Gaurav Mittal
ABSTRACT
This paper describes an FPGA based implementation of a real time compression algorithm used in transactions between financial institutions such as exchanges and trading houses. FIX is a protocol that has gained widespread popularity for exchanging financial information such as stock prices and purchases over the Internet. If a financial trader can speed up the processing of these protocols, he can make significant financial profits by buying or selling stocks when there is a lot of variability in the share prices. Our methodology tries to recognize and exploit streaming characteristics of the software design in order to implement a pipelined parallel processing system in reconfigurable hardware. It introduces the concept of caches to keep stream pipelines filled more often. The system implemented on a Xilinx Virtex5 LX110T FPGA shows a 17x speedup in throughput over a software implementation running on a dual core Intel Pentium workstation. These techniques are being developed as part of commercial compiler project to automatically translate software binaries to streaming RTL VHDL systems.
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Index Terms
- Streaming implementation of a sequential decompression algorithm on an FPGA
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