20-25% CAGR in market volumesCompetitive advantage hinges on speed,transparency, and proximity to datasources. The applica...
10GbE Switches for theVirtualized Data Center,but a software companyat the core>1300 Customers>325 EmployeesProfitable, se...
Arista Application Switch - 7124FX• Couples ultra-low latency switch with next  generation programmable FPGA and memory  s...
Exegy believes…     •   Exegy believes in continually challenging the status quo of         market data delivery systems a...
Impulse C, Custom FPGA-Accelerated Solutions for the Arista                          7124FX                              B...
Programming With Impulse CNot a new language                                                                         C lan...
Reference slides from hereafter              www.ImpulseC.com    7
Custom FPGA-Accelerated   Solutions for the Arista 7124FX              Brian Durwood, Co-founderConverting C to Multiple S...
FPGAs – Advantages Over Software  Massive parallelism     At system level, loop level, instruction level  One FPGA can re...
3 Popular FPGA Configurations Usage                                    Usage                                           Opt...
Configurations Can Be Combined Combining streaming, embedded processor, and host processor                    Stream      ...
Impulse C Programming Model                    H/W process                          S/W process     S/W process           ...
Parallelism via Multiple ProcessesSpatialparallelism                                       C                     Temporal ...
An Impulse C Process                                                                   Multiple methods of                ...
Compile and Optimize Optimize the results using   interactive tools    Pipeline analysis    Loop unrolling    Instructi...
Debug and Verify Use C tools for application debugging  Source-level debuggers  C-language testing Test and analyze para...
Constructs Familiar to C Programmers  Concept is similar to getc(), putc() in C for I/O  co_stream_create                 ...
Credible Solution in use by:            Multiple Confidential                  Financial    NDA Covered   Financial Teams ...
Impulse Platform Support Package                                                FPGA                                      ...
Examples of FPGA processing: Financial feed kernel bypass or Full   Hardware based trading    Direct handling of financia...
Stand-Alone Feed Handling Solution  Usage    3                                    RX                                  Adap...
Network Processing Pipeline                               FPGA                              UDP and TCP/IP                ...
Complex Order Support          Standard          Standard                                                                 ...
Three Ways To Get StartedLearn the tools   Acquire an Impulse CoDeveloper license.   Work from the included reference de...
About Impulse  Most widely used C to FGPA tool  Pure ANSI C      No PAR or HW statements inserted  Founded in 2002      By...
Additional Resources  Engineering consultation   info@ImpulseAccelerated.com  Tutorials:   www.ImpulseAccelerated.com/Tu...
Arista Application Switch – Systems DesignCompute, Storage, Memory, I/O, Application Acceleration –Together               ...
Platform Details                                                                            Console Port                  ...
Arista Application Switch - 7124FXUltra Low Latency 24 port 10GbE Switch•16 10GbE ports connected to LLE ASIC•8 10GbE port...
Application Switch Markets                   HPC on Wall Street - 2012
Financial Services ApplicationsInline Risk Analysis                  Low Latency Broker Dealer Compliance                 ...
Developing on the Application Switch                        HPC on Wall Street - 2012
Application Switch Development Partners  Complete integrated appliance model   • Novasparks 100% Hardware market data solu...
Arista Application Switch 7124FXA new category of product that provides a networkaccelerated platform for high performance...
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  • Arista @ HPC on Wall Street 2012

    1. 1. 20-25% CAGR in market volumesCompetitive advantage hinges on speed,transparency, and proximity to datasources. The application must be in thedata path – seamlesslyQuest to balance risk/compliance withperformance HPC on Wall Street - 2012
    2. 2. 10GbE Switches for theVirtualized Data Center,but a software companyat the core>1300 Customers>325 EmployeesProfitable, self-funded,pre-IPO networkinfrastructure providerOpen Linux-based OSFully automated testing,and SW development HPC on Wall Street - 2012
    3. 3. Arista Application Switch - 7124FX• Couples ultra-low latency switch with next generation programmable FPGA and memory subsystem• Customer programmable FPGA and Control Plane provides total control over the network, forwarding, inspection, redirection, etc.• Targeted for early adopters of hardware HPC on Wall Street - 2012
    4. 4. Exegy believes… • Exegy believes in continually challenging the status quo of market data delivery systems and trading platforms. – First to market with hardware-accelerated market data appliances based on FPGA technology. – Best of breed solutions for major use cases faced by low-latency, high-capacity consumers of financial market data feeds. • Exegy believes that delivery and consumption of quality market data should be as easy and painless as possible. – Fully managed and constantly monitored appliances to assure optimal performance and the best customer experience. – A passion to help our customers succeed in the face of escalating complexity and the increasing demands placed on them.v1 4
    5. 5. Impulse C, Custom FPGA-Accelerated Solutions for the Arista 7124FX Brian Durwood, Co-founderConverting C to multiple streaming hardwareprocesses ain’t that hard. Focus on reducing clock cycles Verify as you go Iterate, iterate, iterate (no “magic button”)The tool flow is a bit awkward for first timers. Visual Studio or equivalent Impulse C co-development, analysis & compile Altera Quartus II for place & route into FPGAThings you can do to get up to speed quickly: Work from known good sw modules Get up-front training or factory engineering
    6. 6. Programming With Impulse CNot a new language C language  Based on standard ANSI C applicationsC-language for FPGA programming  For embedded and HPC applications Generate Generate Generate accelerator hardware software  Supports standard C development tools hardware interfaces interfaces  Supports multi-process partitioning HDL C softwareA software-to-hardware compiler files libraries  Optimizes C code for parallelism  Generates HDL, ready for FPGA synthesis Arista’s  Also generates hardware/software interfaces on-board FGPAPurpose  Describe hardware accelerators using C  Move compute-intensive functions to FPGAs www.ImpulseAccelerated.com
    7. 7. Reference slides from hereafter www.ImpulseC.com 7
    8. 8. Custom FPGA-Accelerated Solutions for the Arista 7124FX Brian Durwood, Co-founderConverting C to Multiple Streaming Hardware Processes
    9. 9. FPGAs – Advantages Over Software Massive parallelism  At system level, loop level, instruction level One FPGA can replace multiple CPUs  For specific tasks/algorithms, using much lower power No need for separate NIC card  Enable in line processing at near line speed Minimize OS interference in filtering  Especially during high transaction load events  Reduces jitter and other interference Offloads standard CPUs with customized pre-processors  e.g. select limited analysis of X message types that meet X criteria for X symbols www.ImpulseAccelerated.com Confidential 9
    10. 10. 3 Popular FPGA Configurations Usage Usage Option Embedded CPU 1 2 Core Generated Generated Hardware hardware Generated Embedded module Module Hardware hardware Accelerators accelerator FPGA FPGA Create a hardware module Accelerate an embedded CPU Usage 3 Accelerate an Generated external/host CPU Generated hardware Generated hardware or computing Generated accelerator hardware accelerator cluster hardware accelerator accelerator Host processor or cluster FPGA coprocessor 10
    11. 11. Configurations Can Be Combined Combining streaming, embedded processor, and host processor Stream FPGA10G Ethernet processing Embedded Matching and CPU algorithm parsing for and strategy configuration Host message Embedded and shared RAM generation FPGA FPGA strategies can be coded using C for hardware and for embedded CPU, with shared RAM for hash table lookup or other local data www.ImpulseAccelerated.com
    12. 12. Impulse C Programming Model H/W process S/W process S/W process H/W process H/W process Communicating C-Language Processes  Supports dataflow and message-based communications  Supports parallelism at the application level and at the level of individual processes  Allows simulation and debugging of parallel software processes. www.ImpulseAccelerated.com 12
    13. 13. Parallelism via Multiple ProcessesSpatialparallelism C Temporal parallelism (system-level pipelining) www.ImpulseAccelerated.com 13
    14. 14. An Impulse C Process Multiple methods of process-to-process Shared memory communications C block reads/writes are supported Stream inputs C Stream outputs C C Signal inputs process Signal outputs Register Register inputs outputs App Monitor outputs C Processes are independently synchronized www.ImpulseAccelerated.com 14
    15. 15. Compile and Optimize Optimize the results using interactive tools  Pipeline analysis  Loop unrolling  Instruction scheduling Generate FPGA hardware  VHDL or Verilog  Low level interfaces to memory, I/O and busses.  ModelSim Test bench www.ImpulseAccelerated.com 15
    16. 16. Debug and Verify Use C tools for application debugging  Source-level debuggers  C-language testing Test and analyze parallel dataflow with the Impulse Application Monitor Automatically generate VHDL or Verilog Test- benches www.ImpulseAccelerated.com 16
    17. 17. Constructs Familiar to C Programmers Concept is similar to getc(), putc() in C for I/O co_stream_create Used in configuration co_stream_open Open the stream (clear eos) co_stream_close Close the stream (set eos) co_stream_eos Check end of stream (eos) co_stream_read Read from stream (with rdy, en) co_stream_write Write to stream (with rdy, en) co_stream_read_nb Non-blocking read (no rdy) co_stream_write_nb No-blocking write (no rdy) www.ImpulseC.com 17
    18. 18. Credible Solution in use by: Multiple Confidential Financial NDA Covered Financial Teams www.ImpulseAccelerated.com Confidential 18
    19. 19. Impulse Platform Support Package FPGA Embedded Processor Memory Resources FPGA Host Interfaces Impulse Produces Fabric Processing CoDeveloper™ Core PSP generates HW/SW Ethernet wrappers between FPGA core & system elements Other I/O  Extensions (scripts and wrapper generators)  Platform-specific library functions  Documentation and tutorials  Current ready to run examples for platform www.ImpulseAccelerated.com Confidential 19
    20. 20. Examples of FPGA processing: Financial feed kernel bypass or Full Hardware based trading  Direct handling of financial feeds  Parsing incoming feeds and triggering outbound orders – your strategy in hardware Normalization or Protocol Conversion  Gateway sending a sub-feed of data Pre-Trade Risk Checking  Low Latency Broker Dealer Compliance Financial valuations  Co-processor off-loading for Monte Carlo and other algorithms www.ImpulseAccelerated.com Confidential 20
    21. 21. Stand-Alone Feed Handling Solution Usage 3 RX Adapter (Verilog) Feed Handler 1G or 10G and Ethernet Outbound UDP MAC (Impulse C) TX Adapter (Verilog) www.ImpulseAccelerated.com Confidential 21
    22. 22. Network Processing Pipeline FPGA UDP and TCP/IP implemented directly in FPGA hardware for low Enet UDP Parser1/10GigE MAC latency Filter and/or TCP/IP Stack Host System Custom Embedded Filtering User CPU Application Applica- tion Driver Host I/O Interface Host Memory www.ImpulseAccelerated.com Confidential 22
    23. 23. Complex Order Support Standard Standard FPGA or FPGA-Based Board and Exchanges, feed handlers, order data sources and Exchanges, feed handlers, order data sources CustomIncoming Outgoing Custom Feed Feed Direct connection Impulse UDP/TCP Direct connection Impulse UDP/TCP Normalizing Across Feeds Handler Handler Replace NIC Formats Formats e.g.: ITCH, Sub-Feed Produce e.g.: ITCH, Revert feed to exchange formats OUCH, OUCH, Pull and Present Opportunities OPRA, OPRA, 10 Gb/S Hardwire potential X required responses Decompression Ethernet BATS, & DecryptionBATS, & Generic Generic Replace UDP. UDP. NIC Apply Trade Logic Message Management With Exchanges Adapters Adapters Processing without OS Insert risk limitations awaiting confirm RMDS, RMDS, Bloomberg Bloomberg Ultra-fast pattern matching and and Manage Risk Custom. Custom. www.ImpulseAccelerated.com Confidential 23
    24. 24. Three Ways To Get StartedLearn the tools  Acquire an Impulse CoDeveloper license.  Work from the included reference designs.  Experiment with ways to optimize your algorithms to run efficiently as multiple streaming processes in FPGA.Turn Key System (“Bump in the Wire”)  License above +  UDP or other network attached FPGA-enabled reference design.  FPGA-based accelerator platform.  Impulse factory engineers to help get your system on line.Turn Key System Running A Target Algorithm  License above + Turn Key System above +  Impulse Engineers, under NDA, refactor your target algorithm(s) for efficient compilation to FPGA.  Impulse Engineers train your team on how the refactoring works. www.ImpulseAccelerated.com Confidential 24
    25. 25. About Impulse Most widely used C to FGPA tool Pure ANSI C No PAR or HW statements inserted Founded in 2002 By part of the original ABEL team www.ImpulseAccelerated.com Confidential 25
    26. 26. Additional Resources Engineering consultation info@ImpulseAccelerated.com Tutorials: www.ImpulseAccelerated.com/Tutorials Book: Practical FPGAProgramming in C www.ImpulseAccelerated.com 26
    27. 27. Arista Application Switch – Systems DesignCompute, Storage, Memory, I/O, Application Acceleration –Together HPC on Wall Street - 2012
    28. 28. Platform Details Console Port Air Vents Clock Input 16 Base SFP/SFP+ Ports 8 FX SFP/SFP+ Ports USB Port Management Port24 Wirespeed 1G/ 10G SFP/ SFP + Ports High Availability: Dual Hot-swappable Power Supplies Multiple Hot-swappable Fan Units Designed for Data Center + Colocation: Flexible Front-to-Rear or Rear-to- Front Airflow Choice of AC or DC Power Application Switching for Cloud Supplies HPC on Wall Street - 2012 Networks
    29. 29. Arista Application Switch - 7124FXUltra Low Latency 24 port 10GbE Switch•16 10GbE ports connected to LLE ASIC•8 10GbE ports connected through Stratix V FPGA•Built in 50GB SSD•Optional Chip-Scale Atomic Clock and External ClockSource HPC on Wall Street - 2012
    30. 30. Application Switch Markets HPC on Wall Street - 2012
    31. 31. Financial Services ApplicationsInline Risk Analysis Low Latency Broker Dealer Compliance Offload line arbitration to dramaticallyFeed Handling and A/B Arbitration improve application performance Instrument transaction performance at highReal-time Data analysis resolution Reducing system latency increasesAlgorithmic trading performance of trading strategies Convert or normalize multiple order entryOrder Protocol Conversion formats to a common formatOrder Execution Routing Set order policies for best executionApplication Switching for CloudNetworks HPC on Wall Street - 2012 March 19, 2011
    32. 32. Developing on the Application Switch HPC on Wall Street - 2012
    33. 33. Application Switch Development Partners Complete integrated appliance model • Novasparks 100% Hardware market data solution • Exegy Appliance based robust ticker plant System integrators and development support • Impulse C C to RTL tools • Enyx Customer trading solutions and IP blocks HPC on Wall Street - 2012
    34. 34. Arista Application Switch 7124FXA new category of product that provides a networkaccelerated platform for high performance appvendors to develop onCombines a true network switch with full routing andswitching protocols, with fully-programmable hardwarecreates a new market for the most demandingapplicationsApplication logic inserted into real-time environments HPC on Wall Street - 2012with complete transparency

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