System and method for communicating with an electronic exchange in an electronic trading environment
System and methods for a connection proxy server are described. According to an example method described herein, a connection proxy server stores subscription, product tables as well as other downloads that are provided to a client terminal during initialization stage as well as later during a trading session. Upon detecting that a connection between the client terminal and a gateway is lost, the connection proxy maintains a communication session created for the client terminal at the gateway and receives data intended for the client terminal. If the connection is re-established between the client terminal and the gateway during a predetermined period of time, the connection proxy provides the stored data to the client terminal thus avoiding a surge in processing resources at the gateway due to the necessary downloads.
1. A computer readable medium having stored therein instructions executable by a processor of a connection proxy, including instructions executable to:
detect by the connection proxy that a network communication link between a client terminal and an intermediary device has been lost, wherein the client terminal communicates with an electronic exchange using a communication session established for the client terminal at the intermediary device;
provide by the connection proxy one or more communication session maintenance messages to the intermediary device to maintain the communication session at the intermediary device for a predetermined period of time in response to detecting that the network communication link has been lost;
provide by the connection proxy initial download data and market data received after detecting that the network communication link has been lost to the client terminal if the network communication link between the client terminal and the intermediary device is restored during the predetermined period of time; and
terminate by the connection proxy providing the one or more communication session maintenance messages to the intermediary device if the network communication link between the client terminal and the intermediary device is not restored during the predetermined period of time.
2. The computer readable medium of claim 1 , wherein the connection proxy is located at the intermediary device.
3. The computer readable medium of claim 1 , wherein the intermediary device includes a gateway.
4. The computer readable medium of claim 1 , wherein the communication session maintenance messages are heartbeat messages.
5. The computer readable medium of claim 1 , further including instructions executable to:
receive by the connection proxy the market data; and
store by the connection proxy the market data.
6. The computer readable medium of claim 1 , wherein the market data includes at least one of: (i) price data, (ii) market depth data, (iii) order fill data, and (iv) order confirmation data.
7. The computer readable medium of claim 1 , further including instructions executable to:
receive by the connection proxy the initial download data; and
store by the connection proxy the initial download data.
8. The computer readable medium of claim 1 , wherein the initial download data includes at least one of: (i) initialization data, (ii) subscription data, and (iii) data related to at least one tradeable object being traded at the electronic exchange.
9. The computer readable medium of claim 1 , further including instructions executable to:
update by the connection proxy the initial download data during a trading day.
10. The computer readable medium of claim 1 , further including instructions executable to:
provide by the connection proxy a signal to terminate the communication session at the intermediary device if the network communication link between the client terminal and the intermediary device is not restored during the predetermined period of time.
11. A system including:
a connection proxy,
wherein the connection proxy is configured to detect that a network communication link between a client terminal and an intermediary device has been lost, wherein the client terminal communicates with an electronic exchange using a communication session established for the client terminal at the intermediary device;
wherein the connection proxy is configured to provide one or more communication session maintenance messages to the intermediary device to maintain the communication session at the intermediary device for a predetermined period of time in response to detecting that the network communication link has been lost;
wherein the connection proxy is configured to provide initial download data and market data received after detecting that the network communication link has been lost to the client terminal if the network communication link between the client terminal and the intermediary device is restored during the predetermined period of time; and
wherein the connection proxy is configured to terminate providing the one or more communication session maintenance messages to the intermediary device if the network communication link between the client terminal and the intermediary device is not restored during the predetermined period of time.
12. The system of claim 11 , wherein the connection proxy is located at the intermediary device.
13. The system of claim 11 , wherein the intermediary device includes a gateway.
14. The system of claim 11 , wherein the communication session maintenance messages are heartbeat messages.
15. The system of claim 11 ,
wherein the connection proxy is configured to receive the market data; and
wherein the connection proxy is configured to store the market data.
16. The system of claim 11 , wherein the market data includes at least one of: (i) price data, (ii) market depth data, (iii) order fill data, and (iv) order confirmation data.
17. The system of claim 11 ,
wherein the connection proxy is configured to receive the initial download data; and
wherein the connection proxy is configured to store the initial download data.
18. The system of claim 11 , wherein the initial download data includes at least one of: (i) initialization data, (ii) subscription data, and (iii) data related to at least one tradeable object being traded at the electronic exchange.
19. The system of claim 11 ,
wherein the connection proxy is configured to update the initial download data during a trading day.
20. The system of claim 11 ,
wherein the connection proxy is configured to provide a signal to terminate the communication session at the intermediary device if the network communication link between the client terminal and the intermediary device is not restored during the predetermined period of time.