Ask HN: FPGAs for a small trading group?

2 pointsby HockeyPlayervor 10 Jahren3 comments

We are a small prop group, historically very focused on speed but our system is still in software. We are considering building an FPGA to provide fast orders in response to some events.

I'm interested in thoughts or war stories around these topics:

- Should we build a C or C++ version of the FPGA first to clarify the exact behavior and define the interfaces to the master trading system?

- Have you been involved in the move from low latency software to FPGAs? How did it go?

- Is it critical for the FPGA developer to have trading experience? Being in Colorado, there aren't many (any?) trading FPGA people around.

3 comments

pinewurstvor 10 Jahren

There's no guarantee that an arbitrary C/C++ task will map well onto/into FPGA. Ideally there should be a large number of subtasks that work in parallel with the end result that the overall pipeline (for lack of a better word) is shallow. FPGA clocks aren't fast - order of magnitude slower than CPU - but you can have a lot of simultaneous balls in the air.

Definitely there should be a purely software model, long before you start thinking about Verilog/VHDL and the actual hardware devices to fit them into.

I don't think the developer needs trading experience, especially if a high level model already exists. It should be a well-defined and testable black box.

HockeyPlayervor 10 Jahren

As far I understand it, FPGAs are used in trading for their low-latency response. It is hard to respond in software much faster than 5 us, even using kernel bypass, etc.

pinewurstvor 10 Jahren

They're not implicitly low latency though. FPGAs are about having the control and resources to structure workloads to complete in a minimum number of clock cycles. It's not an automatic thing you get by cross-compiling a C program onto a different platform.