Virtualizing for user-defined algorithm electronic trading
First Claim
1. A method including:
- displaying by a computing device a design canvas area;
receiving by the computing device from a user, in the design canvas area, an arrangement of a plurality of placed blocks, wherein the arrangement of the plurality of placed blocks specifies a definition for a trading algorithm;
determining by the computing device a first live feedback value for a first placed block of the plurality of placed blocks, wherein the first live feedback value is determined based on market data and the definition for the trading algorithm;
displaying by the computing device the determined first live feedback value in relation to the first placed block;
receiving by the computing device a selection of one or more selected placed blocks of the plurality of placed blocks;
receiving by the computing device a grouping command;
generating by the computing device a group block based on the one or more selected placed blocks in response to the grouping command;
placing by the computing device in the design canvas area the group block, wherein the group block includes the one or more selected placed blocks;
receiving by the computing device a virtualizing command for the group block;
converting by the computing device the group block into a virtualized group block in response to the virtualizing command, wherein the virtualized group block is a block that when a discrete event is received on an input of the virtualized group block, a new instance of the algorithm functionality represented by the one or more selected placed blocks in the virtualized group block is instantiated; and
instantiating by the computing device a new instance of the algorithm functionality represented by the one or more selected placed blocks in the virtualized group block when the virtualized group block receives a discrete event on an input of the virtualized group block.
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Accused Products
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.
224 Citations
17 Claims
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1. A method including:
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displaying by a computing device a design canvas area; receiving by the computing device from a user, in the design canvas area, an arrangement of a plurality of placed blocks, wherein the arrangement of the plurality of placed blocks specifies a definition for a trading algorithm; determining by the computing device a first live feedback value for a first placed block of the plurality of placed blocks, wherein the first live feedback value is determined based on market data and the definition for the trading algorithm; displaying by the computing device the determined first live feedback value in relation to the first placed block; receiving by the computing device a selection of one or more selected placed blocks of the plurality of placed blocks; receiving by the computing device a grouping command; generating by the computing device a group block based on the one or more selected placed blocks in response to the grouping command; placing by the computing device in the design canvas area the group block, wherein the group block includes the one or more selected placed blocks; receiving by the computing device a virtualizing command for the group block; converting by the computing device the group block into a virtualized group block in response to the virtualizing command, wherein the virtualized group block is a block that when a discrete event is received on an input of the virtualized group block, a new instance of the algorithm functionality represented by the one or more selected placed blocks in the virtualized group block is instantiated; and instantiating by the computing device a new instance of the algorithm functionality represented by the one or more selected placed blocks in the virtualized group block when the virtualized group block receives a discrete event on an input of the virtualized group block. - View Dependent Claims (2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12, 13, 14, 15, 16, 17)
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Specification