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Manual Chapter : Implementing Low-Latency Electronic Trading Functionality

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Manual Chapter
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Implementing Low-Latency Electronic Trading Functionality

Overview: Configuring the BIG-IP system for low-latency electronic trading

You can configure the BIG-IP® system to manage traffic for low-latency electronic trading. The BIG-IP system optimizes Financial Information eXchange (FIX) protocol connections to achieve predictable latency and jitter, a critical aspect of successful low-latency electronic trading. When you acquire a special license, you can use the FastL4 profile to optimize the necessary connections, and use the Packet Velocity™ ASIC (PVA) to minimize any latency and deliver high performance L4 throughput without software acceleration.

About induced latency for FIX connections

Induced latency, which is the latency realized after a FIX connection is established, typically has a duration of approximately 10 µsecs or less.

About using TCP protocol for FIX clients and servers

The PVA only supports the TCP protocol, which requires FIX clients and servers to establish TCP connections. When creating a virtual server to manage the traffic for low-latency electronic trading, you will want to specify the TCP protocol setting.

Task summary

There are several tasks you can perform to implement low-latency electronic trading.

Task list

Implementing low-latency electronic trading functionality

In order to use a BIG-IP® system to manage low-latency electronic trading functionality, you must first acquire a special license. Please contact your F5 Networks® support representative to acquire the necessary license.
You can easily configure the BIG-IP system to manage low-latency electronic trading functionality
  1. Type the following command to use tmsh:
    tmsh
  2. Modify the bigdb.dat file to only use the Packet Velocity™ ASIC (PVA) acceleration.
    modify /sys db pva.acceleration value guaranteed
    This command disables software acceleration system-wide, so that only PVA acceleration is used by the Fast L4 profile.
  3. Save the bigdb.dat file.
    restart sys service tmm
The BIG-IP system is configured to use only PVA acceleration.
To use the configured PVA acceleration, you must create a Fast L4 profile and associate it with a virtual server.

Creating a custom Fast L4 profile

You can create a custom Fast L4 profile to manage Layer 4 traffic more efficiently.
  1. On the Main tab, click Local Traffic > Profiles > Protocol > Fast L4 .
    The Fast L4 screen opens.
  2. Click Create.
    The New Fast L4 profile screen opens.
  3. In the Name field, type a unique name for the profile.
  4. Select the Custom check box.
  5. Set the TCP Close Timeout setting, according to the type of traffic that the virtual server will process.
  6. Click Finished.
The custom Fast L4 profile appears in the list of Fast L4 profiles.

Creating a pool

You can create a pool of servers that you can group together to receive and process traffic.
  1. On the Main tab, click Local Traffic > Pools .
    The Pool List screen opens.
  2. Click Create.
    The New Pool screen opens.
  3. In the Name field, type a unique name for the pool.
  4. Using the New Members setting, add each resource that you want to include in the pool:
    1. Type an IP address in the Address field.
    2. Type a port number in the Service Port field, or select a service name from the list.
    3. To specify a priority group, type a priority number in the Priority Group Activation field.
    4. Click Add.
  5. Click Finished.
The new pool appears in the Pools list.

Creating a virtual server for low-latency electronic trading

After you create a server pool, you need to create a virtual server that references the profile and pool you created.
  1. On the Main tab, click Local Traffic > Virtual Servers .
    The Virtual Server List screen opens.
  2. Click the Create button.
    The New Virtual Server screen opens.
  3. In the Name field, type a unique name for the virtual server.
  4. For the Destination setting, in the Address field, type the IP address you want to use for the virtual server.
    The IP address you type must be available and not in the loopback network.
  5. From the Configuration list, select Advanced.
  6. From the Type list, select Performance (Layer 4).
  7. From the Protocol list, select TCP.
  8. From the Protocol Profile (Client) list, select a predefined or user-defined Fast L4 profile.
  9. Optional: For the Address Translation setting, clear the Enabled check box to implement direct server return (DSR) functionality.
  10. Optional: For the Port Translation setting, clear the Enabled check box.
    Important: Clearing the Enabled check box disables network address translation (NAT) functionality. If you require NAT, you must select the Enabled check box.
  11. In the Resources area of the screen, from the Default Pool list, select a pool name.
  12. Click Finished.
The virtual server is configured to use the specified Fast L4 profile and pool.

Implementation result

This implementation configures a BIG-IP® system to manage low-latency electronic trading functionality, optimizing the system for predictable latency and jitter.

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