Patent ID: 8311932

Claim:
A computer readable medium having stored therein instructions for execution executable by a processor, wherein the instructions are executable to: compute by a computing device a first price for a first order to buy or sell a first tradeable object, wherein the first price is computed based on market conditions corresponding to at least one second tradeable object and further based on a desired spread price for a spread strategy comprising the first tradeable object and the at least one second tradeable object; send by the computing device the first order to buy or sell the first tradeable object at the first price to be placed in an order book of a computerized matching process, wherein the first order satisfies the desired spread price of the spread strategy; send by the computing device a second order to buy or sell the first tradeable object at a second price to be placed in the order book of the computerized matching process, wherein the second order does not satisfy the desired spread price for the spread strategy; determine by the computing device that the first order at the first price no longer satisfies the desired spread price of the spread strategy subsequent to the placement of the first and second orders at the computerized matching process; and use by the computing device the second order at the second price for the spread strategy instead of the first order when the second price satisfies the desired spread price.