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Mitigation of latency disparity in a data transaction processing system

  • US 10,432,565 B2
  • Filed: 04/28/2017
  • Issued: 10/01/2019
  • Est. Priority Date: 03/13/2017
  • Status: Active Grant
First Claim
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1. A computer implemented method for mitigating disparities in latencies of electronic data transaction request messages by a data transaction processing system in which data objects are transacted by hardware matching processors that match electronic data transaction request messages for the same one of the data objects based on multiple transaction parameters received from different client computers over a data communication network, the method comprising:

  • upon an occurrence of an event, determining the beginning of an interval having an extendible interval duration;

    for each electronic data transaction request message up to a maximum extension number received by the data transaction processing system after the occurrence of the event and before an elapse of the interval, extending the interval duration by a per extension time;

    storing electronic data transaction request messages received by the data transaction processing system after the occurrence of the event and before the elapse of the interval in a buffer in a first sequence based on the order in which the electronic data transaction request messages were received by the data transaction processing system; and

    upon the elapse of the interval, forwarding the electronic data transaction request messages in the buffer to a hardware matching processor in a second sequence different from the first sequence, such that at least one electronic data transaction request message received by the data transaction processing system after another electronic data transaction request message is processed by the hardware matching processor before the another electronic data transaction request message.

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