Connection Proxy Server for Electronic Trading

Solution Overview

Problem

In electronic trading environments, network connections between devices can occasionally go down, leading to a surge in processing resources during reconnection, which can cause delays in delivering market information to other users.

Innovation Solution

A connection proxy system is implemented at the remote host, which stores product table, login, and subscription data during initialization and monitors the connection. Upon detecting a disconnection, the proxy maintains communication sessions and stores additional data intended for the client terminal. If the connection is restored within a predetermined period, the proxy provides the stored data to the client terminal, avoiding the need for re-downloads.

Engineering Contradictions & Design Principles

VSEngineering Contradiction Analysis

1Reliability

If reconnection process is implemented to restore network connection, then connection reliability is improved, but processing resource usage increases and network delays occur

Engineering Contradiction:

Improveconnection reliabilityVSAvoidprocessing resource usage

Core Design Contradiction:

ReliabilityVSPower

Solution Approach 1:

The gateway performs preliminary actions by maintaining communication sessions and storing market information in advance during the connection outage period. This allows the system to avoid re-downloading data upon reconnection, thereby reducing processing resource usage while maintaining connection reliability.

Inventive Principle:

Principle #10Preliminary action

Solution Approach 2:

The gateway acts as an intermediary between the remote host and the electronic exchange. It buffers market information and maintains sessions during connection outages, mediating the reconnection process to minimize resource consumption and network delays.

Inventive Principle:

Principle #24Intermediary (Mediator)

2Reliability

If reconnection process is implemented to restore network connection, then connection reliability is improved, but market information delivery speed decreases

Engineering Contradiction:

Improveconnection reliabilityVSAvoidmarket information delivery speed

Core Design Contradiction:

ReliabilityVSSpeed

Solution Approach 1:

The gateway performs preliminary actions by maintaining communication sessions and storing market information in advance during the connection outage period. This allows the system to avoid re-downloading data upon reconnection, thereby reducing processing resource usage while maintaining connection reliability.

Inventive Principle:

Principle #10Preliminary action

Solution Approach 2:

The gateway maintains communication sessions and continues to receive market information from the electronic exchange even during connection outages. This continuous collection of data ensures that information is ready for immediate transmission upon reconnection, maintaining delivery speed.

Inventive Principle:

Principle #20Continuity of useful action

3Loss of information

If subscription data is re-downloaded during reconnection, then data completeness is improved, but network bandwidth consumption increases

Engineering Contradiction:

Improvedata completenessVSAvoidnetwork bandwidth consumption

Core Design Contradiction:

Loss of informationVSQuantity of substance

Solution Approach 1:

The gateway performs preliminary actions by maintaining communication sessions and storing market information in advance during the connection outage period. This allows the system to avoid re-downloading data upon reconnection, thereby reducing processing resource usage while maintaining connection reliability.

Inventive Principle:

Principle #10Preliminary action

Solution Approach 2:

Instead of discarding subscription data and re-downloading it during reconnection, the gateway recovers and retains the existing subscription data and market information. This approach maintains data completeness while avoiding unnecessary bandwidth consumption.

Inventive Principle:

Principle #34Discarding and recovering

Data Source

PatentUS12307521B2System and method for communicating with an electronic exchange in an electronic trading environment

Publication Date: 2025.05.20 TRADING TECHNOLOGIES INTERNATIONAL INC

AI summary

System and methods for a connection proxy server are described. According to an example method described herein, a connection proxy server stores subscription, product tables as well as other downloads that are provided to a client terminal during initialization stage as well as later during a trading session. Upon detecting that a connection between the client terminal and a gateway is lost, the connection proxy maintains a communication session created for the client terminal at the gateway and receives data intended for the client terminal. If the connection is re-established between the client terminal and the gateway during a predetermined period of time, the connection proxy provides the stored data to the client terminal thus avoiding a surge in processing resources at the gateway due to the necessary downloads.