Invention Grant
US08666878B2 Trading of combinations and baits generated thereof in an automated trading exchange system 有权
在自动交易交易系统中交易其产生的组合和诱饵

Trading of combinations and baits generated thereof in an automated trading exchange system
Abstract:
In automated exchange system, a matching unit is supplemented with a calculation unit and a global memory accessible by both the calculation unit and the matching unit. This computer architecture makes it possible to perform some of the calculations related to the volume and/or prices of the baits needed in the matching to be performed in advance. The matching process uses the values resulting from the pre-calculation when needed, and since no or few calculations are done in the matching unit, the process of matching combination contracts can be performed at a higher rate, thereby significantly improving the performance of the matching process. The provision of one or several calculation units makes it possible to perform very complex calculations since many calculations need not be performed in real time.
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