The accelerated algorithmic trading platform (AAT) is an integrated hardware and software solution for the Xilinx® Alveo™ platform. A trading solution is implemented to create trades based on the status of the OrderBook that is calculated for the CME Market by Price (MBP) scheme. This proof of concept (PoC) reference design provides a baseline to help you develop products.
The AAT illustrates the use of the Vitis™ unified software platform, libraries, and the HLS design methodology to implement a trading platform on an FPGA. The AAT delivers CPU offload of networking, message decoding, and OrderBook processing, and pricing algorithms as defined by your applications. Configuration of the hardware blocks with trading and networking parameters is supported by the host software. Configuration values can be modified during run time, and do not require recompilations or rebuilds.
Attendees will get insights into how to begin using the AAT and adapt it to their trading solution.
Solutions Architect for Fintech, Xilinx