U.S. patent application number 17/109714 was filed with the patent office on 2021-03-25 for deterministic and efficient message packet management.
This patent application is currently assigned to Chicago Mercantile Exchange Inc.. The applicant listed for this patent is Chicago Mercantile Exchange Inc.. Invention is credited to Zachary Bonig, Mike Donaghy, Akrapong Lin, Don Mendelson, Haifeng Zheng.
Application Number | 20210090171 17/109714 |
Document ID | / |
Family ID | 1000005251928 |
Filed Date | 2021-03-25 |
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United States Patent
Application |
20210090171 |
Kind Code |
A1 |
Bonig; Zachary ; et
al. |
March 25, 2021 |
DETERMINISTIC AND EFFICIENT MESSAGE PACKET MANAGEMENT
Abstract
Methods, devices, and systems for facilitation of efficient
processing of a plurality of electronic message packets
communicated to an application via a network from a plurality of
message sources. The facilitation involves receiving each of the
plurality of electronic message packets from the network, and
storing, upon receipt thereof, each of the received electronic
message packets in a single buffer irrespective of which message
source of the plurality of message sources each of the received
electronic message packets originated from, the single buffer being
accessible by the application.
Inventors: |
Bonig; Zachary; (Skokie,
IL) ; Zheng; Haifeng; (Wilmette, IL) ;
Mendelson; Don; (Chicago, IL) ; Donaghy; Mike;
(Chicago, IL) ; Lin; Akrapong; (Chicago,
IL) |
|
Applicant: |
Name |
City |
State |
Country |
Type |
Chicago Mercantile Exchange Inc. |
Chicago |
IL |
US |
|
|
Assignee: |
Chicago Mercantile Exchange
Inc.
Chicago
IL
|
Family ID: |
1000005251928 |
Appl. No.: |
17/109714 |
Filed: |
December 2, 2020 |
Related U.S. Patent Documents
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Application
Number |
Filing Date |
Patent Number |
|
|
14134828 |
Dec 19, 2013 |
10885583 |
|
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17109714 |
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Current U.S.
Class: |
1/1 |
Current CPC
Class: |
H04L 49/9026 20130101;
G06Q 40/04 20130101 |
International
Class: |
G06Q 40/04 20060101
G06Q040/04 |
Claims
1. A computer implemented method comprising: receiving, by a
processor coupled with a network, a plurality of electronic message
packets, a portion of which are communicated thereto from a first
message source via the network and another portion of which are
communicated thereto from a second message source, different from
the first message source, via the network, wherein each of the
plurality of electronic message packet comprises message data; and
storing, by the processor upon receipt of each of the received
electronic message packets, at least the message data of the
received electronic message packet in a buffer, in which the
message data of all received electronic message packets are stored
together in an order of receipt by the processor with respect to
others of the received electronic message packets irrespective of
which message source each of the received electronic message
packets was received from; and communicating the stored message
data to an application from the buffer in the order in which they
are stored such that the application receives each of the stored
message data in the order of receipt by the processor.
2. The computer implemented method of claim 1, wherein each of the
plurality of electronic message packets comprise a format for
transmission using Transmission Control Protocol ("TCP") which
organizes received electronic message packets based on origin.
3. The computer implemented method of claim 1, wherein the
processor is comprised by a network interface through which each of
the plurality of electronic message packets must pass for the
message data thereof to reach the application.
4. The computer implemented method of claim 1, wherein the order of
receipt, in which the message data of all received electronic
message packets are stored together, is indicated by a location in
the buffer in which each of the message data is stored.
5. The computer implemented method of claim 1, wherein the order of
receipt, in which the message data of all received electronic
message packets are stored together, is indicated by data,
indicative of when each of the received electronic message packets
was received by the processor, stored in the buffer.
6. The computer implemented method of claim 1, wherein the message
data of two or more of the plurality of electronic messages packets
comprise a message.
7. The computer implemented method of claim 6, wherein the storing
further comprises storing, by the processor, upon receipt of all of
the two or more of the plurality of electronic messages packets
comprising the message, the message data of each thereof together
in the buffer in the order of receipt by the processor, with
respect to the others of the plurality of electronic message
packets, of the last of the two or more of the plurality of
electronic message packets to be received.
8. The computer implemented method of claim 6, wherein the storing
further comprises storing, by the processor, upon receipt of all of
the two or more of the plurality of electronic messages packets
comprising a message, the message data of each thereof together in
the buffer in the order of receipt by the processor of the first of
the two or more of the plurality of electronic message packets.
9. The computer implemented method of claim 6, wherein the storing
further comprises storing, by the processor, upon receipt of all of
the two or more of the plurality of electronic messages packets
comprising a message, the message data of each thereof together in
the buffer in the order of receipt by the processor of the last of
a threshold percentage of the two or more of the plurality of
electronic message packets.
10. The computer implemented method of claim 1, wherein the message
data of the plurality of electronic message packets comprises a
financial message the first and second message sources comprise
market participants, and the application comprises an order entry
gateway application for use with an exchange operational to match
trades using the financial messages.
11. The computer implemented method of claim 1, wherein source
information of each of the plurality of electronic message packets
is maintained and provided with the message data communicated to
the application.
12. The computer implemented method of claim 1, wherein the first
and second message sources are each indicated on a list of sources,
and wherein receiving further comprises determining whether each
electronic message packet of the plurality of electronic message
packets originated from a source included on the list of
sources.
13. The computer implemented method of claim 12, wherein storing
further comprises only storing in the buffer the message data of
electronic message packets determined to have a source indicated on
the list of sources.
14. The computer implemented method of claim 1, wherein the
receiving and the storing are handled by a network layer, and the
application accesses the buffer via a transport layer coupled with
the network layer.
15. A system comprising: a first logic stored in a memory and
configured to be executed by a processor coupled with a network to
cause the processor to receive a plurality of electronic message
packets, a portion of which are communicated thereto from a first
message source via the network and another portion of which are
communicated thereto from a second message source, different from
the first message source, via the network, wherein each of the
plurality of electronic message packet comprises message data; and
a second logic stored in a memory and configured to be executed by
the processor to cause the processor to store, upon receipt of each
of the received electronic message packets, at least the message
data of the received electronic message packet in a buffer, in
which the message data of all received electronic message packets
are stored together in an order of receipt by the processor with
respect to others of the received electronic message packets
irrespective of which message source each of the received
electronic message packets was received from, wherein the stored
message data is communicated to an application from the buffer in
the order in which they are stored such that the application
receives each of the stored message data in the order of receipt by
the processor.
16. The system of claim 15, wherein each of the plurality of
electronic message packets comprise a format for transmission using
Transmission Control Protocol ("TCP") which organizes received
electronic message packets based on origin.
17. The system of claim 15, wherein the processor is comprised by a
network interface through which each of the plurality of electronic
message packets must pass for the message data thereof to reach the
application.
18. The system of claim 15, wherein the order of receipt, in which
the message data of all received electronic message packets are
stored together, is indicated by a location in the buffer in which
each of the message data is stored.
19. The system of claim 15, wherein the order of receipt, in which
the message data of all received electronic message packets are
stored together, is indicated by data, indicative of when each of
the received electronic message packets was received by the
processor, stored in the buffer.
20. The system of claim 15, wherein the message data of two or more
of the plurality of electronic messages packets comprise a
message.
21. The system of claim 20, wherein the second logic is further
executable by the process to further cause the processor to store,
upon receipt of all of the two or more of the plurality of
electronic messages packets comprising the message, the message
data of each thereof together in the buffer in the order of receipt
by the processor, with respect to the others of the plurality of
electronic message packets, of the last of the two or more of the
plurality of electronic message packets to be received.
22. The system of claim 20, wherein the second logic is further
executable by the process to further cause the processor to store,
upon receipt of all of the two or more of the plurality of
electronic messages packets comprising a message, the message data
of each thereof together in the buffer in the order of receipt by
the processor of the first of the two or more of the plurality of
electronic message packets.
23. The system of claim 20, wherein the second logic is further
executable by the process to further cause the processor to store,
upon receipt of all of the two or more of the plurality of
electronic messages packets comprising a message, the message data
of each thereof together in the buffer in the order of receipt by
the processor of the last of a threshold percentage of the two or
more of the plurality of electronic message packets.
24. The system of claim 8, wherein the plurality of electronic
message packets comprise financial messages, the first and second
message sources comprise market participants, and the application
comprises an order entry gateway application for use with an
exchange operational to match trades using the financial
messages.
25. The system of claim 8, wherein source information of each of
the plurality of electronic message packets is maintained and
provided with the message data communicated to the application.
26. The system of claim 8, wherein the first and second message
sources are each indicated on a list of sources, and wherein the
first logic is further configured to determine whether each
electronic message packet of the plurality of electronic message
packets originated from a source included on the list of
sources.
27. The system of claim 26, wherein second logic is further
configured to only store in the buffer the message data of
electronic message packets determined to have a source indicated on
the list of sources.
28. The system of claim 8, wherein the first logic and the second
logic are handled by a network layer, and the application accesses
the buffer via a transport layer coupled with the network
layer.
29. A system comprising: at least one memory operable to store the
plurality of electronic message packets; and at least one processor
configured to: receive a plurality of electronic message packets, a
portion of which are communicated thereto from a first message
source via the network and another portion of which are
communicated thereto from a second message source, different from
the first message source, via the network, wherein each of the
plurality of electronic message packet comprises message data; and
store, upon receipt of each of the received electronic message
packets, at least the message data of the received electronic
message packet in a buffer, in which the message data of all
received electronic message packets are stored together in an order
of receipt by the processor with respect to others of the received
electronic message packets irrespective of which message source
each of the received electronic message packets was received from,
wherein the stored message data is communicated to an application
from the buffer in the order in which they are stored such that the
application receives each of the stored message data in the order
of receipt by the processor.
30. The system of claim 29, wherein each of the plurality of
electronic message packets comprise a format for transmission using
Transmission Control Protocol ("TCP") which organizes received
electronic message packets based on origin.
31. The system of claim 29, wherein the processor is comprised by a
network interface through which each of the plurality of electronic
message packets must pass for the message data thereof to reach the
application.
32. The system of claim 29, wherein the order of receipt, in which
the message data of all received electronic message packets are
stored together, is indicated by a location in the buffer in which
each of the message data is stored.
33. The system of claim 29, wherein the order of receipt, in which
the message data of all received electronic message packets are
stored together, is indicated by data, indicative of when each of
the received electronic message packets was received by the
processor, stored in the buffer.
34. The system of claim 29, wherein the message data of two or more
of the plurality of electronic messages packets comprise a
message.
35. The system of claim 34, wherein the processor is further
operative to store, upon receipt of all of the two or more of the
plurality of electronic messages packets comprising the message,
the message data of each thereof together in the buffer in the
order of receipt by the processor, with respect to the others of
the plurality of electronic message packets, of the last of the two
or more of the plurality of electronic message packets to be
received.
36. The system of claim 34, wherein the processor is further
operative to store, upon receipt of all of the two or more of the
plurality of electronic messages packets comprising a message, the
message data of each thereof together in the buffer in the order of
receipt by the processor of the first of the two or more of the
plurality of electronic message packets.
37. The system of claim 34, wherein the processor is further
operative to store, upon receipt of all of the two or more of the
plurality of electronic messages packets comprising a message, the
message data of each thereof together in the buffer in the order of
receipt by the processor of the last of a threshold percentage of
the two or more of the plurality of electronic message packets.
38. The system of claim 29, wherein the plurality of electronic
message packets comprise financial messages, the first and second
message sources comprise market participants, and the application
comprises an order entry gateway application for use with an
exchange operational to match trades using the financial
messages.
39. The system of claim 29, wherein source information of each of
the plurality of electronic message packets is maintained and
provided with the message data communicated to the application.
40. The system of claim 29, wherein the first and second message
sources are each indicated on a list of sources, and wherein the
processor is further configured to cause the system to determine
whether each electronic message packet of the plurality of
electronic message packets originated from a source included on the
list of sources.
41. The system of claim 40, wherein the processor is further
configured to cause the system to only store in the buffer the
message data of electronic message packets determined to have a
source indicated on the list of sources.
42. The system of claim 29, wherein processor is further configured
to cause the system to receive and store each of the plurality of
electronic message packets using a network layer of the system, and
the application accesses the buffer via a transport layer coupled
with the network layer.
Description
REFERENCE TO RELATED APPLICATIONS
[0001] This application claims priority to and the benefit as a
continuation of U.S. patent application Ser. No. 14/134,828, filed
Dec. 19, 2013, entitled, "DETERMINISTIC AND EFFICIENT MESSAGE
PACKET MANAGEMENT", now U.S. Pat. No. ______, the entirety of which
is incorporated by reference herein and relied upon.
BACKGROUND
[0002] A financial instrument trading system, such as a futures
exchange, referred to herein also as an "Exchange", such as the
Chicago Mercantile Exchange Inc. (CME), provides a contract market
where financial instruments, for example futures and options on
futures, are traded. Futures is a term used to designate all
contracts for the purchase or sale of financial instruments or
physical commodities for future delivery or cash settlement on a
commodity futures exchange. A futures contract is a legally binding
agreement to buy or sell a commodity at a specified price at a
predetermined future time. An option is the right, but not the
obligation, to sell or buy the underlying instrument (in this case,
a futures contract) at a specified price within a specified time.
The commodity to be delivered in fulfillment of the contract, or
alternatively the commodity for which the cash market price shall
determine the final settlement price of the futures contract, is
known as the contract's underlying reference or "underlier." The
terms and conditions of each futures contract are standardized as
to the specification of the contract's underlying reference
commodity, the quality of such commodity, quantity, delivery date,
and means of contract settlement. Cash Settlement is a method of
settling a futures contract whereby the parties effect final
settlement when the contract expires by paying/receiving the
loss/gain related to the contract in cash, rather than by effecting
physical sale and purchase of the underlying reference commodity at
a price determined by the futures contract, price.
[0003] Current electronic financial instrument trading systems may
allow traders to submit orders to buy or sell contracts
electronically to an order book maintained and managed by an
exchange. The orders may be submitted electronically to the order
book through an order entry gateway using electronic messages
formatted as units of data known as packets.
[0004] Packets and packet switched networks are used extensively in
electronic communications. Packet switched networks utilize a
digital networking communications method that groups all
transmitted data--regardless of content, type, or structure--into
suitably sized blocks, called packets. Generally, packets may
contain control information as well as user data, also known as a
payload or actual content. Typically, the control information
provides data the network needs to deliver the user data such as
source and destination network addresses and the user data is
involves the actual content intended to be communicated between the
source and the destination. For example, packets may be considered
messages, with the control information providing addresses or
information about the actual content of the message included as
user data.
[0005] Electronic message packets may be communicated via networks.
Generally, a network interconnects one or more computers so that
they may communicate with one another, whether they are in the same
room or building (such as a Local Area Network or LAN) or across
the country from each other (such as a Wide Area Network or WAN). A
network is a series of points or nodes interconnected by
communications paths. Networks can interconnect with other networks
and can contain sub-networks. A node is a connection point, either
a redistribution point or an end point, for data transmissions
generated between the computers which are connected to the network.
In general, a node has a programmed or engineered capability to
recognize and process or forward transmissions to other nodes. The
nodes can be computer workstations, servers, bridges or other
devices but typically, these nodes are routers or switches.
Electronic message packets may be communicated from an origin
through a series of nodes to an intended final destination.
[0006] Further, even as electronic message packets arrive at a
destination, the handling of the electronic message packets at the
destination may also involve multiple steps, component
interactions, and processes until the message is ultimately
received by a destination application for use thereby. This process
may be further complicated if multiple electronic message packets
from multiple origins are communicated to a common destination
application using communication protocols that organize electronic
message packets based on origin for processing at the common
destination. For example, a communication protocol may indicate
that a buffer will be created for each source at the destination,
and that electronic message packets from each source will be placed
in the respective buffer for each source at the destination. This
arrangement may require the destination, and ultimately the
intended destination application for the electronic message
packets, to monitor a significant number of buffers for new
messages. These involved processes and potential multiple buffers
may also allow electronic message packets from different sources to
"pass" each other such that an original order of the electronic
message packets is lost as the electronic message packets travel to
the common destination application, or when the message packet
payload is consumed or used by the common destination
application.
[0007] Some applications which utilize packet switching networks
may involve deterministic requirements that place a priority on
individual electronic message packets based on arrival, i.e. the
order thereof, of the electronic message packets. These
applications may involve lottery systems, ticketing systems,
auction systems, financial message systems, or any other
application where priority may be provided to a message over
another message based on earlier receipt than the other message.
The network communication process, as well as the complications
involved in the processing of packets once they arrive at a
destination so that they are recognized and/or consumed by the
destination application, may make it difficult to determine a
priority between electronic message packets from different origins,
arriving at the common destination within a small time period.
[0008] For example, to gain and maintain the trust and confidence
of market participants and encourage participation, electronic
trading systems ideally attempt to offer a more efficient, fair and
balanced market where market prices reflect a true consensus of the
value of traded products among the market participants, and which
minimize, if not eliminate, surreptitious or overt subversion,
influence of, or manipulation by, any one or more market
participants, intentional or otherwise, and unfair or inequitable
advantages, with respect to access to information or opportunities.
To accomplish these goals, for example, electronic trading systems
should operate in a deterministic, i.e. a causal, predictable, or
otherwise expected, manner as understood and experienced by the
market participants, i.e. the customers of the Exchange. Electronic
trading systems which implement markets which are overtly or
covertly inefficient, unfair or inequitable risk not only losing
the trust, along with the patronage, of market participants, but
also increased regulatory scrutiny as well as potential criminal
and/or civil liability.
[0009] Accordingly, the operators of electronic trading systems,
alone or in conjunction with, or at the direction of, regulatory or
industry organizations, typically publish or otherwise promulgate
rules or regulations, referred to as business or operating rules,
which govern the operation of the system. These rules define how,
for example, multiple transactions are processed by the system
where those transactions have relationships or dependencies there
between which may affect the result of such processing. Such
business rules may include, for example, order allocation rules,
i.e. rules which dictate which of multiple competing resting orders
will be matched with a particular incoming order counter thereto
having insufficient quantity to fill all of the suitable resting
orders. For example, under a first-in-first-out methodology, the
first order, of the competing resting orders, that was received by
the electronic trading system will be matched with the incoming
counter-order and filled to the extent possible by the available
quantity, with any residual quantity of the incoming counter order
then being allocated to the next received suitable competing
resting order and so on until the available quantity of the
incoming counter order is exhausted. However, additional or
alternative matching/allocation rules may be implemented as well,
for example to ensure fair and equal access, improve trading
opportunities, etc., by allocating, such as proportionally, the
available quantity of the incoming counter order among all, or a
subset, of the competing resting orders until the available
quantity is exhausted.
[0010] Once such business rules are established, or modified,
market participants will expect, and overseeing regulatory entities
may require, that the electronic trading system operate in
accordance therewith. That is, if the Exchange adopts a rule to
give first arriving orders priority over later arriving orders, a
market participant who submits an earlier arriving order will
expect their order to be filled prior to a later arriving order
submitted by another market participant. It will be appreciated
that these rules, by which operators of an electronic trading
system may choose to operate their system, may vary at the
discretion of the operators, subject to regulatory concerns.
Generally, the term "transactional determinism" may refer to the
processing, or the appearance thereof, of orders in accordance with
the defined business rules.
BRIEF DESCRIPTION OF THE DRAWINGS
[0011] FIG. 1 depicts a flow chart for a method involving the
facilitation of deterministic message management.
[0012] FIG. 2A depicts a system for deploying deterministic message
management and efficient message processing.
[0013] FIG. 2B depicts the destination of the system for deploying
deterministic message management and efficient message processing
depicted in FIG. 2A.
[0014] FIG. 3 depicts a block diagram of embodiments for
deterministic message management and efficient message
processing.
[0015] FIG. 4 shows an illustrative embodiment of a general
computer system for deterministic message management and efficient
message processing.
[0016] FIGS. 5A, 5B, and 5C illustrate packet processing.
DETAILED DESCRIPTION
[0017] Packets transmitted from different sources to a common
intended destination may be processed in accordance with
deterministic operating requirements by determining an order in
which the packets arrive, such as based on their arrival at a
common point in a network through which the packets must travel to
get to their intended destination. The packets may then be
communicated, along with data indicative of their arrival order, to
the intended destination of the packets. The packets may be
communicated to the intended destination in a manner exhibiting
and/or maintaining the designated order, or the packets and the
determined order may be communicated separately to the final
destination. The disclosed embodiments may relate to communication
of financial messages from multiple market participants to an
exchange, such as the Chicago Mercantile Exchange ("CME"), to
facilitate the matching of trades based on a deterministic
management of the financial messages, however, it will be realized
by those in the art that embodiments may relate to any packet
messaging system where deterministic processing may be desired or
required.
[0018] The following embodiments may alleviate the issues related
to processing and determining priority of message packets at a
destination application after the message packets have been
communicated through a network and processed by a common
destination. For example, the ability to determine an order of
incoming messages, regardless of message packet origin, may be
determined and provided to a common destination application of the
incoming messages. Further, the following embodiments may reduce
the resources required to handle a large volume of message
packets.
[0019] In an exemplary embodiment, a financial market may implement
rules defining priority for the matching of incoming orders against
previously received, but unsatisfied orders entered in an order
book, and ultimately matched using a match engine. Establishing a
priority for a plurality of electronic message packets that
represent incoming orders may involve deterministic processing of
the electronic message packets such that earlier received packets,
comprising the earlier received order, receive higher priority for
being matched than later received packets. The deterministic
processing, or management, of the plurality of electronic message
packets ultimately communicated to an order entry gateway via a
network from multiple different trading entities may be facilitated
by receiving each of the plurality of electronic message packets
representing orders from the network. The deterministic processing
may be further facilitated by determining upon receipt of the
electronic message packets, but prior to the received electronic
message packets being provided to the order entry gateway, an order
in which each electronic message packet was received relative to
the reception of others of the plurality of electronic message
packets, the order being determined irrespective of which trading
entity of the multiple different trading entities each of the
received electronic message packet originated from. The
deterministic processing may also be facilitated by providing the
electronic message packets to the order entry gateway. For example,
the electronic message packets may be provided in a single buffer
regardless of the trading entity that originated the electronic
message packet. Another buffer may also be provided indicating the
order in which the electronic message packets were received. The
order entry gateway may then be configured to collect the
electronic message packets and the determined order from the two
buffers and provide them to an order book or a match engine. A
match engine may then use the electronic message packets and the
determined order to match orders represented by the electronic
message packets based on a priority determined from the determined
order.
[0020] In accordance with aspects of the disclosure, systems and
methods are disclosed for packet processing and facilitation of
deterministic packet management. The disclosed embodiments are
preferably implemented with computer devices and computer networks,
such as those described with respect to FIG. 4, that allow users,
e.g. market participants, to exchange information with a common
destination, e. g. a market. It will be appreciated that the
plurality of entities utilizing the disclosed embodiments may be
referred to by other nomenclature reflecting the role that the
particular entity is performing with respect to the disclosed
embodiments and that a given entity may perform more than one role
depending upon the implementation and the nature of the particular
transaction being undertaken, as well as the entity's contractual
and/or legal relationship with another market participant and/or
the exchange.
[0021] The following embodiments may relate to electronic message
packets communicated using any communicative network, including the
internet. The Internet, in particular, is a worldwide network which
primarily uses the Transport Control Protocol and Internet Protocol
("TCP/IP") to permit the exchange of information including
electronic message packets. At a higher level, the Internet
supports several applications protocols including the Hypertext
Transfer Protocol ("HTTP") for facilitating the exchange of
HTML/World Wide Web ("WWW") content, File Transfer Protocol ("FTP")
for the exchange of data files, electronic mail exchange protocols,
Telnet for remote computer access and Usenet ("NNTP" or Network
News Transfer Protocol) for the collaborative sharing and
distribution of information. It will be appreciated that the
disclosed embodiments may relate to messages communicated using the
TCP protocol, however the disclosed embodiments are applicable to
messages communicated using many different transport protocols both
now and later developed. For example, the enclosed embodiments may
relate to the use of User Datagram Protocol ("UDP") techniques to
communicate messages.
[0022] Herein, the phrase "coupled with" is defined to mean
directly connected to or indirectly connected through one or more
intermediate components. Such intermediate components may include
both hardware and software based components. Further, to clarify
the use in the pending claims and to hereby provide notice to the
public, the phrases "at least one of <A>, <B>, . . .
and <N>" or "at least one of <A>, <B>, . . .
<N>, or combinations thereof" are defined by the Applicant in
the broadest sense, superseding any other implied definitions
herebefore or hereinafter unless expressly asserted by the
Applicant to the contrary, to mean one or more elements selected
from the group comprising A, B, . . . and N, that is to say, any
combination of one or more of the elements A, B, . . . or N
including any one element alone or in combination with one or more
of the other elements which may also include, in combination,
additional elements not listed.
[0023] FIG. 1 depicts a flow chart of the operation of a system for
facilitating deterministic message management. The system may be
implemented with computer devices and computer networks, such as
those described with respect to FIG. 4.
[0024] In an embodiment, messages are received from any number of
message origins sharing a common destination from a position of a
network (Block 110). The position may be selected as a designated
location where an arrival order of messages may be determined.
Generally, the position may be selected as a position where
messages requiring a deterministic assignment of order must pass to
reach the common destination, or destination application. In an
embodiment, the position may be chosen as a common point of ingress
into a system representing a common destination for the
messages.
[0025] Receiving may be performed using any technique operable to
acquire or remove the messages from a path through the network upon
which the messages are traveling. In an embodiment, the messages
are received at the common destination using a network interface
controller ("NIC"). Any NIC may be used, however in an embodiment,
a NIC may be adapted to implement embodiments disclosed herein
using various hardware or software components and configurations,
such as those disclosed with respect to FIG. 4. For example, a NIC
may involve multiple (i.e. four) Small Form-Factor Pluggable
transceivers ("SFP") to interface with a network, a Digital Signal
Processor ("DSP") to transform signals from the network into data,
an Altera Stratix.RTM. series Field Programmable Gate Array
("FPGA") to perform operations with/on the data, NIC specific
Random Access Memory ("RAM") sized at 48 Gigabytes, a NIC specific
Precision Time Protocol ("PTP") clock, and a Peripheral Component
Interconnect port to connect the NIC to a server or other
computer.
[0026] In an embodiment, an order that messages are received is
determined (Block 120). A message order may involve the
chronological order in which each message is received. The order
may be designated using any technique operable to relay a tangible
representation of the order. A representation of the order may
involve arranging and storing the messages based on the order,
modifying the messages to provide an indication of the order,
associating a listing of the order with the messages, or any
combination of these or other representations of the order.
[0027] In an embodiment the messages are communicated to a
destination (Block 130). The destination may be the common
destination for the messages. The messages may be communicated
using any technique operable to relay the messages to the common
destination. For example, the communication may be via the network
the messages from which the messages were received, or another
network. The messages may be required to flow through additional
nodes after being communicated, but prior to reaching the common
destination. In an embodiment, the destination may be considered an
application at the common destination, or application destination,
at which the messages respective origins intended to be the
operative application on the message. For example, the payload of a
message may contain data for use by the application
destination.
[0028] The communicating (Block 130) may involve the communication
of a determined message order such that a common destination
application is able to establish a determined order in which the
messages were received. The determined message order may be
represented in any format, and communicated using any communicative
technique. In an embodiment, a determined message order may be
communicated as table containing message arrival times at the
common destination for the received messages. This table may be
communicated by storing it on a memory, and informing the
application destination of the existence of the table.
[0029] FIG. 2A depicts a networked system for deploying
deterministic message management facilitation. The system involves
multiple sources 210, 211, 212, 213 connected to nodes 214, 215,
216 of a network that may be used for communicating electronic
message packets to a common destination 230. Each of the multiple
sources 210, 211, 212, 213 may transmit multiple electronic message
packets to the common destination 230. The system may also involve
other nodes 217, 218, 219 through which the electronic message
packets may pass to reach the common destination 230. The system
may also include a deterministic message processor 220 that may
facilitate deterministic processing or management of the electronic
message packets. Embodiments may provide that the sources 210, 211,
212, 213, destination 230, and the deterministic message processor
220 are implemented with computer devices and computer networks,
such as those described with respect to FIG. 4. An embodiment may
also provide that the deterministic message processor is a
component of a destination 230 implemented with computer devices
and computer networks, such as those described with respect to FIG.
4.
[0030] In an embodiment, the deterministic message processor 220
may interface with the network such as to receive the electronic
message packets from the sources 210, 211, 212, 213 for the
destination 230. In an embodiment, the deterministic message
processor 220 may be integrated with the destination 230 such that
the destination 230 interfaces the network through the
deterministic message processor. In another embodiment, the
deterministic message processor 220 may be positioned so as to
interface on the network at a position 221 configured such that all
electronic message packets requiring deterministic processing must
flow through the position 221 to reach the destination 230.
[0031] The deterministic message processor 220 may be operational
to facilitate the deterministic management of electronic message
packets. In an embodiment, the deterministic message processor 220
may be operational to intercept or receive electronic message
packets from multiple sources 210, 211, 212, 213 prior to providing
the electronic message packets, or the payload of the electronic
message packets, to the destination application 234. The
deterministic message processor 220 may also be operational to
determine an order that the electronic messages were received. The
deterministic message processor 220 may also be operational to
communicate or provide the received electronic message packets to
the destination application 234 along with the designation of the
received order of the electronic message packets.
[0032] In an embodiment, the deterministic message processor 220
may be a system for facilitation of deterministic management of a
plurality of electronic message packets communicated to a
destination application 234 via a network from a plurality of
message sources 210, 211, 212, 213. The system may be implemented
with computer devices and computer networks, such as those
described with respect to FIG. 4. For example, the system may
involve at least one processor 402 configured to cause the system
to receive each of the plurality of electronic message packets from
the network. The at least one processor 402 may also be configured
to cause the system to determine, upon receipt thereof prior to the
received packet being provided to the application, an order in
which each electronic message packets was received relative to the
reception of others of the plurality of electronic message packets,
the order being determined irrespective of which message source of
the plurality of message sources 210, 211, 212, 213 each of the
received electronic message packets originated from. The at least
one processor 402 may also be configured to cause the system to
provide the order to the application by storing the order, or a
representation of the order, on a memory 404 to which the
destination application 234 has access. In an embodiment, the order
is stored on a memory 404 in the form of a buffer associating each
message of the plurality of electronic message packets with the
order. The buffer may be further operable to be read by the
destination application 234. In an embodiment, the plurality of
electronic message packets may be provided for the destination
application 234 in a singular buffer stored on the memory 404. Each
of the plurality of electronic message packets may be stored in the
singular buffer, and accessible by the destination application,
irrespective of the particular source of each electronic message
packet.
[0033] A packet may be considered received at the deterministic
message processor 220 when the packet is received in any reliable
or verified manner. In an embodiment, packets may be considered
received when an acknowledgment has been transmitted to the message
source or the plurality of message sources 210, 211, 212, 213 that
originated the packet being received. For example, TCP primarily
uses an acknowledgment scheme for packet receipt acknowledgment,
where a receiver of a packet sends an acknowledgment signifying
that the receiver has received all data preceding or associated
with the acknowledged sequence number. A packet may be considered
received upon the transmission of the acknowledgement. In another
embodiment, a packet may be considered received at the moment a
network interface receives data indicating the packet.
[0034] FIG. 2B depicts a more detailed diagram of the destination
230 of FIG. 2A. Electronic message packets arrive as electrical
impulses from the network 264 at the destination 230 by way of the
port 252 of the deterministic message processor 220. The electrical
impulses are then processed at the Digital Signal Processor ("DSP")
254 into binary digital signals readable by the packet order
determining 256 and packet processing 258 as packets. The DSP 254
then provides the packets to packet processing 258 and the packet
order determining 256. The packet order determining 256 determines
an order of the packets from the DSP 254. For example, the packet
order determining 256 may designate a time stamp the packet was
received from the DSP 254. Packet processing 258 processes the
packets according to a determined protocol, such as TCP. When
packet processing 258 completes the processing of a packet, it
instructs the packet order determining 256 as such and the packet
order determining 256 writes the packet to the packet buffer 260.
The packet order determining 256 may also configure the order into
a format readable by the destination application 234 to provide an
order of receipt for the messages of the packet buffer 260, and
write the order to the order buffer 262. The destination
application 234 may then retrieve the messages from the packet
buffer 260 and the order from the order buffer 262.
[0035] In an embodiment, for example a TCP based packet processing
258 embodiment, messages intended for a destination application 234
may involve multiple packets. A message may be considered received
upon the receipt of any of the packets that make up the message. In
an embodiment, a message involving multiple packets is considered
received when the first packet of the message is received. In
another embodiment, a message involving multiple packets is
considered received when the last packet of the message is
received. In an embodiment, a message involving multiple packets is
considered received when a certain percentage of the packets of the
message are received. In an embodiment, a message involving
multiple packets is considered received when all of the packets are
assembled in the packet buffer 260.
[0036] FIG. 3 depicts a block diagram of an embodiment involving a
system for facilitation of deterministic management of a plurality
of electronic message packets communicated to an application via a
network from a plurality of message sources, which may be
implemented with computer devices and computer networks, such as
those described with respect to FIG. 4. The application may be a
common application at the destination to which all of the plurality
of electronic message packets are intended. In an embodiment, the
plurality of electronic message packets comprise financial
messages, the plurality of message sources comprise market
participants, and the application comprises an order entry gateway
for use with an exchange operational to match trades using the
financial messages. Embodiments may involve all, more or fewer
actions indicated by the blocks of FIG. 3. For example, an
embodiment may involve receiving (Block 312) and storing (318).
Another embodiment may involve receiving (Block 312), determining
(Block 314), and providing (Block 316).
[0037] The electronic message packets may be transmitted or
communicated from a source to the common destination using any
technique or protocol. In an embodiment, each of the electronic
message packets are formatted for transmission using Transmission
Control Protocol ("TCP").
[0038] An embodiment involves receiving each of a plurality of
electronic message packets from the network. The plurality of
electronic message packets may be received at a network interface
for a common destination for the electronic message packets (Block
312).
[0039] An embodiment involves determining an order in which each
electronic message packet was received relative to the reception of
others of the plurality of electronic message packets. The order
may be determined upon receipt of the electronic message packet
(Block 314). Also, the order is determined irrespective of which
message source of the plurality of message sources each of the
received electronic message packets originated from. The order may
be indicated by any technique. In an embodiment, the message order
may involve data indicative of a time of receipt of each of the
plurality of electronic message packets. For example, a time of
receipt may be associated with each of the plurality of electronic
message packets. The times of receipt may be associated using any
technique. For example, the time of receipt for a package may be
listed in a table with an indicator of the specific electronic
message packet to which it applies. In another embodiment, the
indicator may be an indicator of a location or position in which
the particular electronic message packet is stored. In another
embodiment, a sequential series of numbers is assigned to each of
the plurality of electronic message packets indicating an
order.
[0040] An embodiment involves providing the order to the
application (Block 316). The order may be provided using any
technique. For example, the message order may be provided in a
buffer available to the application.
[0041] In an embodiment, the plurality of electronic message
packets may also be provided for the common destination application
in at least one message buffer, and wherein the message order is
provided in a buffer separate from the at least one message
buffer.
[0042] An embodiment may provide for storing each of the received
electronic message packets are stored in a single buffer
irrespective of which message source of the plurality of message
sources each of the received electronic message packets originated
from, the single buffer being accessible by the application (Block
316). The storing of the electronic message packets may occur upon
the receipt of the electronic message packets. Also, source
information of each of the plurality of electronic message packets
may be maintained and provided with the organized electronic
message packets for the common destination application.
[0043] In an embodiment, the plurality of message sources are each
indicated on a list of sources, and wherein interfacing further
comprises determining whether each message of the plurality of
messages originated from a source included on the list of sources.
The determination may be performed at receipt of the electronic
message packets by analyzing header or routing data of the
electronic message packets for data indicating the specific sources
of on the list of sources.
[0044] In an embodiment, the plurality of electronic message
packets may involve financial messages, the plurality of message
sources may involve market participants, and the common destination
application may involve an order entry gateway for use with an
exchange operational to match trades using the financial
messages.
[0045] In an embodiment, the order in which each electronic message
packet was received may be used by the application to determine a
relative priority for each received electronic message packet of
the plurality of electronic message packets.
[0046] FIG. 5A illustrates a traditional TCP packet processing
engine. Packets 501 are received into packet processing 510 where
they are sorted into particular source buffers 511, 512, 513 for
each particular source of the packets 501. The packets 501 then
await collection by the destination application 520. The packets
501 may be sorted within a particular source buffer 511, 512, 513,
however, an overall order of all packets may not be determined from
this type of buffered storage arrangement.
[0047] FIG. 5B illustrates an embodiment where packet processing
510 involves determining an order of receipt of the packets 501.
Prior to any packets 501 being received, the buffers 511, 512, 513
may contain no packets. As each of the packets 501 is received, an
order relative to other packets is determined and the packets are
placed into particular source buffers 511, 512, 513. For example,
as a packet 503 is received at packet processing 510 a time of
receipt may be determined as a part of the packet processing 510.
Packet processing may then place the packet 503 into a buffer 513
based on the source of the packet 503. Another packet 502 may then
be received later in time than a previous packet 503. The order
that the other packet 502 arrived relative to the previous packet
503 may be recorded. For example, the time of receipt of the other
packet 502 by packet processing 510 may be recorded and/or
associated with the other packet 502 and the packet 502 may be
placed in a particular source buffer 512 for the source of the
other packet 502. In this example, the differing time of receipt
for the packets 503, 502 may be an indicator of an order for the
packets 503, 502, and may be recorded into the order buffer 516.
For example, the time of receipts for the packets 503, 502 may be
associated with the respective packet 503, 502, and stored in the
order buffer. The packets 503, 502 then remain in the source
buffers 513, 512 until a destination application 520 retrieves the
packets 503, 502 and the respective order of receipt for the
packets 503, 502.
[0048] In an embodiment, the order may be formatted into an order
buffer 516 wherein the destination application 520 can use the
provided order to determine the order of the packets in the source
buffers 511, 512, 513. For example, the order buffer 516 may
associate individual identification numbers of the packets 501 with
an ordinal indicating a relative position of a particular packet of
the packets. For example, Packet 1 may be assigned an ordinal such
as 001 and an identification number such as 1:1, whereas Packet 3
may be assigned an ordinal of 003 and an identification number such
as 2:1, and these indicators may be stored in a table in the order
buffer 516 such that the destination application 520 may use the
indicators to determine that Packet 1 was received before Packet 3.
Therefore, even though the packets 501 are stored in source buffers
511, 512, 513 similar to FIG. 5A, an order of receipt of the
packets 501 may still be communicated to a destination application
520 for further deterministic processing of the packets 501.
[0049] FIG. 5C illustrates an embodiment where packet processing
510 involves determining an order of receipt of the packets 501. In
this embodiment, packets 501 are received similar to the way
packets are received in FIGS. 5A and 5B, however, packet processing
510 also places the packets 501 into a singular message buffer in
particular positions 531, instead of the particular source buffers
511, 512, 513 of FIGS. 5A and 5B. For example, a packet 502 may be
received at packet processing 510 where a time of receipt may be
determined. Packet processing 510 may place the packet 502 into a
position 532 in the message buffer 514. Packet processing 510 may
also store the time of receipt of the packet 502 associated with
the position 532 of the message buffer 514 that the packet 502 was
stored. This is repeated for each message as they arrive at packet
processing 510. In this way, the time of receipt of a packet 502
will indicate an order relative to another packet 503 such that a
destination application 520 may use the time of receipt information
to determine that a packet 502 was received by packet processing
510 after another packet 503.
[0050] More generally, as in FIG. 5B, each of the packets 501 is
received and an order of receipt relative to other packets is
determined. Also as in FIG. 5B, the order buffer 516 may contain
information indicating an order the packets 501 were received. For
example, an indication that Packet 1 was received prior to Packet
2, and Packet 2 prior to Packet 3 will be recorded. In an
embodiment, the message buffer 514 may be a buffer configured to
operate as a First In First Out buffer ("FIFO"), and as such the
packets 501 may not be stored in the message buffer 514 in the
order of receipt. The order buffer 516 may then provide the order
information for the destination application by associating a
particular packet 502 with a particular position 532 of the message
buffer 514. The destination application 520 then only checks a
single buffer 514 for the packets 501, instead of the multiple
source buffers 511, 512, 513 required in FIG. 5B. Therefore, the
communication of both the order of receipt of the packets and the
packets 501 themselves is facilitated.
[0051] In an embodiment, such as an embodiment involving TCP, the
communication of packets from source to destination application
involves networks that operate on a layered model, such as the Open
Systems Interconnection ("OSI") model. OSI involves seven layers of
communication. A physical layer conveys the bit stream, such as an
electrical impulse, light or radio signal, physically through the
network at the electrical and mechanical level. A data link layer
encodes and decodes the bit stream into bits. A network layer
provides switching and routing technologies, creating logical paths
for transmitting data from node to node through a network. A
transport layer provides transfer of data between end systems, or
hosts, and is responsible for end-to-end error recovery and flow
control. A session layer establishes, manages and terminates
connections between applications. A presentation layer works to
transform data into a form that the application layer can accept,
and an application layer supports applications and end-user
processes. Relating these layers to FIG. 5C, the receiving of
packets and the storing of packets in the message buffer 514 may be
handled by a network layer, and the destination application 520 may
access the singular message buffer 514 via a transport layer
coupled with the network layer. Also, in an embodiment, a packet
may be considered received when acted upon at the network layer,
such as in processing a packet according to TCP standards.
[0052] In an embodiment, packet deterministic processing 501 may be
performed by a market, the plurality of packets 501 may be orders
to buy or sell, the sources may be trading entities, and a
destination application 520 may be an order entry gateway that
provides orders to buy or sell to the market. The deterministic
processing of the plurality of electronic message packets 501
ultimately communicated to an order book via a network from
multiple different trading entities may be facilitated by receiving
each of the plurality of electronic message packets 501
representing orders from the network. The deterministic processing
may be further facilitated by determining upon receipt of the
electronic message packets 501, but prior to the received
electronic message packets 501 being provided to the order entry
gateway, an order in which each electronic message packet was
received relative to the reception of others of the plurality of
electronic message packets, the order being determined irrespective
of which trading entity of the multiple different trading entities
each of the received electronic message packet originated from. The
deterministic processing may also be facilitated by providing the
electronic message packets to the order book. For example, the
electronic message packets may be provided in a single buffer 514
regardless of the trading entity that originated the electronic
message packet. Another buffer 516 may also be provided indicating
the order in which the electronic message packets 501 were
received. The other buffer 516 may be a side-long-buffer configured
to correlate to the electronic message packets in the message
buffer 514 so as to convey the determined order. An order entry
gateway may then be configured to collect the electronic message
packets 501 and the determined order from the two buffers 514, 516
and provide them for the order entry gateway. The order entry
gateway may then provide the electronic message packets and the
determined order to an order book. A match engine may then use the
electronic message packets and the determined order to match orders
represented by the electronic message packets based on a priority
determined from the determined order.
[0053] Referring to FIG. 4, an illustrative embodiment of a general
computer system 400 is shown. The computer system 400 can include a
set of instructions that can be executed to cause the computer
system 400 to perform any one or more of the methods or computer
based functions disclosed herein. The computer system 400 may
operate as a standalone device or may be connected, e.g., using a
network, to other computer systems or peripheral devices. Any of
the components discussed above, such as the processor 202, may be a
computer system 400 or a component in the computer system 400. The
computer system 400 may implement embodiments for facilitation of
deterministic management of electronic message packets.
[0054] In a networked deployment, the computer system 400 may
operate in the capacity of a server or as a client user computer in
a client-server user network environment, or as a peer computer
system in a peer-to-peer (or distributed) network environment. The
computer system 400 can also be implemented as or incorporated into
various devices, such as a personal computer (PC), a tablet PC, a
set-top box (STB), a personal digital assistant (PDA), a mobile
device, a palmtop computer, a laptop computer, a desktop computer,
a communications device, a wireless telephone, a land-line
telephone, a control system, a camera, a scanner, a facsimile
machine, a printer, a pager, a personal trusted device, a web
appliance, a network router, switch or bridge, or any other machine
capable of executing a set of instructions (sequential or
otherwise) that specify actions to be taken by that machine. In a
particular embodiment, the computer system 400 can be implemented
using electronic devices that provide voice, video or data
communication. Further, while a single computer system 400 is
illustrated, the term "system" shall also be taken to include any
collection of systems or sub-systems that individually or jointly
execute a set, or multiple sets, of instructions to perform one or
more computer functions.
[0055] As illustrated in FIG. 4, the computer system 400 may
include a processor 402, e.g., a central processing unit (CPU), a
graphics processing unit (GPU), or both. The processor 402 may be a
component in a variety of systems. For example, the processor 402
may be part of a standard personal computer or a workstation. The
processor 402 may be one or more general processors, digital signal
processors, application specific integrated circuits, field
programmable gate arrays, servers, networks, digital circuits,
analog circuits, combinations thereof, or other now known or later
developed devices for analyzing and processing data. The processor
402 may implement a software program, such as code generated
manually (i.e., programmed).
[0056] The computer system 400 may include a memory 404 that can
communicate via a bus 408. The memory 404 may be a main memory, a
static memory, or a dynamic memory. The memory 404 may include, but
is not limited to computer readable storage media such as various
types of volatile and non-volatile storage media, including but not
limited to random access memory, read-only memory, programmable
read-only memory, electrically programmable read-only memory,
electrically erasable read-only memory, flash memory, magnetic tape
or disk, optical media and the like. In one embodiment, the memory
404 includes a cache or random access memory for the processor 402.
In alternative embodiments, the memory 404 is separate from the
processor 402, such as a cache memory of a processor, the system
memory, or other memory. The memory 404 may be an external storage
device or database for storing data. Examples include a hard drive,
compact disc ("CD"), digital video disc ("DVD"), memory card,
memory stick, floppy disc, universal serial bus ("USB") memory
device, or any other device operative to store data. The memory 404
is operable to store instructions executable by the processor 402.
The functions, acts or tasks illustrated in the figures or
described herein may be performed by the programmed processor 402
executing the instructions 412 stored in the memory 404. The
functions, acts or tasks are independent of the particular type of
instructions set, storage media, processor or processing strategy
and may be performed by software, hardware, integrated circuits,
firmware, micro-code and the like, operating alone or in
combination. Likewise, processing strategies may include
multiprocessing, multitasking, parallel processing and the
like.
[0057] As shown, the computer system 400 may further include a
display unit 414, such as a liquid crystal display (LCD), an
organic light emitting diode (OLED), a flat panel display, a solid
state display, a cathode ray tube (CRT), a projector, a printer or
other now known or later developed display device for outputting
determined information. The display 414 may act as an interface for
the user to see the functioning of the processor 402, or
specifically as an interface with the software stored in the memory
404 or in the drive unit 406.
[0058] Additionally, the computer system 400 may include an input
device 416 configured to allow a user to interact with any of the
components of system 400. The input device 416 may be a number pad,
a keyboard, or a cursor control device, such as a mouse, or a
joystick, touch screen display, remote control or any other device
operative to interact with the system 400.
[0059] In a particular embodiment, as depicted in FIG. 4, the
computer system 400 may also include a disk or optical drive unit
406. The disk drive unit 406 may include a computer-readable medium
410 in which one or more sets of instructions 412, e.g. software,
can be embedded. Further, the instructions 412 may embody one or
more of the methods or logic as described herein. In a particular
embodiment, the instructions 412 may reside completely, or at least
partially, within the memory 404 and/or within the processor 402
during execution by the computer system 400. The memory 404 and the
processor 402 also may include computer-readable media as discussed
above.
[0060] The present disclosure contemplates a computer-readable
medium that includes instructions 412 or receives and executes
instructions 412 responsive to a propagated signal, so that a
device connected to a network 420 can communicate voice, video,
audio, images or any other data over the network 420. Further, the
instructions 412 may be transmitted or received over the network
420 via a communication interface 418. The communication interface
418 may be a part of the processor 402 or may be a separate
component. The communication interface 418 may be created in
software or may be a physical connection in hardware. The
communication interface 418 is configured to connect with a network
420, external media, the display 414, or any other components in
system 400, or combinations thereof. The connection with the
network 420 may be a physical connection, such as a wired Ethernet
connection or may be established wirelessly as discussed below.
Likewise, the additional connections with other components of the
system 400 may be physical connections or may be established
wirelessly. In an embodiment, the communication interface 418 may
be configured to communicate electronic message packets through the
network 420 to a common destination.
[0061] The network 420 may include wired networks, wireless
networks, or combinations thereof. The wireless network may be a
cellular telephone network, an 802.11, 802.16, 802.20, or WiMax
network. Further, the network 420 may be a public network, such as
the Internet, a private network, such as an intranet, or
combinations thereof, and may utilize a variety of networking
protocols now available or later developed including, but not
limited to TCP/IP based networking protocols.
[0062] Embodiments of the subject matter and the functional
operations described in this specification can be implemented in
digital electronic circuitry, or in computer software, firmware, or
hardware, including the structures disclosed in this specification
and their structural equivalents, or in combinations of one or more
of them. Embodiments of the subject matter described in this
specification can be implemented as one or more computer program
products, i.e., one or more modules of computer program
instructions encoded on a computer readable medium for execution
by, or to control the operation of, data processing apparatus.
While the computer-readable medium is shown to be a single medium,
the term "computer-readable medium" includes a single medium or
multiple media, such as a centralized or distributed database,
and/or associated caches and servers that store one or more sets of
instructions. The term "computer-readable medium" shall also
include any medium that is capable of storing, encoding or carrying
a set of instructions for execution by a processor or that cause a
computer system to perform any one or more of the methods or
operations disclosed herein. The computer readable medium can be a
machine-readable storage device, a machine-readable storage
substrate, a memory device, or a combination of one or more of
them. The term "data processing apparatus" encompasses all
apparatus, devices, and machines for processing data, including by
way of example a programmable processor, a computer, or multiple
processors or computers. The apparatus can include, in addition to
hardware, code that creates an execution environment for the
computer program in question, e.g., code that constitutes processor
firmware, a protocol stack, a database management system, an
operating system, or a combination of one or more of them.
[0063] In a particular non-limiting, exemplary embodiment, the
computer-readable medium can include a solid-state memory such as a
memory card or other package that houses one or more non-volatile
read-only memories. Further, the computer-readable medium can be a
random access memory or other volatile re-writable memory.
Additionally, the computer-readable medium can include a
magneto-optical or optical medium, such as a disk or tapes or other
storage device to capture carrier wave signals such as a signal
communicated over a transmission medium. A digital file attachment
to an e-mail or other self-contained information archive or set of
archives may be considered a distribution medium that is a tangible
storage medium. Accordingly, the disclosure is considered to
include any one or more of a computer-readable medium or a
distribution medium and other equivalents and successor media, in
which data or instructions may be stored.
[0064] In an alternative embodiment, dedicated hardware
implementations, such as application specific integrated circuits,
programmable logic arrays and other hardware devices, can be
constructed to implement one or more of the methods described
herein. Applications that may include the apparatus and systems of
various embodiments can broadly include a variety of electronic and
computer systems. One or more embodiments described herein may
implement functions using two or more specific interconnected
hardware modules or devices with related control and data signals
that can be communicated between and through the modules, or as
portions of an application-specific integrated circuit.
Accordingly, the present system encompasses software, firmware, and
hardware implementations.
[0065] In accordance with various embodiments of the present
disclosure, the methods described herein may be implemented by
software programs executable by a computer system. Further, in an
exemplary, non-limited embodiment, implementations can include
distributed processing, component/object distributed processing,
and parallel processing. Alternatively, virtual computer system
processing can be constructed to implement one or more of the
methods or functionality as described herein.
[0066] Although the present specification describes components and
functions that may be implemented in particular embodiments with
reference to particular standards and protocols, the invention is
not limited to such standards and protocols. For example, standards
for Internet and other packet switched network transmission (e.g.,
TCP/IP, UDP/IP, HTML, HTTP, HTTPS) represent examples of the state
of the art. Such standards are periodically superseded by faster or
more efficient equivalents having essentially the same functions.
Accordingly, replacement standards and protocols having the same or
similar functions as those disclosed herein are considered
equivalents thereof.
[0067] A computer program (also known as a program, software,
software application, script, or code) can be written in any form
of programming language, including compiled or interpreted
languages, and it can be deployed in any form, including as a
standalone program or as a module, component, subroutine, or other
unit suitable for use in a computing environment. A computer
program does not necessarily correspond to a file in a file system.
A program can be stored in a portion of a file that holds other
programs or data (e.g., one or more scripts stored in a markup
language document), in a single file dedicated to the program in
question, or in multiple coordinated files (e.g., files that store
one or more modules, sub programs, or portions of code). A computer
program can be deployed to be executed on one computer or on
multiple computers that are located at one site or distributed
across multiple sites and interconnected by a communication
network.
[0068] The processes and logic flows described in this
specification can be performed by one or more programmable
processors executing one or more computer programs to perform
functions by operating on input data and generating output. The
processes and logic flows can also be performed by, and apparatus
can also be implemented as, special purpose logic circuitry, e.g.,
a reconfigurable logic device or an ASIC (application specific
integrated circuit). As used herein, the terms "microprocessor" or
"general-purpose processor" ("GPP") may refer to a hardware device
that fetches instructions and data from a memory or storage device
and executes those instructions (for example, an Intel Xeon
processor or an AMD Opteron processor) to then, for example,
process the data in accordance therewith. The term "reconfigurable
logic" may refer to any logic technology whose form and function
can be significantly altered (i.e., reconfigured) in the field
post-manufacture as opposed to a microprocessor, whose function can
change post-manufacture, e.g. via computer executable software
code, but whose form, e.g. the arrangement/layout and
interconnection of logical structures, is fixed at manufacture. The
term "software" will refer to data processing functionality that is
deployed on a GPP. The term "firmware" will refer to data
processing functionality that is deployed on reconfigurable logic.
One example of a reconfigurable logic is a field programmable gate
array ("FPGA") which is a reconfigurable integrated circuit. An
FPGA may contain programmable logic components called "logic
blocks", and a hierarchy of reconfigurable interconnects that allow
the blocks to be "wired together"-- somewhat like many (changeable)
logic gates that can be inter-wired in (many) different
configurations. Logic blocks may be configured to perform complex
combinatorial functions, or merely simple logic gates like AND, OR,
NOT and XOR. An FPGA may further include memory elements, which may
be simple flip-flops or more complete blocks of memory. In an
embodiment, the deterministic message processor 220 shown in FIG.
2A may be implemented using an FPGA or an ASIC. For example, the
packet order determining 256 and/or the packet processing 258 may
be implemented as an FPGA. In an embodiment, both the packet order
determining 256 and the packet processing 258 may be implemented
using the same FPGA.
[0069] Processors suitable for the execution of a computer program
include, by way of example, both general and special purpose
microprocessors, and anyone or more processors of any kind of
digital computer. Generally, a processor will receive instructions
and data from a read only memory or a random access memory or both.
The essential elements of a computer are a processor for performing
instructions and one or more memory devices for storing
instructions and data. Generally, a computer will also include, or
be operatively coupled to receive data from or transfer data to, or
both, one or more mass storage devices for storing data, e.g.,
magnetic, magneto optical disks, or optical disks. However, a
computer need not have such devices. Moreover, a computer can be
embedded in another device, e.g., a mobile telephone, a personal
digital assistant (PDA), a mobile audio player, a Global
Positioning System (GPS) receiver, to name just a few. Computer
readable media suitable for storing computer program instructions
and data include all forms of nonvolatile memory, media and memory
devices, including by way of example semiconductor memory devices,
e.g., EPROM, EEPROM, and flash memory devices; magnetic disks,
e.g., internal hard disks or removable disks; magneto optical
disks; and CD ROM and DVD-ROM disks. The processor and the memory
can be supplemented by, or incorporated in, special purpose logic
circuitry.
[0070] To provide for interaction with a user, embodiments of the
subject matter described in this specification can be implemented
on a device having a display, e.g., a CRT (cathode ray tube) or LCD
(liquid crystal display) monitor, for displaying information to the
user and a keyboard and a pointing device, e.g., a mouse or a
trackball, by which the user can provide input to the computer.
Other kinds of devices can be used to provide for interaction with
a user as well; for example, feedback provided to the user can be
any form of sensory feedback, e.g., visual feedback, auditory
feedback, or tactile feedback; and input from the user can be
received in any form, including acoustic, speech, or tactile
input.
[0071] Embodiments of the subject matter described in this
specification can be implemented in a computing system that
includes a back end component, e.g., as a data server, or that
includes a middleware component, e.g., an application server, or
that includes a front end component, e.g., a client computer having
a graphical user interface or a Web browser through which a user
can interact with an implementation of the subject matter described
in this specification, or any combination of one or more such back
end, middleware, or front end components. The components of the
system can be interconnected by any form or medium of digital data
communication, e.g., a communication network. Examples of
communication networks include a local area network ("LAN") and a
wide area network ("WAN"), e.g., the Internet.
[0072] The computing system can include clients and servers. A
client and server are generally remote from each other and
typically interact through a communication network. The
relationship of client and server arises by virtue of computer
programs running on the respective computers and having a
client-server relationship to each other.
[0073] The illustrations of the embodiments described herein are
intended to provide a general understanding of the structure of the
various embodiments. The illustrations are not intended to serve as
a complete description of all of the elements and features of
apparatus and systems that utilize the structures or methods
described herein. Many other embodiments may be apparent to those
of skill in the art upon reviewing the disclosure. Other
embodiments may be utilized and derived from the disclosure, such
that structural and logical substitutions and changes may be made
without departing from the scope of the disclosure. Additionally,
the illustrations are merely representational and may not be drawn
to scale. Certain proportions within the illustrations may be
exaggerated, while other proportions may be minimized. Accordingly,
the disclosure and the figures are to be regarded as illustrative
rather than restrictive.
[0074] While this specification contains many specifics, these
should not be construed as limitations on the scope of the
invention or of what may be claimed, but rather as descriptions of
features specific to particular embodiments of the invention.
Certain features that are described in this specification in the
context of separate embodiments can also be implemented in
combination in a single embodiment. Conversely, various features
that are described in the context of a single embodiment can also
be implemented in multiple embodiments separately or in any
suitable sub-combination. Moreover, although features may be
described above as acting in certain combinations and even
initially claimed as such, one or more features from a claimed
combination can in some cases be excised from the combination, and
the claimed combination may be directed to a sub-combination or
variation of a sub-combination.
[0075] Similarly, while operations are depicted in the drawings and
described herein in a particular order, this should not be
understood as requiring that such operations be performed in the
particular order shown or in sequential order, or that all
illustrated operations be performed, to achieve desirable results.
In certain circumstances, multitasking and parallel processing may
be advantageous. Moreover, the separation of various system
components in the embodiments described above should not be
understood as requiring such separation in all embodiments, and it
should be understood that the described program components and
systems can generally be integrated together in a single software
product or packaged into multiple software products.
[0076] One or more embodiments of the disclosure may be referred to
herein, individually and/or collectively, by the term "invention"
merely for convenience and without intending to voluntarily limit
the scope of this application to any particular invention or
inventive concept. Moreover, although specific embodiments have
been illustrated and described herein, it should be appreciated
that any subsequent arrangement designed to achieve the same or
similar purpose may be substituted for the specific embodiments
shown. This disclosure is intended to cover any and all subsequent
adaptations or variations of various embodiments. Combinations of
the above embodiments, and other embodiments not specifically
described herein, will be apparent to those of skill in the art
upon reviewing the description.
[0077] The Abstract of the Disclosure is provided to comply with 37
C.F.R. .sctn. 1.72(b) and is submitted with the understanding that
it will not be used to interpret or limit the scope or meaning of
the claims. In addition, in the foregoing Detailed Description,
various features may be grouped together or described in a single
embodiment for the purpose of streamlining the disclosure. This
disclosure is not to be interpreted as reflecting an intention that
the claimed embodiments require more features than are expressly
recited in each claim. Rather, as the following claims reflect,
inventive subject matter may be directed to less than all of the
features of any of the disclosed embodiments. Thus, the following
claims are incorporated into the Detailed Description, with each
claim standing on its own as defining separately claimed subject
matter.
[0078] It is therefore intended that the foregoing detailed
description be regarded as illustrative rather than limiting, and
that it be understood that it is the following claims, including
all equivalents, that are intended to define the spirit and scope
of this invention.
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