EXTENT-2017: Techniques for Trading on FPGA Enabled Switches

EXTENT-2017: Software Testing & Trading Technology Trends Conference
29 June, 2017, 10 Paternoster Square, London

Techniques for Trading on FPGA Enabled Switches
David Snowdon, Founder & CTO, Metamako

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Transcript

1. Simplifying networks Reducing latency in Electronic Trading Opening up network packet visibility Increasing flexibility Techniques for trading on FPGA enabled switches Dr David Snowdon CTO
2. www.metamako.com 2 Basics
3. www.metamako.com Basics — Who are Metamako? 3 The leading vendor of high performance network devices for trading Based in Australia, Global offices
4. www.metamako.com Basics — Who are Metamako? 4 • Build a first class platform to host FPGA apps • Hardware (x86 + L1 + FPGA) • Network operating system • IP Cores • Containers • Build our own FPGA apps to produce best-in-class devices • MetaWatch — Timestamping and packet capture • MetaMux — High performance exchange access
5. www.metamako.com Basics — Who are Metamako? 5 • MetaWatch • Cost effective network monitoring • 1 ns precision timing • Robust deep buffering (8GB) Ideal for MIFID II RTS 25 Compliance
6. www.metamako.com Basics — Layer 1 Switch 6
7. www.metamako.com Basics — Software Trading Systems 7 Response Engine Logging Parameters Modelling Network
8. www.metamako.com Basics — FPGA Trading Systems 8 Response Engine Logging Parameters Modelling Network
9. www.metamako.com Basics — The advantages of FPGA 9 •Low latency •Predictability/Determinism •Performance
10. www.metamako.com 10 FPGA Platforms
11. www.metamako.com FPGA Development Platforms 11 MetaApp 32 MetaMux 48 MetaConnect 96
12. www.metamako.com K-Series Devices Virtex 7 C-Series Devices Arria 10 FPGA Development Platforms 12 MetaMux 48K MetaMux 48 MetaApp 32 MetaApp 32C MetaConnect 96K MetaConnect 96C
13. www.metamako.com FPGA Development Platforms • Development kit, example designs, tips and tricks: www.metamako.com/support 13
14. www.metamako.com 14 E-Series
15. www.metamako.com E-Series • Ultrascale and Ultrascale+ FPGA • MetaApp 32E, MetaMux 48E and MetaConnect 96E • All include “MetaConnect” 15
16. www.metamako.com E-Series 16 FPGA 56 MetaConnect Fabric
17. www.metamako.com E-Series 17 Central FPGA Leaf FPGA Leaf FPGA 14 14 56 MetaConnect Fabric
18. www.metamako.com E-Series 18 Central FPGA Leaf FPGA Leaf FPGA 14 14 56 MetaConnect Fabric 130 IO 130 IO
19. www.metamako.com E-Series 19 RX MAC Logic TX MAC One FPGA L1 Switch Minimum ~60 ns
20. www.metamako.com E-Series 20 RX MAC Logic TX MAC One FPGA L1 Switch Minimum ~60 ns L1 Switch RX MAC Logic TX MAC Cable RX MAC Logic TX MAC Two FPGAs Minimum ~60 ns Minimum ~60 ns
21. www.metamako.com E-Series 21 RX MAC Logic TX MAC One FPGA L1 Switch Minimum ~60 ns L1 Switch RX MAC Logic TX MAC Cable RX MAC Logic TX MAC Two FPGAs L1 Switch RX MAC Logic Logic TX MAC E-Series Minimum ~60 ns Minimum ~60 ns Minimum ~70 ns ~10 ns
22. www.metamako.com E-Series 22 Central FPGA Leaf FPGA Leaf FPGA 14 14 56 MetaConnect Fabric 130 IO 130 IO
23. www.metamako.com E-Series 23 K-Series (Virtex 7 415T) C-Series (Arria 10) E-Series (3x VU9P Variant) Flip Flops or Registers 515k 1,708k 7,092k Total On-Chip RAM 31.7 Mb 65Mb 1,037 Mb
24. www.metamako.com 24 Architectures
25. www.metamako.com Architecting for the switch 25 Response Engine Logging Parameters Modelling Network
26. www.metamako.com Architecting for the switch 26 Logging Parameters Modelling Network Response Engine
27. www.metamako.com A few quick thoughts… • Ditch PCI Express — leverage the network • Physical distance matters • Memory is king 27
28. www.metamako.com Architecting for the switch 28 Traditional FPGA Solution x86 FPGA PCIE
29. www.metamako.com Architecting for the switch 29 Traditional FPGA Solution x86 FPGA PCIE Modern FPGA Solution x86 FPGA 10GbE
30. www.metamako.com Architecting for the switch 30 Traditional FPGA Solution x86 FPGA PCIE Modern FPGA Solution x86 FPGA 10GbE Metamako FPGA Solution x86 FPGA 10GbE x86 x86
31. www.metamako.com E-Series 31 MetaMux 48E
32. Simplifying networks Reducing latency in Electronic Trading Opening up network packet visibility Increasing flexibility For development kits, see: www.metamako.com/support