ORDER MATCHING
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United States of America Patent
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Issued Date -
Jan 17, 2013
app pub date -
Jan 4, 2011
filing date -
Jan 4, 2010
priority date (Note) -
Published
status (Latency Note)
Importance
Abstract
The disclosure relates to an automated trading system, comprising an interface for receiving a plurality of orders comprising bid orders and ask orders and a trading module for matching the bid orders and the ask orders, the trading module comprising a memory for storing the plurality of orders, a subset sum module configured to find the subset sums of the bid orders and the subset sums of the ask orders of the plurality of orders, and an order matching module for matching a combination of bid orders to a combination of ask orders based on the subset sums for the bid orders and the subset sums of the ask orders.
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