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41. 一种做市行情库的分发方法

申请号: CN201910493209.9

申请日: 2019-06-06

公开（公告）号: CN110275906A

公开（公告）日: 2019-09-24

发明人: 何浩明; 王敏婷; 张登宝; 谭杰; 严响明; 张琛琛; 刘晓丹

本发明公开了一种做市行情库的分发方法，包含以下步骤：A、行情前置机将做市信息发送给主站；B、行情前置机按行情周期将做市行情总库信息推送给主站；C、主站将做市信息和做市行情总库信息接收后，检查数据完整性，并保存在内存中；D、主站根据小站的配置文件中的小站的配置信息和收到的做市的信息，按照交易单元做匹配，生成小站做市表；E、主站根据小站做市表，从做市行情总库信息中过滤出小站的做市行情虚表；F、主站根据私库到总库的索引映射表中的索引映射关系，到做市行情总库获取实际的做市行情数据；G、主站给行情网关发生做市行情数据下发给行情网关；H、行情网关接收到做市行情数据后，供券商/做市商柜台系统读取和处理。

42. 一种数字货币账户处理方法、装置及系统

申请号: CN201811079681.X

申请日: 2018-09-17

公开（公告）号: CN109347800A

公开（公告）日: 2019-02-15

发明人: 王鑫; 陈丽萍

本申请公开了一种数字货币账户处理方法、装置及系统，该方法通过接收为主账号创建子账号的请求，获取待创建的子账号的登录名信息和备注信息，判断登录名信息和备注信息是否符合账户命名唯一性规则，在登录名信息和备注信息符合账户命名唯一性规则时，对主账号的登录状态进行安全验证，在主账号的登录状态通过安全验证后，基于登录名信息和备注信息，为主账号创建子账号，生成并显示子账号的API交易密钥；本申请通过为主账号创建子账号，解决了传统数字货币交易所的单用户单账户的账户体系不便于团队化、企业化管理的问题，为币值管理团队、做市商团队、量化交易客户以及机构客户对数字资产的管理和交易提供便利。

43. 自动化金融交易方法及交易系统

申请号: CN201611068205.9

申请日: 2016-11-29

公开（公告）号: CN106780023A

公开（公告）日: 2017-05-31

发明人: 窦露; 张宇

本发明公开了一种自动化金融交易方法，包括以下步骤：步骤1，调用交易服务商应用编程接口，获得当前的实时交易数据；步骤2，计算当前实时成交数据的均值和标准差，以及指数的最近多个采样点的均值和标准差；步骤3，根据上述各值计算出合适的买入价格和卖出价格；步骤4，按照上述计算出的买入价格和卖出价格，调用交易服务商应用编程接口，挂限价买入单；步骤5，调用应用服务商编程接口，检查上述买入单是否成交。本发明通过实时统计量优化模型参数，在短期市场行情波动近似符合正态分布的条件，能够将一种做市商交易策略的未来给定时间段内的交易收益期望值最大化。本发明还公开了一种自动化金融交易系统。

44. 自动竞价协议处理器

申请号: CN97193786.9

申请日: 1997-12-03

公开（公告）号: CN1216131A

公开（公告）日: 1999-05-05

发明人: S·A·弗雷泽; H·卢特尼克; B·保罗

一种数据处理系统,用于对诸如固定收益证券之类的专门项目实行基于竞价交易的交易管理。该数据处理系统提供通过一序列交易规范而执行的高度结构化交易协议。一旦发出经过适当格式化(130)的在线市场数据(115)用于确定实时命令选择(140),那么就被载入有价证券数据库(160)。在选择特权和期货的自动处理(170和180)中,系统的所有人获得依照各个有价证券的选择特权和期货交易合同对有价证券进行定量和评价的数据。有价证券数据对数据积累商和卖主的分配遵循有价证券数据对投资界(200)中交易商的连续分配、自动交易(210)以及与包括清算操作者(220)在内的这种交易有关的最终声明和报告功能的支持。系统采用将多个公共程序控制的工作站联系在一起的分布式计算机处理网络。协议及其程序化控制逻辑提高了交易效率、使做市商得益、公平地将市场机会分配给系统用户。

45. DISPLAYED AND DARK EQUITY OPTIONS ELECTRONIC ORDER BOOK WITH MARKET MAKER PARTICIPATION

申请号: PCT/US2007016572

申请日: 2007-07-24

公开（公告）号: WO2008013776A3

公开（公告）日: 2008-09-04

发明人: ARMSTRONG PETE; FARNSTROM AMY; WERTS JON

An enhanced system and method for executing options trades are disclosed. The lead market maker entitlements are integrated with sophisticated order types, including dark order types, so that the lead marker maker is guaranteed an allocation of the trade if the lead market maker is at the NBBO when an order priced at or better than the NBBO is received. The lead market maker is not provided an opportunity to price improve to execute with a specific incoming order. Additionally, market makers who are not the lead market maker in an option series may be granted the privileges of a lead market maker for the purpose of executing with a specific incoming directed order if the designated market maker is at the NBBO when a directed order priced at or better than the NBBO is received. The system and method disclosed encourages market makers to quote the best price possible, which in turn has the effect of narrowing spreads. Furthermore, as only displayed orders at the NBBO are eligible to execute ahead of market makers quoting at the NBBO, the system and method encourages users to display their best prices and sizes to the marketplace.

46. AN AUTOMATED EXCHANGE SYSTEM

申请号: PCT/SE1999/001994

申请日: 1999-11-04

公开（公告）号: WO00028449A2

公开（公告）日: 2000-05-18

发明人:

In an automated exchange system means are provided by means of which a market maker can enter a course of action in advance, so that the volume in the orderbook is continuously updated, and where the updating is performed differently with respect to different counter parts. Also, quotes that may result in a trade between Market Makers are hidden for some time before being matched, thus giving the Market Makers a chance to back off. The system employs a function that supports that Market Makers through pre-defined parameters will have new orders generated by the system and that a market maker can act differently with respect to different counterparts. The parameters specify if a Market Maker should add extra volume on an existing price or generate a new order at a worse price. In order to make it possible for market makers to have a very tight spread without forcing them to take larger risks, additional logic is used when matching orders. The algorithm used for this purpose protects the market makers in certain situations and gives market makers the possibility to have a tight spread without taking a large risk. The algorithm also supports that the market makers can take the risk to quote large volumes.

47. RESERVE ORDER IN AN ELECTRONIC GUARANTEED ENTITLEMENT ENVIRONMENT

申请号: PCT/US2007016718

申请日: 2007-07-25

公开（公告）号: WO2008024172A3

公开（公告）日: 2008-06-19

发明人: ADCOCK PAUL; CORMACK MICHAEL; FARNSTROM AMY; HALLER THOMAS F; HILL ROBERT

An enhanced system and method for handling, matching and executing reserve orders in an electronic options environment is disclosed. Market maker entitlements are integrated with the reserve order processing, so that the market maker is guaranteed an allocation of the trade if the market maker is at the NBBO when a marketable reserve order is received. Once posted to the order book, only the displayed size of a reserve order is eligible for preferential execution in a market maker entitlement process.

48. DISCRETIONARY ORDER IN AN ELECTRONIC GUARANTEED ENTITLEMENT ENVIRONMENT

申请号: PCT/US2007/016856

申请日: 2007-07-27

公开（公告）号: WO2008013916A2

公开（公告）日: 2008-01-31

发明人: ADCOCK, Paul; CORMACK, Michael; FARNSTROM, Amy; HALLER, Thomas, F.; HILL, Robert

An enhanced system and method for handling, matching and executing discretionary orders in an electronic options environment is disclosed. Market maker entitlements are integrated with the discretionary order processing, so that the market maker is guaranteed an allocation of the trade if the market maker is at the NBBO when an incoming discretionary order priced at or better than the NBBO is received. If the incoming discretionary order cannot execute at the NBBO using its display price, then it will use as much discretion as is required to participate in a market maker entitlement if the market maker is quoting at the NBBO, and to execute against the order book and route to away markets quotations at the NBBO. Once posted to the order book, only the display price of a discretionary order is eligible for preferential execution in a market maker entitlement process.

49. Systems and methods for an auto security monitor that makes markets

申请号: EP02253353.3

申请日: 2002-05-14

公开（公告）号: EP1265178A1

公开（公告）日: 2002-12-11

发明人: Crazioso, Timothy,; Khalfan, Asif,; Ilkanayev, Daniel; Jian, Hweider,; Marber Philip,

Systems and methods that can fully automate the market making process while still retaining the ability to integrate manually entered orders are provided. A market mover application is also provided that can reduce a market maker's exposure to market making activities by generating BEST bid and ask quotations. Additionally, the quantity of these generated BEST quotations are minimized, while the price of these generate BEST quotations are maximized with respect to the amount of change allowed by the exchange or desired by the market maker.

50. DIVERSE OPTIONS ORDER TYPES IN AN ELECTRONIC GUARANTEED ENTITLEMENT ENVIRONMENT

申请号: PCT/US2007016857

申请日: 2007-07-27

公开（公告）号: WO2008013917A2

公开（公告）日: 2008-01-31

发明人: ADCOCK PAUL; CORMACK MICHAEL; FARNSTROM AMY; HILL ROBERT

An enhanced system and method for handling, matching and executing a diverse group of limit-priced orders in an electronic options environment is disclosed. Most of the order types disclosed are automatically repriced and reposted as the NBBO changes to increase their execution opportunities. Market maker entitlements are integrated with the order processing, so that the market maker is guaranteed an allocation of the trade if the market maker is at the NBBO when an order priced at or better than the NBBO is received. Once posted to the order book, the displayed price of an order may be eligible for preferential execution in a market maker entitlement process, regardless of whether the displayed price is original or has been automatically repriced.

51. Systems and methods for bid/offer spread trading

申请号: EP02252166.0

申请日: 2002-03-26

公开（公告）号: EP1246111A2

公开（公告）日: 2002-10-02

发明人: Gilbert, Andrew C.; Stergiopoulos, Andrew

A bid/offer spread market is presented that allows a trader to increase liquidity in traded items. A bid/offer spread market maker may make a bid/offer spread market. This bid/offer spread market may be made available to any market participant. In response to the spread market, an aggressor may respond to a bid or an offer with a hit or a take, respectively. In response to the hit or the take, the aggressor or bid/offer spread market maker, respectively, may create a separate underlying market using the selected (bid or offer) spread within a specified amount of time. The other party, a bid/offer spread trader, may trade on the quoted price within a specified amount of time, at which point a trade has occurred.

52. Foreign exchange transaction system

申请号: JP2009219366

申请日: 2009-09-24

公开（公告）号: JP2009295193A

公开（公告）日: 2009-12-17

发明人: SAITO JIRO

<P>PROBLEM TO BE SOLVED: To actualize a foreign exchange transaction system which makes a foreign exchange transaction including a foreign exchange margin trading transaction on exchange. <P>SOLUTION: The foreign exchange transaction system has a swap point processing means to compute swap point values applied to a short position and a long position in a bourse exchange transaction, by receiving swap point information about a short position which each market maker presents in the bourse exchange transaction materialized between a market maker and an orderer, and the swap point information about the long position. The swap point processing means computes a totalizing value in each of the short position and the long position from each market maker's position, distinguishes a position of the larger one as the whole market maker's position side among totalizing values of the short position and the long position, and computes the swap point value applied commonly to the short position and the long position of the bourse exchange transaction, using each swap point of two or more market makers related with the short position or the long position determined as the position side. <P>COPYRIGHT: (C)2010,JPO&INPIT

53. SYSTEM AND METHOD FOR ENABLING SERVICE PROVIDERS TO CREATE REAL-TIME REVERSE AUCTIONS FOR LOCATION BASED SERVICES

申请号: PCT/US2008000691

申请日: 2008-01-18

公开（公告）号: WO2008091545A3

公开（公告）日: 2008-09-25

发明人: FAMOLARI DAVID; LOEB SHOSHANA K

A system and method facilitates the matching of service providers based on certain criteria such as, but not limited to, location of the provider in relation to a customer location, customer requests based on the location of the customer, the type of service requested and other possible attributes such as customer profile, customer past behavior and preferences and service price and quality. Service providers create real¬ time reverse auctions by using advanced data collection, filtering and disseminating algorithms. In addition, market-makers can provide value-added services, such as realtime traffic conditions and route planning, to their local affiliates. Such a scheme can allow market-makers to economically service customer requests by leveraging the real¬ time conditions and circumstances of their vast network of local service affiliates. Open competition will drive down prices for these services and increase revenues for the market-makers who will be able to service customer requests at the best prices available. This system will also benefit local service affiliates by notifying them and allowing them to compete for a broader number of service requests. A feedback mechanism will also encourage superior customer service since affiliates will want to ensure that they are considered for more jobs.

54. トレードオーダパラメータを構成するシステム及び方法

申请号: JP2015179459

申请日: 2015-09-11

公开（公告）号: JP2016028329A

公开（公告）日: 2016-02-25

发明人: スティーブン・ジェイ・キャロル; スティーブン・ピー・デッカー; バラット・ミタル

【課題】トレードオーダパラメータをより正確に且つ迅速に構成する。
【解決手段】トレーダ、ブローカ若しくはマーケットメーカが予め構成したオーダパラメータを登録し、選択されたカスタマ及び取引可能及びオブジェクトに基づき、トレーディングシステムでオーダパラメータを評価し、どのトレードオーダパラメータが最もマッチするか判別し、オーダエントリウインドウに最良のマッチに関連する特定のトレードオーダパラメータを動的投入する。
【選択図】図7

55. SYSTEM AND METHOD FOR IMPLEMENTING AN ANONYMOUS TRADING METHOD

申请号: PCT/US2007/011673

申请日: 2007-05-16

公开（公告）号: WO2008008119A2

公开（公告）日: 2008-01-17

发明人: SWANSON, Steve; GREIM, Julian; STETCH, Nicholas

A system and appertaining method are provided in which a brokerage firm transmits confidential information about security trading intentions to an anonymous server that follows through on a trade only if there is a likelihood that the trade can be completed. Pricing inputs are obtained that help a price engine determine pricing information for securities. The trade itself is executed by a primary trading system. If the trade is not completed, then the confidential information is not shared with a market maker or other purchasing or selling entity. When security is low and trust is high, for speed purposes, among other things, the anonymous server may be located with a market maker. When security is high and trust is low, any or all of the anonymous server, price engine, and primary trading system can be collocated on site with the broker in a secure environment.

56. SYSTEM AND METHOD FOR SECURITIES LIQUIDITY FLOW TRACKING, DISPLAY AND TRADING

申请号: PCT/US2008/051127

申请日: 2008-01-16

公开（公告）号: WO2008089213A2

公开（公告）日: 2008-07-24

发明人: DISALVO, Dean

A method, system and computer program that receives, processes, and displays level one, level two, and time and sales securities data. Through a variety of charts, the data is analyzed to identify liquidity trade imbalances and trends in trading liquidity. A logic based trading algorithm utilizes the current market maker activity information and the historical liquidity tiers to execute trades automatically.

57. System and method for securities liquidity flow tracking, display and trading

申请号: US11106423

申请日: 2005-04-14

公开（公告）号: US20060235786A1

公开（公告）日: 2006-10-19

发明人: Dean DiSalvo

58. NETWORK AND METHOD FOR TRADING DERIVATIVES BY PROVIDING ENHANCED RFQ VISIBILITY

申请号: PCT/US2003/032820

申请日: 2003-10-15

公开（公告）号: WO2004036368A2

公开（公告）日: 2004-04-29

发明人: BRADY, Neal; CAREY, Noah; ERWIN, William, R.; GILMORE, John; QUATTROCKI, Michael; STONE, Frank; THORNBURGH, Mark

A computer network and method for electronically trading derivatives. One preferred method of trading includes providing indicative quotes to market participants (which typically includes subscribers, but may also include markets) to provide a non-binding indication of how the market makers are likely to price the particular derivative. A participant may then submit an RFQ, which is a request for a binding quote for the derivative. The RFQ preferably causes the current order book to be displayed on all subscriber’s terminals, typically in the form of a row indicating the derivative of interest along with the current binding bid and binding ask prices. The indicative bid and ask prices may also be displayed, as well as the quantity (if any) requested in the RFQ. Market participants may then elect to submit an order for the corresponding derivative. Typically, the market participants will await an indication that a market maker has submitted a binding quote.