Futures Exchange Support of Spot Trading

One or more non-transitory computer-readable media storing computer executable instructions that, when executed, cause an exchange computer system to perform operations for a plurality of instruments that include:

• receiving data indicating a pending spot market transaction for a respective instrument of the plurality of instruments;
• accessing, for each instrument of the plurality of instruments, using a respective thread of a plurality of threads, data identifying a limit associated with spot trading in each instrument;
• determining, using the respective thread for the respective instrument, whether completion of the pending spot market transaction would exceed the limit for the respective instrument;
• as a result of determining that the limit would be exceeded, identifying one or more futures transactions that will create a futures position corresponding to the limit;
• as a result of determining that the limit would be exceeded, generating and transmitting one or more orders associated with the identified one or more futures transactions;
• determining that the transmitted one or more orders have created the futures position;
• and
• as a result of determining that the transmitted one or more orders have created the futures position, transmitting data to a spot trading computer system authorizing completion of the pending spot market transaction.

An exchange computer system configured to distribute operations for a plurality of instruments using threading, the exchange computer system comprising:

• at least one processor;
• and
• at least one non-transitory memory, wherein the exchange computer system is configured to perform operations of an exchange for the plurality of instruments, and wherein the at least one non-transitory memory stores instructions that, when executed by the at least one processor, cause the at least one processor to perform operations that include—
• receiving, from a spot trading computer system external to the exchange computer system, data indicating a pending spot market transaction for a respective instrument of the plurality of instruments,
• accessing, for each instrument of the plurality of instruments, using a respective thread of a plurality of threads, data identifying a limit associated with spot trading in each instrument,
• determining, using the respective thread for the respective instrument, whether completion of the pending spot market transaction would exceed the limit for the respective instrument,
• as a result of determining that the limit would be exceeded, identifying one or more futures transactions that will create a futures position corresponding to the limit,
• as a result of determining that the limit would be exceeded, generating and transmitting one or more orders associated with the identified one or more futures transactions,
• determining that the transmitted one or more orders have created the futures position, and
• as a result of determining that the transmitted one or more orders have created the futures position, transmitting data to the spot trading computer system authorizing completion of the pending spot market transaction.