PoolQ Temporal Buffer for Financial Market Order Execution

The patent introduces a temporal buffer as an intermediary component between order submission and order execution. This buffer delays the exposure of orders to the market by a randomized amount of time, effectively mediating between the rapid trading desires of participants and the need for market stability. The buffer acts as a shock absorber that prevents direct, high-speed order flow from causing destabilizing feedback loops and racing behaviors.

The patent implements periodic action by introducing randomized delays at specific intervals in the order execution process. Rather than continuous, immediate order exposure, the system applies periodic filtering through the temporal buffer, which randomly delays orders for varying durations. This periodic intervention reduces the frequency of high-speed trading events while maintaining eventual order execution, thereby reducing resource waste from continuous racing.

The patent applies preliminary action by pre-delaying orders in the temporal buffer before they are exposed to the market. This preliminary delay occurs before the actual trading decision is made, allowing time for information asymmetries to potentially dissipate and for more symmetric information distribution to occur. The buffer performs this preliminary filtering action on all incoming orders, ensuring that when orders are eventually executed, the information environment has had time to equilibrate.