Systems and methods of retrospectively determining how submitted data transaction requests operate against a dynamic data structure

A method implemented on a computer system for retrospectively processing entries of a dataset that each indicate state changes to a data structure, the method comprising:

• storing, to a non-transitory computer-readable storage medium of the computer system, a plurality of entries that each correspond to a state change in a data structure that stores data transaction requests, wherein each entry includes an action that caused the state change in the data structure and when the corresponding action occurred relative to other actions that caused state changes in the data structure, where at least some, but not all, of the plurality of entries include a snapshot that is based on multiple different data transactions that were in the data structure when the action that caused the state change occurred;
• generating multiple time deltas that are each associated with a difference between when respective corresponding actions of two entries of the plurality of entries occurred, wherein each of the multiple time deltas is generated by at least:
• (a) selecting a first entry from the plurality of entries that corresponds to a first data transaction request that is determined to have failed in execution against the data structure;
• (b) iterating, from the selected first entry, through the plurality of entries to determine a second entry that includes a snapshot, wherein the snapshot of the second entry includes data for contra-side data transaction request(s) that could have resulted in execution of the first data transaction request against the data structure;
• (c) based on the second entry being determined, selecting, from the plurality of entries, a third entry, for which the action thereof was processed after processing the action of the second entry, that corresponds to a third data transaction request that resulted in modification of the data structure so that the first data transaction request failed in execution against the data structure;
• and
• (d) determining a time delta between when the corresponding action the third entry occurred and when the corresponding action of the first entry occurred,
• wherein each snapshot of a corresponding one of the plurality of entries includes a level parameter that indicates a level and an aggregated quantity of all data transaction requests at each level, and a total number of data transaction requests that make up the aggregated quantity for each level,
• wherein the third data transaction request is associated with an action that caused removal of at least some of the aggregated quantity at a level that is associated with the third data transaction request.

A non-transitory computer readable storage medium storing instructions for use with a computer system to retrospectively process entries in a dataset, the stored instructions comprising instructions that cause the computer system to perform operations comprising:

• retrieving, from electronic data storage, a plurality of entries that each correspond to a state change in a data structure that stores data transaction requests, wherein each entry includes an action that caused the state change in the data structure, where at least some of the plurality of entries include a snapshot that is based on multiple different data transactions contained in the data structure when the action that caused the state change occurred, wherein at least other ones of the plurality of entries do not include a snapshot of the data structure;
• generating multiple time deltas that are each associated with a difference in time between two entries of the plurality of entries, wherein each of the multiple time deltas is generated by at least:
• (a) selecting a first entry from the plurality of entries that corresponds to a first data transaction request that is determined to have failed in execution against the data structure;
• (b) iterating, from the selected first entry, through the plurality of entries to determine a second entry that includes a snapshot, wherein the snapshot of the second entry includes data for contra-side data transaction request(s) that could have resulted in execution of the first data transaction request against the data structure;
• (c) based on the second entry being determined, selecting, from the plurality of entries, a third entry, for which the action thereof was processed after processing the action of the second entry, that corresponds to a third data transaction request that resulted in modification of the data structure so that the first data transaction request failed in execution against the data structure;
• and
• (d) determining a time delta between when the corresponding action of the third entry caused a state change in the data structure and when the corresponding action of first entry caused a state change in the data structure;
• and
• generating a graphical user interface that includes, for each corresponding window of a plurality of windows that are over different sets of the plurality of entries, (1) a total quantity that is calculated from a quantity of each data transaction request associated with the corresponding window, and (2) a selectable element for each first entry that falls within the corresponding window.