A Domain-Specific Accelerator for Ultralow Latency Market Data Distribution System
Hao Jia, Yuxiang Huan, Chen Ding, Yulong Yan, Jianjun Cui, Jiachen Wang, Chuhuang Cai, Lida Xu, Zhuo Zou, Li‐Rong Zheng · IEEE Transactions on Industrial Informatics · 2022
Ultralow latency parsing of financial data is gaining significance in the high-frequency trading of the security exchange market. Hardware-aided systems exhibit superior improvement of latency over traditional software solutions, but flexibility may suffer when processing the financial protocol. This article presents a domain-specific accelerator for the market data distribution system, which integrates a financial information exchange adapted for streaming (FAST) decoder, a 10-Gbps network interface, and a high-speed PCIe host interface into a single field programmable gate array (FPGA) acceleration card. The proposed FAST decoder adopts the finite state machines-coordinated sequence mapping table to achieve run-time reconfigurability over fine-grained FPGA programming, and 16 fields can be decoded simultaneously in a pipelined manner, resulting in a decoding latency of only 33 ns. Evaluated on the Xilinx Alveo U200 acceleration card, this work improves the latency of decoding a FAST message by 26%–72% than state-of-the-art FPGA designs, and outperforms the software baseline by$>27\times$in terms of latency covering both decoding and communication.