US 11,818,204 B2
Systems and methods for calculating consensus data on a decentralized peer-to-peer network using distributed ledger
Emmanuel P. Aidoo, Englewood Cliffs, NJ (US); Dean N. Soteropoulos, Flemington, NJ (US); and Christopher Dignam, Brooklyn, NY (US)
Assigned to Credit Suisse Securities (USA) LLC, New York, NY (US)
Filed by Credit Suisse Securities (USA) LLC, New York, NY (US)
Filed on Aug. 28, 2019, as Appl. No. 16/554,490.
Claims priority of provisional application 62/724,155, filed on Aug. 29, 2018.
Prior Publication US 2020/0074548 A1, Mar. 5, 2020
Int. Cl. H04L 67/104 (2022.01); G06Q 40/04 (2012.01); G06Q 20/38 (2012.01); H04L 47/70 (2022.01); H04L 9/40 (2022.01)
CPC H04L 67/104 (2013.01) [G06Q 20/389 (2013.01); G06Q 40/04 (2013.01); H04L 47/82 (2013.01); H04L 63/0442 (2013.01); G06Q 2220/10 (2013.01)] 16 Claims
OG exemplary drawing
 
1. A network node for calculating a consensus value for a set of data values provided by a plurality of network nodes of a peer-to-peer network, the network node comprising:
a processor; and
a memory communicatively coupled to the processor, the memory storing instructions that, when executed by the processor, configure the processor to perform operations comprising:
calculating data values corresponding to market rates associated with the network node;
obfuscating the data values such that the calculated data values of the network node are hidden from other network nodes of the plurality of network nodes;
transmitting the obfuscated data values to the other network nodes of the plurality of network nodes;
receiving other obfuscated data values from the other network nodes;
aggregating the obfuscated data values of the network node with the other obfuscated data values from the other network nodes to generate an aggregated set of obfuscated data values;
applying a rule set to the aggregated set of obfuscated data values to determine outlying obfuscated data values of the aggregated set of obfuscated data values;
designating, based on the outlying obfuscated data values, network nodes associated with the outlying obfuscated data values as outlier network nodes;
transmitting an indication to a subset of the other network nodes that excludes the outlier network nodes that indicates the subset of other network nodes are not outlier network nodes, wherein the subset of network nodes resubmit, in response to the indication, other data values of the obfuscated other data values to other network nodes that are not designated as outlier network nodes;
receiving resubmitted other data values from the subset of the other network nodes that excludes the outlier network nodes;
aggregating the resubmitted other data values with the data values from the network node to generate a dataset of values; and
calculating the consensus value based on the dataset of values, and
wherein (i) the aggregating the obfuscated data values, (ii) the applying the rule set to the aggregated set of obfuscated data values, or (iii) the designating the network nodes associated with the outlying obfuscated data values, are performed without revealing corresponding obfuscated data values.