IP Library › Granted Patent US 11,115,364
Granted Patent B2
US 11,115,364 · App. 17/226,155 · Granted Sep 7, 2021

System and method for regulating electronic message transmissions

Inventors: Vladimir Parizhsky (New York, NY); Alexei Lebedev (New York, NY); Robert Cornish (Jersey City, NJ)
Assignee: Intercontinental Exchange Holdings, Inc.
H04L51/20H04L51/12H04L51/14H04L51/26G06Q10/107
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Quick Facts
Patent No.
US 11,115,364
App. No.
17/226,155
Granted
Sep 7, 2021
Kind
B2
Abstract

Systems and methods for regulating electronic messages transmissions. A message delay system is disposed between one or more first entities and a second entity within at least one network. Electronic messages are received from among at least one the first entities and the second entity at one or more message arrival times. A message delay component applies a delay to each received electronic message, based on a predefined delay time common to all of the first entities and a first entity delay offset associated with a first entity that is associated with the received message. The first entity delay offset is based on a geographical origin of the first entity relative to a geographical origin of the second entity. Each delayed message is transmitted to a designated recipient via the network, where the designated recipient is among the second entity and the first entities.

Claims (60)

1. A system comprising:

one or more processors operatively coupled to a non-transitory memory storing computer-readable instructions that, when executed by the one or more processors, cause the system to:

receive, via a system input interface, an incoming message having a destination other than the system;

identify one or more internet protocol (IP) attributes of the incoming message;

determine, based on the one or more IP attributes of the incoming message, that said incoming message originated from a particular participant device; and

apply a transmission delay offset to the incoming message prior to transmission of the incoming message from the system to the destination, the transmission delay being specific to the particular participant device.

2. The system of claim 1 , wherein the computer-readable instructions, when executed by the one or more processors, further cause the system to one or more of:

create a participant record associated with the particular participant device; and

receive the participant record associated with the particular participant device from a downstream system.

3. The system of claim 2 , wherein the computer-readable instructions, when executed by the one or more processors, further cause the system to:

store the participant record associated with the particular participant device in a system storage.

4. The system of claim 3 , wherein the computer-readable instructions, when executed by the one or more processors, further cause the system to:

determine one or more IP attributes associated with the particular participant device; and

store the one or more IP attributes in the participant record.

5. The system of claim 4 , wherein the one or more IP attributes associated with the particular participant device comprise at least one of source IP address (src), subnet mask (subnet), destination IP address (dest IP) and destination port (dest port).

6. The system of claim 3 , wherein the transmission delay offset is stored in the participant record associated with the particular participant device.

7. The system of claim 1 , wherein the transmission delay offset comprises a total cross-connect (TCC) propagation delay for the particular participant device.

8. The system of claim 7 , wherein the TCC propagation delay for the particular participant device is determined periodically.

9. The system of claim 7 , wherein the TCC propagation delay is determined by one or more of: an optical delay measurement, a delay measurement via packet decoding, and pinging a client ingress point (CIP) component associated with said particular participant device.

10. The system of claim 1 , wherein the computer-readable instructions, when executed by the one or more processors, further cause the system to:

inspect a message payload of the incoming message;

identify one or more TCC-related attributes; and

modify the transmission delay offset based on the one or more TCC-related attributes.

11. The system of claim 10 , wherein the one or more TCC-related attributes comprise one or more of participant identifier and data type.

12. The system of claim 1 , wherein the computer-readable instructions, when executed by the one or more processors, further cause the system to:

allocate a unique port to the particular participant device.

13. The system of claim 1 , wherein the computer-readable instructions, when executed by the one or more processors, further cause the system to:

create a filter; and

apply the filter to the incoming message to identify the one or more IP attributes of the incoming message.

14. The system of claim 1 , wherein the system is configured to identify the one or more IP attributes of the incoming message by inspecting a message header of the incoming message.

15. A method comprising:

in a system comprising one or more processors operatively coupled to a non-transitory memory storing computer-readable instructions that, when executed by the one or more processors, cause the system to perform the steps of:

receiving, via a system input interface, an incoming message having a destination other than the system;

identifying one or more internet protocol (IP) attributes of the incoming message;

determining, based on the one or more IP attributes of the incoming message, that said incoming message originated from a particular participant device; and

applying a transmission delay offset to the incoming message prior to transmission of the incoming message from the system to the destination, the transmission delay being specific to the particular participant device.

16. The method of claim 15 , further comprising at least one of:

creating, by the system, a participant record associated with the particular participant device; and

receiving, by the system, the participant record associated with the particular participant device from a downstream system.

17. The method of claim 16 , further comprising:

storing, by the system, the participant record associated with the particular participant device in a system storage.

18. The method of claim 17 , further comprising:

determining, by the system, one or more IP attributes associated with the particular participant device; and

storing, by the system, the one or more IP attributes in the participant record.

19. The method of claim 18 , wherein the one or more IP attributes associated with the particular participant device comprise at least one of source IP address (src), subnet mask (subnet), destination IP address (dest IP) and destination port (dest port).

20. The method of claim 17 , wherein the transmission delay offset is stored in the participant record associated with the particular participant device.

21. The method of claim 15 , wherein the transmission delay offset comprises a total cross-connect (TCC) propagation delay for the particular participant device.

22. The method of claim 21 , wherein the TCC propagation delay for the particular participant device is determined periodically.

23. The method of claim 21 , wherein the TCC propagation delay is determined by one or more of: an optical delay measurement, a delay measurement via packet decoding, and pinging a client ingress point (CIP) component associated with said particular participant device.

24. The method of claim 15 , further comprising:

inspecting, by the system, a message payload of the incoming message;

identifying, by the system, one or more TCC-related attributes; and

modifying, by the system, the transmission delay offset based on the one or more TCC-related attributes.

25. The method of claim 24 , wherein the one or more TCC-related attributes comprise one or more of participant identifier and data type.

26. The method of claim 15 , further comprising:

allocating, by the system, a unique port to the particular participant device.

27. The method of claim 15 , further comprising:

creating, by the system, a filter; and

applying, by the system, the filter to the incoming message to identify the one or more IP attributes of the incoming message.

28. The method of claim 15 , wherein the system is configured to identify the one or more IP attributes of the incoming message by inspecting a message header of the incoming message.

Assignments (1)
ASSIGNMENT OF ASSIGNOR'S INTEREST Recorded Apr 9, 2021
From: PARIZHSKY, VLADIMIR; LEBEDEV, ALEXEI; CORNISH, ROBERT
To: INTERCONTINENTAL EXCHANGE HOLDINGS, INC.
Reel/Frame 055872/0667 →
Continuity (8)
Continuation 17144362 · Jan 8, 2021
Continuation 17003006 · Aug 26, 2020
Continuation 16910142 · Jun 24, 2020
Continuation 16819573 · Mar 16, 2020
Continuation 16160299 · Oct 15, 2018
Continuation 15668485 · Aug 3, 2017
Provisional Application 62464721 · Feb 28, 2017
Related Publication 20210226909A1 · Jul 22, 2021