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: