公开(公告)号：US20140180891A1

公开(公告)日：2014-06-26

申请号：US13722717

申请日：2012-12-20

Applicant: TRADING TECHNOLOGIES INTERNATIONAL, INC.

Inventor： Andrew Theodore Renalds ,  Gregory John Ford

IPC: G06Q40/04

CPC classification number: G06Q40/04

Abstract: Certain embodiments provide systems and methods to offload one or more components of risk checking for an order. An example method includes receiving, at a trading strategy engine, an order for a quantity of a tradeable object outbound to an exchange. The example method includes receiving, at the trading strategy engine, computed profit and loss data and margin data for a user associated with the order, the profit and loss data and margin data computed at a gateway external to the strategy engine. The example method includes evaluating whether the quantity associated with the order is greater than an order quantity limit. The example method includes computing a credit check with respect to the user and the order based on the profit and loss data and the margin data. The example method includes determining a risk associated with the order based on evaluating the quantity of the order and the credit check.

Abstract translation: 某些实施例提供卸载命令的风险检查的一个或多个组件的系统和方法。 一种示例性方法包括在交易策略引擎处接收到交易所出口的可交易对象的数量的订单。 示例方法包括在交易策略引擎处接收与订单相关联的用户的计算的损益数据和保证金数据，在策略引擎外部的网关处计算的损益数据和保证金数据。 示例方法包括评估与订单相关联的数量是否大于订单数量限制。 该示例方法包括基于利润和损失数据以及保证金数据计算关于用户的信用检查和订单。 该示例方法包括基于评估订单的数量和信用检查来确定与订单相关联的风险。