Many exchanges have data use policies that allow redistribution of derived data, provided the changes applied to the data cannot be reverse engineered. The B2N derivation engine makes small adjustments and injections into a data stream without compromising the data quality. At all times the stream maintains compliance with financial authority rules and can never be reverse engineered to recover the original data.

In summary, the adjustment mechanism works as follows...

The engine increases the number of digits of precision and then adjusts them together with the last significant digit in the original feed. The adjustment is in the expected direction that the price is moving but is independent of the magnitude of the change. The adjustment always results in a higher bid/lower ask price.

From time to time a new price will be synthesized and inject into the stream. The synthesized price will move in the same direction as the last change but will have a smaller spread than the last price. After an injection, if there are no further updates in a non-predictable, but acceptable time period then the price will revert to the last non-synthesized price.

Features

Simply deploy as another component in the B2N MarketHub platform

Transparent to data consumers

The random number generator conforms to RFC1750

The proportion of injected updates is configurable