Tailored messaging
The disclosed embodiments generally relate to techniques for tailoring messages for network communication. More specifically, the disclosed embodiments relate to systems and methods to provide customized information updates based on recipient preferences. For example, a recipient may prefer receiving updates less frequently than the system creates updates and/or may prefer to receive different levels of data in the updates. In some embodiments, a deltasnap technique is provided which allows for more efficient tailoring of the rate that update messages are provided. In some embodiments, a partitioning technique is provided which allows for more efficient tailoring of the content of update messages. In some embodiments, the deltasnap technique is provided in combination with the partitioning technique which allows for more efficient tailoring of the rate and content of the update messages.
1. A method including:
generating, by a computing device, a first snapshot message representing a state of a data source at a first time, wherein the first snapshot message is organized into a plurality of data levels, wherein each data level corresponds to a level of detail of the state of the data source at the first time, wherein each data level is associated with a first value based on the state of the data source at the first time;
sending, by the computing device, the first snapshot message to a first recipient device;
generating, by the computing device, a first deltasnap message representing a difference between the state of the data source at a second time and the state of the data source at the first time, wherein the first deltasnap message identifies (i) data levels of the plurality of data levels in the first snapshot message where the associated first value is different between the state of the data source at the second time and the state of the data source at the first time and (ii) the corresponding difference in the associated first value;
sending, by the computing device, the first deltasnap message to the first recipient device;
generating, by the computing device, a second deltasnap message representing a difference between the state of the data source at a third time and the state of the data source at the first time, wherein the second deltasnap message identifies (i) data levels of the plurality of data levels in the first snapshot message where the associated first value is different between the state of the data source at the third time and the state of the data source at the first time and (ii) the corresponding difference in the associated first value; and
sending, by the computing device, the second deltasnap message to the first recipient device.
2. The method of claim 1 , wherein the first deltasnap includes one or more actions instructing the first recipient device to modify the state represented by the first snapshot message to reflect the state of the data source at the second time.
3. The method of claim 1 , wherein the plurality of data levels are organized in descending order of interest.
4. The method of claim 1 , wherein the first deltasnap is organized into the plurality of data levels, the first deltasnap including one or more actions for each of the respective data levels, the actions instructing the first recipient device to modify the state represented by the respective data level of the first snapshot message to reflect the state of the data source at the second time.
5. The method of claim 1 , further including:
before sending the first deltasnap message to the first recipient device, determining, by the computing device, whether a difference between the second time and the third time is greater than an update interval specified by the first recipient device; and
if the difference between the first time and the second time is greater than the update interval, sending, by the computing device, the first deltasnap message to the first recipient device.
6. The method of claim 1 , wherein the data source is a market for a tradeable object and the first recipient device is a first electronic trading device.
7. A computer readable medium having stored therein instructions executable by a processor, including instructions executable to:
generate a first snapshot message representing a state of a data source at a first time, wherein the first snapshot message is organized into a plurality of data levels, wherein each data level corresponds to a level of detail of the state of the data source at the first time, wherein each data level is associated with a first value based on the state of the data source at the first time;
send the first snapshot message to a first recipient device;
generate a first deltasnap message representing a difference between the state of the data source at a second time and the state of the data source at the first time, wherein the first deltasnap message identifies (i) data levels of the plurality of data levels in the first snapshot message where the associated first value is different between the state of the data source at the second time and the state of the data source at the first time and (ii) the corresponding difference in the associated first value;
send the first deltasnap message to the first recipient device;
generate a second deltasnap message representing a difference between the state of the data source at a third time and the state of the data source at the first time, wherein the second deltasnap message identifies (i) data levels of the plurality of data levels in the first snapshot message where the associated first value is different between the state of the data source at the third time and the state of the data source at the first time and (ii) the corresponding difference in the associated first value; and
send the second deltasnap message to the first recipient device.
8. The computer readable medium of claim 7 , wherein the first deltasnap includes one or more actions instructing the first recipient device to modify the state represented by the first snapshot message to reflect the state of the data source at the second time.
9. The computer readable medium of claim 7 , wherein the plurality of data levels are organized in descending order of interest.
10. The computer readable medium of claim 7 , wherein the first deltasnap is organized into the plurality of data levels, the first deltasnap including one or more actions for each of the respective data levels, the actions instructing the first recipient device to modify the state represented by the respective data level of the first snapshot message to reflect the state of the data source at the second time.
11. The computer readable medium of claim 7 , further including instructions executable to:
before sending the first deltasnap message to the first recipient device, determine whether a difference between the second time and the third time is greater than an update interval specified by the first recipient device; and
if the difference between the first time and the second time is greater than the update interval, send the first deltasnap message to the first recipient device.
12. The computer readable medium of claim 7 , wherein the data source is a market for a tradeable object and the first recipient device is a first electronic trading device.
13. The method of claim 1 , further including:
sending, by the computing device, the first snapshot message to a second recipient device; and
sending, by the computing device, the second deltasnap message to the second recipient device, wherein the first deltasnap message is not sent to the second recipient device.
14. The computer readable medium of claim 7 , further including instructions executable to:
send the first snapshot message to a second recipient device; and
send the second deltasnap message to the second recipient device, wherein the first deltasnap message is not sent to the second recipient device.
15. The method of claim 1 , wherein each data level is associated with a second value based on the state of the data source.
16. The computer readable medium of claim 7 , wherein each data level is associated with a second value based on the state of the data source.