Selective delayed and undelayed database updating
AssigneeTsx Inc.
InventorsDeana Djurdjevic, Kevin Sampson, Derek Hwong
Life of this patent
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Abstract
Received data messages are delayed for further processing based on a bypass condition. Data messages that conform to the bypass condition are not delayed. Data messages that do not conform to the bypass condition are delayed by a delay. Data messages can be representative of orders in an electronic marketplace or trading system. The bypass condition can include indication of a post-only order. The bypass condition can further include indication of a volume that meets or exceeds a minimum volume. The delay can be calculated from a base delay and a variance that modifies the base delay. The variance can be randomly or pseudo-randomly selected and can conform to a maximum variance.
Claims11
A method for updating working data, the method comprising:
- receiving a plurality of new data messages in a time-ordered sequence, the plurality of new data messages containing data to update the working data, wherein the new data messages include orders for an electronic marketplace or trading system;
- identifying at least one particular data message of the plurality of new data messages as conforming to a bypass condition, wherein the bypass condition identifies a type of data message;
- automatically delaying execution of at least one operation on the working data related to ones of the plurality of new data messages that fail to conform to the bypass condition by enqueuing in a delay buffer each new data message that fails to conform to the bypass condition and further by dequeuing each new data message from the delay buffer after a respective delay;
- and
- automatically executing without delay at least one operation on the working data for the identified particular data message that conforms to the bypass condition.
Dependencies are inferred from the claim text.