Deterministic and efficient message packet management

• US 10,885,583 B2
• Filed: 12/19/2013
• Issued: 01/05/2021
• Est. Priority Date: 12/19/2013
• Status: Active Grant

• Current Assignee: Chicago Mercantile Exchange, Inc. (CME Group Incorporated)
• Original Assignee: Chicago Mercantile Exchange, Inc. (CME Group Incorporated)
• Inventors: Bonig, Zachary, Zheng, Haifeng, Mendelson, Don, Donaghy, Mike, Lin, Akrapong
• Primary Examiner(s): Norman, Samica L
• Assistant Examiner(s): Gregg, Mary M
• Application Number:
  US14/134,828
• Publication Number:
  US 20150178832A1
• Time in Patent Office: 2,574 Days
• CPC Class Codes: G06Q 40/04 Trading; Exchange, e.g. stocks, commodities, derivatives or currency exchange
• CPC Class Codes: H04L 49/9026 Single buffer per packet

Abstract

Methods, devices, and systems for facilitation of efficient processing of a plurality of electronic message packets communicated to an application via a network from a plurality of message sources. The facilitation involves receiving each of the plurality of electronic message packets from the network, and storing, upon receipt thereof, each of the received electronic message packets in a single buffer irrespective of which message source of the plurality of message sources each of the received electronic message packets originated from, the single buffer being accessible by the application.

Claims

1. A method for facilitation of efficient processing of a plurality of electronic message packets communicated to an application via a network from a plurality of message sources using a communications protocol which organizes received packets based on origin, the method comprising:

receiving, by a network interface coupled with the network, each of the plurality of electronic message packets from the network; and

storing, by a processor of the network interface, upon receipt thereof by the network interface from the network, each of the received electronic message packets in a common buffer, in which all received packets are stored, in an order of receipt with respect to others of the received packets irrespective of which message source of the plurality of message sources each of the received electronic message packets originated from; and

communicating the stored electronic message packets to the application from the common buffer as stored therein such that the application does not receive a stored electronic message packet before the application receives a previously received stored electronic message packet.

2. The method of claim 1, wherein each of the plurality of electronic message packets comprise a format for transmission using Transmission Control Protocol (“

TCP”

).

3. The method of claim 1, wherein the plurality of electronic message packets comprise financial messages, the plurality of message sources comprise market participants, and the application comprises an order entry gateway application for use with an exchange operational to match trades using the financial messages.

4. The method of claim 1, wherein source information of each of the plurality of electronic message packets is maintained and provided with the organized electronic message packets for the application.

5. The method of claim 1, wherein the plurality of message sources are each indicated on a list of sources, and wherein receiving further comprises determining whether each message of the plurality of messages originated from a source included on the list of sources.

6. The method of 5, wherein storing further comprises only storing in the common buffer electronic message packets determined to have a source indicated on the list of sources.

7. The method of 1, wherein the receiving and the storing are handled by a network layer, and the application accesses the common buffer via a transport layer coupled with the network layer.

8. A system for facilitation of efficient processing of a plurality of electronic message packets communicated to an application via a network from a plurality of message sources using a communications protocol which organizes received packets based on origin, the system comprising:

a first logic stored in a memory and configured to be executed by a processor of a network interface coupled with the network to cause the system to receive each of the plurality of electronic message packets from the network; and

a second logic stored in a memory and configured to be executed by the processor to cause the system to store, upon receipt thereof by the network interface from the network, each of the received electronic message packets in a common buffer in which all received packets are stored in an order of receipt with respect to others of the received packets irrespective of which message source of the plurality of message sources each of the received electronic message packets originated from, and communicate the stored electronic message packets to the application from the common buffer as stored therein such that the application does not receive a stored electronic message packet before the application receives a previously received stored electronic message packet.

9. The system of claim 8, wherein each of the plurality of electronic message packets comprise a format for transmission using Transmission Control Protocol (“

TCP”

).

10. The system of claim 8, wherein the plurality of electronic message packets comprise financial messages, the plurality of message sources comprise market participants, and the application comprises an order entry gateway application for use with an exchange operational to match trades using the financial messages.

11. The system of claim 8, wherein source information of each of the plurality of electronic message packets is maintained and provided with the organized electronic message packets for the application.

12. The system of claim 8, wherein the plurality of message sources are each indicated on a list of sources, and wherein the first logic is further configured to determine whether each message of the plurality of messages originated from a source included on the list of sources.

13. The system of 12, wherein second logic is further configured to only store in the common buffer electronic message packets determined to have a source indicated on the list of sources.

14. The system of 8, wherein the first logic and the second logic are handled by a network layer, and the application accesses the common buffer via a transport layer coupled with the network layer.

15. A system for facilitation of efficient processing of a plurality of electronic message packets communicated to an application via a network from a plurality of message sources using a communications protocol which organizes received packets based on origin, the system comprising:

at least one memory operable to store the plurality of electronic message packets; and

at least one processor configured to cause the system to;

receive each of the plurality of electronic message packets from the network by a network interface coupled therewith; and

store, upon receipt thereof by the network interface from the network, each of the received electronic message packets in a common buffer in the memory in which all received packets are stored in an order of receipt with respect to others of the received packets irrespective of which message source of the plurality of message sources each of the received electronic message packets originated from, and communicate the stored electronic message packets to the application from the common buffer as stored therein such that the application does not receive a stored electronic message packet before the application receives a previously received stored electronic message packet.

16. The system of claim 15, wherein each of the plurality of electronic message packets comprise a format for transmission using Transmission Control Protocol (“

TCP”

).

17. The system of claim 15, wherein the plurality of electronic message packets comprise financial messages, the plurality of message sources comprise market participants, and the application comprises an order entry gateway application for use with an exchange operational to match trades using the financial messages.

18. The system of claim 15, wherein source information of each of the plurality of electronic message packets is maintained and provided with the organized electronic message packets for the application.

19. The system of claim 15, wherein the plurality of message sources are each indicated on a list of sources, and wherein the processor is further configured to cause the system to determine whether each message of the plurality of messages originated from a source included on the list of sources.

20. The system of 19, wherein the processor is further configured to cause the system to only store in the common buffer electronic message packets determined to have a source indicated on the list of sources.

21. The system of 15, wherein processor is further configured to cause the system to receive and store each of the plurality of electronic message packets using a network layer of the system, and the application accesses the common buffer via a transport layer coupled with the network layer.