Addressing the trends of using hardware accelerated solutions, EPAM provides software development services to build embedded trading systems and their components, including:
- Market data feed processing
- Risk management
- Order/Trades transaction protocols processing (via FIX, OUCH, ArcaDirect protocols)
- "Kill switch" type of algorithms
- Message Auditing
- Time stamping
- Non-intrusive monitoring
Currently, we are focusing on the use of intelligent network packet processors, utilizing the PCI express interface.
Supported PCI cards
We have implemented projects for cards, powered by Broadcom processors, e.g.:
- RPE-120 PCI Express Broadcom XLP 8xx Packet Processor Card
- R7R-400 Quad Broadcom XLR 732 Rack Mount 1U Server with Integrated Fulcrum FM4224 10GigE Switching
- We can also support cards or appliances powered by Marvell, Tilera, NXP processors.
Having part of the trading algorithm or communication protocol offloaded to card provides an efficient way to control jitter and guarantees consistent latency at any time.
Benefits
The combination of an NIC PCI card and a C programmable network acceleration processor creates an excellent environment for the parallel processing of network packets for financial protocols because of the following factors:
- Ethernet ports connected directly to CPU(s) minimize the latency
- Inbound/outbound packets are processed by multiple CPU cores at the same time, using a number of HW queues; CPUs are efficiently fed with packet data.
- In contrast to FPGAs, no new design for packet processing acceleration is needed; it is already built-in into CPU and is well-optimized. C language programs can leverage hardware acceleration out of the box.
- C programs experience no task/context switches, no page table refills due to part of CPU cores being run without OS, allowing for very consistent request/response time
- A PCI Express card or 1U server deployment form factor
- Up to 128Gb RAM, up to 128 RISC cores @ 1.6GHz in multi-CPU deployments in 1U server form factor
- Embedded Linux may run on a number of isolated cores, which helps to easily provide network protocols like BGP - the PCI card may act as the 1st network gateway.
Our framework currently works with Broadcom (former NetLogic) CPU PCI-e cards having several Ethernet ports and 8-32 cores 1-2 GHz CPUs on board.
Software licensing options
We license sets of software components to clients to expedite the development of custom solutions including:
| TCP Offload components |
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| Financial |
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| Common infrastructure |
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