Message transmission timing optimization

A system for executing, in multiple smaller parts, a large electronic data transaction request message in an electronic data transaction processing system in which a plurality of data items are transacted by a hardware matching processor associated therewith that match, as they are received, incoming electronic data transaction request messages, for one of the plurality of data items received over a data communication network with at least one other previously received but unsatisfied electronic data transaction request message counter thereto stored in a memory associated with the plurality of data items coupled with the hardware matching processor, to at least partially satisfy one or both of the incoming electronic data transaction request messages or the at least one other previously received electronic data transaction request message, with the execution of the multiple smaller parts maximizing certain parameters and minimizing other parameters, the system comprising:

• a database configured to store historical data relating to historical states in the electronic data transaction processing system;
• a disruption filter configured to identify that the large electronic data transaction request message would cause a change in the electronic data transaction processing system that would exceed a predefined threshold;
• a machine learnt network configured to predict a future state of the electronic data transaction processing system as a function of a current state of the electronic data transaction processing system and one or more potential electronic data transaction request messages of different parameters;
• wherein the machine learnt network is trained with the historical data stored in the database;
• and
• an order optimizer configured to generate smaller electronic data transaction request messages from the large electronic data transaction request message with parameters based on predictions by the machine learnt network.

A computer implemented method for executing, in multiple smaller parts, an incoming transaction, the method comprising:

• receiving the incoming transaction;
• calculating a state of a data structure;
• predicting, using a machine learnt network, based on the state of the data structure, an expected change in the state in the data structure for one or more potential transactions to be transacted at one or more values at one or more different times;
• generating using the predictions from the machine learnt network, a transaction execution strategy that executes the incoming transaction in multiple smaller quantity transactions, wherein the transaction execution strategy maximizes execution value and limits a time to transact;
• and
• executing the trade execution strategy.

A system for providing integrity in an electronic data transaction processing system in which a plurality of data items are transacted by a hardware matching processor associated therewith that match, as they are received, incoming electronic data transaction request messages, for one of the plurality of data items received over a data communication network with at least one other previously received but unsatisfied electronic data transaction request message counter thereto stored in a memory associated with the plurality of data items coupled with the hardware matching processor, to at least partially satisfy one or both of the incoming electronic data transaction request messages or the at least one other previously received electronic data transaction request message, the system comprising:

• means for determining that an incoming electronic data transaction request message would cause a change in the electronic data transaction processing system that would exceed a predefined threshold;
• means for identifying a first state of the electronic data transaction processing system for the plurality of data items;
• means for predicting based on the first state an expected change in the state as a result of one or more potential electronic data transaction request messages with one or more different parameters;
• means for generating using the prediction, a transaction execution strategy that minimizes the change while maximizing and/or minimizing the one or more different parameters;
• means for generating a first electronic data transaction request message as a function of the transaction execution strategy;
• and
• means for providing according to the transaction execution strategy, the first electronic data transaction request message to the electronic data transaction processing system.