Kernel Bypassing in HFT

Kernel Bypassing in HFT

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Today's Topic - Kernel Bypassing in HFT

Kernel bypassing is implemented in HFT systems to reduce network latency,?increase trading speed, and improve trading performance. By optimizing the performance of the network stack and reducing the amount of time it takes to process incoming and outgoing data, HFT systems can gain a competitive edge in the market and increase their profitability.

Kernel bypassing is implemented by using network interface cards (NICs) which allows user-space applications to directly access the NIC hardware without going through the kernel network stack.


Exablaze is a company that provides high-performance network interface cards (NICs) for low-latency trading applications.

Here's how you can implement kernel bypassing for an Exablaze NIC

  1. Install the ExaNIC drivers and?API: In order to use an Exablaze NIC and implement kernel bypassing, you will need to install the ExaNIC drivers and API. These can be downloaded from the Exablaze website and installed on your system.
  2. Create a user-space application: To implement kernel bypassing, you will need to create a user-space application that directly interacts with the ExaNIC hardware. This application will need to use the ExaNIC API to set up the NIC and handle incoming data.
  3. Set up the NIC: Using the?ExaNIC?API, you will need to set up the NIC for kernel bypassing. This will involve configuring the NIC's receive and?transmit queues, setting up interrupts, and enabling DMA. You may also need to set up filters to handle specific types of incoming data.
  4. Implement the?receive loop: Once the NIC is set up, you can implement a receive loop in your user-space application to handle incoming data. This loop will need to poll the NIC's receive queue for incoming packets and process them asnecessary. Here's an example implementation of a receive loop using the?ExaNIC API



Solarflare is another company that provides NICs designed for low-latency and high-performance applications, including high-frequency trading (HFT).

To implement kernel bypassing for Solarflare NIC

  1. Install the?Solarflare drivers?and?OpenOnload: In order to use a?Solarflare NIC?and implement kernel bypassing, you will need to install the Solarflare drivers and OpenOnload software.

Steps 2 to 4 are similar to that of implementation for ExaNIC, however the API's are different for Solarflare.

Carlo Hu

Quantitative Researcher at Bank of China

1 年

RDMA is better than DPDK

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Ujjwal Ranjan

SDE-3 @ Google |EX SDE @ Samsung| IITKGP

1 年

Isn't DPDK used in hft for bypassing kernel?

回复
Islam Yasar

Team Lead - HFT @MTRKS

1 年

Actually Exablaze was acquired by Cisco, it is now Cisco..

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Mohit Kumar Lal

Group Senior Manager @ DP World | Ex-Compass , Ex-Tokopedia

1 年

Solarfare is definetly better than others

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Mark Dawson, Jr.

Senior Performance Engineer Specializing in Low Latency Java/C++ Environments | Contributing Author of "Performance Analysis & Tuning on Modern CPUs" (1st & 2nd Editions available on Amazon) | CEO of JabPerf

1 年

And there's the lesser used alternative of Nvidia Mellanox VMA Extra API using Mellanox Ethernet NICs.

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