HFT (High Frequency Trading) Antenna is a C++ library that
is designed as a solution for low latency FIX message routing.
It incorporates advantages of Linux specific features and
the best message routing practices.
The HFT Antenna FIX Engine is optimized for stable
deterministic latency for routing from multiple sessions to
multiple sessions. This is achieved by:
- effective utilization of CPU cores, fewer
physical cores are required to support more sessions;
- usage of socket dispatcher optimized for Solarflare OpenOnload;
- usage of Memory Cached Message Storage, which reduces
latency jitter;
- usage of the FIX message object pool, reducing the number
of memory allocations.
The HFT Antenna has open architecture. The session layer and
encoding of messages are pluggable so binary protocols can be
added.
Currently the FIX Performance
Session Layer (FIXP) is supported. A generic C++ code
generator, used to create a parser for processing SBE message(s)
template of specific venue, allows the creation of low
latency encoding and decoding modules.
Our products come with worldwide 24x7 support and the availability of
"on demand" software escrow.
Supported Compilers
Supported architectures
Supported operating systems and compilers:
- Windows, MS Visual C++ 2015
- Red Hat/CentOS 7 Linux, GNU C++ ABI C++98/ABI C++11
APIs
HFT FIX Antenna provides the following main APIs for trading
applications to:
- Create multiple FIX sessions (initiators and acceptors)
- Open and close FIX sessions
- Form LiteFixMessage messages
- Parse LiteFixMessage messages
- Send and receive LiteFixMessage messages
- Set sequence numbers
- Read messages from FIX session logs
full
list of HFT FIX Antenna APIs
Use cases
Order Router
The FIX Antenna HFT can be used as a FIX Engine in Order
Routers, whose main responsibility is to deliver orders from
end-users to Exchanges as soon as possible, with minimum
latency.

By nature, FIX Antenna HFT's stable, deterministic latency
aims at routing from multiple sessions to multiple sessions, and
can be used in an Order Router application in the most effective
way.
FIX Gateway
FIX Antenna HFT can be used under the hood of the FIX Gateway
(designed to support hundreds of sessions with multiple users per
session), to perform authentication and validation, and to transmit
data from the source to the application and from the application to
counterparties.

The key parts of FIX Gateway are:
- Fast session level
- Effective threads model for processing incoming messages
- Achieved by using FIX Antenna HFT's flexible and
high-performing message processing mechanism
- Ability of handling spikes in load
- Effective utilization of CPU cores
By relying on the FIX Antenna HFT FIX Engine API the developer
can focus on application development.
Pre-Trade Risk Check
Module
FIX Antenna HFT is used as a FIX Engine in the EPAM B2BITS
product Pre-Trade
Risk Check Module (RCM).

The Risk Check Module performs pre-trade activities and
calculates risk checks, restricting the actions of one or more
traders at the same time. By nature, these pre-trade activities
become an additional step for an order to reach the exchange or
client, which can affect the latency.
Using capabilities of the FIX Antenna HFT Pre-Trade Risk Check
Module ensures low latency pre-trade risk checks and order
routing.
This way, the Pre-Trade Risk Check Module can be used by
Exchanges to remove load in Risks & Limits checks and focus on
other high-priority activities like order matching, market data
processing, etc. Buy-side firms can also use the Pre-Trade Risk
Check Module with assurance that all pre-trade risk checks are
performed with minimal latency impact.