Delayed processing for electronic data messages in a distributed computer system
Abstract:
A computer system is provided that includes a matching engine and a freezing process. The matching engine freezes one side of a two-sided data structure when an order is determined to matchable. The freezing process starts a timer based on the matching determination. Orders that are handled by the matching engine while the side is frozen are added to a queue. When the timer ends, the orders in the queue are processed against those orders that are now resting within the data structure.
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