Your first paragraph is not really true. For financial data UDP
multicast is more efficient and can be considerably faster than TCP,
even if you need to check integrity (which isn't always the case). Most
market data feeds are UDP multicast for a reason.
FPGAs can be very fast but they do have obv
On Thu, Nov 8, 2012 at 12:58 PM, Ariel Burbaickij
wrote:
> If money is not a problem -- go buy high-trading on the chip solutions and
> have sub-microsecond resolution.
>
> http://lmgtfy.com/?q=high+frequency+trading+FPGA
Seconded as a much more viable approach. The existing multicast
approach f
On 10 Nov 2012, at 00:56, Ryan McBride wrote:
> http://www.brocade.com/solutions-technology/enterprise/application-delivery/fix-financial-applications/index.page
>From the product info: "Client identity may be based on a choice of Layer 3
>(IP), Layer 4 (TCP Port) and Layer 7 (FIX header SenderC
On Fri, Nov 09, 2012 at 06:27:06PM +0200, Dan Shechter wrote:
> I can do some assumptions regarding the TCP flow and its origins. Its
> coming from the stock exchange over IPSEC gateways over leased lines.
> I think I can trust the origin of the flow. At least I can trust it as
> much as the off t
Hi Ryan,
Thanks for the detailed answer.
I can do some assumptions regarding the TCP flow and its origins. Its
coming from the stock exchange over IPSEC gateways over leased lines.
I think I can trust the origin of the flow. At least I can trust it as
much as the off the shelf software does.
Wh
Ryan McBride wrote:
> Also, remember to use the shortest patch cables possible, to reduce
> signal propagation latency.
More seriously, is there an appreciable latency difference between
copper and fiber PHYs?
--
Christian "naddy" Weisgerber na...@mips.inka.de
Ah OK, as several other architectures/OSes were thrown around in this
thread I did not immediately understand that you were talking
about specifically OpenBSD context. Thank you for clarification.
On Fri, Nov 9, 2012 at 4:19 PM, Ryan McBride wrote:
> On Fri, Nov 09, 2012 at 04:14:28PM +0100, A
On Fri, Nov 09, 2012 at 04:14:28PM +0100, Ariel Burbaickij wrote:
> What is the rationale behind this statement:
>
>
> "...
> - CPU: maximum SINGLE CORE "turbo" speed. Disable the other cores,
> they're not helping you at all..."?
OpenBSD doesn't run multiprocessor inside the kernel, so SMP pr
What is the rationale behind this statement:
"...
- CPU: maximum SINGLE CORE "turbo" speed. Disable the other cores,
they're not helping you at all..."?
/wbr
Ariel Burbaickij
On Fri, Nov 9, 2012 at 3:47 PM, Ryan McBride wrote:
> My immediate reaction is "don't do it", but on the other hand
My immediate reaction is "don't do it", but on the other hand I've never
known people for whom 'money is not a problem' to shy away from
something because of boring concerns like security. So...
Software:
Basically, to do this "correctly" you need to parse all the packets
running in both directi
On Fri, 9 Nov 2012, Tomas Bodzar wrote:
On Thu, Nov 8, 2012 at 8:55 PM, Diana Eichert wrote:
take a look at Tilera TileGX boards
(you better hire a s/w developer.)
Some company is already working on that
http://mail-index.netbsd.org/netbsd-users/2012/10/31/msg011803.html
Porting an O/S is
On Thu, Nov 8, 2012 at 8:55 PM, Diana Eichert wrote:
> take a look at Tilera TileGX boards
> (you better hire a s/w developer.)
>
Some company is already working on that
http://mail-index.netbsd.org/netbsd-users/2012/10/31/msg011803.html
On Thu, Nov 08, 2012 at 08:08:05PM +0200, Dan Shechter wrote:
> For unrelated reasons, I can't directly receive the TCP stream.
>
> I must copy the TCP data from a running stream to another server. I
> can use tap or just port-mirroring on the switch. So I can't use any
> network stack or leverage
take a look at Tilera TileGX boards
(you better hire a s/w developer.)
They are all available with PCI Express interface, no worries, so you will
be able of plug them straight into your server.
Alternatively, how about going for the second option of making living in
this business :-) ?
On Thu, Nov 8, 2012 at 7:09 PM, Dan Shechter wrote:
> When I was saying money i
For unrelated reasons, I can't directly receive the TCP stream.
I must copy the TCP data from a running stream to another server. I
can use tap or just port-mirroring on the switch. So I can't use any
network stack or leverage any offloading.
I also need to modify the received data, and add few a
When I was saying money is not a problem, it was related to server
component costs... :)
Best regards,
Dan
On Thu, Nov 8, 2012 at 8:07 PM, Ariel Burbaickij
wrote:
> I know that you have an impression I am getting caustic :-) but these
> ideas are pretty obvious once money is not a problem fiel
I know that you have an impression I am getting caustic :-) but these
ideas are pretty obvious once money is not a problem field, so:
http://en.wikipedia.org/wiki/Netronome
IXPs on steroids.
On Thu, Nov 8, 2012 at 7:01 PM, Johan Beisser wrote:
> On Thu, Nov 8, 2012 at 9:58 AM, Ariel Burbaic
On Thu, Nov 8, 2012 at 9:58 AM, Ariel Burbaickij
wrote:
> If money is not a problem -- go buy high-trading on the chip solutions and
> have sub-microsecond resolution.
>
> http://lmgtfy.com/?q=high+frequency+trading+FPGA
I'd love to see PF offloading on to something like that. Not that I
can just
If money is not a problem -- go buy high-trading on the chip solutions and
have sub-microsecond resolution.
http://lmgtfy.com/?q=high+frequency+trading+FPGA
On Thu, Nov 8, 2012 at 6:36 PM, Johan Beisser wrote:
> On Thu, Nov 8, 2012 at 4:12 AM, Dan Shechter wrote:
> > Hi All,
> >
> >
> > A win
On Thu, Nov 8, 2012 at 4:12 AM, Dan Shechter wrote:
> Hi All,
>
>
> A windows 2008 server is receiving TCP traffic from a stock exchange
> and sends it, almost as is, using UDP multicast to automated high
> frequancy traders.
>
> StockExchange --TCP---> windows2008 ---MCAST-UDP>
>
> On averag
Hi All,
A windows 2008 server is receiving TCP traffic from a stock exchange
and sends it, almost as is, using UDP multicast to automated high
frequancy traders.
StockExchange --TCP---> windows2008 ---MCAST-UDP>
On average, the time it take to do the TCP to UDP translation, using
winsock, i
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