A Dynamic Algorithm for Smart Order Routing


 
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Old 09-10-2008
A Dynamic Algorithm for Smart Order Routing

by Robert Almgren and Bill Harts,* StreambaseThe US equity markets have become increasingly complex in recent years. In part due to regulatory changes such as decimalization and Reg NMS, and in part due to technology improvements such as fast data communication, the trader has a wide variety of choice of where to send each piece [...]

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ENUM 
WIPHY_FLAGS(9) Device registration ENUM WIPHY_FLAGS(9) NAME
enum_wiphy_flags - wiphy capability flags SYNOPSIS
enum wiphy_flags { WIPHY_FLAG_CUSTOM_REGULATORY, WIPHY_FLAG_STRICT_REGULATORY, WIPHY_FLAG_DISABLE_BEACON_HINTS, WIPHY_FLAG_NETNS_OK, WIPHY_FLAG_PS_ON_BY_DEFAULT, WIPHY_FLAG_4ADDR_AP, WIPHY_FLAG_4ADDR_STATION, WIPHY_FLAG_CONTROL_PORT_PROTOCOL, WIPHY_FLAG_IBSS_RSN, WIPHY_FLAG_MESH_AUTH, WIPHY_FLAG_SUPPORTS_SCHED_SCAN, WIPHY_FLAG_SUPPORTS_FW_ROAM, WIPHY_FLAG_AP_UAPSD, WIPHY_FLAG_SUPPORTS_TDLS, WIPHY_FLAG_TDLS_EXTERNAL_SETUP, WIPHY_FLAG_HAVE_AP_SME, WIPHY_FLAG_REPORTS_OBSS, WIPHY_FLAG_AP_PROBE_RESP_OFFLOAD, WIPHY_FLAG_OFFCHAN_TX, WIPHY_FLAG_HAS_REMAIN_ON_CHANNEL }; CONSTANTS
WIPHY_FLAG_CUSTOM_REGULATORY tells us the driver for this device has its own custom regulatory domain and cannot identify the ISO / IEC 3166 alpha2 it belongs to. When this is enabled we will disregard the first regulatory hint (when the initiator is REGDOM_SET_BY_CORE). WIPHY_FLAG_STRICT_REGULATORY tells us the driver for this device will ignore regulatory domain settings until it gets its own regulatory domain via its regulatory_hint unless the regulatory hint is from a country IE. After its gets its own regulatory domain it will only allow further regulatory domain settings to further enhance compliance. For example if channel 13 and 14 are disabled by this regulatory domain no user regulatory domain can enable these channels at a later time. This can be used for devices which do not have calibration information guaranteed for frequencies or settings outside of its regulatory domain. If used in combination with WIPHY_FLAG_CUSTOM_REGULATORY the inspected country IE power settings will be followed. WIPHY_FLAG_DISABLE_BEACON_HINTS enable this if your driver needs to ensure that passive scan flags and beaconing flags may not be lifted by cfg80211 due to regulatory beacon hints. For more information on beacon hints read the documenation for regulatory_hint_found_beacon WIPHY_FLAG_NETNS_OK if not set, do not allow changing the netns of this wiphy at all WIPHY_FLAG_PS_ON_BY_DEFAULT if set to true, powersave will be enabled by default -- this flag will be set depending on the kernel's default on wiphy_new, but can be changed by the driver if it has a good reason to override the default WIPHY_FLAG_4ADDR_AP supports 4addr mode even on AP (with a single station on a VLAN interface) WIPHY_FLAG_4ADDR_STATION supports 4addr mode even as a station WIPHY_FLAG_CONTROL_PORT_PROTOCOL This device supports setting the control port protocol ethertype. The device also honours the control_port_no_encrypt flag. WIPHY_FLAG_IBSS_RSN The device supports IBSS RSN. WIPHY_FLAG_MESH_AUTH The device supports mesh authentication by routing auth frames to userspace. See NL80211_MESH_SETUP_USERSPACE_AUTH. WIPHY_FLAG_SUPPORTS_SCHED_SCAN The device supports scheduled scans. WIPHY_FLAG_SUPPORTS_FW_ROAM The device supports roaming feature in the firmware. WIPHY_FLAG_AP_UAPSD The device supports uapsd on AP. WIPHY_FLAG_SUPPORTS_TDLS The device supports TDLS (802.11z) operation. WIPHY_FLAG_TDLS_EXTERNAL_SETUP The device does not handle TDLS (802.11z) link setup/discovery operations internally. Setup, discovery and teardown packets should be sent through the NL80211_CMD_TDLS_MGMT command. When this flag is not set, NL80211_CMD_TDLS_OPER should be used for asking the driver/firmware to perform a TDLS operation. WIPHY_FLAG_HAVE_AP_SME device integrates AP SME WIPHY_FLAG_REPORTS_OBSS the device will report beacons from other BSSes when there are virtual interfaces in AP mode by calling cfg80211_report_obss_beacon. WIPHY_FLAG_AP_PROBE_RESP_OFFLOAD When operating as an AP, the device responds to probe-requests in hardware. WIPHY_FLAG_OFFCHAN_TX Device supports direct off-channel TX. WIPHY_FLAG_HAS_REMAIN_ON_CHANNEL Device supports remain-on-channel call. AUTHOR
Johannes Berg <johannes@sipsolutions.net> Author. COPYRIGHT
Kernel Hackers Manual 3.10 June 2014 ENUM WIPHY_FLAGS(9)