LIQUIDITY ENGINE

A method and apparatus for managing liquidity when processing transactions are disclosed. In some embodiments, the method is implemented by a computing device and comprises: receiving data for a plurality of transactions; continuously reading in and aggregating, with an aggregator implemented at lea...

Ausführliche Beschreibung

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Bibliographische Detailangaben
Hauptverfasser: Koy, Albert, Gao, Yiran, Clemenson, Jeremiah, Zhang, Eric, Yu, Katherine, Straussman, Andrew, Zhang, Qi, McQueen, Jordan
Format: Patent
Sprache:eng
Schlagworte:
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Beschreibung
Zusammenfassung:A method and apparatus for managing liquidity when processing transactions are disclosed. In some embodiments, the method is implemented by a computing device and comprises: receiving data for a plurality of transactions; continuously reading in and aggregating, with an aggregator implemented at least partially in hardware of the computing device, transactions to produce one or more netted currency positions based on a plurality of properties of the transactions and on a plurality of netting constraints; generating one or more tasks, using a trade generator implemented at least partially in hardware of the computing device, to route cash movements as one or more batched fund transfers based on one or more trading policies; and sending the one or more tasks via network communications to one or more entities to execute the batched fund transfers.