Services for embedded solutions

Addressing the trends of using hardware accelerated solutions EPAM provides software development services to build embedded trading systems and its 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.:

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.

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Combination of NIC PCI card and C programmable network acceleration processor creates an excellent environment for 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.

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Software licensing options:

We license set of software components to clients to expedite development of custom solutions including:

TCP Offload components
  • Linux socket library for seamless integration with existing applications that continue to use socket API
  • Open source TCP stacks adapted for TCP offload engine on the card with a number of choices
  • FIX, ArcaDirect, CMI protocol support on the card
  • Order/trade/market data storage and lookup
Common infrastructure
  • Tools for prototyping on PC (Linux and Windows) applications which will run on the intelligent card
  • Shared memory based API for inter-process communication
  • Logging on the card with an option to push logs outside via TCP
  • Remote access to the card to update the software or  card self-updating from FTP