fpga-ToPSS: line-speed event processing on fpgas

Abstract

In this demo, we present fpga-ToPSS (a member of Toronto Publish/Subscribe System Family), an efficient event processing platform for high-frequency and low-latency algorithmic trading. Our event processing platform is built over reconfigurable hardware—FPGAs—to achieve line-rate processing. Furthermore, our event processing engine supports Boolean expression matching with an expressive predicate language that models complex financial strategies to autonomously mimic the buying and the selling of stocks based on real-time financial data.