And now a message from AerospikeDB to all my queries with a design for potential HFT
This came from their business development manager at AerospikeDB. Hearing from a vendor is a very cool thing:
Thanks but what is cost structure for Aerospike?
Also note that we only charge based on total data in your database; unlike a cloud provider, we do not charge based on usage of the data.
More comments are embedded below, which was part of your original email….
Hi Bryan! I am looking through your video. I will get back to you once
I have a chance to check it out in full. Very exciting stuff!
The one thing I will note is that Redis doesn’t scale beyond a single
server. So if you need scaling and performance, and especially
cross-datacenter replication (XDR), then Aerospike can do what Redis
just doesn’t do. They are attempting to solve scaling via clustering,
but it’s a work-in-progress, and certainly not mature.
I posted an hour long video that explains evertyhing I learned in
the last 5 years
_Final architecture walthru of automated trading Linux Windows based
system with HFT potential. Hail Python?_
This is an important 1 HOUR VIDEO to take away confusion for a
trading system. I talk about all the pros and cons of each language
including NOSQL vs SQL databases. I hope this covers everything.
• Seem you want an application that would allow brokers to control up HFT, but not the architecture to actually *execute/run* the HFT.
• This is important, because you are looking to allow what you call “HFT”, but not really the sort of thing where people are doing silicon-based HFT architectures to actually put in automated trading systems (q.v., Cisco Nexus: http://www.networkcomputing.com/networking/cisco-flexes-custom-silicon-muscle-for-high-frequency-trading-crowd/d/d-id/1233885?)
Let me know if any of those assumptions are correct or incorrect, because the kinds of solutions you are talking about are orders of magnitude larger and more complex to actually create an HFT cluster.
Also, this article on the topic was interesting to me. It was from 2012:
- Financial Business Cloud for High-Frequency Trading – http://www.thinkmind.org/download.php?articleid=intsys_v4_n34_2011_11
Rather than just say “this is best,” or “that is best,” the real thing to do is to check out your data modal, and your application architecture. First, I noticed that you created a two-part model, which inferred a desktop client, and then some remote “server,” but the differentiation between one and the other wasn’t very clear. For instance, are you doing server-side analytics, real-time analytics, or non-real time? Is it all desktop-based, or will there be a component of server-based, or both?
For instance, you might want to do “live” analytics with Hadoop or Spark; we have connectors for both. But that’s the sort of “big data” analytics that would fry your typical PC.
Also, I am presuming that any server you are using would have some sort of “upstream” connection to the live markets, such as NASDAQ FIX API (which replaced CTCI) (q.v., http://www.nasdaqtrader.com/content/technicalsupport/specifications/tradingproducts/fixactspec.pdf).
My thoughts would that you would need a “three tier” model, with the actual market APIs connecting to the “first tier” — the markets themselves. Then the “second tier” would be some sort of brokerage-based (or service-based) big data aggregation, transaction and analytics engine. The third tier would then be the desktop trader/broker desks.
Something akin to this?
Your desktop-analytics engine would be different than your server-side engine, just looking at a subset of the overall market data model. For instance, a single ticker symbol, or a set of them, or some time-series data.
Again, Redis is fine if you are just doing a single-node architecture. But it’s not for a scalable middle tier. However, if you wanted to use something like MongoDB or Redis, or whatever for the desktop, that would be fine; the middle tier could still be optimized for performance and scalability on Aerospike.
If you want to try out Aerospike:
- Download: http://www.aerospike.com/download/
- Docs: http://www.aerospike.com/docs/
- Deploy: http://www.aerospike.com/deploy/
And if you want to have more of a discovery call, give me a ring. If you decide to use us, I’d love to sign a “Start Up Special” agreement with you, or have you use the Community Edition, and then get you to blog about your project more. It would, of course, have to pass the muster of our marketing team.
Let me know if that makes sense, and whether you’d like to follow up with a call.
I say very cool!! But let’s see how my trading idea with Redis goes ….FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!