Throttling system and method for enabling automated liquidity management in financial markets
OwnerDaniel Shreminventor
Life of this patent
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Abstract
A system and method are provided to enable automated liquidity management in a financial assets market, the system including a financial data warehouse layer; a pricing engine layer; an execution layer; and a market making layer, wherein the system is adapted to automatically throttle transactions by a market maker when a selected liquidity level has been reached.
Claims15
A system for enabling automated liquidity management in a financial assets market, comprising:
- a financial data warehouse layer;
- a pricing engine layer;
- an execution layer;
- and
- a market making layer,
- wherein the system is adapted to automatically throttle transactions by a market maker when a selected liquidity level has been reached.
A method for automatically managing liquidity limits in a financial assets market, comprising:
- causing a market maker to define a Time Frame Function (TFF) preference;
- causing a market maker to define a User Defined Amount/Value Function (AVF);
- generating a user defined quote per interval limitation;
- starting market making;
- execution of a transaction;
- implementing a throttling method;
- and
- if actual quotes per interval generated is greater than the user defined quotes per interval, stopping liquidity flow.
A financial market order management system (OMS) enabling automated liquidity management for a market maker, comprising:
- a market making module;
- and
- a market making throttling module adapted to automatically throttle liquidity when a defined limit has been reached.
Dependencies are inferred from the claim text.