February 1st, 2012, 10:22 pm
QuoteOriginally posted by: outrunOne specific FPGA application I once discussed (but never got around to) was a data feed and order handler. It would monitor an incoming raw exchange feed on the Ethernet data level for certain events (e.g. a spread getting negative) and if so directly send out a pre-assembled order message back to the exchange. This would all happen on the card, before the data gets assembled into TCP packets and transferred into the machine memory. It would be able to reduce processing latency to less than a nanosecond.I think this is very specific, it's probably easier is some HF club would hire you, right?An exchange feed, certain events, and a pre-assembled message, would have to be this exchange feed, these events, and this pre-assembled message. I could fill in the blanks, but the idea is to make a piece of code that would be useful to at least 20 different users. And no, it would not be easy if some broke losers tried to pay me for what could be as little as one day of work. I cannot even imagine the misery of trying to make a specific thing work for some benighted group of ogres.