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Hardware Algos Made Easy: Deploy your trading strategies on FPGAs - - PowerPoint PPT Presentation
Hardware Algos Made Easy: Deploy your trading strategies on FPGAs - - PowerPoint PPT Presentation
Hardware Algos Made Easy: Deploy your trading strategies on FPGAs with the nxAccess HLS Framework May 2019 1 nxAccess HLS Framework Increasing volumes & tough competition The challenges of leveraging FPGA technology nxAccess HLS
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- Full featured, full hardware FPGA feed handler:
- Hardware order management & book building
- A/B arbitration (supports wireless & fiber feeds)
- Filtering per symbol, message type, and book depth
- Full featured, FPGA-enabled execution gateway:
- Pre-load up to 16 384 orders or groups of orders in FPGA
- Full hardware TCP stack
- In-FPGA kill switch & Full audit-trail
- Easy integration:
- Interface with trading application via lean C++ API
- Standard network connectivity
- Hardware trading logic:
- Sub 800ns latency
- Normalized interfaces
nxAccess HLS Framework
What is nxAccess?
The Enyx end-to-end market access solution
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- Framework based on Xilinx Vivado HLS:
- C++ based language
- Enyx HLS libraries:
- Enyx market data API
- Enyx execution API
- Basic functions
- Enyx C++ software libraries
- Feed handler configuration and monitoring
- Execution engine configuration and monitoring
- Hardware/software bi-directional communication
- Enyx development tools:
- Software simulation models
- Packaging and building scripts
- Graphical debugging tools
nxAccess HLS Framework
What if I don’t have hardware expertise?
An innovative approach to FPGA trading strategies
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HLS Development Software Unit Tests
Seconds Minutes Hour
Firmware Generation
Hours
Production Deployment
Enyx Firmware Netlist
Hardware Synthesis Hardware Co-simulation
nxAccess HLS Framework
How does it work?
A step by step workflow for best efficiency
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nxAccess HLS Framework
What is the performance?
Tick-to-cancel & tick-to-trade running @250MHz 24 ns
Latency Interval 24 ns 1 clk
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nxAccess HLS Framework
What is the performance?
CME Globex tick-to-trade, Wire-to-wire, SOP-to-SOP, 1x replay, 300 Bytes orders
Test Duration Sample Count Minimum Average 90% Maximum 1 hour 4391 750 ns 776 ns 765 ns 1 773 ns * * Maximums are due to the 10Gbs throughput limit causing queuing of orders when several orders are sent at once
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- Market data coverage: 60+ venues
- Equities, Futures, Treasuries, Options
- USA, Europe, Asia
- Native execution coverage: 3 venues
- CME
- ICE
- Eurex
- Pass-through deployment: 60+ venues
- Enyx exchange-agnostic OE API allows for support of
most venues using a pass-through deployment
- Interactions with the exchange and building of messages
and orders is left to a third party library
nxAccess HLS Framework
What exchanges are supported?
nxAccess is designed to scale across venues
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nxAccess HLS Framework
How can you try the nxAccess HLS framework
Code examples, documentation, and tutorials are available on our website
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nxAccess HLS Framework
How can you try the nxAccess HLS framework
Code examples, documentation, and tutorials are available on our website
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nxAccess HLS Framework
How can you try the nxAccess HLS framework
Code examples, documentation, and tutorials are available on our website
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nxAccess HLS Framework
nxAccess HLS framework in summary
Leveraging FPGA technology efficiently
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nxAccess HLS Framework
Any Questions?
Learn more about the nxAccess HLS framework:
http://info.enyx.com/nxAccess-HLS
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