Argon Design is expert in developing high performance financial trading systems, sometimes called High Frequency Trading (HFT) systems.
Our experience of FPGAs, many-core processors, GPUs and networking provides the perfect technical foundation for the development of ultra-low latency applications for high performance trading.
The vast majority of today's trading systems use computing code written for Linux on x86 processor architectures. By applying our hardware and software know-how we can dramatically improve the performance of an HFT platform. The systems that we help develop typically use an FPGA to perform the fast path from market feed to order entry. Systems can then either implement the strategy directly in FPGA or be combined with an x86 that runs a higher level strategy and sets trigger levels for the fast path.
For an HFT system, we measure latency from the last bit on the wire of relevant market feed data to the start of an outgoing order packet on the wire. For a typical trading system with the whole path in the FPGA, we would expect latencies of 100-150ns. We have developed a demonstration running in a lab environment which achieved tick-to-trade latency of 35ns.
We also have experience of book building and calculating statistics in FPGA and have worked with both binary and FIX-based protocols. Our solutions are deployed on a variety of exchanges around the world.
Since every client situation is different we develop bespoke solutions, working with our clients to deliver what we believe to be the fastest systems available.
The following video will give you a good introduction to our skills and work:
Do you have a project that you would like to discuss with us? Or have a general enquiry? Please feel free to contact usContact us