Hardware Rate Limiter for Message Gateway Latency
Find Innovative SolutionsGenerate Solutions
Solution Overview
Problem
Message gateways face challenges in constraining the rates of different messages while maintaining low latency, as regulatory requirements demand bounded trade rates for stock transactions, and excessive latency can lead to price changes during processing.
Innovation Solution
A rate limiter design incorporating an input node, history memory, counter memory, and control logic that aggregates input values within defined time windows, compares counter values to threshold values, and selectively sets error values to enforce rate constraints, allowing for low-latency message processing and regulatory compliance.
Engineering Contradictions & Design Principles
Engineering Contradiction Analysis
1Speed
If the message gateway processes a large number of messages per second to maintain low latency, then the processing speed is improved, but the ability to constrain message rates for regulatory compliance deteriorates
Solution Approach 1:
The patent segments the message processing system into multiple independent rate limiters, each dedicated to a specific stock or message type. Each rate limiter operates independently with its own counter and threshold, allowing the system to handle high volumes of messages across multiple stocks while maintaining individual rate constraints for regulatory compliance. This segmentation enables parallel processing without interfering with each other's rate limits.
Solution Approach 2:
The patent introduces rate limiters as intermediary components between the message gateway and the message processing logic. These rate limiters act as mediators that enforce regulatory constraints on message rates without blocking the overall high-speed processing capability. The rate limiters sit in the processing path, filtering and regulating messages at the appropriate rate while allowing rapid processing of compliant messages.
2Reliability
If the rate limiter enstricts message rates to meet regulatory requirements, then compliance is improved, but the processing latency increases
Solution Approach 1:
The patent implements preliminary action by pre-configuring rate limiters with regulatory threshold values before message processing begins. The rate limiters are initialized with the required rate constraints in advance, so when messages arrive, the compliance checking can proceed immediately without delay. This pre-preparation eliminates the need for complex real-time calculations and ensures low-latency enforcement of regulatory requirements.
Solution Approach 2:
The rate limiters operate autonomously using simple counter mechanisms that automatically increment and decrement based on message arrival and time window expiration. The system performs self-service by maintaining its own state and making decisions about message acceptance or rejection without external intervention. This autonomous operation minimizes processing overhead and latency while ensuring consistent regulatory compliance.
3Measurement precision
If the system tracks message rates for thousands of different stocks, then the compliance accuracy is improved, but the system complexity increases
Solution Approach 1:
The patent applies segmentation by creating separate rate limiter instances for each stock or message type that requires independent rate tracking. Instead of using a single complex centralized system, the architecture distributes the tracking function across multiple simple, identical rate limiter modules. Each module handles one stock independently, making the overall system scalable and manageable even for thousands of stocks.
Solution Approach 2:
The patent implements universality by designing a standardized rate limiter template that can be instantiated for any stock or message type. The same basic rate limiting logic and data structures are reused across all rate limiters, reducing overall system complexity. This universal design allows the system to handle thousands of different stocks using a single proven pattern rather than requiring custom solutions for each.
Data Source
AI summary
A hardware-implemented rate limiter is described. This implementation guarantees that messages containing a value v are not forwarded at a higher rate than a predefined threshold value r. More specifically, given a number of times x in a time interval y, which specifies a rate r defined by x/y, the rate limiter reports a violation by selectively setting an error value when v occurs more than x times during the time interval y. Moreover, the rate limiter may be able to keep track of multiple predefined threshold values for different rates. Furthermore, the rate limiter may keep track of 2b different values v, where b is the number of digits of the binary representation of v.