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User-defined algorithm electronic trading

  • US 10,504,182 B2
  • Filed: 09/06/2018
  • Issued: 12/10/2019
  • Est. Priority Date: 10/20/2009
  • Status: Active Grant
First Claim
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1. A computer readable medium having stored therein instructions executable by a processor, including instructions executable to:

  • display a visual programming design canvas area for a visual programming language;

    receive commands from a user through the visual programming design canvas area to design a trading algorithm;

    modify, in response to receiving the commands from the user, an arrangement of a plurality of placed blocks specifying in the visual programming language a definition for the trading algorithm, wherein the arrangement of the plurality of placed blocks includes a connection between an input or output of each block in the plurality of placed blocks and a respective output or input of another block in the plurality of placed blocks, wherein each connection indicates a value for the output should be provided to the corresponding input, wherein the plurality of placed blocks includes a first placed block and a second placed block, wherein the arrangement of the plurality of placed blocks includes a first connection between the first placed block and the second placed block;

    determine, while receiving the commands from the user, a first live feedback value for the first connection between the first placed block and the second placed block, wherein the first live feedback value is determined based on market data and the definition for the trading algorithm as modified in response to receiving the commands from the user, wherein the first live feedback value is an intermediate value provided for the first connection between the first placed block and the second placed block;

    display the determined first live feedback value in relation to the first placed block;

    receive, while receiving the commands from the user, updated market data;

    determine, while receiving the commands from the user, an updated first live feedback value for the first connection between the first placed block and the second placed block, wherein the updated first live feedback value is determined based on the updated market data and the definition for the trading algorithm as modified in response to receiving the commands from the user; and

    update the display of the determined first live feedback value based on the updated first live feedback value.

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