A typical trading system might consist of a feed handler, a trading algorithm, a risk engine, and an order execution system. Today each runs on its own server and they share information via high-speed messaging/middleware over the network. For latency-sensitive scenarios like high frequency trading and high-performance computing, architects are exploring the potential of shared memory deployments, and it is becoming a valuable weapon in the battle against latency.
Solace’s high-performance messaging solution supports IPC messaging in shared memory deployments where multiple applications are co-hosted on powerful multi-core servers.
Advantages and Benefits
- Fastest IPC Available: With average latency well under 400 nanoseconds, Solace’s solution is the fastest available. In the interest of full disclosure and repeatability, the parameters and results of the tests that demonstrated this performance, as well as performance in a verity of configurations, are available in a whitepaper upon request.
- Redeployment Without Redevelopment: Applications that currently use Solace’s API for ultra low latency messaging can be redeployed in a shared memory configuration by simply reconfiguring the communications settings, without any additional development work.
- The Unified Messaging Platform Advantage: Although trading applications aim to capture data and make decisions on a single machine, they inevitably have to execute trades and get confirmations by sending messages to other systems. Since Solace’s API and appliances support low latency, high fanout, guaranteed, and WAN messaging, applications can share information with co-located applications using IPC and with remote applications using other messaging types—all via the same API.