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0 pointsdclusin3y ago0 comments

It’s typically done when end to end latency is more important than full protocol compliance and hardening against myriad types of attackers. High frequency trading is typically where the applications where you see these sorts of implementations being really compelling.

For these types of applications there are proprietary implementations that you can buy from vendors that are more suited to latency sensitive applications.

The next level of optimization after kernel bypass is to build or buy FPGAs which implement the wire protocol + transport as an integrated circuit.

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grive3y ago

FPGAs are falling out of favor, ASICs are sufficient to implement most network processing.

Funnily, one of the biggest DPDK feature is an API to program smartNICs exactly in that way.

dclusinOP3y ago

Fair enough. My Knowledge of what’s on the bleeding edge and mass adoption in algo trading is fairly dated. I haven’t been adjacent to that industry in over 5 years. Even back then there was turnkey ASICS you could buy that would implement the network plus whatever protocols you used to talk to the exchange.

I think the neatest thing that sticks out to me is how logging in implementations of low latency trading applications was essentially pushed to the network. Basically they just have copper or fiber taps between each node in their system and it gets sent to another box that aggregates the traffic and processes all the packets to provide trace level logging through their entire system. Even these have solutions you can buy from a number of vendors.

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