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Implementing Hardware-optimized FIX Low Latency (FIX LL) Electronic
BIG-IP systems for hardware-optimized FIX LL
Task summary for implementing hardware-optimized FIX low-latency electronic trading
Licensing low-latency electronic trading functionality
- Advanced LTM Protocols
- FIX Low Latency
Selecting a firmware to use for
hardware-optimized FIX LL
- Connect to the system using the serial console.
- Log in to the command-line interface of the system using the root account.
- Open the TMOS Shell (tmsh).tmsh
- Enable the FIX LL firmware.modify sys db pva.fix.lowlatency value enable
- Reboot the system to update the FPGA.rebootIf you are switching to the FIX LL firmware for the first time, the system performs an HSB update to load the new firmware. Do not interrupt the progress of the firmware update. When the firmware update completes, the system reboots, and then you will be able to use the FIX LL firmware.
- To switch back to the default firmware:
- Disable the FIX LL firmware.modify sys db pva.fix.lowlatency value disable
- Reboot the system to update the FPGA.reboot
Creating a custom Fast L4 profile for hardware-optimized FIX LL
- On the Main tab, click.The Fast L4 screen opens.
- ClickCreate.The New Fast L4 profile screen opens.
- In theNamefield, type a unique name for the profile.
- Select theCustomcheck box.
- From thePVA Accelerationlist, selectDedicated.
- Select thePVA Flow AgingandPVA Flow Evictcheck boxes.
- For thePVA Offload Dynamicsetting, retain the default value (Enabled).
- For thePVA Dynamic Client Packetssetting, retain the default value (1).
- For thePVA Dynamic Server Packetssetting, retain the default value (0).
- Select theLoose Closecheck box only for a one-arm virtual server configuration.
- Set theTCP Close Timeoutsetting, according to the type of traffic that the virtual server will process.
- Select theSoftware SYN Cookie Protectioncheck box.
Creating a pool
- On the Main tab, click.The Pools list screen opens.
- ClickCreate.The New Pool screen opens.
- In the General Properties area, in theNamefield, type a name for the pool.Names must begin with a letter, and can contain only letters, numbers, and the underscore (_) character.The pool name is limited to 63 characters.
- From theTypelist, depending on the type of the system (IPv4 or IPv6), select either anAorAAAApool type.
- In the Configuration area, for theHealth Monitorssetting, in theAvailablelist, select a monitor type, and move the monitor to theSelectedlist.Hold the Shift or Ctrl key to select more than one monitor at a time.
- In the Members area, for theMember Listsetting, add virtual servers as members of this load balancing pool.The system evaluates the virtual servers (pool members) in the order in which they are listed. A virtual server can belong to more than one pool.
- Select a virtual server from theVirtual Serverlist.
Creating a virtual server for low-latency electronic trading
- On the Main tab, click.The Virtual Server List screen opens.
- ClickCreate.The New Virtual Server screen opens.
- In theNamefield, type a unique name for the virtual server.
- From theTypelist, selectPerformance (Layer 4).
- In theDestination Addressfield, type the IP address in CIDR format. This is the address to which the FIX clients send their FIX transmissions.The supported format is address/prefix, where the prefix length is in bits. For example, an IPv4 address/prefix is10.0.0.1or10.0.0.0/24, and an IPv6 address/prefix isffe1::0020/64or2001:ed8:77b5:2:10:10:100:42/64. When you use an IPv4 address without specifying a prefix, the BIG-IP system automatically uses a/32prefix.The IP address you type must be available and not in the loopback network.
- From theConfigurationlist, selectAdvanced.
- From theProtocollist, selectTCP.
- From theProtocol Profile (Client)list, select the custom Fast L4 profile you defined for low-latency FIX trading.
- Go to theFIX Profilelist and select the custom FIX profile you defined for low-latency trading.
- For theAddress Translationsetting, clear theEnabledcheck box to implement direct server return (DSR) functionality.
- For thePort Translationsetting, clear theEnabledcheck box.Clearing theEnabledcheck box disables network address translation (NAT) functionality. If you require NAT, you must select theEnabledcheck box.
- In the Resources area of the screen, from theDefault Poollist, select the pool name for FIX streams.This pool is for streams that do not match your iRule(s).
- For theiRulessetting, from theAvailablelist, select the name of the iRule that you created for the Late Binding feature and move it to theEnabledlist.The iRule enables load balancing based on the Layer-7 (FIX) fields at the head of each stream.