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by Traster
1704 days ago
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It’s not always that straight forward. In the hft space you’re essentially always responding to 1 event, a trade, an order, a cancellation etc. Events are generally spread far enough apart that you can consider them independently (obviously not always, but often) So it doesn’t matter how complicated your model is, if you can pose the question “what would you do if X happened” to your model then you can prepare your fpga with “if X happens do Y”. As long as your universe of possibilities is tractable (which it often is) then an arbitrary model can have all latency sensitive events offloaded to fpga. |
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