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    • 1. 发明公开
    • A method and a device for decoding data streams in reconfigurable platforms
    • Verfahren und Vorrichtung zur Decodierung vonDatenströmenin rekonfigurierbaren Plattformen
    • EP2858323A1
    • 2015-04-08
    • EP13306357.8
    • 2013-10-01
    • Enyx SA
    • Kodde, Edward
    • H04L29/06G06Q40/00G06F17/00
    • G06Q30/0201G06F7/76G06Q40/04H04L69/12H04L69/16
    • Embodiments of the present invention provide a decoding device (10) implemented on an integrated circuit, for decoding a market data input stream received in a given data representation format. The decoding device comprises an engine (4) built around a finite state machine (41), the engine (4) being generated from at least one description file (5) and configured to perform the following steps, in a current state of the finite state machine:
      i) dividing the market data input stream into a number of tokens and reading a set of tokens,
      ii) accumulating the set of read tokens in internal registers,
      iii) generating output commands from the tokens accumulated in the internal registers depending on a condition related to the tokens accumulated in the internal registers, and
      iv) selecting the next state of the Finite State Machine state based on a triggering condition.
    • 本发明的实施例提供一种在集成电路上实现的解码装置(10),用于解码以给定数据表示格式接收的市场数据输入流。 解码装置包括围绕有限状态机(41)构建的发动机(4),所述发动机(4)从至少一个描述文件(5)产生并被配置为在所述有限状态机的当前状态下执行以下步骤 状态机:i)将市场数据输入流划分成多个令牌并读取一组令牌,ii)在内部寄存器中累加读取标记集,iii)根据内部寄存器累积的令牌生成输出命令,取决于 与内部寄存器中积累的令牌相关的条件,以及iv)基于触发条件选择有限状态机状态的下一状态。
    • 2. 发明公开
    • An order book management device in a hardware platform
    • 在einer Hardware-Plattform中的Auftragsbuchsverwaltungsvorrichtung
    • EP2858025A1
    • 2015-04-08
    • EP13306358.6
    • 2013-10-01
    • Enyx SA
    • Kodde, Edward
    • G06Q40/00
    • G06Q40/04
    • The invention provides an order book management device (10), implemented on an integrated circuit, for aggregating orders identified in input data streams into at least one order book, each order comprising a price and a quantity information, each order book being associated with a tradable object and comprising a sell side and a buy side, each order book side storing a list of limits, each limit being associated with a given price and a quantity, the quantity associated with a limit corresponding to the sum of the quantities of the received orders comprising the given price. Each side of the order book comprises :
      - a first data structure for maintaining a selected number P of limits corresponding to the P limits having the highest prices among the N limits maintained in the buy side of the book, or the lowest prices among the N limits maintained in the sell side of the order book, the orders in the first data structure being sorted by price depending on the order book side, and
      - a second data structure arranged in the form of a tree and comprising the N-P limits having the lowest prices among the N limits in the buy side of the book, or the highest prices among the N limits in the sell side of the book.
      The order book management device further comprises a first management core (2) for processing each received limit related command comprising a price information, updating the first data structure in response to the processing of the command and/or generating at least one update command to a second management core (3), the second management core (3) being configured to update the second data structure based on the update commands.
    • 本发明提供了一种在集成电路上实现的订单簿管理装置(10),用于将在输入数据流中识别的订单聚合成至少一个订单簿,每个订单包括价格和数量信息,每个订单簿与 可交易对象,并且包括卖方和买方,每个订单簿侧存储限制列表,每个限制与给定价格和数量相关联,与对应于所接收到的数量的总和的数量相关联的数量 包含给定价格的订单。 订单簿的每一方面包括: - 第一个数据结构,用于维持与在书的买方中保持的N个限制中具有最高价格的P限制相对应的选定数量P的限制,或N中的最低价格 维持在订单簿的卖方的限制,第一数据结构中的订单根据订单单侧按价格排序,以及 - 以树形式布置并且包括具有最低的NP限制的第二数据结构 书籍购买方的N限价之间的价格,或书籍卖方N限价之中的最高价格。 订单簿管理装置还包括:第一管理核心(2),用于处理每个接收到的限制相关命令,包括价格信息,响应于命令的处理更新第一数据结构和/或生成至少一个更新命令到 第二管理核心(3),所述第二管理核心(3)被配置为基于所述更新命令来更新所述第二数据结构。
    • 3. 发明公开
    • An asset management device and method in a hardware platform
    • Bestandsverwaltungsvorrichtung und -verfahren在einer Hardware-Plattform
    • EP2858024A1
    • 2015-04-08
    • EP13306356.0
    • 2013-10-01
    • Enyx SA
    • Kodde, Edward
    • G06Q40/00G06F12/00G06F17/30
    • G06F9/3824G06F21/71G06F21/79G06Q40/04H04L9/0894
    • Embodiments of the present invention provide an asset management method for managing assets, the method being implemented on an integrated circuit. The asset management method uses a keys memory (102) for storing keys, each key being associated with a respective asset identifier, and a data memory (103) for storing asset information. The method comprises :
      -receiving an input command related to an asset comprising an asset identifier and a set of asset information associated with the asset,
      -computing a set of addresses to said Keys memory (102) from the asset identifier, the step of computing a set of addresses comprising calculating hashes from the asset identifier,
      - finding or allocating an entry in the keys memory (102) for the asset, based on the computed set of addresses, depending on the input command,
      - computing a data address to the data memory (103) for the asset from the address and position in the keys memory (102) at which an entry has been found or allocated for the asset;
      - reading data in the data memory (103) at said computed data address; and
      - executing the input command based on the data read in the data memory at said data address.
      The invention applies in particular to management of financial orders.
    • 本发明的实施例提供了一种用于管理资产的资产管理方法,该方法在集成电路上实现。 资产管理方法使用密钥存储器(102)来存储密钥,每个密钥与相应的资产标识符相关联,以及用于存储资产信息的数据存储器(103)。 该方法包括:接收与资产相关的输入命令,所述输入命令包括资产标识符和与所述资产相关联的一组资产信息, - 从所述资产标识符计算到所述密钥存储器(102)的一组地址,所述计算步骤 一组地址,包括从所述资产标识符计算散列, - 根据所输入的命令,基于所计算的地址集合,找出或分配所述资产的所述密钥存储器(102)中的条目, - 计算所述资源的数据地址 数据存储器(103),用于从已经找到或分配了该资产的密钥存储器(102)中的地址和位置中的资产; - 在所述计算的数据地址处读取数据存储器(103)中的数据; 以及 - 基于在所述数据地址处读取在数据存储器中的数据执行输入命令。 本发明特别适用于财务订单的管理。