Dynamically generated paired impulse liquidation dampener

Abstract

Apparatus and related methods relate to maintaining a continuous futures object by keeping an original contract data structure active while coordinating a linked protective contract data structure within a shared package. In an illustrative embodiment, a system may receive a first contract data structure having a termination threshold parameter and an interval parameter. For example, the system may generate a second contract data structure with a trigger protection parameter derived from the termination threshold parameter. For example, the system may store the first contract data structure and the second contract data structure in a linked data package. For example, the system may maintain a composite state object with respective value components derived from the linked data structures. For example, the composite state object may be updated based on an externally derived input parameter before trigger evaluation. Various embodiments may advantageously maintain a protected perpetual futures position without liquidation.

Description

1 / 41 Docket No. : 1011 -02WO / USDynamically Generated Paired Impulse Liquidation Dampener CROSS-REFERENCE TO RELATED APPLICATIONS

[0001] This application claims the benefit of U.S. Provisional Application Serial No. 63 / 777,525, titled “Dynamically Generated Paired Impulse Liquidation Dampener” filed by Kadir Gokhan Babaoglu, on March 25, 2025. This application incorporates the entire contents of the foregoing application herein by reference.TECHNICAL FIELD

[0002] Apparatus and methods generally relate to generation and / or management of associated objects.BACKGROUND

[0003] Financial markets encompass a wide array of environments where entities engage in the exchange of financial instruments. These instruments include equities, bonds, commodities, and various others. Participants in financial markets may include individual investors, institutional investors, financial institutions, and brokerage firms. Such entities often interact through exchanges where data on prices, trading volume, and market trends are used for decision-making. Enhancements in technology have enabled these entities to operate efficiently on global platforms, facilitating transactions that impact both domestic and international economies. These markets may, for example, be regulated by governmental bodies.

[0004] Financial derivative markets represent a segment within financial markets where derivatives, such as futures, options, swaps, and forward contracts, are traded. These financial instruments derive their value from underlying assets or indices, allowing entities to hedge against risks or speculate on market movements. Derivatives serve as crucial tools for managing exposure to various market risks associated with fluctuations in asset prices, interest rates, or currency exchange rates. Participants in these markets range from hedge funds and investment banks to multinational corporations, each seeking to optimize financial outcomes using tailored derivative strategies and instruments.

[0005] In the realm of financial markets, liquidity events may be associated with financial derivatives, such as instruments that are devoid of specific expiration dates. These events can be triggered due to market fluctuations that may induce liquidation of an asset or instrument related to the asset.SUMMARY

[0006] Apparatus and related methods relate to maintaining a continuous futures object by keeping an original contract data structure active while coordinating a linked protective contract data structure within a shared package. In an illustrative embodiment, a system may receive a first contract data structure having a termination threshold parameter and an interval parameter. For example, the system may generate a second contract data structure with a trigger protection parameter derived from the termination threshold parameter. For example, the system may store the first contract data structure and the second contract data structure in a linked data package. For example, the system may maintain a composite state object with respective value components2 / 41 Docket No. : 1011 -02WO / USderived from the linked data structures. For example, the composite state object may be updated based on an externally derived input parameter before trigger evaluation. Various embodiments may advantageously maintain a protected perpetual futures position without liquidation.

[0007] Apparatus and methods generally relate to an object capping packaging engine (OCPE) responsive to an uncapped event object (UEO). In an illustrative example, the OCPE may be configured to automatically generate an event-responsive capping object (ERCO) in response to the UEO. The ERGO may, for example, be generated to pair with and cap specific uncapped attributes of the UEO. The OCPE may, for example, automatically implement, instantiate, deploy, and / or manage the UEO, such as, for example, in response to triggers of otherwise uncapped events in the UEO. Various embodiments may, for example, advantageously generate and / or manage digital objects configured to act as an impulse response (e.g., finite impulse response) filter, acting as a real-time dampening response to exaggerated impulse events.

[0008] Various embodiments may achieve one or more advantages. For example, some embodiments may provide real-time dampening response to exaggerated impulse events. For example, some embodiments may reduce the likelihood of undesirable outcomes, including destruction or loss. For example, some embodiments may enhance security. For example, some embodiments may provide more responsive and effective management of event outcomes. For example, some embodiments may offer enhanced responsiveness to market changes.

[0009] The details of various embodiments are set forth in the accompanying drawings and the description below. Other features and advantages will be apparent from the description and drawings, and from the claims.BRIEF DESCRIPTION OF THE DRAWINGS

[0010] Various embodiments of the present embodiments are described with reference to the following figures.

[0011] Fig. 1 depicts an object capping packaging engine in an illustrative use case scenario.

[0012] Fig. 2 depicts a block diagram of an illustrative embodiment of the object capping packaging engine.

[0013] Fig. 3 depicts an example implementation of an object capping packaging engine configured for use in generating a capping packaging of perpetual futures objects.

[0014] Fig. 4 depicts an illustrative method of generating an event-responsive capping object and package.

[0015] Fig. 5 depicts an illustrative method of managing a capped package.

[0016] Fig. 6 depicts an illustrative capping object generator.

[0017] Fig. 7A, Fig. 7B, and Fig. 7C depict illustrative structured data objects associated with generation and management of a unified protected-position data structure.

[0018] Like reference numerals refer to like parts throughout the various views unless otherwise specified. Embodiments and portions of embodiments illustrated and described herein are non-limiting and non-exhaustive.3 / 41 Docket No. : 1011 -02WO / USDETAILED DESCRIPTION

[0019] This document introduces an object capping packaging engine in Figs. 1-2. With respect to Fig. 3, this disclosure illustrates object capping packaging and assessment engines implemented in an illustrative use-case scenario related to generating and operating perpetual futures objects and associated options objects. Methods related to configuration and / or operation of an object capping packaging and / or assessment engine(s) are described with respect to Figs. 4-6. Finally, various additional embodiments and / or features are discussed related to enhancements.

[0020] Fig. 1 depicts an illustrative object capping packaging system deployed in an illustrative use-case scenario. A user 105 interfaces with (e.g., operates) a device 110 (e.g., a smartphone, a tablet, a personal computer, a server interface). The device 110 is communicably coupled to a network 125. This network 125 is, in this example, communicably coupled with a financial institution 115. In this example, the network 125 is communicably coupled with a merchant 120. For example, the network 125 may advantageously enable data exchange and / or object operations between the connected devices.

[0021] As shown in this example, the network 125 is operably coupled to an object capping packaging engine 130. For example, the object capping packaging engine 130 may be hosted one or more devices in the network 125 (e.g., a cloud server infrastructure, a federated network architecture, a peer-to-peer network). This object capping packaging engine 130 receives an uncapped event object 135, such as in response to inputs via the device 110. The object capping packaging engine 130 generates, based on the uncapped event object 135, an event-responsive capping object 140.

[0022] In an illustrative example, the user 105 may operate the device 110 to generate the uncapped event object 135. The uncapped event object 135 may, for example, include a digital object corresponding to an uncapped event. In an example, the digital object may be tied to the uncapped event. The digital object may, for example, represent the uncapped event. In some implementations, the digital object may correspond to an association between an asset and a dynamic attribute of the asset. The digital object may, for example, correspond to one or more triggers (e.g., EventTrigger) associated with the dynamic attribute. The digital object may, for example, be associated with one or more events (e.g., EventSeq) linked to the triggers. The digital object may be operated based on the trigger(s). For example, the digital object may be extinguished. The digital object may, for example, be transferred. In some examples, the digital object may be disposed of, and / or destroyed. Accordingly, for example, the event may be uncapped. An uncapped event may, for example, include an event that results in destruction or loss of the object. In an example, there may be no mitigation sequence in place. For example, an uncapped event may respond to impulse events (e.g., transient spikes in a signal). Some examples of an impulse event may include, without limitation, a spike, jump, discontinuity, and / or other abrupt variation of a value (e.g., price, volume) occurring over a relatively short interval (e.g., intra-day, hours, minutes, seconds, sub-seconds).

[0023] The uncapped event object 135, as shown in Fig. 2, may correspond to a variety of event examples that illustrate various uncapped scenarios. One such example includes a data object corresponding to a perpetual4 / 41 Docket No. : 1011 -02WO / USfutures contract (e.g., a financial derivative that does not have an expiration date and can be subject to significant volatility that is not initially mitigated by capping mechanisms). Another example may include a data object in a secure information system configured to be transferred in response to a trigger event. The data object may, for example, not have predefined checks or balances. In some embodiments, a data object including a command configured to initiate an equipment shutdown process (e.g., in a manufacturing system) may be configured to halt production (e.g., indefinitely). The shutdown data object may have no capping object and so may, for example, result in uncontrolled downtime and potential loss of output.

[0024] The object capping packaging engine 130 processes the uncapped event object 135 to generate the event-responsive capping object 140. The object capping packaging engine 130 evaluates attributes of the uncapped event object 135, such as its associated attributes, triggers, and / or linked events. Based on this evaluation, the object capping packaging engine 130 dynamically constructs in response the event-responsive capping object 140. For example, generation of the event-responsive capping object 140 may include determining appropriate capping parameters and / or integrating mitigation sequences corresponding (e.g., constraining, limiting, offsetting) potential impacts of uncapped events. The capping parameters may, for example, be dynamically determined. The capping parameters may, for example, be determined based on predetermined parameters and / or preferences (e.g., entity preferences such as the user, financial institution, and / or merchant; system preferences). Some embodiments may, for example, advantageously automatically generate corresponding (e.g., paired) capping objects configured to dynamically constrain, limit, and / or extinguish risks associated with the uncapped event object 135. Some embodiments may, for example, advantageously reduce the likelihood of undesirable outcomes such as destruction or loss. For example, the engine 130 may advantageously generate a capping object configured to dampen or otherwise cap an otherwise uncapped response to a transient spike in an input signal (e.g., a signal related to a market price of an asset).

[0025] Returning to a prior illustrative example, the object capping packaging engine 130 may, for example, receive the uncapped event object 135 corresponding to a perpetual futures contract. In response, the object capping packaging engine 130 may, for example, evaluate selected attributes of the perpetual futures contract, such as an asset price and funding schedule. Using this evaluation as a basis, the object capping packaging engine 130 may, for example, automatically generate an event-responsive capping object 140. The event-responsive capping object 140 may, for example, be configured as an options contract. The options contract, generated as the event-responsive capping object 140, may, for example, be generated to include attributes specifically configured to cap the event(s) defined by the perpetual futures contract. For example, the options contract may include a strike price and expiration date corresponding to the asset price and funding schedule, respectively. The options contract may, for example, be configured to automatically execute in response to an event trigger of the uncapped event object 135. Accordingly, the object capping packaging engine 130 may advantageously operate to cap potential losses and automatically implement on a network hedging strategies against the volatility inherent in the perpetual futures contract, thereby constraining financial exposure and / or offsetting potential detrimental impacts. By automatically generating the options contract aligned with the5 / 41 Docket No. : 1011 -02WO / UScharacteristics of the perpetual futures contract, the object capping packaging engine 130 may, for example, advantageously mitigate financial risks and enhance investment security for users 105 operating through connected devices 110.

[0026] FIG. 2 illustrates a configuration of an example implementation of an object capping packaging engine 130. The object capping packaging engine 130 may be implemented on one or more servers. The object capping packaging engine 130 may be implemented on a personal computing device, such as configured as an app. The object capping packaging engine 130 may, for example, be implemented in a virtual machine.

[0027] In this example, the object capping packaging engine 130 includes a processor 205. The processor 205 may include multiple processors. The processor 205 may include one or more microprocessors. The processor 205 is operably coupled to memory 215. The memory 215 may, for example, include one or more physical modules. The memory 215 may, for example, include random access memory. The memory 215 may, for example, hold programs of instruction and / or operating data during execution by the processor 205.

[0028] The processor 205 is operably coupled to a storage module 220. The storage module 220 may include multiple storage devices. The storage module 220 may include hard disk storage. The storage module 220 may include solid state storage. The storage module 220 may store one or more programs of instruction. A program of instruction may cause operations to be performed when executed by the processor 205. Programs of instruction may, for example, be loaded from the storage module 220 into the memory 215 during execution by the processor 205.

[0029] In this example, the storage 220 includes a capping object generator 225. The object capping packaging engine 130 includes the capping object generator 225, as also shown in Fig. 6. The capping object generator 225 is configured to operate on the uncapped event object 135. For example, the operation may include evaluating the characteristics of the uncapped event object 135. For example, the capping object generator 225 may, for example, assess the attributes, triggers, and / or linked events associated with the uncapped event object 135.

[0030] Based on the evaluation, the capping object generator 225 dynamically designs the event-responsive capping object 140. The construction of the event-responsive capping object 140 may, for example, involve determining capping parameters that may constrain or mitigate impact of uncapped events. This process may, for example, be performed in response to attributes drawn from the uncapped event object 135. The event-responsive capping object 140 may, for example, be generated as a function of predetermined parameters and / or user-defined preferences. For example, in some embodiments a predetermined mapping of uncapped event object 135 attributes to event-responsive capping object 140 may be applied. In some examples, rules may be retrieved and applied as a function of attributes of the uncapped event object 135, predetermined parameters, and / or user-defined preferences (e.g., risk tolerance factors).

[0031] In some examples, the capping object generator 225 may be configured to include logic for integrating mitigation sequences within the event-responsive capping object 140. These sequences may, for example, operate to contain, offset, and / or reduce potential impacts associated with uncapped events. Some6 / 41 Docket No. : 1011 -02WO / USembodiments may, for example, advantageously automatically construct capping objects configured to address and / or manage unwanted events and / or outcomes inherent in the uncapped event.

[0032] The capping object generator 225 may, for example, interface with the object capping packaging engine 130, such as for deployment purposes. The generator, for example, may produce capping objects tailored for specific event scenarios. Event-specific capping objects may, for example, advantageously facilitate more responsive and / or effective management of event outcomes. By leveraging predefined criteria and / or dynamic evaluation strategies, such configurations may, for example, advantageously enhance the flexibility and / or adaptability of risk management strategies.

[0033] The storage 220 includes a dynamic package deployment engine 230. In this example, the dynamic package deployment engine is operably coupled with the object capping packaging engine 130. For example, the dynamic package deployment engine 230 may be configured to receive capping objects generated by the object capping packaging engine 130 (e.g., by the capping object generator 225). Upon receipt of these capping objects, the dynamic package deployment engine 230 evaluates deployment parameters associated with each object. These parameters may include intended destinations, deployment conditions, or specific entity preferences.

[0034] In some embodiments, the dynamic package deployment engine 230, as part of the object capping packaging engine 130, may be configured to automatically manage deployment of the event-responsive capping object 140 (e.g., packaged with the uncapped event object 135). In some examples, the dynamic package deployment engine 230 may automatically operate the event-responsive capping object 140 when a predefined trigger occurs. Autonomous execution based on triggers may, for example, advantageously offer enhanced responsiveness (e.g., to market changes).

[0035] In some embodiments, the dynamic package deployment engine 230 may, for example, automatically transmit the event-responsive capping object 140 to potential purchasers and / or operators (e.g., after generation of the object by the capping object generator 225).

[0036] For example, the deployment engine may automatically communicate with the merchant 120 and / or financial institution 115 (e.g., as shown in Fig. 1), such as, by way of example and not limitation, to implement (e.g., purchase, sell) a contract(s) implementing and / or otherwise corresponding to the event-responsive capping object 140. An example of this function allows for the potential sale and / or purchase of contracts implementing the event-responsive capping object 140 generated by the capping object generator 225. Such embodiments may, for example, advantageously enable automatic risk mitigation.

[0037] In some embodiments, the dynamic package deployment engine 230 may, for example, monitor one or more triggers associated with the uncapped event object 135. The deployment engine may, for example, deploy the event-responsive capping object 140 in response to events (e.g., the monitored events) that would otherwise remain uncapped. For example, the deployment engine may operate the capping object, such as to execute associated contract(s). Such embodiments may, for example, advantageously provide automatic security against uncapped events. The dynamic response to uncapped events may, for example, provide considerable7 / 41 Docket No. : 1011 -02WO / USadvantages by providing automatic response to potential risks. Some embodiments may, for example, advantageously improve financial stability.

[0038] In some examples, the dynamic package deployment engine 230 packages the capping objects and associated data into deployment packets. These packets may be formatted to facilitate transfer over various communication networks, as facilitated by the communication module 240, providing efficient distribution to targeted systems or devices.

[0039] By integrating dynamic evaluation with package formulation, the dynamic package deployment engine 230 may, for example, advantageously enhance the adaptability of deployment strategies. This adaptability may, for example, advantageously provide real-time adjustment based on changing operational contexts, which may, for example, improve efficiency and / or responsiveness in a deployment process.

[0040] In this example, the storage 220 of the object capping packaging engine 130 includes a package assessment engine 235, as depicted in Fig. 2. The package assessment engine 235 may, for example, evaluate and / or manage various attributes of event-responsive capping objects. This engine may, for example, be operably coupled to other components of the object capping packaging engine 130.

[0041] In some implementations, for example, the package assessment engine 235 may evaluate ongoing conditions, such as asset prices and / or market trends, associated with uncapped event objects and / or associated ERCOs. This evaluation may, for example, assist in determining whether adjustments to the event-responsive capping objects are required. For example, in the dynamic environment of financial markets, the package assessment engine 235 may, for example, monitor market conditions in real-time and / or provide input for the generation and / or modification of capping objects (e.g., via the capping object generator 225). By analyzing real-time data, the package assessment engine 235 may, for example, aid in dynamically assessing and / or managing financial risk, which may advantageously enable automatic adjustment of protective measures such as option contracts.

[0042] The package assessment engine 235, may, for example, monitor and / or record changes and / or transactions related to the uncapped event object 135, the event-responsive capping object 140, and / or a package(s) of such objects. The engine 235 may, for example, assess the current status of individual objects, such as the uncapped event object 135 and / or the event-responsive capping object 140. The engine 235 may, for example, calculate a market value of the individual objects. In some embodiments, the engine 235 may, for example, track aggregates of objects within a package (e.g., a total market value of the object 135 and associated one or more object 140). In some embodiments, for example, the engine 235 may provide accounting functionalities (e.g., calculating and / or recording transactions and / or values). Implementation of these capabilities may assist in evaluating the ongoing conditions of the perpetual futures contract and its affiliated options. This setup could facilitate proactive adjustments to reduce potential financial exposure.

[0043] In this example, the object capping packaging engine 130 includes a communication module 240. The communication module 240 may, for example, include a wireless communication module. The wireless communication module may, for example, contain a transmitter and a receiver. The communication module 2408 / 41 Docket No. : 1011 -02WO / USmay, for example, include a wired communication module, such as an Ethernet port and / or USB port. The communication module 240 may, for example, advantageously provide connectivity to various networks.

[0044] The object capping packaging engine 130 is communicably coupled to one or more devices (e.g., via one or more networks). For example, the processor 205 may be operably coupled to the device(s) via the communication module 240. As depicted in this example, the object capping packaging engine 130 is operably coupled to a data store 245. The data store 245 may, for example, include a database(s). The data store 245 may, for example, include a physical storage device. The data store 245 may, for example, include a virtual storage network.

[0045] The data store 245 may store parameters. Parameters may, for example, include data configurations. In some embodiments, the data store 245 may include historical data. The data store 245 may include historical configurations.

[0046] The data store 245 may, for example, be configured to store various data required for the generation, packaging, assessment, and / or deployment of the event-responsive capping object 140. This data may include predefined rules that enable and / or control the operational framework of the ERGO generation and / or management process. Such rules may, for example, encompass logic used in evaluating attributes of an uncapped event object 135, thresholds for trigger events, and / or specific conditions under which the event-responsive capping object 140 activate.

[0047] The data store 245 may also store user-defined parameters, allowing customization of capping object generation and deployment based on individual preferences or risk profiles. User-defined parameters may set specific strike prices, expiration terms, or risk tolerance levels. Parameters related to financial institutions 115 or merchants 120, if applicable, might also be stored to enhance tailored deployment strategies for the capping objects.

[0048] Moreover, the data store 245 may, for example, include data configurations and / or historical data that can offer contextual insights into past events and their outcomes. Using this information, the object capping packaging engine 130, as well as its components such as the capping object generator 225 and the dynamic package deployment engine 230, can dynamically tailor ERCOs and their response strategies. Such embodiments may, for example, advantageously manage and / or mitigate financial risks inherent in an uncapped event object such as a perpetual futures contract. This adaptability may, for example, be advantageous in providing robust risk management strategies.

[0049] The data store 245 may, for example, include associations between historical data. Associations may correlate parameters and outcomes, for example. An association may, for example, be in the form of a matrix entry. An association may include a link(s), for example, linking an attribute to a data object and / or metadata. Historical data and / or corresponding associations may, by way of example and not limitation, provide training and / or contextual data to the capping object generator 225. Some embodiments may, for example, advantageously enhance operational accuracy.9 / 41 Docket No. : 1011 -02WO / US

[0050] In some examples, the object capping packaging engine 130 may include, for example, a power storage module (not shown). The power storage module may, for example, be operably coupled to provide power to the processor 205 and / or other components. The power storage module may include a battery. The power storage module may include a power port and associated circuitry. The power storage module may, for example, include a charge control circuit and power supply circuit, supporting energy management.

[0051] Accordingly, the object capping packaging engine (130), as depicted in Fig. 2, may advantageously serve to provide liquidation dampening, such as by orchestrating an advanced mechanism for automatic generation of an event-responsive capping object 140. For example, the object capping packaging engine 130 may receive an uncapped event object 135, which may, for example, correspond to a perpetual futures contract. Upon receiving this input, the object capping packaging engine 130 may, for example, invoke a capping object generator 225 to analyze the attributes, triggers, and / or linked events associated with the uncapped event object 135.

[0052] The capping object generator 225 may, for example, assess these characteristics to dynamically construct the event-responsive capping object 140. Such construction may, for example, include determining relevant capping parameters configured to mitigate or constrain potential liquidation events. The event-responsive capping object 140 may, for example, incorporate predefined conditions aligning with attributes of the uncapped event object 135. For example, this may result in configuring an options contract specifically designed to offset potential liquidation events of a perpetual futures contract.

[0053] The event-responsive capping object 140 may incorporate implementation logic programmed to identify event triggers associated with the predetermined conditions. This configuration enables the object to function autonomously under suitable circumstances. The specifications of the event-responsive capping object 140 may include an automatic exercise condition, such that the options contract executes based on certain market conditions, such as when the asset price of the uncapped event object 135 reaches a liquidation level.

[0054] In some instances, the object capping packaging engine 130, by utilizing the capping object generator 225, evaluates the event sequence relevant to the uncapped event object 135. The engine 130, upon detecting a trigger within the sequence, utilizes this trigger as a basis for automatic deployment. The object capping packaging engine 130, aided by the dynamic package deployment engine 230, deploys the pre-generated event-responsive capping object 140 to provide liquidation dampening.

[0055] By automatically generating the event-responsive capping object 140, the object capping packaging engine 130 enhances the system's ability to automatically generate and / or implement protection against unexpected events. Through an automated connection via the communication module 240, for example, the deployment process may be further streamlined. This may, for example, enhance the efficiency with which the object capping packaging engine 130 operates in mitigating potential financial exposure.

[0056] Fig. 3 shows the object capping packaging engine 130 managing an uncapped event object 135 in conjunction with an event-responsive capping object 140 in an illustrative use-case scenario. The object capping10 / 41 Docket No. : 1011 -02WO / USpackaging engine 130 is depicted in this example as a "Perption Engine" (e.g., perpetual futures + paired options).

[0057] In this example, the uncapped event object 135 corresponds to a perpetual futures contract (PFC). For example, Finally, uncapped event object instantiation 305 occurs in this example when a user (e.g., user 105) initiates a new position with size +4. This action triggers the object capping packaging engine 130 to manage the position parameters, generating an appropriate option as depicted by event-responsive capping object 140. Object parameters include, by way of example and not limitation, leverage factor, entry price of the PFC, liquidation price, position size, and margin requirement. The PFC indicates a leverage of 10x, an entry price of 150 USD, a liquidation price of 135 USD, a position size of +4, and a margin requirement of 60 USD.

[0058] In the context of PFC, the uncapped event object 135 may, for example, involve a risk such as, for example, due to an absence of a fixed expiration date. The nature of the PFC represented by the object 135 may, for example, allow for continuous exposure to market conditions. This continuous exposure may, for example, render the user vulnerable to significant market fluctuations, leading to liquidation risks. Such risks may, for example, emerge from volatility that can drive the contract’s price to approach and / or reach the liquidation thresholds (e.g., termination thresholds) due to insufficient margin maintenance. If the price of the underlying asset drops to the liquidation level, it could lead to forced liquidation of the position, potentially resulting in substantial financial losses for traders who have leveraged positions. Adjustable funding rates, which may be based on market conditions, may, for example, influence an overall cost of maintaining the position. The variability of the rates may, for example, lead to unexpected financial burdens, which may further amplify risks associated with adverse market movements.

[0059] In this example, the event-responsive capping object 140 is shown as representing an option contract generated by the event-responsive capping object 140 in response to the uncapped event object 135. As shown, the ERGO represents a put, with a strike price of $135 and a payoff formula max(0,135-S), where S represents the current asset price. Accordingly, the event-responsive capping object 140 is configured (e.g., automatically, as generated by the engine 130) to activate if the asset price falls to the liquidation level. As shown, the engine 130 may, for example, advantageously generate a capped package pairing the object 135 with the protective capping object 140, advantageously providing a protective measure against losses specific to the PFC represented by the object 135.

[0060] In this example, the uncapped event object 135 is related to an example environmental attribute 310, shown as the current price of the underlying asset, denoted as 150 USD. This contextual information directly influences the behavior of both the uncapped event object 135 and the event-responsive capping object 140.

[0061] The object package assessment object 315 may, for example, be generated by the package assessment engine 235 based on the uncapped event object 135, the event-responsive capping object 140, and / or one or more environmental attribute 310. For example, the package assessment engine 235 may generate and / or update the object package assessment object 315, such as during balance management operations. The object 315 may, for example, be instantiated as depicted with an initial value at time zero of 6511 / 41 Docket No. : 1011 -02WO / USUSD. As shown, the user enters into a (matched) perpetual future contract, with position size +4 (e.g., long 4) and leverage 10 times. This position may, for example, requires 60 USD to be blocked as it is counted as part of the margin requirement which could also be seen as a collateral. Accordingly, as depicted, the object package assessment object 315 records a blocked value of 60 USD. The remaining balance of $5 may, for example, reflect the market value of the package (e.g., the uncapped event object 135 and the event-responsive capping object 140) managed by the package assessment engine 235. Some embodiments may, for example, advantageously enable a user to monitor financial positions and / or performance.

[0062] In some embodiments, the environmental attribute 310 may include one or more externally derived input parameters received from outside the object capping packaging engine 130. By way of example, and not limitation, such externally derived input parameters may include a mark price, a traded price, a bid price, an ask price, an index price, a funding-rate related input, a volatility-related input, or another market-supplied parameter associated with the underlying asset or with operation of the perpetual futures leg and the protective option leg. The package assessment engine 235 may receive such externally derived input parameters through the communication module 240 and may use them in updating the object package assessment object 315 and or the activation-state data structure 715.

[0063] For example, a changed mark price supplied by an exchange or market data source may be used to update a first value component associated with the perpetual futures leg and a second value component associated with the protective option leg. The maintained combined state may then be recomputed based on the updated value components and used in evaluating whether liquidation-control logic remains active. Accordingly, the environmental attribute 310 may represent an external input stream that drives dynamic updating of the maintained package state.

[0064] Orchestration of the perpetual future and option by the object capping packaging engine 130 may, for example, advantageously provide risk management through automatic option generation and / or balance adjustments based on market conditions.

[0065] Fig. 4 depicts an illustrative capping package generation method 400. Step 405 involves receiving an uncapped event object (e.g., uncapped event object 135). For example, the uncapped event object may be received by the object capping packaging engine 130. In a step 410, uncapped attributes associated with the received uncapped event object are determined, such as by capping object generator 225.

[0066] In step 415, an event-responsive capping object (ERGO), such as event-responsive capping object 140, is generated. This object may, for example, be configured to mitigate risks associated with the uncapped attributes detected in step 410. In step 420 a capped package is generated (e.g., by the object capping packaging engine 130) that associates the ERGO with the uncapped event object.

[0067] Step 425 submits the ERGO for issuance. Following submission, decision point 430 determines if the ERGO has been issued. If the issuance is confirmed, step 435 instantiates the capped package for assessment purposes.12 / 41 Docket No. : 1011 -02WO / US

[0068] Upon successful assessment, step 440 receives an event trigger activation, which is crucial for recognizing conditions that necessitate deploying the ERGO. Decision point 445 evaluates whether the conditions correspond to an uncapped event.

[0069] If an uncapped event is confirmed at decision point 445, step 450 deploys the packaged ERGO, effectively managing the risk associated with the original uncapped event object. This systematic approach offers a structured method for mitigating financial risks.

[0070] Fig. 5 depicts an illustrative method of managing a capped package. In a step 505, an instantiated object (e.g., an event-responsive capping object 140, such as after generation and subsequent instantiation such as via a trading network) is received into an assessment engine (e.g., package assessment engine 235). In a step 510, an initial assessment of the instantiated object is generated based on the object's attributes. For example, the initial assessment may be an initial schedule, and / or valuation (e.g., as illustrated in Fig. 3 with respect to the object package assessment object 315).

[0071] In some embodiments, when a changed attribute or event is detected, the package assessment engine 235 may coordinate updating of multiple value components associated with a maintained package state. For example, a first value component associated with the perpetual futures leg and a second value component associated with the protective option leg may be updated in response to a common changed environmental attribute 310 so that the resulting object package assessment object 315 remains internally consistent for subsequent trigger evaluation. In this manner, the package assessment engine 235 may maintain a coherent composite state derived from the linked objects rather than evaluating liquidation-related conditions using mismatched values generated from different update contexts.

[0072] In a decision point 515, the assessment engine evaluates whether any attributes or events have been altered. If an alteration is detected, the engine proceeds in step 520 to generate an updated assessment. If no alterations are detected, the flow bypasses to decision point 525.

[0073] In decision point 525, if the package has been terminated, the process ends. Otherwise, the method 500 returns to decision point 515 to evaluate further potential attribute or event alterations, thereby enabling ongoing assessment of an instantiated object under changing conditions (e.g., as depicted in the illustrative embodiment shown in Fig. 3).

[0074] Fig. 6 depicts a capping object generator 225. To the left, several example inputs are provided to the capping object generator 225. In this example, the generator receives uncapped event objects 135. The generator may receive, as shown in this example, connected entity inputs 605. These inputs may, for example, include pertinent information from various entities that interact with the system. For example, connected entity inputs may include user preferences. Connected entity inputs may, for example, include market data. Connected entity inputs may, for example, include merchant bids and / or asks. Connected entity inputs may, for example, include financial institution preferences and / or data.

[0075] As illustrated in Fig. 6, historical data may, for example, be fed into the capping object generator 225. Historical objects 610 may, as depicted, include uncapped event objects along with their associated historical13 / 41 Docket No. : 1011 -02WO / USevent-responsive capping objects (ERCOs). Historical trigger events 615 associated with these historical ERCOs and uncapped event objects, may be provided, as shown. The historical objects may, for example, provide insights into past occurrences that necessitated ERCO activation. Historical objects may, for example, include historical assessments 620 including historical evaluations of corresponding historical ERCOs and / or uncapped event objects. Such historical assessments may, for example, provide the model a comprehensive understanding of previous risk management actions.

[0076] On the right, the capping object generator 225 outputs event-responsive capping objects 140. These objects are generated based on the inputs and historical data, offering protective measures to mitigate potential risks associated with uncapped event objects 135. The system's configuration, as depicted, may, for example, advantageously allow adaptive and data-driven generation and / or other management of capping objects.

[0077] In some embodiments, model training operations may be performed. In some examples. In some implementations, the model training operations may include teaching operations. For instance, the operations may include retrieving and / or generating training data (e.g., based on corresponding inputs with associated outputs, such as from historical objects 610). The learning operations may include a training phase. The training phase may be conducted using training data. The training data may be divided into training data and test data. The training data may, for example, be used to train the capping object generator 225.

[0078] In a test phase, the model may be applied to input data of the test data to generate outputs. The generated outputs may be compared to the corresponding output data of the test data. An accuracy metric, such as a difference, may be determined. If the accuracy metric meets a predetermined criterion, such as a minimum accuracy threshold, then the training may be determined to be completed.

[0079] If the accuracy metric does not meet the predetermined criterion, the training operations may continue on the same and / or further training data. In some implementations, training operations may be repeated periodically, on demand, during operation, or continuously.

[0080] In the example depicted in Fig. 6, the capping object generator 225 is configured to receive inputs and generate a response. The inputs include connected entity inputs 605. The connected entity inputs 605 may include inputs from historical objects 610.

[0081] In the depicted embodiment, inputs include historical objects 610. Historical objects 610 may, for example, include historical trigger events 615. These historical objects 610 may, for example, include assessments 620 associated with historical trigger events 615. Associated inputs may include one or more outcomes (e.g., one or more resulting event-responsive capping object 140) corresponding to the historical objects 610.

[0082] In some embodiments, the capping object generator 225 may apply a trained model to attributes of a received uncapped event object 135 to generate one or more parameters of the event-responsive capping object 140. For example, training data may be formed from historical objects 610, historical trigger events 615, and historical assessments 620, together with corresponding capping object outcomes previously associated with those historical records. The trained model may be configured to receive, as input, one or more attributes of the14 / 41 Docket No. : 1011 -02WO / USuncapped event object 135, including threshold-related parameters, interval-related parameters, market-context parameters, or trigger-condition parameters, and may output one or more capping object parameters including a protection type, trigger protection parameter, expiration-related parameter, or coverage-related parameter.

[0083] For example, during operation, the capping object generator 225 may process the received uncapped event object 135 and associated contextual inputs 605 using the trained model to determine a configuration for the event-responsive capping object 140 that corresponds to a predicted protective response for the detected uncapped condition. In some embodiments, the trained model may be retrained or refined using additional historical trigger events 615 and assessments 620 so that later-generated capping objects reflect patterns learned from prior package performance.

[0084] In some embodiments, historical data associated with corresponding dynamic response events may be used, such as described above, to perform training of the object capping packaging engine 130 and / or other components (e.g., the dynamic package deployment engine 230, the package assessment engine 235).

[0085] In some embodiments, the uncapped event object 135, the ERCO 140, and the package assessment engine 235 may be implemented as structured data objects. For example, an illustrative implementation may include a unified protected-position data structure configured to store a perpetual futures leg and an associated protective option leg (e.g., the ERCO 140) in a logically unified record. For example, the data structure may include trader and collateral fields, perpetual position parameters (e.g., side, size, leverage, and calculated liquidation price), option parameters (e.g., call / put type, strike, coverage amount, premium, and expiration), and liquidation-control fields including a Boolean liquidation-blocking flag and an expiration timestamp.

[0086] Fig. 7A, Fig. 7B, and Fig. 7C depict illustrative structured data objects associated with generation and management of a unified protected-position data structure.

[0087] As shown in Fig. 7A, a structured data object 705 may include a unified protected-position data structure. In some embodiments, the structured data object 705 may include fields associated with a perpetual futures leg (e.g., the uncapped event object 135), a protective option leg, collateral parameters, and liquidation-control parameters. For example, the structured data object 705 may include a perpetualLeg portion including position size, leverage, and a calculated liquidation price, and a protectionLeg portion including a protection type, strike price, expiration parameter, and coverage amount.

[0088] In some embodiments, the structured data object 705 further includes a liquidationcontrol portion configured to modify execution of a liquidation operation associated with the perpetual futures leg. For example, the liquidationcontrol portion may include a Boolean liquidationBlocked parameter and a blockllntil parameter. The object capping packaging engine 130 and / or package assessment engine 235 may suppress execution of a liquidation operation while the liquidationBlocked parameter is active and the blockllntil parameter indicates a valid protection interval.

[0089] In some embodiments, protection for the perpetual futures leg may be selectively absent, disabled, expired, or not renewed, such that the perpetual futures leg remains active without an associated active protective option leg. For example, a trader may open an unprotected position, may decline renewal of a15 / 41 Docket No. : 1011 -02WO / USprotection interval, or the system may determine that a protective option leg is not to be instantiated for a given position. In such configurations, the unified protected-position data structure 705 may omit an active protection state, or may indicate that the protectionLeg portion is inactive, expired, or unavailable, such that the maintained package state no longer includes active liquidation protection derived from the protective option leg.

[0090] When the protectionLeg portion is absent (e.g., inactive, expired, or otherwise not contributing active protection), for example, the package assessment engine 235 may evaluate the perpetual futures leg according to its own liquidation condition without applying option-based protection to the maintained package state. Accordingly, liquidation of the perpetual futures leg may proceed under ordinary liquidation logic when the position is unprotected, rather than as a result of a separate override instruction permitting liquidation. In this manner, protected and unprotected operation may be supported within the same system architecture depending on whether an active protective option leg is associated with the position.

[0091] As shown in Fig. 7B, an input data structure 710 may, for example, be used to generate the unified protected-position data structure. In some embodiments, the input data structure 710 may include trader parameters, collateral parameters, leverage targets, and protection preferences. For example, the input data structure 710 may include parameters indicating whether protection is enabled, a protection duration, and renewal preferences. The object capping packaging engine 130 may, for example, generate the event-responsive capping object 140 and corresponding unified protected-position data structure based on the input data structure 710.

[0092] FIG. 7C depicts an illustrative activation-state data structure 715 associated with the unified protected-position data structure. In some embodiments, the activation-state data structure 715 may include parameters indicating whether multiple co-temporal (e.g., simultaneous) entry conditions are satisfied, a selected protection type, a strike price derived from a calculated liquidation price, and a liquidation-control state. For example, the activation-state data structure 715 may indicate that liquidation is blocked while protection is active, and may include a blockUntil parameter corresponding to an expiration of the protection leg.

[0093] As an illustrative example, the object capping packaging engine 130 may receive an input data structure 710 corresponding to a request to open a leveraged position in an underlying asset. The input data structure 710 may, for example, include parameters specifying a long position, a collateral amount, a target leverage, and / or a protection preference indicating that liquidation protection is enabled for a defined protection interval. Based on the input data structure 710, for example, the object capping packaging engine 130 may generate a perpetual futures leg including a position size and a calculated liquidation price derived from the collateral and leverage parameters.

[0094] The object capping packaging engine 130 may, for example, generate a protective option leg based on the calculated liquidation price. For example, where the perpetual futures leg corresponds to a long position, the protective option leg may be generated as a put option having a strike price corresponding to the calculated liquidation price and an expiration parameter corresponding to the protection interval. The perpetual futures leg and the protective option leg may be associated in the unified protected-position data structure 705.16 / 41 Docket No. : 1011 -02WO / US

[0095] In some embodiments, a strike parameter of the protective option leg may be selected relative to the calculated liquidation price of the perpetual futures leg such that the protective option leg is configured to become active before, or no later than, a liquidation event would otherwise be executed for the perpetual futures leg. For example, where the perpetual futures leg corresponds to a long position, the object capping packaging engine 130 may generate a put option having a strike price equal to, above, or within a defined protection range of the calculated liquidation price so that, as the market price moves toward the liquidation condition, value attributable to the protective option leg is realized in time to offset losses of the perpetual futures leg before the position would otherwise be terminated. In this manner, the strike-related parameter may be generated not merely to reference the liquidation price, but to enforce an ordering relationship in which the protection condition is reached before liquidation of the perpetual futures leg is allowed to control the package outcome.

[0096] For example, the package assessment engine 235 may evaluate the perpetual futures leg and the protective option leg as a linked package and may determine whether the current market price has reached a price level at which the protective option leg contributes sufficient value to the maintained package state to prevent execution of the liquidation operation. In some embodiments, the strike price may be selected with a buffer, tolerance, offset, or matching rule relative to the calculated liquidation price such that the protective option leg begins contributing protective value at or before the liquidation threshold is reached. Accordingly, the generated strike price may define a protection trigger that is ordered ahead of, or coincident with but effective to block, the liquidation trigger associated with the perpetual futures leg.

[0097] In some embodiments, the unified protected-position data structure 705 may store the perpetual futures leg and the protective option leg as linked but separately maintained portions of a common data package. For example, the perpetualLeg portion may preserve the position size, leverage, and liquidation price of the perpetual futures position, while the protectionLeg portion may be separately updated to reflect valuation changes, expiration status, renewal status, or other protection-related parameters. A reference, association, pointer, key, or other logical link between the portions may allow the package assessment engine 235 to update a maintained combined state derived from both portions without rewriting (e.g., closing and re-opening) the underlying perpetualLeg portion itself.

[0098] For example, updates to the protectionLeg portion may be reflected in the activation-state data structure 715 and or object package assessment object 315 through the association stored in the unified protected-position data structure 705. In this configuration, a change in the protective option leg may propagate into the maintained combined state used for liquidation control while the perpetual futures leg remains stored as the same continuing position record. Accordingly, the system may preserve continuity of the perpetual futures position while still allowing protection-related state changes to influence the maintained combined state of the package.

[0099] In some embodiments, the object capping packaging engine 130 may evaluate whether co-temporal (e.g., simultaneous) entry conditions are satisfied prior to instantiation of the unified protected-position data structure 705. For example, the engine 130 may verify that the collateral is sufficient to support both the perpetual17 / 41 Docket No. : 1011 -02WO / USfutures leg and the protective option leg. If the co-temporal entry conditions are not satisfied, instantiation of the unified protected-position data structure 705 may be prevented. If the co-temporal entry conditions are satisfied, the perpetual futures leg and the protective option leg may be instantiated in association with one another.

[0100] Following instantiation, the package assessment engine 235 may, for example, generate and update the activation-state data structure 715. The activation-state data structure 715 may include a liquidation-control state indicating that liquidation is blocked while the protective option leg remains active. For example, the liquidationBlocked parameter may be set to true and the blockUntil parameter may be set based on the expiration parameter of the protective option leg.

[0101] In some embodiments, the package assessment engine 235 may update the protectionLeg portion of the structured data object 705 before a liquidation operation associated with the perpetual futures leg is permitted to execute. For example, as the environmental attribute 310 changes, the package assessment engine 235 may recalculate a current protection-linked value associated with the protective option leg and may update a corresponding second value component of the activation-state data structure 715 prior to a determination that a liquidation threshold has been crossed. In this manner, the structured data objects may be updated in a sequence in which the protective option leg is evaluated and reflected in the maintained state before the liquidation logic for the perpetual futures leg is allowed to act on the changed market condition.

[0102] In response to changes in an environmental attribute 310, such as a market price of the underlying asset, the package assessment engine 235 may update a composite state value associated with the unified protected-position data structure 705. The composite state value may, for example, be determined based on a combination of a value derived from the perpetual futures leg and a value derived from the protective option leg.

[0103] In some embodiments, when the market price approaches the calculated liquidation price, the package assessment engine 235 may determine that a liquidation trigger condition would otherwise be satisfied. However, while the liquidationBlocked parameter is active and the blockUntil parameter indicates that the protection interval has not expired, execution of a liquidation operation associated with the perpetual futures leg may be suppressed.

[0104] When the expiration parameter of the event-responsive capping object 140 is reached, the liquidationcontrol state may be updated such that the liquidationBlocked parameter is no longer active. Thereafter, the liquidation trigger condition may be evaluated based on the updated composite state value without suppression. Accordingly, the structured data objects described with respect to FIGS. 7A-7C may be configured to maintain the uncapped event object 135 without termination during a protection interval while dynamically modifying system behavior based on the event-responsive capping object 140.

[0105] Various embodiments provide a system in which a composite state object is maintained in memory to represent a combined state of multiple interdependent data structures.

[0106] In contrast to conventional systems that evaluate trigger conditions based on a single data structure, the composite state object enables coordinated evaluation across multiple data structures while preserving an underlying primary data structure (e.g., the uncapped event object 135).18 / 41 Docket No. : 1011 -02WO / US

[0107] In some embodiments, a secondary data structure (e.g., the ERC0 140) may be dynamically generated based on attributes of the primary data structure and is configured to modify evaluation of a trigger condition associated with the primary data structure.

[0108] In some embodiments, the engine 130 may selectively include or exclude value components of the composite state object in response to control inputs, thereby dynamically modifying evaluation of trigger conditions without modifying or terminating the primary data structure.

[0109] Although various embodiments are shown and described, other embodiments are contemplated. For example, the object capping packaging engine 130 may be implemented in an illustrative embodiment in the energy sector. The object capping packaging engine 130 may be deployed, for example, within an energy trading platform. The uncapped event object 135, in this example, may correspond to a contract for oil futures lacking specified price limitations. The object capping packaging engine 130 may generate an event-responsive capping object 140, such as a protective hedge contract, to mitigate risks associated with market volatility. This configuration may, for example, advantageously stabilize potential financial exposure due to fluctuating energy prices.

[0110] In an example embodiment involving agriculture, the object capping packaging engine 130 may be deployed in systems for managing commodity risk in grain trading. In this context, the uncapped event object 135 may, for example, include an agricultural futures contract for a specific grain, subject to price swings due to unpredictable weather conditions and market demands. The capping object generator 225 may dynamically create an event-responsive capping object 140, such as a weather derivative, to hedge against losses from adverse climatic events. The package assessment engine 235 may continuously evaluate weather data and / or market forecasts. The object capping packaging engine 130 may, for example, automatically adjust capping parameters in response to the assessments.

[0111] In some embodiments, the uncapped event object 135 may, for example, represent a manufacturing order susceptible to disruptions due to raw material shortages or logistical delays. The object capping packaging engine 130, for example, may evaluate event attributes, such as shown in Fig. 2, to dynamically generate an event-responsive capping object 140, such as representing (e.g., defining parameters of) a supply chain insurance policy. This insurance policy may, for example, be configured to activate upon detected variance in supply chain parameters, through interfacing with the communication module 240. This example deployment may, for example, advantageously automatically generate, transmit, and / or otherwise manage digital objects operable to create corresponding transactions configured to alleviate financial impacts and downtime resulting from supply chain interruptions.

[0112] Various embodiments may, for example, relate to systems and methods providing dynamic protection against liquidation in perpetual futures contracts through a combination of financial instruments instantiated by automatically generated and / or implemented digital objects. In some examples, the system includes a perpetual futures contract with an associated liquidation price, and an options contract with a strike price determined based on the liquidation price. The perpetual futures contract and the options contract may, for example, be bundled19 / 41 Docket No. : 1011 -02WO / US(e.g., packaged) into a single account (e.g., paired digital objects such as by metadata, digital object wrapper), providing an integrated protective mechanism.

[0113] In some implementations, the system may, for example, synchronize the option expiration period with the perpetual futures funding period. The option may, for example, maintain an intrinsic value at the end of the expiry period, serving as a minimum price for the option to keep the account balance above zero. An assetneutral design allows the system to be implemented across various types of underlying assets.

[0114] In some embodiments, a specifically configured engine 130 monitors and calculates the intrinsic value of the option, which may represent the final payoff at the end of the period. The engine may, for example, advantageously function to protect the perpetual futures contract from liquidation. The system may, for example, receive input data including the most recent price from an exchange(s). The price(s) may, by way of example and not limitation, include a traded price and / or the most recent bid / ask price. This price data may, for example, utilized to initiate the perpetual futures contract and / or calculate the option parameters, such as in determining the liquidation price influencing the strike price of the protective option.

[0115] The option component may, for example, function as an insurance mechanism against liquidation events. For example, when the account value remains above the liquidation threshold, the option value is zero. If the account approaches the liquidation threshold, for example, the option may activate to provide protection against the liquidation event.

[0116] In an example implementation, the system may, for example, perform automatic capping operations including one or more of:

[0117] Establishing a perpetual futures position with a defined liquidation price. Automatically generating a capping object defining an options contract with a strike price derived from the liquidation price. Automatically instantiating the object, such as via an exchange.Maintaining synchronization between the option expiration and funding periods.Continuously monitoring and / or logging the intrinsic value, and / or triggering actions (e.g., exercise of the option) corresponding to the capping object.

[0118] In some examples, an engine 130 may, for example, be implemented within one or more existing exchanges. The exchanges may, for example, include centralized exchanges. The exchange(s) may, for example, offer perpetual futures trading. The protective mechanism may, for example, integrate with existing perpetual futures infrastructure. Such implementations may, for example, advantageously create a new system capable of generating protective (e.g., capping) objects configured to be operated to cap liquidation events.

[0119] In some examples, an engine 130 may be implemented in a new exchange. The capping mechanism may, for example, advantageously provide a novel value proposition to attract users, such as by offering automatic protection against liquidation events.

[0120] In some examples, the engine 130 may be implemented by one or more option market makers. Such implementations may, by way of example and not limitation, advantageously facilitate high trading volume through creation of numerous low-price options contracts.20 / 41 Docket No. : 1011 -02WO / US

[0121] In an example, the object capping packaging engine 130, may generate a smart contract object (e.g., such as on a blockchain network) in response to an uncapped event object 135. The object capping packaging engine 130 may, for example, evaluate characteristics of the uncapped event object 135, such as terms, triggers, and / or linked scenarios, to tailor the smart contract object. This smart contract object may, for example, be implemented by an event-responsive capping object 140 with embedded terms that automate execution based on predefined conditions.

[0122] The object capping packaging engine 130, in this example, aligns the execution criteria of the smart contract object with the triggers of the uncapped event object 135. Such alignment may, for example, facilitate an automatic execution of the smart contract upon the occurrence of specified conditions, such as reaching a liquidation threshold. By implementing the smart contract on a blockchain network, the object capping packaging engine 130 may, for example, facilitate immutability and / or verifiability of the capping mechanism.

[0123] In this configuration, deployment of the smart contract object, for example, by the dynamic package deployment engine 230 may, by way of example and not limitation, advantageously utilize the decentralized nature of the blockchain network for secure and transparent management. The deployment of the smart contract on a blockchain may, for example, enhance the traceability and / or auditability of transactions, which may advantageously offer an added layer of security and reliability. The integration of blockchain technology may, for example, advantageously facilitate robust, transparent, and / or automated financial risk management, such as by leveraging a distributed ledger for capping liquidation events in an uncapped event object 135.

[0124] As used herein, the terms ‘object,’ ‘data object,’ and ‘data structure’ may refer to a computer-readable representation of associated data and / or logic, and may be used interchangeably in some contexts unless a particular structure or usage is expressly stated.

[0125] Various embodiments may, for example, advantageously maintain internal consistency of a composite state object (315) when multiple interdependent value components are derived from a common externally derived input parameter (310). For example, embodiments that enforce an ordered update sequence prior to trigger evaluation may advantageously prevent mismatched update contexts from arising between the first value component and the second value component. Such embodiments may, for example, advantageously prevent a liquidation trigger from firing based on a partially updated composite state that does not yet reflect the combined protective value of the package at the time of evaluation.

[0126] In some embodiments, the package assessment engine (235) may be configured to enforce an ordered update sequence when processing a changed externally derived input parameter (310). For example, the ordered update sequence may include: a first operation in which a protection-linked value associated with the second contract data structure (140) is recalculated based on the changed externally derived input parameter (310) and reflected in the second value component of the composite state object (315); a second operation in which a value associated with the first contract data structure (135) is recalculated based on the changed externally derived input parameter (310) and reflected in the first value component of the composite state object (315); and a third operation in which the composite state object (315) is recomputed as a combination of the21 / 41 Docket No. : 1011 -02WO / USupdated first value component and the updated second value component. In some embodiments, evaluation of the trigger condition associated with the first contract data structure (135) may be deferred until the third operation is completed, such that the trigger condition is evaluated against a composite state object (315) in which both value components reflect the same externally derived input parameter (310) update context.

[0127] In some embodiments, the ordered update sequence may be enforced by a sequential processing pipeline within the package assessment engine (235). For example, the pipeline may process the second value component update as a first stage and the first value component update as a second stage, with trigger evaluation occurring as a third stage following completion of both prior stages. In some embodiments, the ordered update sequence may be enforced using an atomic transaction mechanism, such that the first value component, the second value component, and the recomputed composite state object (315) are committed together as a single (e.g., indivisible) operation before trigger evaluation logic is permitted to read the composite state object (315). In some embodiments, the ordered update sequence may be enforced using a gate and / or flag associated with the composite state object (315), wherein the gate is set to a pending state at the initiation of a composite state update and is cleared upon completion of all value component updates, and wherein trigger evaluation logic is configured to defer action while the gate is in the pending state.

[0128] Various embodiments may, for example, advantageously cause the protective option leg’s contribution to the composite state object (315) to be realized before liquidation logic acts on a changed market condition. For example, by enforcing the ordered update sequence, the package assessment engine (235) may, for example, advantageously preserve the protective function of the unified protected-position data structure (705) during periods of rapid change in the externally derived input parameter (310), such that a liquidation operation associated with the first contract data structure (135) is not executed based on a composite state object (315) that reflects a changed market price in the first value component before the corresponding protective value change has been reflected in the second value component.

[0129] In some embodiments, the package assessment engine (235) may coordinate updates to the first value component and the second value component of the composite state object (315) such that both components are derived from a common externally derived input parameter (310) before the composite state object (315) is used in any trigger evaluation. Various embodiments may, for example, advantageously maintain a coherent composite state, such as by enforcing that the first value component and the second value component reflect a consistent update context at the time of trigger evaluation. Such embodiments may, for example, advantageously prevent erroneous trigger activations that might otherwise arise from transient inconsistencies between value components updated at different times or from different input contexts.

[0130] In some embodiments, the package assessment engine (235) may maintain a version identifier or timestamp associated with the externally derived input parameter (310) that was most recently used to update each value component. For example, the package assessment engine (235) may compare the version identifier associated with the first value component to the version identifier associated with the second value component prior to trigger evaluation. In some embodiments, the package assessment engine (235) may, for example, defer22 / 41 Docket No. : 1011 -02WO / UStrigger evaluation until both value components reflect the same version of the externally derived input parameter (310). Such embodiments may, for example, advantageously enforce that the composite state object (315) presents a unified and internally consistent state at the moment of evaluation. In some embodiments, the package assessment engine (235) may, for example, queue trigger evaluation requests and process them after confirming that all value components of the composite state object (315) are consistent with respect to a common externally derived input parameter (310) update context.

[0131] Various embodiments may, for example, advantageously provide a technically reliable trigger evaluation mechanism, such as by maintaining a unified composite state object (315) derived from coordinated updates to multiple linked value components. Such embodiments may, for example, advantageously reduce the likelihood of erroneous trigger activations arising from transient inconsistencies in the maintained package state, which may, for example, further advantageously preserve the integrity of the protective function of the unified protected-position data structure (705) across varying market conditions.

[0132] Various embodiments may, for example, advantageously preserve continuity of a primary contract data structure when protection-related parameters associated with a linked secondary data structure are modified, renewed, or toggled. For example, embodiments that store the first contract data structure (135) and the second contract data structure (140) as linked but separately maintained portions of a common data package may, for example, advantageously allow updates to the protective option leg to propagate into the maintained combined state, such as even without modification, closure, and / or re-instantiation of the perpetual futures position record. Such embodiments may, for example, advantageously preserve position history, entry price, position identifier continuity, and / or margin accounting state throughout the lifecycle of the unified protected-position data structure (705).

[0133] In some embodiments, the unified protected-position data structure (705) may store the first contract data structure (135) and the second contract data structure (140) as linked but separately maintained portions of a common data package, such as connected by a reference, association, pointer, key, and / or other logical link. For example, the perpetualLeg portion of the unified protected-position data structure (705) may preserve the position size, leverage, entry price, and calculated liquidation price of the perpetual futures position as a continuing record, while the protectionLeg portion may be separately updated, renewed, replaced, or toggled. In some embodiments, updates to the protectionLeg portion may propagate into the composite state object (315) and the activation-state data structure (715) through the reference stored in the unified protected-position data structure (705), such that the maintained combined state reflects changed protection parameters while the perpetualLeg portion remains stored as the same continuing position record with the same position identifier and entry parameters.

[0134] In some embodiments, the reference linking the perpetualLeg portion and the protectionLeg portion may be implemented as a foreign key relationship in a relational data store (245), as a pointer in a memory-resident data structure, as a document reference in a document-oriented data store (245), or as a smart contract association on a distributed ledger. Various embodiments may, for example, advantageously allow the object23 / 41 Docket No. : 1011 -02WO / UScapping packaging engine (130) to modify, renew, or replace the protective option leg while the perpetual futures position record, its associated entry price, and its margin accounting continuity are preserved throughout the lifecycle of the unified protected-position data structure (705).

[0135] Protection Toggle Cycle and Data Structure State Management

[0136] Various embodiments may, for example, advantageously support dynamic reconfiguration of trigger evaluation logic in response to a control input without requiring destruction and re-creation of the primary data structure. For example, embodiments in which the protectionLeg portion may be selectively transitioned between an active state and an inactive state may, for example, advantageously allow a trader to selectively disable and re-enable liquidation protection during periods of high volatility or changing market conditions, while the underlying perpetual futures position record and its associated margin accounting state are preserved throughout the toggle cycle.

[0137] In some embodiments, when a control input associated with the data package is received by the package assessment engine (235), the package assessment engine (235) may transition the protectionLeg portion of the unified protected-position data structure (705) to an inactive state. For example, transitioning to an inactive state may include setting the liquidationBlocked parameter of the liquidationcontrol portion of the structured data object (705) to false, setting the blockUntil parameter to a null or expired value, and updating the activation-state data structure (715) to reflect that the second value component derived from the second contract data structure (140) is no longer included in the evaluation of the trigger condition. In some embodiments, the protectionLeg portion may be flagged as inactive rather than deleted, such that the data fields associated with the protective option leg are retained in the unified protected-position data structure (705) and may, for example, advantageously be reactivated or replaced without requiring re-entry of the perpetual futures position.

[0138] In some embodiments, when protection is re-enabled following a toggle-off event, the object capping packaging engine (130) may generate a new second contract data structure (140) based on the current attributes of the perpetualLeg portion of the unified protected-position data structure (705), such as including the current calculated liquidation price and the current interval parameter. The newly generated second contract data structure (140) may be linked to the existing perpetualLeg portion through the reference stored in the unified protected-position data structure (705), such that the same continuing perpetual futures position record is associated with the new protective option leg. In some embodiments, the activation-state data structure (715) may be updated to reflect the new protection interval, the new blockUntil parameter, and the reactivated liquidationBlocked state, which may, for example, advantageously restore full liquidation protection without creating a new position identifier or re-entering the perpetual futures position at a new price.

[0139] Various embodiments may, for example, advantageously enforce the unified protected-position data structure (705) being instantiated in a state in which both the perpetualLeg portion and the protectionLeg portion are active and coherently associated, such that, for example, the composite state object (315) reflects a fully protected position from the moment of instantiation. For example, embodiments that evaluate co-temporal entry conditions prior to instantiation may, for example, advantageously prevent instantiation of a unified protected-24 / 41 Docket No. : 1011 -02WO / USposition data structure (705) in which one portion is active and the other is absent, which may, for example, further advantageously prevent a partially-protected position state that lacks a coherent composite state object (315).

[0140] In some embodiments, the co-temporal entry condition verification may include evaluating whether the collateral amount specified in the input data structure (710) is sufficient to support both the margin requirement of the perpetualLeg portion and the premium or cost associated with the protectionLeg portion. For example, the object capping packaging engine (130) may retrieve the collateral parameter from the input data structure (710) and compare it against a computed minimum collateral threshold derived from the leverage parameter, the position size, and the protection cost associated with the generated second contract data structure (140). If the collateral parameter satisfies the minimum collateral threshold, the object capping packaging engine (130) may proceed to instantiate the unified protected-position data structure (705) with both the perpetualLeg portion and the protectionLeg portion in an active state. In some embodiments, if the collateral parameter does not satisfy the minimum collateral threshold, instantiation of the unified protected-position data structure (705) may be deferred, and the object capping packaging engine (130) may, for example, return a state indicator or prompt revision of the input data structure (710), which may, for example, advantageously prevent entry into a position configuration that cannot be fully protected under current collateral conditions.

[0141] In some embodiments, the co-temporal entry condition verification may additionally evaluate whether the externally derived input parameter (310) at the time of instantiation satisfies conditions required for the protective option leg to be issued. For example, the package assessment engine (235) may verify that the current market price reflected in the environmental attribute (310) is within a defined range relative to the calculated liquidation price, such that the generated second contract data structure (140) may, for example, be issued at a premium consistent with the protection parameters derived from the first contract data structure (135). Various embodiments may, for example, advantageously enforce that the protective option leg is generated with parameters that are consistent with prevailing market conditions at the time of entry, which may, for example, further advantageously support the ordering relationship between the protection trigger and the liquidation trigger from the moment the unified protected-position data structure (705) is instantiated.

[0142] Various embodiments may, for example, advantageously enforce that the second value component of the composite state object (315) begins contributing protective value to the maintained combined state at or before the point at which the trigger condition associated with the first contract data structure (135) would otherwise be satisfied. For example, embodiments in which the trigger protection parameter is generated with an ordering relationship relative to the termination threshold parameter may, for example, advantageously enforce a protection-before-liquidation sequence at the data structure level such that, for example, the protective option leg reaches its intrinsic value in time to influence the composite state object (315) before the liquidation trigger is permitted to act on the changed market condition.

[0143] In some embodiments, the trigger protection parameter may be set equal to the termination threshold parameter of the first contract data structure (135), such that the protective option leg reaches its intrinsic value25 / 41 Docket No. : 1011 -02WO / USat the same price level at which the liquidation trigger would otherwise fire. In some embodiments, the trigger protection parameter may be set above the termination threshold parameter by a defined buffer, tolerance, and / or offset, such that, for example, the protective option leg begins contributing intrinsic value to the composite state object (315) before the market price reaches the liquidation threshold, which may, for example, advantageously provide an additional margin of protection during periods of rapid price movement. In some embodiments, the buffer, tolerance, or offset may be determined by the capping object generator (225) based on attributes of the first contract data structure (135), such as the leverage parameter, position size, and / or historical volatility data retrieved from the data store (245).

[0144] In some embodiments, the package assessment engine (235) may verify, during each update cycle, that the ordering relationship between the protection trigger and the liquidation trigger is maintained as the externally derived input parameter (310) changes. For example, if a change in the externally derived input parameter (310) causes the calculated liquidation price of the perpetualLeg portion to change, the package assessment engine (235) may, for example, trigger the capping object generator (225) to evaluate whether the existing trigger protection parameter of the protection Leg portion remains consistent with the updated ordering relationship, and may update the protectionLeg portion accordingly through the reference stored in the unified protected-position data structure (705) without modifying the perpetualLeg portion, which may, for example, advantageously maintain the protection-before-liquidation ordering relationship throughout the lifecycle of the unified protected-position data structure (705).

[0145] Various embodiments may, for example, advantageously provide a unified accounting representation of a combined position including a perpetual futures leg and a protective option leg. For example, embodiments that maintain a composite state object (315) aggregating both a first value component derived from the perpetualLeg portion and a second value component derived from the protectionLeg portion may, for example, advantageously enable evaluation of a combined liquidation threshold condition that incorporates the protective value of the option leg, such as rather than evaluating the perpetual futures position in isolation. Such embodiments may, for example, advantageously prevent liquidation of the perpetual futures position, such as, for example, in circumstances where the combined value of the position and its associated protective instrument is sufficient to satisfy the margin requirement.

[0146] In some embodiments, the composite state object (315) may function as a unified accounting object that aggregates the first value component derived from the perpetualLeg portion and the second value component derived from the protectionLeg portion into a single evaluable state. For example, the composite state object (315) may store a blocked margin value associated with the perpetual futures position and a current intrinsic value or mark-to-market value of the protective option leg, and may maintain a combined balance value computed as a function of both. In some embodiments, the trigger condition associated with the first contract data structure (135) may be evaluated against the combined balance value of the composite state object (315), such that, for example, the protective value contributed by the second value component is incorporated into the liquidation determination, which may, for example, advantageously allow the position to remain active in market26 / 41 Docket No. : 1011 -02WO / USconditions that would otherwise satisfy the liquidation trigger when the perpetual futures leg is evaluated in isolation.

[0147] In some embodiments, the composite state object (315) may be implemented as a memory-resident data object maintained by the package assessment engine (235) and updated in response to each change in the externally derived input parameter (310). In some embodiments, the composite state object (315) may be persisted to the data store (245) at defined intervals or upon each update, such that, for example, a record of the composite state history is available for audit, reconciliation, and / or retraining of the capping object generator (225) using historical assessments (620), which may, for example, advantageously support continuous improvement of capping object parameter generation over time.

[0148] Various embodiments may, for example, combine multiple features described herein. Combinations of features may, for example, advantageously provide compounding protective benefits across multiple aspects of the unified protected-position data structure (705) lifecycle. Together, multiple features may cooperate to provide a single solution to a multi-pronged technical problem. For example, in some embodiments, the ordered update sequencing mechanism and the reference-based propagation mechanism may be combined, such that updates to the protectionLeg portion propagate to the composite state object (315) through the reference stored in the unified protected-position data structure (705) and are processed in the first stage of the ordered update sequence before the first value component is updated and before trigger evaluation is initiated, which may, for example, advantageously enforce both structural continuity of the perpetualLeg portion and temporal consistency of the composite state object (315) during each update cycle.

[0149] In some embodiments, the protection toggle cycle and the co-temporal entry condition verification may be combined, such that, for example, re-enabling protection following a toggle-off event triggers a new cotemporal entry condition verification to confirm that current collateral and market conditions are sufficient to support instantiation of a new protectionLeg portion linked to the existing perpetualLeg portion, which may, for example, advantageously prevent re-activation of protection in conditions that cannot support a coherent composite state.

[0150] In some embodiments, the unified accounting mechanism of the composite state object (315), the ordered update sequencing mechanism, and the primary data structure continuity mechanism may be combined within a single implementation of the package assessment engine (235), such that the composite state object (315) is maintained as a consistent, unified accounting representation throughout the lifecycle of the unified protected-position data structure (705), including during protection toggle cycles, protection renewal events, and periods of high market volatility in the externally derived input parameter (310), which may, for example, advantageously provide robust and continuous liquidation protection across the full range of operating conditions supported by the system.

[0151] Some embodiments may encompass various components, display technologies, chip technologies, interface technologies, power supply technologies, power storage technologies, server architectures, personal device architectures, portable personal computing devices, and / or software architectures.27 / 41 Docket No. : 1011 -02WO / US

[0152] For example, processor(s) may include central processing units (CPUs). CPUs may, for example, serve as the ‘brain’ of computer systems, such as by executing instructions and / or processing data, for example. A processor may, for example, include an arithmetic logic unit (ALU), a control unit, and / or numerous registers. Processor(s) may, for example, include graphics processing units (GPUs). GPUs may, for example, be configured to render images, videos, and / or animations. GPUs may, for example, advantageously provide greater speed for parallel processing tasks. Accordingly, GPUs may, for example, be advantageously used for tasks requiring intensive graphical computations.

[0153] Some embodiments may, for example, include application-specific integrated circuits (ASICs). ASICs may, for example, be custom-designed circuits (e.g., chips) tailored for specific applications. ASICs may, for example, provide high performance and efficiency.

[0154] Some embodiments may, for example, include field-programmable gate arrays (FPGAs). FPGAs may be configured, for example, as reconfigurable chips that can be programmed to perform various functions. FPGAs may, for example, advantageously be used in prototyping and / or specialized computing tasks.

[0155] Microprocessors may, for example, be configured as general-purpose chips. Microprocessors may, for example, execute instructions from software applications. As such, microprocessors may advantageously be utilized, for example, in a wide range of devices, from desktop computers to embedded systems.

[0156] Memory modules may, for example, include volatile memory (RAM) and / or non-volatile memory (ROM). RAM may, for example, be used for temporary data storage. ROM may, for example, store firmware and / or system-level software.

[0157] Storage devices may include, for example, hard disk drives (HDDs), solid-state drives (SSDs), and / or optical drives. Storage devices may, by way of example and not limitation, store a device operating system(s), applications, and / or user data.

[0158] Input / output (I / O) interfaces may include, by way of example and not limitation, data ports, graphics ports, and / or audio ports. Data ports may include, for example, USB ports (e.g., USB-A, USB-C, USB-Mini, USB-Micro), Ethernet (e.g., RJ45), SATA ports, serial and / or parallel ports. Graphics ports may include, for example, HDMI ports, VGA ports, and / or Display Port ports. Some ports may, for example, be multi-purpose (e.g., USB-C may carry audio, graphics, and / or other data). Audio ports may include, for example, audio jacks. I / O interfaces may, for example, facilitate communication between the computer and peripheral devices.

[0159] Display technologies may include, by way of example and not limitation, liquid crystal displays (LCDs). LCDs may, for example, be used in monitors, laptops, and / or televisions. LCDs may, for example, modulate light passing through liquid crystals to produce images. Display technologies may include, for example, light emitting diode (LED) displays. LED displays may, for example, utilize an array of LEDs for back lighting and / or as a primary display technology. LED displays may, for example, offer enhanced brightness and / or color accuracy (e.g., compared to LCDs). Organic light emitting diode (OLED) displays, for example, may employ organic compounds that emit light when an electric current is applied. OLED displays may, for example, advantageously provide high contrast ratios and / or fast response times. Display technologies may, for example, include28 / 41 Docket No. : 1011 -02WO / USelectronic paper displays (EPDs), which may also be known as e-ink displays. EPDs may, for example, be employed in e-readers. EPDs may, for example, deliver a paper-like reading experience, reduce eye strain, and / or reduce power consumption.

[0160] Interface technologies may, for example, encompass various devices that enable user interaction with a computer system. Some embodiments may, for example, include a mouse(s). A mouse may, for example, be configured as a pointing device that detects motion and translates it into cursor movement on the screen. As such, a mouse may, for example, advantageously allow a user to interact with graphical user interfaces.

[0161] Keyboards may, for example, be configured for text entry and / or command execution. A keyboard may, for example, include multiple keys (e.g., arranged in a standard layout).

[0162] Touch inputs may, for example, enable direct interaction with a display or other input device through gestures such as tapping, swiping, and pinching.

[0163] Some embodiments may, for example, include an audio capture device(s), such as a microphone(s). for example, a device may be configured to record voice inputs. Some embodiments may, for example, leverage voice recognition technology, allowing users to control devices and / or enter text using spoken commands.

[0164] Additional interface technologies which may be included in some embodiments may, by way of example and not limitation, include track pads, joysticks, styluses, and / or game controllers.

[0165] Various embodiments may include one or more power supply and / or storage technologies. For example, power supplies may convert electrical power from an outlet into usable power for a device’s components. A power supply may, for example, include one or more transformers, rectifiers, and / or regulators. Batteries may, for example, advantageously provide portable power for devices such as laptops, smartphones, and tablets. Batteries of one or more chemistries may be used, including, by way of example and not limitation, lithium-ion and / or nickel-metal hydride.

[0166] In some embodiments, devices disclosed herein may be configured as and / or connected in a server architecture. A server architecture may, for example, be configured to advantageously provide scalable computing resources, such as in enterprise environments, for example. Some embodiments may, for example, include blade servers. Blade servers may, for example, be configured as modular servers that fit into a chassis, which may advantageously allow for high-density computing and / or increase space and / or power efficiency in data centers. Rack servers may, for example, be configured to be mounted in standardized racks. Rack servers may, for example, advantageously provide scalable computing resources. Cloud servers may, for example, include virtualized servers, which may be hosted in data centers. Cloud servers may, for example, advantageously offer flexible and / or scalable resources to users over the internet.

[0167] In some embodiments, devices disclosed herein may be configured as and / or connected to a personal device architecture, for example. Personal device architectures may include, for example, desktop computers. A desktop computer may, for example, include a tower, monitor, keyboard, and mouse, and may be used, for example, for a wide range of applications, from office work to gaming. Laptops may, for example, be configured as portable computers. The portable computers may, for example, integrate a display, keyboard, and position29 / 41 Docket No. : 1011 -02WO / USinput (e.g., track pad) into a single unit. Laptops may, for example, be used for mobile computing and may, for example, perform many of the same tasks as desktops. Portable personal computing devices may, by way of example and not limitation, include smartphones. Smartphones may be configured, for example, as compact devices that combine computing capabilities with telecommunication functions. These devices may include, by way of example and not limitation, touchscreens, cameras, and / or various sensors. Portable personal computing devices may include, for example, smartwatches. Smartwatches may, for example, be configured as wearable devices. Smartwatches may, for example, provide notifications, fitness tracking, and / or other functionalities. Smartwatches may, for example, be configured to pair with smartphones and / or other computer(s) for extended capabilities. Portable personal computing devices may, for example, include tablets. Tablets may, for example, be configured as portable devices with touchscreens larger than smartphones. Tablets may, for example, advantageously be used fortasks such as web browsing, media consumption, and / or productivity applications.

[0168] Engines and / or modules disclosed herein may be configured in one or more software architectures. Software architectures may, for example, include operating systems. Operating systems may, for example, manage hardware resources and / or provide a platform for running applications.

[0169] Software architectures may, for example, include application software. Application software may include, for example, programs designed for specific tasks.

[0170] Software architectures may, for example, include middleware. Middleware may, for example, be configured to provide services to software applications beyond those offered by the operating system. Middleware may, for example, include components such as web servers, database management systems, and / or message brokers.

[0171] Software architectures may include, for example, firmware. Firmware may, for example, be configured as low-level software embedded in hardware devices. Firmware may, for example, control functions of the hardware devices. Firmware may, by way of example and not limitation, be stored in ROM and / or flash memory.

[0172] Software architectures may, for example, include virtualization technology. Virtualization technology may, for example, be configured to allow multiple virtual machines to run on a single physical machine. Virtualization technology may, for example, advantageously enable efficient resource utilization and / or isolation.

[0173] Various embodiments may, for example, include connection and / or communication technologies. Such technologies may, by way of example and not limitation, be configured to facilitate the exchange of data across various distances and / or environments. Long-range communication technologies may, by way of example and not limitation, include cellular networks, satellite communications, and / or broadband internet connections. Cellular networks, such as 4G LTE and 5G, may advantageously provide wireless connectivity over large areas. Cellular networks may, for example, enable devices (e.g., mobile devices) to access the internet, make calls, and / or otherwise transmit data. Satellite communications may, for example, advantageously provide global coverage, which may be particularly useful in remote and / or underserved regions where terrestrial infrastructure is limited. Broadband internet connections may include, by way of example and not limitation, fiber-optic, DSL,30 / 41 Docket No. : 1011 -02WO / USand / or cable. Broadband may, for example, advantageously provide high-speed internet access to devices such as for activities including streaming, online gaming, and / or remote work.

[0174] Local communication technologies may, for example, encompass methods for connecting devices within a limited area, such as a home, office, and / or campus. Local communication technologies include, for example, Wi-Fi. Wi-Fi may, for example, connect device(s) to a wireless local area network (WLAN) and / or access the internet and / or share resources (e.g., printers, storage). Wired communication technology, such as Ethernet, may, for example, advantageously provide reliable and / or high-speed connections between devices in a local network, such as, by way of example and not limitation, desktops, servers, and / or network switches. Power-line communication (PLC) may, for example, enable data transmission over existing electrical wiring. PLC may, for example, advantageously supplement or replace connecting devices in locations where Wi-Fi signals may be weak or unreliable.

[0175] Near field communication (NFC) and BLUETOOTH are examples of short-range communication technologies. Short-range communication technologies may, by way of example and not limitation, be configured to connect devices within a few centimeters to several meters. NFC may, for example, include wireless technology configured to enable contactless communication between devices. NFC may, for example, be configured for use with mobile payments, access control, and / or data transfer. Its short range may, for example, advantageously enhance security by requiring close proximity for communication. Bluetooth may, for example, provide wireless connectivity over a range of meters (e.g., up to 100 meters). Bluetooth may, for example, advantageously be deployed in implementations connecting peripherals such as keyboards, mice, headphones, and / or wearable devices, and / or for transferring files between devices.

[0176] In an illustrative example, a system may include a data store that stores instructions and a processor that runs those instructions.

[0177] For example, the system may receive a first contract that includes a parameter that defines when the contract would normally be terminated and a time interval.

[0178] For example, the system may generate a second contract based on the first contract.

[0179] For example, the second contract may include a protection parameter that is based on a liquidation level of the first contract.

[0180] For example, the second contract may include an expiration time that corresponds to the time interval of the first contract.

[0181] For example, the system may store both the first contract and the second contract together in a data package.

[0182] For example, the data package may include a link between the first contract and the second contract so that changes in the second contract affect a shared combined state without changing the first contract.

[0183] For example, the system may maintain a combined state object that represents a value derived from both the first contract and the second contract.31 / 41 Docket No. : 1011 -02WO / US

[0184] For example, the combined state object may include a first value from the first contract and a second value from the second contract.

[0185] For example, the system may update the combined state object when an external input changes.

[0186] For example, the system may recompute the combined state object using both the first value and the second value.

[0187] For example, the system may evaluate whether a trigger condition is met based on the combined state object and the termination parameter.

[0188] For example, the system may automatically adjust the second value based on the protection parameter and the external input so that the combined state is updated before the trigger condition is met.

[0189] For example, the system may keep the first contract active without terminating or modifying it.

[0190] In some examples, updating the composite state object may include coordinating updates to the first value component and the second value component to maintain consistency of the composite state object.

[0191] In some examples, the combined state object may represent a balance that includes a margin value associated with the first contract and a value of the second contract.

[0192] In an illustrative example, the operations may include enforcing a constraint on the state so that a liquidation action for the first contract is prevented when the combined state meets a minimum threshold. For example, the system may modify how the trigger condition is evaluated so that liquidation does not occur when the combined state satisfies the minimum threshold.

[0193] In some examples, the operations may include receiving a control input related to the data package. For example, the operations may include selectively turning off the enforcement of the constraint based on the control input. For example, when the constraint is turned off, the trigger condition may be evaluated without considering the second value from the second contract.

[0194] In some examples, generating the second contract may include using a trained model.

[0195] For example, the trained model may take input data that includes characteristics of the first contract and related trigger conditions. For example, the trained model may be trained using historical data that includes previous contracts, trigger events, and corresponding protection parameters.

[0196] In an illustrative example, a computer program product may include instructions stored on a computer-readable medium that, when executed, cause a processor to perform operations to manage related contract data structures based on a combined value. For example, the operations may include receiving an input object that includes a first contract data structure. For example, the first contract data structure may include a termination threshold parameter and a time interval parameter. For example, the termination threshold parameter may correspond to a trigger condition that causes termination of the first contract when satisfied. For example, the operations may include generating a second contract data structure based on the first contract data structure. For example, the second contract data structure may include a protection parameter derived from the liquidation threshold parameter. For example, the second contract data structure may include an expiration parameter corresponding to the time interval parameter. For example, the operations may include storing both32 / 41 Docket No. : 1011 -02WO / USthe first and second contract data structures in a data package. For example, the operations may include maintaining a combined state object associated with the data package. For example, the combined state object may include a first value derived from the first contract data structure. For example, the combined state object may include a second value derived from the second contract data structure. For example, the operations may include updating the combined state object in response to changes in an external input parameter. For example, updating may include recomputing the combined state object based on both the first value and the second value. For example, the operations may include evaluating the trigger condition based on the combined state object and the termination threshold parameter. For example, the operations may include automatically modifying the second value based on the protection parameter and the external input parameter. For example, the modification may occur before the trigger condition is satisfied. For example, the operations may include maintaining the first contract data structure without terminating or modifying it.

[0197] In some examples, the data package may include a reference that links the first contract data structure and the second contract data structure. For example, updates to the second contract data structure may propagate to the combined state object without modifying the first contract data structure.

[0198] In some examples, updating the composite state object may include coordinating updates to the first value component and the second value component to maintain consistency of the composite state object.

[0199] In some examples, the combined state object may include a balance object. For example, the balance object may store a margin value associated with the first contract data structure. For example, the balance object may store a valuation associated with the second contract data structure.

[0200] In some examples, the operations may include enforcing a constraint on the combined state. For example, enforcing the constraint may include modifying how the trigger condition is evaluated. For example, execution of a liquidation operation associated with the first contract data structure may be suppressed when the combined state object satisfies a minimum threshold condition.

[0201] In some examples, the operations may include receiving a control input associated with the data package. For example, the operations may include selectively disabling enforcement of the constraint in response to the control input. For example, when enforcement is disabled, the trigger condition may be evaluated based on the combined state object without using the second value derived from the second contract data structure.

[0202] In some examples, generating the second contract data structure may include applying a trained model. For example, the trained model may use input data that includes attributes of the first contract data structure and associated trigger conditions. For example, the trained model may be generated using historical input objects, trigger events, and corresponding protection parameters.

[0203] In an illustrative example, a computer-implemented method may include managing related contract data structures based on a combined value. For example, the method may include receiving an input object that includes a first contract data structure. For example, the first contract data structure may include a termination threshold parameter and a time interval parameter. For example, the termination threshold parameter may33 / 41 Docket No. : 1011 -02WO / UScorrespond to a trigger condition that causes termination of the first contract when satisfied. For example, the method may include generating a second contract data structure based on the first contract data structure. For example, the second contract data structure may include a protection parameter derived from the liquidation threshold parameter. For example, the second contract data structure may include an expiration parameter corresponding to the time interval parameter. For example, the method may include storing both contract data structures in a data package. For example, the method may include maintaining a combined state object associated with the data package. For example, the combined state object may include a first value derived from the first contract data structure. For example, the combined state object may include a second value derived from the second contract data structure. For example, the method may include updating the combined state object in response to changes in an external input parameter. For example, updating may include recomputing the combined state object based on both values. For example, the method may include evaluating the trigger condition based on the combined state object and the termination threshold parameter. For example, the method may include automatically modifying the second value based on the protection parameter and the external input parameter. For example, the modification may occur before the trigger condition is satisfied. For example, the method may include maintaining the first contract data structure without terminating or modifying it.

[0204] In some examples, the data package may include a reference linking the first contract data structure and the second contract data structure. For example, updates to the second contract data structure may affect the combined state object without modifying the first contract data structure.

[0205] In some examples, updating the composite state object may include coordinating updates to the first value component and the second value component to maintain consistency of the composite state object.

[0206] In some examples, the combined state object may include a balance object. For example, the balance object may store a margin value associated with the first contract data structure. For example, the balance object may store a valuation associated with the second contract data structure.

[0207] In some examples, the method may include enforcing a constraint on the combined state. For example, enforcing the constraint may include modifying how the trigger condition is evaluated. For example, execution of a liquidation operation associated with the first contract data structure may be suppressed when the combined state object satisfies a minimum threshold condition.

[0208] In some examples, the method may include receiving a control input associated with the data package. For example, the method may include selectively disabling enforcement of the constraint in response to the control input. For example, when enforcement is disabled, the trigger condition may be evaluated based on the combined state object without using the second value derived from the second contract data structure.

[0209] In some examples, generating the second contract data structure may include applying a trained model. For example, the trained model may use input data that includes attributes of the first contract data structure and associated trigger conditions. For example, the trained model may be generated using historical input objects, trigger events, and corresponding protection parameters.34 / 41 Docket No. : 1011 -02WO / US

[0210] It will be understood that various modifications can be made within the scope of this disclosure. For example, one or more advantageously results may be achieved if components are removed, added, multiplied, scaled, and / or rearranged, and / or if steps in a method are omitted, added, repeated, and / or performed in a different order. Therefore, other implementations are contemplated, within the scope of the following claims.

Claims

35 / 41 Docket No. : 1011 -02WO / USCLAIMSWhat is claimed is:

1. A system comprising:a data store (245) comprising a program of instructions; and,a processor (205) operably coupled to the data store such that, when the processor executes the program of instructions, the processor causes operations to be performed to maintain interdependent contract data structures associated with a composite state value, the operations comprising:receive an uncapped event object (135) comprising a first contract data structure, the first contract data structure comprises a termination threshold parameter, and an interval parameter, wherein the termination threshold parameter corresponds to a trigger condition that, upon being satisfied, terminates the first contract data structure;generate, using a capping object generator (225), a second contract data structure (140) based on the first contract data structure, comprising:a trigger protection parameter of the second contract data structure derived from the termination threshold parameter; andan expiration parameter corresponding to the interval parameter;store, in the data store, a data package comprising the first contract data structure and the second contract data structure, wherein the data package includes a reference linking the first contract data structure and the second contract data structure such that modifying the second contract data structure is independent of the first contract data structure;maintain, in the data store, a composite state object (315) associated with the data package, wherein the composite state object comprising:a first value component derived from the first contract data structure; and a second value component derived from the second contract data structure;in response to changes in an externally derived input parameter (310), update the composite state object by recomputing the composite state object as a combination of the first value component and the second value component;dynamically evaluate the trigger condition based on the composite state object and the termination threshold parameter;automatically modify the second value component based on the trigger protection parameter and the externally derived input parameter; andmaintain the first contract data structure in the data package without modification.

2. The system of claim 1 , wherein updating the composite state object comprises coordinating updates to the first value component and the second value component to maintain consistency of the composite state object.

3. The system of claim 1 , wherein the composite state object comprises a balance object storing:36 / 41 Docket No. : 1011 -02WO / USa margin value associated with the first contract data structure; anda valuation of the second contract data structure.

4. The system of claim 1, wherein the operations further comprise enforcing a state constraint by modifying a trigger evaluation process such that execution of a liquidation operation associated with the first contract data structure is suppressed when the composite state object satisfies a minimum threshold condition.

5. The system of claim 4, wherein the operations further comprise:receiving a control input associated with the data package; andselectively disabling enforcement of the state constraint in response to the control input, wherein, when enforcement of the state constraint is disabled, the trigger condition is evaluated based on the composite state object independent of the second value component derived from the second contract data structure.

6. The system of claim 1 , wherein generating the second contract data structure further comprises applying a trained model to input data comprising attributes of the first contract data structure and associated trigger conditions, the trained model being generated using historical uncapped event objects, associated trigger events, and corresponding capping object parameters.37 / 41 Docket No. : 1011 -02WO / US7. A computer program product comprising a program of instructions tangibly embodied on a computer readable medium wherein, when the instructions are executed on a processor, the processor causes operations to be performed to maintain interdependent contract data structures associated with a composite state value, the operations comprising:receive an uncapped event object (135) comprising a first contract data structure, the first contract data structure comprises a termination threshold parameter, and an interval parameter, wherein the termination threshold parameter corresponds to a trigger condition that, upon being satisfied, terminates the first contract data structure;generate, using a capping object generator (225), a second contract data structure (140) based on the first contract data structure, comprising:a trigger protection parameter of the second contract data structure derived from the termination threshold parameter; andan expiration parameter corresponding to the interval parameter;store, in a data store, a data package comprising the first contract data structure and the second contract data structure;maintain, in the data store, a composite state object (315) associated with the data package, wherein the composite state object comprising:a first value component derived from the first contract data structure; and a second value component derived from the second contract data structure;in response to changes in an externally derived input parameter (310), update the composite state object by recomputing the composite state object as a combination of the first value component and the second value component;dynamically evaluate the trigger condition based on the composite state object and the termination threshold parameter;automatically modify the second value component based on the trigger protection parameter and the externally derived input parameter; andmaintain the first contract data structure in the data package without termination or modification.

8. The computer program product of claim 7, wherein the data package includes a reference linking the first contract data structure and the second contract data structure such that updates to the second contract data structure propagate to the composite state object without modifying the first contract data structure.

9. The computer program product of claim 7, wherein updating the composite state object comprises coordinating updates to the first value component and the second value component to maintain consistency of the composite state object.

10. The computer program product of claim 7, wherein the composite state object comprises a balance object storing:a margin value associated with the first contract data structure; and38 / 41 Docket No. : 1011 -02WO / USa valuation of the second contract data structure.

11. The computer program product of claim 7, further comprises enforcing a state constraint by modifying a trigger evaluation process such that execution of a liquidation operation associated with the first contract data structure is suppressed when the composite state object satisfies a minimum threshold condition.

12. The computer program product of claim 11 , further comprises:receiving a control input associated with the data package; andselectively disabling enforcement of the state constraint in response to the control input, wherein, when enforcement of the state constraint is disabled, the trigger condition is evaluated based on the composite state object independent of the second value component derived from the second contract data structure.

13. The computer program product of claim 7, wherein generating the second contract data structure further comprises applying a trained model to input data comprising attributes of the first contract data structure and associated trigger conditions, the trained model being generated using historical uncapped event objects, associated trigger events, and corresponding capping object parameters.39 / 41 Docket No. : 1011 -02WO / US14. A computer-implemented method performed by at least one processor to maintain interdependent contract data structures associated with a composite state value, the method comprising:receive an uncapped event object (135) comprising a first contract data structure, the first contract data structure comprises a termination threshold parameter, and an interval parameter, wherein the termination threshold parameter corresponds to a trigger condition that, upon being satisfied, terminates the first contract data structure;generate, using a capping object generator (225), a second contract data structure (140) based on the first contract data structure, comprising:a trigger protection parameter of the second contract data structure derived from the termination threshold parameter; andan expiration parameter corresponding to the interval parameter;store, in a data store, a data package comprising the first contract data structure and the second contract data structure;maintain, in the data store, a composite state object (315) associated with the data package, wherein the composite state object comprising:a first value component derived from the first contract data structure; and a second value component derived from the second contract data structure;in response to changes in an externally derived input parameter (310), update the composite state object by recomputing the composite state object as a combination of the first value component and the second value component;dynamically evaluate the trigger condition based on the composite state object and the termination threshold parameter;automatically modify the second value component based on the trigger protection parameter and the externally derived input parameter; andmaintain the first contract data structure in the data package without termination or modification.

15. The computer-implemented method of claim 14, wherein the data package includes a reference linking the first contract data structure and the second contract data structure such that updates to the second contract data structure propagate to the composite state object without modifying the first contract data structure.

16. The computer-implemented method of claim 14, wherein updating the composite state object comprises coordinating updates to the first value component and the second value component to maintain consistency of the composite state object.

17. The computer-implemented method of claim 14, wherein the composite state object comprises a balance object storing:a margin value associated with the first contract data structure; anda valuation of the second contract data structure.40 / 41 Docket No. : 1011 -02WO / US18. The computer-implemented method of claim 14, further comprises enforcing a state constraint by modifying a trigger evaluation process such that execution of a liquidation operation associated with the first contract data structure is suppressed when the composite state object satisfies a minimum threshold condition.

19. The computer-implemented method of claim 18, further comprises:receiving a control input associated with the data package; andselectively disabling enforcement of the state constraint in response to the control input, wherein, when enforcement of the state constraint is disabled, the trigger condition is evaluated based on the composite state object independent of the second value component derived from the second contract data structure.

20. The computer-implemented method of claim 14, wherein generating the second contract data structure further comprises applying a trained model to input data comprising attributes of the first contract data structure and associated trigger conditions, the trained model being generated using historical uncapped event objects, associated trigger events, and corresponding capping object parameters.

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