Tag Archives: RDMA

More HFT talk on Erlang RDMA networking for ultra lowest latency

More HFT talk on Erlang RDMA networking for ultra lowest latency

Update talking info since the last few days for further HFT analysis

Some history:

https://quantlabs.net/blog/2014/12/c-secret-vendor-and-open-source-libraries-potentially-used-for-hft-environments-thanks-to-this-barclays-bank-presentation-video/

Erlang from Barclays Bank Go Big video with weaknesses including potential RDMA open source solution
Pros and cons are covered in the video below. The questions is, does this:

Adventures in HPC: RDMA and Erlang


Provide a solution or workaround satisfactorily?

https://github.com/MrStaticVoid/rdma_dist

Also, Goldman Sachs is confirmed using Erlang in their HFT environment

http://en.wikipedia.org/wiki/Erlang_%28programming_language%29

Learn more if Erlang can be used in an HFT environment

The video

http://www.informatix-sol.com/cloud.html

It’s getting increasing difficult to utilize these with conventional programming languages such as Java, C# or C++. The threading and mutex’s soon become a nightmare to code and to debug. We are finding that the concurrency of Erlang is a good fit for Cloud and we now use this by choice.

http://www.informatix-sol.com/docs/ScaleErlang2.pdf

https://nativecoding.wordpress.com/high-performance-gamefinance-tech-resources/

Netmap is commonly used in HFT as well as packet filtering applications. I believe Verisign is running some of the root DNS servers with netmap as well, getting millions of connections per second.

HFT user userland based IP stack

https://news.ycombinator.com/item?id=9726185

Example libraries?

https://software.intel.com/en-us/blogs/2015/06/12/user-space-networking-fuels-nfv-performance

https://github.com/pkelsey/libuinet (from above Intel list)

http://www.eecs.berkeley.edu/~sangjin/2013/01/14/NUSE.html

Netmap setup

http://ytliu.info/blog/2014/05/28/netmap-setup

Intel DPDK

http://www.intel.com/content/dam/www/public/us/en/documents/presentation/dpdk-packet-processing-ia-overview-presentation.pdf

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Python RDMA ideal for HPC computing in HFT environment?

Python RDMA ideal for HPC computing in HFT environment?

RDMA is the unknown way to message between large blocks of memory like in gigabyte sizes

Note support for Mac OSX:

The SMB Direct Protocol, or SMB over RDMA allows zero-copy networking. This enables data transfer between the network adapter and application memory without data buffering in the operating system. However, I have not been able to find any evidence that this is supported in OS X.

OS X Yosemite (Server 4.03) and SMB3

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Erlang from Barclays Bank Go Big video with weaknesses including potential RDMA open source solution

Erlang from Barclays Bank Go Big video with weaknesses including potential RDMA open source solution
Pros and cons are covered in the video below. The questions is, does this:

Adventures in HPC: RDMA and Erlang


Provide a solution or workaround satisfactorily?

https://github.com/MrStaticVoid/rdma_dist

Also, Goldman Sachs is confirmed using Erlang in their HFT environment

http://en.wikipedia.org/wiki/Erlang_%28programming_language%29

Learn more if Erlang can be used in an HFT environment

The video

NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!