AIOC: An All-in-One-Card Hardware Design for Financial Market Trading System

Latency of a trading system is crucial for gaining profitability in the financial market. Traditional software-based trading system suffers from high latency in market data parsing, network communication and operating system scheduling. The latency is even worse if algorithm processing is used for m...

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Bibliographic Details
Published in:IEEE transactions on circuits and systems. II, Express briefs Express briefs, 2022-09, Vol.69 (9), p.3894-3898
Main Authors: Huang, Boming, Huan, Yuxiang, Jia, Hao, Ding, Chen, Yan, Yulong, Huang, Bin, Zheng, Li-Rong, Zou, Zhuo
Format: Article
Language:English
Subjects:
acceleration
Algorithms
Artificial neural networks
Central Processing Unit
Communications systems
Data analysis
Decoding
DNN
Ethernet
Field programmable gate arrays
FPGA
Graphics processing units
Hardware
low latency trading
Network latency
Profitability
Protocols
Software
Switches
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Summary:Latency of a trading system is crucial for gaining profitability in the financial market. Traditional software-based trading system suffers from high latency in market data parsing, network communication and operating system scheduling. The latency is even worse if algorithm processing is used for market data analysis, especially Deep Neural Networks (DNN) are involved. This brief presents a hardware-based trading system which achieves all key functionalities including network communication, financial protocol parsing and DNN processing in one FPGA card. Running at 300 MHz, the proposed hardware design realizes over 98\times acceleration than the software-based system regarding the overall latency.
ISSN:1549-7747
1558-3791
DOI:10.1109/TCSII.2022.3167312