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Automation by High Frequency Trading
Engineered for quantitative hedge funds and institutional prop desks. Kernel-bypass networking, AVX2 SIMD vectorized orderbook calculations, and tick-level L3 execution with sub-50µs latency.
Live High Frequency Trading DMA Engine
Micro-tick real-time line, sub-millisecond execution tape, and Level-3 orderbook depth ladder.
Hardware-grade infrastructure for extreme latency edges
Built on solarflare NICs, DPDK kernel bypass, and lock-free memory architectures to eliminate every microsecond of overhead.
Kernel Bypass Direct Access
Bypass the Linux network stack entirely via Solarflare EF_VI and DPDK. Packets travel straight from network card to userspace memory buffers.
AVX2 SIMD Vectorization
Compute micro-spreads, volume-weighted prices (VWAP), and orderbook imbalances across 256-bit SIMD vector registers in single CPU clock cycles.
Lock-Free SPSC Ring Queues
Zero mutex contention. Data flows between thread affinity cores through cache-aligned single-producer single-consumer lock-free ring buffers.
Level-3 Market By Order (MBO)
Consume individual order add, cancel, and modify events directly from exchange matching engines to maintain microsecond-accurate market depth.
Data Center Colocation
Host your algorithms directly adjacent to exchange matching engines in Equinix Mumbai (BKC), LD4 London, and SG1 Singapore with direct cross-connects.
Hardware Pre-Trade Risk Filtering
Sub-microsecond FPGA / C++ pre-trade margin and credit limits ensure aggressive market making algorithms remain strictly within risk bounds.
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