| CPC G06Q 40/04 (2013.01) | 21 Claims |
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1. A computer-implemented method for balancing computational load in an electronic trading system comprising:
receiving, by one or more processors, via a network interface, order data for a predefined set of instruments;
storing, in a memory accessible to the one or more processors, an activity metric for each instrument indicative of at least one of order volume or order frequency;
dividing the set of instruments into a plurality of groups by distributing instruments among the groups so that each group has substantially the same activity metric;
monitoring an update interval; and
in response to the update interval elapsing, selecting, in a predetermined sequence, a group from the plurality of groups of instruments;
for each instrument in the group:
computing a current midpoint price for the instrument based on the order data received for the instrument; and
if the current midpoint price differs from a previous midpoint price, electronically publishing the current midpoint price via the network interface,
wherein, due to said dividing, each time the computing occurs for the selected group, a substantially equal measure of at least one of: (i) processing resources provided by the one or more processors, and, (ii) bandwidth resources provided by the network interface is consumed, relative to computing that occurs for each of a remainder of the groups.
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