ALEXANDRIA, Va., Feb. 3 -- United States Patent no. 12,541,795, issued on Feb. 3.
"Enhanced ultra low-latency, high-throughput matching engine for electronic trading systems" was invented by Jin Seok Yoon (Elmwood Park, N.J.).
According to the abstract* released by the U.S. Patent & Trademark Office: "A high-speed matching-engine architecture is disclosed that sustains deterministic sub-microsecond latency while processing more than 10 million order messages per second per core on commodity multi-core processors. Orders reside in cache-aligned Data Holder Nodes whose occupancy and price-level boundaries are tracked with constant-time bitmask operations, eliminating pointer-chasing penalties. Per-core huge-page pools, SIMD copy kernels, an...