Efficient Event Processing through Reconfigurable Hardware for Algorithmic Trading

Mohammad Sadoghi, Martin Labrecque, Harshvardhan Pratap Singh, Warren Shum, and Hans-Arno Jacobsen.

In 36th International Conference on Very Large Data Bases (VLDB) (3)2, pages 1525-1528, 2010.

Abstract

In this demo, we present fpga-ToPSS (Toronto Publish/Subscribe System Family), an efficient event processing platform for high-frequency and low-latency algorithmic trading. Our event processing platform is built over reconfigurable hardware — FPGAs — to achieve line-rate processing. Furthermore, our event processing engine supports Boolean expression matching with an expressive predicate language that models complex financial strategies to autonomously buy and sell stocks based on real-time financial data.

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Tags: fpga, content-based publish/subscribe, content-based matching, topss, publish/subscribe

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