Patent ID: 7577608

Claim:
A method for providing a linear price axis for a trading strategy in an electronic trading environment, the method comprising: receiving by a computing device a definition for a trading strategy comprising a first tradeable object and a second tradeable object, wherein the definition defines a relationship between the first tradeable object and the second tradeable object, wherein the trading strategy has non-linear tick increments based on the relationship; receiving by the computing device market information comprising information associated with executed trades for the first tradeable object and the second tradeable object; receiving by the computing device a first market volatility parameter corresponding to the first tradeable object and a second market volatility parameter corresponding to the second tradeable object; generating by the computing device a linear price axis for the trading strategy, the trading strategy having non-linear tick increments based on the defined relationship, by: determining by the computing device a total number of price levels for the trading strategy by adding the first market volatility parameter to the second market volatility parameter; determining by the computing device a minimum price for the trading strategy based on the definition for the trading strategy and the market information; determining by the computing device a maximum price for the trading strategy based on the definition for the trading strategy and the market information; calculating by the computing device a difference value by subtracting the minimum price from the maximum price; calculating by the computing device a linear tick increment for the trading strategy by dividing the difference value by the total number of price levels; and generating by the computing device the linear price axis for the trading strategy based on the linear tick increment, wherein the linear price axis comprises a plurality of price levels, wherein each price level corresponds to a price for the trading strategy, wherein the linear tick increment represents a consistent interval between price levels; and displaying at a client device the linear price axis.