Transaction abnormal forced end switch (kill switch-kill switch)

摘要

Exponential function of trading order flow within a sliding volume-based window that can be detected when anomalous trading activity directed to one of multiple exchanges is occurring, and per person, without human intervention Perform weight-based averaging and volume-based exponential weighted averaging of trade update messages received during a sliding volume-based window on a per-symbol basis, with changes in the covariance between them. A system that can take measures to suspend detected anomalous trading activity using a computer-implemented anomaly detection and action stage to confirm songs. Related methods are also described. [Selection] Figure 2