Methods and systems for coordinated transactions

1. A method for handling requests in a data processing system, comprising the steps of:

providing a plurality of individual requests, wherein each individual request has a type;

providing a plurality of queues comprising at least one queue for each type of request, wherein each queue specifies an order for processing individual requests of the type corresponding to the queue which are placed on the queue;

receiving a compound request comprising a plurality of individual requests of different types;

selecting at least one individual request of the compound request, wherein the at least one selected individual request has a lower probability of being able to execute than individual requests of said compound requests not selected;

placing the at least one selected individual request of said compound request on a respective queue that corresponds to the type of the at least one selected individual request, wherein at least one individual request of said compound request is not selected and not placed on the plurality of queues; and

after the at least one selected individual request has reached the front of the respective queue,

determining if the at least one selected individual request of said compound request can execute; and

rejecting said compound request, if it is determined that the at least one selected individual request of said compound request cannot execute.

2. The method of claim 1 , further comprising storing information in persistent storage allowing system state to be consistently reconstructed if a failure occurs.

3. The method of claim 1 , further comprising:

if the compound request is rejected, periodically re-determining if the at least one selected individual request of said compound request can execute.

4. The method of claim 1 , further comprising:

in response to said compound request being rejected, sending information to a client indicating that the compound request has been rejected.

5. The method of claim 2 , wherein said information in persistent storage comprises information about individual requests in persistent logs corresponding to types of said individual requests.

6. The method of claim 1 , wherein the individual requests of said compound request include orders to buy or sell stocks or commodities and the type of a given individual request comprises the type of said stock or commodity of the given individual request.

7. A data processing system for handling requests, comprising:

a memory; and

a processor coupled to the memory and configured to:

provide a plurality of individual requests, wherein each individual request has a type;

provide a plurality of queues comprising at least one queue for each type of request, wherein each queue specifies an order for processing individual requests of the type corresponding to the queue which are placed on the queue;

receive a compound request comprising a plurality of individual requests of different types;

select at least one individual request of the compound request, wherein the at least one selected individual request has a lower probability of being able to execute than individual requests of said compound requests not selected;

place the at least one selected individual request of said compound request on a respective queue that corresponds to the type of the at least one selected individual request, wherein at least one individual request of said compound request is not selected and not placed on the plurality of queues; and

after the at least one selected individual request has reached the front of the respective queue,

determine if the at least one selected individual request of said compound request can execute; and

reject said compound request, if it is determined that the at least one selected individual request of said compound request cannot execute.

8. The data processing system of claim 7 , wherein said processor further stores information in persistent storage of the memory allowing system state to be consistently reconstructed if a failure occurs.

9. An article of manufacture for handling requests in a data processing system, the article comprising a non-transitory computer readable storage medium comprising one or more computer programs which, when executed by a computer, implement the steps of:

providing a plurality of individual requests, wherein each individual request has a type;

providing a plurality of queues comprising at least one queue for each type of request, wherein each queue specifies an order for processing individual requests of the type corresponding to the queue which are placed on the queue;

receiving a compound request comprising a plurality of individual requests of different types;

selecting at least one individual request of the compound request, wherein the at least one selected individual request has a lower probability of being able to execute than individual requests of said compound requests not selected;

placing the at least one selected individual request of said compound request on a respective queue that corresponds to the type of the at least one selected individual request, wherein at least one individual request of said compound request is not selected and not placed on the plurality of queues; and

after the at least one selected individual request has reached the front of the respective queue,

determining if the at least one selected individual request of said compound request can execute; and

rejecting said compound request, if it is determined that the at least one selected individual request of said compound request cannot execute.