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September 2, 2014

TORUS Cuts Trading Applications Latency by 95%

Sept. 2 — TORUS has recently reduced the latency of a financial application by up to 95% without changing either the target hardware nor a single line of code. By loading transparently TORUS Universal Fast Sockets, applications can exchange data in less than 300 nanoseconds, allowing financial applications (in this case a FIX Engine) achieve ultralow latency while reducing significantly the impact of spikes.

Predictability and Low Latency

Many applications must be predictable in their behavior, whether they interact with humans or machines, a consistent low response time is key to be competitive and gain business opportunities. An e-commerce platform will face lower conversion rates and poor image if consumers experience latency spikes, whereas trading applications in capital markets will underperform significantly if inaccurate (out-of-date) prices go into the market. Furthermore, most business opportunities are found/lost at some specific times, where systems experience unpredictable high-load (e.g., when capital markets opens and closes, and online sales promotions). Thus, ensuring predictable and low latency response times is key for your business.

Applications are getting more complex day by day, being orchestrated over not less complex infrastructures. However, applications, OSs and infrastructure are typically configured to balance load across software/hardware resources rather than reduce the latency of the application. Thus, they are able to scale to thousands of users/taks, but at the cost of unpredictable high latency. Usually these applications can cope with these load peaks because they make clients stall and eventually abandon the application. In most scenarios input/output, particularly communications, are the bottleneck of the system, so increasing the number of resources, which will involve more communications, it is not the solution.

TORUS improves predictability and performance of latency-sensitive applications through low-latency and efficient solutions based on a combination of a high-performance socket implementation, TORUS Universal Fast Sockets, with a deep knowledge on glueing latency-critical software to hardware, thus bridging the performance gap between applications and infrastructure. The integration of TORUS sockets in your systems is straightforward, no recoding is needed as they are fully transparent to applications. Furthermore, they are fully interoperable with standard TCP/IP communications, thus benefiting from up to 40 times faster data transfers without any associated drawbacks.

The Test

TORUS has recently reduced the latency of a financial application, a FIX Engine, by up to 95%, without changing the target hardware nor a single line of code. This performance increase has been obtained across multiple scenarios, both with native (C/C++) and Java-based FIX engines, on several recent Intel-based architectures, so it is fully representative of the achievable benefits.

Next graph shows the benefits of the TORUS solution, based on Universal Fast Sockets (UFS), against the default scenario, based on standard TCP/IP sockets, running both client and server in the same machine. For clarity and comparison purposes the latency results (Y axis) are normalized between 0 and 1, being 1 the peak latency in the default scenario with TCP/IP. The X axis shows the percentile latencies, plotted in a logarithmic scale, focusing on the higher percentile events which are the ones which determine the most the profitability of your business. Since these latency spikes tend to occur during busy market periods they are a good reference for showing how TORUS can reduce the most risky exposure to the markets. The results show that TORUS UFS reduces FIX Engine latency by 95% around 99.99% percentile, and by 75% at the peak latency. Finally, the FIX Engine running on TORUS UFS always outperform the default TCP/IP-based scenario.

For further details and free evaluations of TORUS Universal Fast Sockets, please contact us at info@torusware.com.

About TORUS

TORUS engineers hardware and software to work efficiently in your data center and the cloud. For more information about TORUS visit www.torusware.com.

Source: TORUS