Detection and mitigation of effects of high velocity value changes based upon match event outcomes
US11210683B2 · kind B2 · utility
Assignee
Inventors
Key dates
| Filing date | Aug 13, 2020 |
| Grant date | Dec 28, 2021 |
| Priority date | — |
| Expiry date | Aug 13, 2040 |
Classification
- Technology area (CPC G)Physics
- CPC primaryG06Q40/03
- WIPO fieldIT methods for management
- WIPO sectorElectrical engineering
Abstract
A processing module may be centralized and coupled to multiple inputs from customers, and behave deterministically, e.g., programmed to depend on state, inputs and outputs. The rapid speed of automated trading systems implementing such a centralized, deterministic module, where all users can access a central limit order object, can quickly result in an object state that does not reflect a true consensus or desirable state. Accordingly the resulting problem is a problem arising in computer systems due in part to the high speeds of computer systems. The solutions disclosed herein are, in one embodiment, implemented as automatic responses and actions by a computing system.
Source: USPTO / EPO open patent data. Objective bibliographic and citation counts.