Patent ID: 8775294

Claim:
A computer-implemented method of facilitating trading, comprising: receiving, by one or more computing devices, a list of orders for different items, wherein the list of orders is received from a source, and wherein each order on the list of orders includes an item and a respective price and quantity indicated by the source; determining, by one or more computing devices, whether all of the orders on the list of orders are executable at their respective prices, wherein said determining includes, for each order on the list of orders, evaluating whether the order is executable at a market for the item in the order at its respective price based on a market price for the item at the market; obtaining, by one or more computing devices, a short term option for the item in at least one order on the list of orders to ensure that the order is executable at its respective price, wherein the short term option is a put or call option to sell or buy the item at a particular price, wherein the short term option has a duration that is measured from grant of the short term option, and wherein the duration of the short term option is less than about twenty seconds; extending, by one or more computing devices, the duration of the short term option such that, in response to determining that all of the orders on the list of orders are executable at their respective prices, the duration of the short term option is lengthened; and executing all of the orders on the list of orders when the determination is positive.