3 ms·
In HFT shops, we usually categorise stuff as “hardware” (fpga) and “software” these days. Low-latency typically means sub-microsecond.
by aldanor 8y ago
In HFT shops, we usually categorise stuff as “hardware” (fpga) and “software” these days. Low-latency typically means sub-microsecond.
- walterbell 8y agoDo HFT shops use open-source code for FPGA dev?
- aldanor 8y agoI’d say typically not, there’s not much to use as most of the FPGA code would be know-how and optimised down to cycle-level for each particular exchange.
- walterbell 8y agoHow about basic frameworks like high-speed PCIe communication with the operating system, including an open-source driver for Windows and Linux? That should be algo independent.
- aldanor 8y agoI’m not an fpga engineer myself in my firm, so I can’t answer that with certainty, but one thing I know for sure is how strong the “not invented here” syndrome is in this kind of shops, so you can guess...
- walterbell 8y agoA bit of competition is always fun, you can point them at the code/papers linked from https://forums.xilinx.com/t5/Xcell-Daily-Blog-Archived/Need-fast-efficient-open-source-PCIe-DMA-for-your-FPGA-RIFFA-2-2/ba-p/642947 https://forums.xilinx.com/t5/Xcell-Daily-Blog-Archived/Need-...