for selective out of order processing of ordered data stored in queues to reduce data lookups, the system including a computer processor coupled with a memory, the computer processor specifically configured to:

• generate, by a processor in communication with a memory, an implied message for an object based on a first constituent message associated with a first constituent object and stored in a first queue in the memory and a second constituent message associated with a second constituent object stored in a second queue in the memory, wherein each of the constituent messages is associated with a value, a processing priority, and a quantity, wherein one of the constituent messages is associated with a processing priority that is lower than the other constituent message, wherein one of the constituent messages is associated with a quantity that is lesser than the other constituent message, and wherein the implied message is associated with a value based on the values of the constituent messages, a processing priority that is equivalent to the lower of the priorities of the constituent messages, and a quantity that is equivalent to the lesser of the quantities of the constituent messages;
• store the implied message in a third queue in the memory;
• receive, and store in the third queue, a third message for the object associated with the implied message, the third message having a value equal to the value associated with the implied message;
• receive, and store in one of the first or second queues, a fourth message for the first or second constituent object associated with the first or second constituent message having the lesser quantity, the fourth message having a value equal to the value associated with the first or second constituent message having the lesser quantity, wherein the third message has a higher processing priority than the fourth message;
• increase the quantity of the implied message to be the lesser of:
• (i) the lesser of the quantities of the constituent messages plus a quantity associated with the fourth message, or (ii) the greater of the quantities of the constituent messages;
• and
• upon an occurrence of a match event which causes the processing of the implied message, automatically allocate all of the increased quantity of the implied message for matching during the match event, the allocating of the increased quantity comprising accessing the first or second queues to process the fourth message, before allocating any of the quantity associated with the third message for matching during the match event, whereby the increased quantity of the implied message automatically causes the processing of the third message and access to queues associated therewith to be avoided.

A computer system for selective out of order processing of ordered data stored in queues to reduce data lookups associated with processing of messages, the system comprising:

• means for generating an implied message for an object based on a first constituent message associated with a first constituent object and stored in a first queue in the memory and a second constituent message associated with a second constituent object stored in a second queue in the memory, wherein each of the constituent messages is associated with a value, a processing priority, and a quantity, and wherein the implied message is associated with a value based on the values of the constituent messages, a processing priority that is the lower of the priorities of the constituent messages, and a quantity that is the lesser of the quantities of the constituent messages;
• means for storing the implied message in a third queue in the memory;
• means for receiving and storing the third queue, a third message for the object associated with the implied message, the third message having a value equal to the value associated with the implied message;
• means for receiving and storing in one of the first or second queues, a fourth message for the first or second constituent object associated with the first or second constituent message having the lesser quantity, the fourth message having a value equal to the value associated with the first or second constituent message having the lesser quantity, wherein the third message has a higher processing priority than the fourth message;
• means for increasing the quantity of the implied message to be the lesser of:
• (i) the lesser of the quantities of the constituent messages plus a quantity associated with the fourth message, or (ii) the greater of the quantities of the constituent messages;
• and
• upon an occurrence of a match event which causes the processing of the implied message, means for allocating all of the increased quantity of the implied message for matching during the match event, the allocating of the increased quantity comprising accessing the first or second queues to process the fourth message, before allocating any of the quantity associated with the third message for matching during the match event, whereby the increased quantity of the implied message automatically causes the processing of the third message and access to queues associated therewith to be avoided.