主权项 |
1. A method for trading quotes relating to financial instruments received from quoting firms in a computerized trading system having a plurality of independent trading environments, the method comprising:
providing a plurality of independent trading environments, wherein providing each independent trading environment comprises:
providing a communication network;providing a matching engine executed by a server, wherein the matching engine accesses a shared memory;providing a plurality of quote interface applications, executed by the server, wherein each quote interface application is associated with a particular quoting firm;assigning areas of the shared memory to each of the plurality of quote interface applications; andproviding at least one multicast data bus providing communication between the matching engine, a plurality of edge applications operating in each independent trading environment, and an order gateway which is common to the plurality of independent trading environments, the method further comprising: receiving quotes from the plurality of quoting firms at the respective quote interface applications, wherein the received quotes each comprise data representing an offer to buy and/or an offer to sell a financial instrument; placing, by the quote interface applications, the quotes received from the respective quoting firms in the respective assigned areas of the shared memory; matching, by the matching engine, the received quotes placed in the areas of the shared memory, wherein the matching comprises polling and processing for each area of the shared memory; the matching engine, upon completion of polling all areas of the shared memory, checking a port of the multicast data bus to receive messages transmitted by the edge applications and to receive incoming orders for financial instruments from the order gateway; and iteratively repeating, by the matching engine, said steps of matching the received quotes and checking the port of the multicast data bus. |