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    • 2. 发明申请
    • COMPUTER-BASED SYSTEM AND METHOD FOR EXECUTING ORDERS
    • 基于计算机的系统及其执行方法
    • WO2006039815A1
    • 2006-04-20
    • PCT/CA2005/001595
    • 2005-10-14
    • TSX INC.ALLEN, Gregory Arthur
    • ALLEN, Gregory Arthur
    • G06Q30/00H04L12/16
    • G06Q40/04
    • The present invention provides a novel system and method for executing orders. In an embodiment, a system for executing orders includes a communications gateway through which orders and intents can be passed to an internalization engine. The internalization is operable to maintain intents anf compare them with incoming orders, and with market feeds of best bid offers, in order to match up certain incoming orders with intents from the same firm in accordance with market rules. Where no match is made, the order is passed to a trading engine, also connected to the communications gateway, so that the order can be processed in the usual manner. Where a match is made, an appropriate portion of the intent is paired with the order and a trade notification is sent to the trading engine for processing in the usual manner.
    • 本发明提供了一种用于执行订单的新型系统和方法。 在一个实施例中,用于执行订单的系统包括通信网关,通过该网关可以将订单和意图传递给内部化引擎。 内部化是可操作的,以保持意向,并将其与新订单进行比较,并与最佳出价报价进行市场交易,以便根据市场规则将同一企业的意向与特定订单进行匹配。 在没有匹配的情况下,该订单被传递给也连接到通信网关的交易引擎,使得可以以通常的方式处理订单。 如果进行比赛,意图的适当部分与订单配对,并且交易通知被发送到交易引擎以便以常规方式进行处理。
    • 3. 发明申请
    • APPARATUS AND METHOD FOR FAILOVER OF DEVICE INTERCONNECT USING REMOTE MEMORY ACCESS WITH SEGMENTED QUEUE
    • 使用远程记忆访问设备互连的设备和方法与已分配的队列
    • WO2014197975A1
    • 2014-12-18
    • PCT/CA2014/000498
    • 2014-06-12
    • TSX INC.
    • MOROSAN, TudorALLEN, Gregory Arthur
    • H04L29/14H04L12/707
    • H04L45/22H04L69/14H04L69/40
    • A first remote memory access link is established between a first communications interface card on the first computing device and a second communications interface card on the second computing device. In response to an error associated with the first remote memory access link, messages are copied from a segmented queue associated with the first communications interface card to a segmented queue associated with a third communications interface card on the first computing device. A second remote memory access link between the third communications interface card and a fourth communications interface card is activated on the second computing device, and messages are resent from the segmented queue associated with the third communications interface card to the fourth communications interface card through the second remote memory access link. The second computing device discards duplicate received messages, if any.
    • 在第一计算设备上的第一通信接口卡和第二计算设备上的第二通信接口卡之间建立第一远程存储器访问链路。 响应于与第一远程存储器访问链路相关联的错误,将消息从与第一通信接口卡相关联的分段队列复制到与第一计算设备上的第三通信接口卡相关联的分段队列。 在第二计算设备上激活第三通信接口卡和第四通信接口卡之间的第二远程存储器访问链路,并且通过第二通信接口卡将消息从与第三通信接口卡相关联的分段队列重新发送到第四通信接口卡 远程存储器访问链接。 第二计算设备丢弃重复的接收到的消息(如果有的话)。
    • 4. 发明申请
    • LOW LATENCY DEVICE INTERCONNECT USING REMOTE MEMORY ACCESS WITH SEGMENTED QUEUES
    • 使用远程内存访问的低延迟设备互连与已分配的QUEUES
    • WO2014197974A1
    • 2014-12-18
    • PCT/CA2014/000495
    • 2014-06-12
    • TSX INC
    • ALLEN, Gregory ArthurMOROSAN, Tudor
    • H04L12/863H04L12/12H04L12/58H04L12/879
    • G06F15/167H04L12/06H04L12/6418H04L47/6295H04L49/901H04L67/104
    • A writing application on a computing device can reference a tail pointer to write messages to message buffers that a peer-to-peer data link replicates in memory of another computing device. The message buffers are divided into at least two queue segments, where each segment has several buffers. Messages are read from the buffers by a reading application on one of the computing devices using an advancing head pointer by reading a message from a next message buffer when determining that the next message buffer has been newly written. The tail pointer is advanced from one message buffer to another within a same queue segment after writing messages. The tail pointer is advanced from a message buffer of a current queue segment to a message buffer of a next queue segment when determining that the head pointer does not indicate any of the buffers of the next queue segment.
    • 计算设备上的写入应用程序可以引用尾部指针来将消息写入到对等数据链路在另一计算设备的存储器中复制的消息缓冲区。 消息缓冲区被划分为至少两个队列段,其中每个段具有多个缓冲区。 当确定下一个消息缓冲器已经被新写入时,通过读取来自下一个消息缓冲器的消息的前进头指针,在一个计算设备上的读取应用程序从缓冲器中读取消息。 写入消息后,尾部指针在同一个队列段内从一个消息缓冲区升级到另一个消息缓冲区。 当确定头指针不指示下一个队列段的任何缓冲区时,尾指针从当前队列段的消息缓冲区前进到下一队列段的消息缓冲区。