Trade Risk Checking Application

Challenge

Our customer requires a solution to automate real-time risk analysis for outbound trades. Their existing server-based system struggles to ensure ultra-low latency while running complex risk-checking algorithms. They must block trades outside of pre-established parameters and upload risk algorithms daily. The customer seeks a fast, integrated FPGA-based platform to achieve ultra-low latency speeds, screen trades efficiently, and seamlessly integrate their current server-based applications.

Solution

Our Framework solution enables the customers’ Trade Risk Checking Application to provide an innovative solution for real-time automated risk analysis of outbound trades. It effectively halts non-compliant trades and ensures seamless screening through a Verilog application. The Orthogone ULL FPGA Framework allows them to achieve ultra-low latency (ULL) speeds for compliant trades. It integrates seamlessly into server-based applications through Linux/Posix drivers, allowing daily risk algorithms to be uploaded. Our superior pricing and robust support have decisively led the customer to opt for our solution.

Impact

By implementing our MAC/PCS, TCP/IP, and UDP/IP protocols, our client was able to achieve the following:

Reduced latency to enable real-time price monitoring and near-instantaneous execution of pre-programmed buy/sell orders for optimal trading outcomes.
Added seamless market feed integration and utilized our PCIe interface for high-speed order processing to ensure compatibility with existing infrastructure.
Simplified development with pre-built reference designs and Linux drivers to support easy deployment, allowing for hybrid server-FPGA applications, and enhancing scalability and flexibility.

Automate and
Accelerate Trade
Risk Analysis