US 2024/0192854 A1 · ASYMMETRIC MULTI-LEVEL CACHING STRUCTURE FOR EFFICIENT DATA STORAGE AND RETRIEVAL

Abstract

A hardware-based electronic trading system is disclosed that minimizes external memory accesses, thereby reducing overall latency. Order data for all open orders of a particular symbol, side, and price may be organized into a defined data structure, or tile, that can be fetched from an external memory cache. Once loaded into an internal memory cache of an FPGA or other fixed logic, the tile may be accessed often with minimal delay to obtain order data for multiple open orders having the same symbol, side, and price. To further minimize the number of external memory accesses, external memory can be provisioned as an asymmetric, multi-level memory cache that is tailored for handling large data sets of matching engine books and ticker plant services. In particular, the multi-level memory cache can be implemented using external memory units in the form of DRAMs for storing tiles according to a price priority scheme.

Claims31

Dependent claims

An electronic data access system for financial markets, comprising:

a cache manager coupled to a multi-level memory cache, the multi-level memory cache including a first memory cache and a second memory cache,
wherein the first memory cache stores a first plurality of open order tiles containing open order data that represent open orders for one of buying or selling a financial instrument that fall within a defined price range,
wherein the second memory cache stores a second plurality of open order tiles containing open order data that represent open orders for one of buying or selling the financial instrument at prices that fall outside the defined price range of the financial instrument,
wherein the cache manager fetches a requested open order tile from the first memory cache to access open order data representing all open orders for one of buying or selling the financial instrument at a target price that falls within the defined price range, and wherein the cache manager fetches the requested open order tile from the second memory cache when the target price falls outside the defined price range.

1 more element

Dependencies are inferred from the claim text.

Asymmetric multi-level caching structure for efficient data storage and retrieval

Life of this patent

Asymmetric multi-level caching structure for efficient data storage and retrieval

Life of this patent

Abstract

Claims31