Virtualizing for user-defined algorithm electronic trading

    公开(公告)号:US10296975B2

    公开(公告)日:2019-05-21

    申请号:US15458504

    申请日:2017-03-14

    Abstract: Certain embodiments reduce the risks of traditionally programmed algorithms such as syntax errors, unclear logic, and the need for a non-trader programmer to develop the algorithm as specified by a trader by reducing or eliminating the writing of programming code by a user. Certain embodiments provide a design canvas area and blocks for designing an algorithm. Certain embodiments provide for grouping blocks placed in the design canvas area. Certain embodiments provide for virtualized group blocks enabling dynamic instantiation of portions of an algorithm to handle particular discrete events. Certain embodiments provide for operation of some or all portions of an algorithm when a connection between a client device and an algorithm server is broken.

    Virtualizing for User-Defined Algorithm Electronic Trading

    公开(公告)号:US20170186087A1

    公开(公告)日:2017-06-29

    申请号:US15458504

    申请日:2017-03-14

    CPC classification number: G06Q40/04 G06F3/04847 G06Q40/00

    Abstract: Certain embodiments reduce the risks of traditionally programmed algorithms such as syntax errors, unclear logic, and the need for a non-trader programmer to develop the algorithm as specified by a trader by reducing or eliminating the writing of programming code by a user. Certain embodiments provide a design canvas area and blocks for designing an algorithm. Certain embodiments provide for grouping blocks placed in the design canvas area. Certain embodiments provide for virtualized group blocks enabling dynamic instantiation of portions of an algorithm to handle particular discrete events. Certain embodiments provide for operation of some or all portions of an algorithm when a connection between a client device and an algorithm server is broken.

    Virtualizing for User-Defined Algorithm Electronic Trading

    公开(公告)号:US20250095066A1

    公开(公告)日:2025-03-20

    申请号:US18959148

    申请日:2024-11-25

    Abstract: Certain embodiments reduce the risks of traditionally programmed algorithms such as syntax errors, unclear logic, and the need for a non-trader programmer to develop the algorithm as specified by a trader by reducing or eliminating the writing of programming code by a user. Certain embodiments provide a design canvas area and blocks for designing an algorithm. Certain embodiments provide for grouping blocks placed in the design canvas area. Certain embodiments provide for virtualized group blocks enabling dynamic instantiation of portions of an algorithm to handle particular discrete events. Certain embodiments provide for operation of some or all portions of an algorithm when a connection between a client device and an algorithm server is broken.

    User-defined algorithm electronic trading

    公开(公告)号:US12136126B2

    公开(公告)日:2024-11-05

    申请号:US18493986

    申请日:2023-10-25

    Abstract: Certain embodiments reduce the risks of traditionally programmed algorithms such as syntax errors, unclear logic, and the need for a non-trader programmer to develop the algorithm as specified by a trader by reducing or eliminating the writing of programming code by a user. Certain embodiments provide building block buttons and an algorithm area to define an algorithm. Certain embodiments provide live evaluation of an expression as the algorithm is being defined. Certain embodiments provide a design canvas area and blocks for designing an algorithm. Certain embodiments provide live feedback for blocks as the algorithm is being designed. Certain embodiments provide for initiating placement of an order to be managed by a selected user-defined trading algorithm from a value axis and for displaying working orders being managed by different user-defined trading algorithms on the value axis. Certain embodiments provide a ranking tool.

    METHODS AND SYSTEMS TO PREVENT ADVERSE EXCHANGE LIMIT EFFECTS

    公开(公告)号:US20240104656A1

    公开(公告)日:2024-03-28

    申请号:US18529313

    申请日:2023-12-05

    CPC classification number: G06Q40/04 H04L43/0864 H04L51/046 H04L51/226

    Abstract: Methods and systems to prevent adverse exchange limit effects are disclosed. An example method of message management includes tracking, at a gateway, a transaction count of trade messages communicated to an exchange via an exchange link. The example method includes defining a first transaction limit based on the transaction count, and calculating a second transaction limit as a function of the first transaction limit, wherein the second transaction limit is to correspond to a reserve capacity associated with the exchange link. The example method includes assigning a message priority to each of a plurality of trade messages to communicate to the exchange. The example method includes communicating trade messages of the plurality of trade messages having a first message priority to the exchange when the transaction count is greater than the second transaction limit, and delaying or rejecting trade messages of the plurality of trade messages having a second message priority.

    USER-DEFINED ALGORITHM ELECTRONIC TRADING
    46.
    发明公开

    公开(公告)号:US20240054561A1

    公开(公告)日:2024-02-15

    申请号:US18493986

    申请日:2023-10-25

    CPC classification number: G06Q40/04 G06Q40/00

    Abstract: Certain embodiments reduce the risks of traditionally programmed algorithms such as syntax errors, unclear logic, and the need for a non-trader programmer to develop the algorithm as specified by a trader by reducing or eliminating the writing of programming code by a user. Certain embodiments provide building block buttons and an algorithm area to define an algorithm. Certain embodiments provide live evaluation of an expression as the algorithm is being defined. Certain embodiments provide a design canvas area and blocks for designing an algorithm. Certain embodiments provide live feedback for blocks as the algorithm is being designed. Certain embodiments provide for initiating placement of an order to be managed by a selected user-defined trading algorithm from a value axis and for displaying working orders being managed by different user-defined trading algorithms on the value axis. Certain embodiments provide a ranking tool.

    Virtualizing for User-Defined Algorithm Electronic Trading

    公开(公告)号:US20240013304A1

    公开(公告)日:2024-01-11

    申请号:US18474422

    申请日:2023-09-26

    CPC classification number: G06Q40/04 G06Q40/00

    Abstract: Certain embodiments reduce the risks of traditionally programmed algorithms such as syntax errors, unclear logic, and the need for a non-trader programmer to develop the algorithm as specified by a trader by reducing or eliminating the writing of programming code by a user. Certain embodiments provide a design canvas area and blocks for designing an algorithm. Certain embodiments provide for grouping blocks placed in the design canvas area. Certain embodiments provide for virtualized group blocks enabling dynamic instantiation of portions of an algorithm to handle particular discrete events. Certain embodiments provide for operation of some or all portions of an algorithm when a connection between a client device and an algorithm server is broken.

    System and Method for Displaying Trade Information for Electronic Trading Exchange

    公开(公告)号:US20230222590A1

    公开(公告)日:2023-07-13

    申请号:US18187889

    申请日:2023-03-22

    CPC classification number: G06Q40/04

    Abstract: An application is disclosed that receives from a host exchange a plurality of trade notifications, each trade notification corresponding to an executed trade, and for each executed trade of interest, may determine whether the executed trade belongs in an aggregated set with one or more other executed trades. The application provides an indicator for indicating whether the corresponding executed trade or aggregated trade traded on the bid side or on the offer side of the market, and which indicates whether additional volume is available at the associated trade price.

    THROTTLING MODIFICATION MESSAGES
    50.
    发明申请

    公开(公告)号:US20220318909A1

    公开(公告)日:2022-10-06

    申请号:US17846333

    申请日:2022-06-22

    Inventor: Michael Unetich

    Abstract: The present embodiments relate to intelligently throttling a modification message based on a period of time that a trade order is required to remain in a market. In an embodiment, intelligently throttling a modification message includes intelligently selecting a transmission time of a modification message based on a period of time that a trade order is required to remain in a market. The modification message is transmitted at the selected time to ensure that the modification order is received at an electronic exchange at or shortly after, but not before, the period of time has expired. As a result, the modification order is accepted (e.g., not rejected) by the electronic exchange. The modification order does not need to be resent to the electronic exchange.

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