Authorization of a trading strategy algorithm
Systems, methods, and computer-readable storage media are provided for authorizing a trading algorithm prior to execution of the trading algorithm. An example method includes receiving a trading algorithm definition associated with a unique identifier and sending the unique identifier to an algorithm server that is operable to execute programming code representing the trading algorithm. The unique identifier may be associated with a trader authorized to execute the programming code. The algorithm server may check the unique identifier prior to execution of the programming code to ensure that the trading algorithm has been authorized.
1. A method comprising:
receiving, by a computing device, a trading algorithm definition corresponding to a trading algorithm, the trading algorithm having a plurality of variable parameters;
in response to receiving the trading algorithm definition:
generating, by the computing device, programming code representing the trading algorithm;
generating, by the computing device, a unique identifier identifying at least both the programming code representing the trading algorithm and a trader authorized to execute the programming code, where the computing device is configured to modify the unique identifier in response to a change to the trading algorithm;
sending, by the computing device, the unique identifier and the programming code representing the trading algorithm to an algorithm server operable to execute programming code, and
storing, by the algorithm server, the unique identifier sent to the algorithm server and the programming code representing the trading algorithm;
receiving, by the computing device, a user input that authorizes the trading algorithm definition for execution on the algorithm server;
in response to the receiving the user input, launching, by the algorithm server, the programming code representing the trading algorithm;
receiving, by the computing device, a parameter range for at least one parameter of the plurality of variable parameters;
subsequent to launching the programming code representing the trading algorithm, receiving, by the computing device, modifications to the programming code representing the trading algorithm, the modification to the programming code including a change to the at least one parameter;
in response to receiving the modifications to the programming code representing the trading algorithm, comparing, by the computing device, the change to the at least one parameter to the parameter range;
in response to comparing the change to the at least one parameter to the parameter range, determining, by the computing device, that the unique identifier stored at the algorithm server has not been modified;
in response to determining that the change to the at least one parameter is within the parameter range and the unique identifier has not been modified, executing, by the algorithm server, at least the modifications to the programming code including the change to the at least one parameter; and
in response to determining that the change to the at least one parameter is not within the parameter range and the unique identifier has not been changed, preventing, by the computing device the modifications to the code from being executed.
2. The method of claim 1 , wherein the unique identifier is a certificate generated on a risk manager device, and where sending the unique identifier comprises sending the certificate from the risk manager device to be accessed by a user of a client computing device.
3. The method of claim 2 , wherein the certificate is generated using at least one of the unique identifier, the trading algorithm definition, the trading algorithm, or programming code corresponding to the trading algorithm.
4. The method of claim 1 , further comprising sending, in response to receiving the user input, a trader identifier to be associated with the programming code representing the trading algorithm and with a trader authorized to execute the programming code.
5. The method of claim 1 , wherein the unique identifier and at least one of the trading algorithm definition, the trading algorithm, or programming code associated with the trading algorithm are sent from a risk manager device to an authentication device as a first-level authentication, and the authentication device is to provide a second-level authentication to the algorithm server.
6. The method of claim 1 , further comprising storing the received trading algorithm definition.
7. The method of claim 1 , further comprising sending a notification to be accessed by a user of the trading algorithm design interface, indicating that the trading algorithm has been authorized for execution.
8. The method of claim 1 , wherein the unique identifier is at least one of a hash value, a trader identifier, or a globally unique identifier.