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Sub-50µs Kernel-Bypass Direct Market Access

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.

Tick-To-Trade Latency
< 50 µs
Direct Market Access (DMA)
Throughput
1,000,000+
Orders per second
Orderbook Depth
Level 3
Full individual tick orders
Colocation Venues
Equinix
Mumbai, London, Singapore

Live High Frequency Trading DMA Engine

Micro-tick real-time line, sub-millisecond execution tape, and Level-3 orderbook depth ladder.

HFT Sub-Microsecond DMA Matching Engine
Latency: < 1.8µs Tick-to-Trade
L3 OrderBook DepthNIFTY FUT (OCT)
24951.256,200
24951.004,100
24950.752,400
24950.501,120
SPREAD: 0.25 ptsDMA Zero-Loss Queues
24950.251,420
24950.002,850
24949.753,900
24949.505,400
AVX2 SIMD Lock-free1,000,000+ orders/sec
● C++20 Sidecar Runtime Ready
Sub-Microsecond Execution

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.