[Beowulf] Pricing and Trading Networks: Down is Up, Left is Right

Lux, Jim (337C) james.p.lux at jpl.nasa.gov
Fri Feb 17 20:45:17 PST 2012

>>>> The biggest, baddest Virtex 7 (XC7V2000TL2FLG1925E) is a mere
>>>> $132k, qty 1
>>>> (drops to $127k in qty 1000)
>>>> (16 week lead time)
>>>> 2 million logic cells 70 Mb onchip block ram, 3600 dsp slices,
>>>> 28Gb/s
>>>> transceivers, etc.etc.etc.
>>> how high that would clock?
>> It's a bit tricky when talking clock rates in FPGAs.. Most designs are
>> only regionally synchronous, so you need to take into account
>> propagation
>> delays across the chip if you want max performance.
>> You feed a low speed clock (few hundred MHz) into the chip and it gets
>> multiplied up in onchip DPLLs/DCMs.
>> The MMCM takes 1066 Mhz max input.
>I'm guessing around a 2.5Ghz.

Maybe, maybe not. Most big FPGA designs I've seen aren't one big
synchronous blob in any case.
If you have a pipelined process spread across the chip, you might clock
individual chunks at X Mhz, but there's N cycles to get through the
pipeline.  Kind of depends whether in to out latency is important or bits
per second throughput, I suppose.

The old stationwagon full of tapes vs hot stuff ASIC.
>On the FPGA card there's gonna be massive SRAM besides a solarflare NIC.

Maybe, maybe not. If you're shoving buffers around, parallelism might be
more important than raw memory access time.

>I would guess the chip can do the simple trading decisions in a
>pretty simple manner.
>This keeps the chipdesign relative simple and you can focus upon
>clocking it high.

When you're talking designs with 10s of millions of gates, you can do
pretty complex things.
>Also forget normal RAM. No nothing DDR3. Just SRAM and many dozens of
>gigabytes of it as we want to keep the entire day preferably in RAM
>and our analysis are nonstop hammering onto the SRAM so basically the
>bandwidth to the SRAM determines how fast our analysis will be.

I just cited the DDR3 as an example out of the datasheet.  I'm sure that
if you're interested you'll go download the Virtex 7 data sheet and study

>As for the mainboards, to quote someone : "there are some very custom
>designs out there".

I doubt there is anything such as a "standard" board using a $100k FPGA.
I'd bet a fair number of cold frosty beverages that ALL boards using this
kind of thing fit the "custom" category.

>> I seriously doubt that even a huge customer is going to change
>> Xilinx's
>> plans.  They basically push the technology to what they can do
>> constrained
>> by manufacturability.
>> Then you have all the thermal issues to worry about.  These big
>> parts can
>> dissipate more heat than you can get out through the package/pins,
>> or even
>> spread across the die.
>It has crossed my mind for just a second that if 1 government would
>put 1 team together and fund it,
>and have them produce a magnificent trading solution,
>which for example plugs in flawless into the IBM websphere,
>and have their own traders buy this, especially small ones with just
>ties to their own nation, that in theory things still are total legal.

There was a famous challenge about breaking DES, where it was done with
But why would a government fund such a thing (except perhaps as an
economic weapon.. Humorous thoughts of died in the wool Marxists cackling
at the thought of destroying the capitalists with their own trading tools,
developed by a centrally planned "trading machine establishment #3".
>How do you get the best software engineers then for your trading

By asking your other software developers?  As we used to call it in the
entertainment industry "Neportunity".
>And what would that 'other channel' be then?
Personal contacts.

>Vaste majority simply isn't doing this.

Let's see.. Unemployment in the software industry is down around 3% these
days (viz 8-12% in general, and 20-25% in certain demographics and areas).
 They're finding jobs somehow.  10:1 or 50:1 resume to open position isn't
uncommon. Somehow they find the 1 in 50, and a fair number of studies show
that it's not done by some HR person carefully reviewing the 50 resumes to
find the one shining diamond.

>No matter how genius you are, if all you do is write fortran, and
>didn't study finance,
>then you are not allowed to write a trading application, AS YOU WON'T

More an example that different industries hire for different skill sets
and backgrounds. You're right, I can't imagine FORTRAN being very useful
in trading. But hey, I don't write trading apps.. For all I know it's
mostly matrix math and FORTRAN is pretty good for that.  Maybe they want
people who write FORTH or LISP or PROLOG.

The point is, it's a very niche market, looking for a very niche
programmer that is probably not remotely representative of software
developers at large.

>> I didn't get my job at JPL by submitting a resume, and I think
>When you got there, there was a circle at your resume around the word

Actually not.. I hadn't worked at JPL then. The circle was around
"microscan compressive receiver", purely by chance.


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