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 method including:
establishing by a connection proxy a communication link at a gateway allowing a client terminal to communicate with an electronic exchange, wherein the communication proxy monitors the communication link during a communication session between the client device and the electronic exchange;
in response to a communication loss along the network communication link between the client terminal and the electronic exchange, maintaining, by the communication proxy, the communication session at the gateway;
in response to a restored communication along the network communication link between the client terminal and the electronic exchange, communicating, by the connection proxy, a communication session update corresponding to a time period associated with the communication loss; and
terminating by the connection proxy the maintained communication session at the gateway when the restored communication along the network communication link is not detected during a predetermined period of time.
2. The method of claim 1 , wherein the communication session update includes at least one of: an initial data download or market data received for the time period associated with the communication loss.
3. The method of claim 2 , further including:
updating by the connection proxy the initial download data during a trading day.
4. The method of claim 1 , wherein gateway include both the network communication link and the connection proxy.
5. The method of claim 1 , wherein maintaining the communication session at the gateway for the client terminal includes sending communication session maintenance messages to the gateway.
6. The method of claim 1 , further including:
receiving by the connection proxy market data after the communication loss along the network communication link between the client terminal and the electronic exchange; and
storing by the connection proxy the market data for the time period associated with the communication loss.
7. The method of claim 1 , wherein terminating maintaining the communication session at the gateway for the client terminal includes terminating sending one or more communication session maintenance messages to the gateway.
8. A non-transitory computer readable medium having stored therein instructions executable by a processor of a connection proxy, including instructions executable to:
establish by a connection proxy a communication link at a gateway allowing a client terminal to communicate with an electronic exchange, wherein the communication proxy monitors the communication link during a communication session between the client device and the electronic exchange;
in response to a communication loss along the network communication link between the client terminal and the electronic exchange, maintain, by the communication proxy, the communication session at the gateway;
in response to a restored communication along the network communication link between the client terminal and the electronic exchange, communicate, by the connection proxy, a communication session update corresponding to a time period associated with the communication loss; and
terminate by the connection proxy the maintained communication session at the gateway when the restored communication along the network communication link is not detected during a predetermined period of time.
9. The non-transitory computer readable medium of claim 8 , wherein the communication session update includes at least one of: an initial data download or market data received for the time period associated with the communication loss.
10. The non-transitory computer readable medium of claim 9 , further including:
updating by the connection proxy the initial download data during a trading day.
11. The non-transitory computer readable medium of claim 8 , wherein gateway include both the network communication link and the connection proxy.
12. The non-transitory computer readable medium of claim 8 , wherein maintaining the communication session at the gateway for the client terminal includes sending communication session maintenance messages to the gateway.
13. The non-transitory computer readable medium of claim 8 , further including:
receiving by the connection proxy market data after the communication loss along the network communication link between the client terminal and the electronic exchange; and
storing by the connection proxy the market data for the time period associated with the communication loss.
14. The non-transitory computer readable medium of claim 8 , wherein terminating maintaining the communication session at the gateway for the client terminal includes terminating sending one or more communication session maintenance messages to the gateway.
15. A system including:
a gateway in communication with an electronic exchange, the gateway configured to:
establish by a connection proxy a communication link at the gateway allowing a client terminal to communicate with the electronic exchange, wherein the communication proxy monitors the communication link during a communication session between the client device and the electronic exchange;
in response to a communication loss along the network communication link between the client terminal and the electronic exchange, maintain, by the communication proxy, the communication session at the gateway;
in response to a restored communication along the network communication link between the client terminal and the electronic exchange, communicate, by the connection proxy, a communication session update corresponding to a time period associated with the communication loss; and
terminate by the connection proxy the maintained communication session at the gateway when the restored communication along the network communication link is not detected during a predetermined period of time.
16. The system of claim 15 , wherein the communication session update includes at least one of: an initial data download or market data received for the time period associated with the communication loss.
17. The system of claim 16 , further including:
updating by the connection proxy the initial download data during a trading day.
18. The system of claim 15 , wherein gateway include both the network communication link and the connection proxy.
19. The system of claim 15 , wherein maintaining the communication session at the gateway for the client terminal includes sending communication session maintenance messages to the gateway.
20. The system of claim 15 , wherein terminating maintaining the communication session at the gateway for the client terminal includes terminating sending one or more communication session maintenance messages to the gateway.