FIX Protocol Load Balancing via NP ASIC Offload

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Solution Overview

Problem

Financial trading platforms face high latency issues due to the inefficiencies in managing point-to-point communication links and the complexity of the FIX protocol, leading to increased transaction times that can result in significant losses, especially in high-frequency trading environments.

Innovation Solution

Implementing a load balancing system that allocates Financial Information eXchange (FIX) protocol-based trading sessions across multiple servers using a Network Processor (NP) Application Specific Integrated Circuit (ASIC) to offload transport protocol flows, where customers are assigned to servers based on their resource usage patterns and load factors, thereby reducing latency.

Engineering Contradictions & Design Principles

VSEngineering Contradiction Analysis

1Adaptability or versatility

If a general CPU is used for inspecting packets and maintaining sessions across servers, then the system can handle complex protocol processing, but the latency of transactions increases

Engineering Contradiction:

Improveprotocol processing capabilityVSAvoidtransaction latency

Core Design Contradiction:

Adaptability or versatilityVSLoss of time

Solution Approach 1:

The patent segments the processing functions by separating packet inspection and session maintenance (handled by load balancer with NP ASIC) from transaction processing (handled by servers). This division allows the load balancer to use specialized hardware for high-speed packet handling while servers focus on application logic, thereby reducing overall latency while maintaining protocol processing capability.

Inventive Principle:

Principle #1Segmentation

Solution Approach 2:

The load balancer acts as an intermediary between clients and servers, using NP ASIC to accelerate packet inspection and session management. This intermediary layer offloads time-consuming networking tasks from the general CPU, reducing transaction latency while maintaining the ability to handle complex FIX protocol processing through the intermediary's specialized hardware.

Inventive Principle:

Principle #24Intermediary (Mediator)

2Ease of operation

If multiple load balancers are used to manage sessions, then session distribution is improved, but the latency of transactions increases

Engineering Contradiction:

Improvesession managementVSAvoidtransaction latency

Core Design Contradiction:

Ease of operationVSLoss of time

Solution Approach 1:

The patent extracts the time-consuming load balancing and session management functions from the transaction processing path and places them in a dedicated load balancer with NP ASIC hardware acceleration. This extraction allows session management to be handled efficiently by specialized hardware without adding latency to the core transaction processing, as the NP ASIC can handle packet inspection and session tracking in parallel with transaction execution.

Inventive Principle:

Principle #2Taking out (Extraction)

3Speed

If high speed processors and memory are incorporated to reduce latency, then processing speed improves, but processor time is consumed by other tasks such as enhancing software interface

Engineering Contradiction:

Improveprocessing speedVSAvoidtransaction throughput

Core Design Contradiction:

SpeedVSProductivity

Solution Approach 1:

The NP ASIC in the load balancer performs packet inspection, session management, and load balancing decisions autonomously without requiring general CPU intervention. This self-service capability of the specialized hardware allows the system to achieve high processing speeds for networking tasks while the servers can focus their processor time on transaction processing and business logic, thereby maintaining both speed and productivity.

Inventive Principle:

Principle #25Self-service

4Reliability

If point-to-point communication links are established between various members, then direct communication is achieved, but an intractable mesh of communication links and nodes is created

Engineering Contradiction:

Improvecommunication reliabilityVSAvoidcommunication infrastructure

Core Design Contradiction:

ReliabilityVSDevice complexity

Solution Approach 1:

The load balancer serves as a universal communication hub that handles session management, packet inspection, and routing for all clients and servers. This multi-functional intermediary consolidates the many point-to-point connections into a manageable architecture where the load balancer centralizes control, reducing infrastructure complexity while maintaining reliable communication through its coordinated session management across all connections.

Inventive Principle:

Principle #6Universality (Multi-functionality)

Data Source

PatentUS10296973B2Financial information exchange (FIX) protocol based load balancing

Publication Date: 2019.05.21 FORTINET INC

AI summary

Methods and systems for efficiently allocating a Financial Information eXchange (FIX) protocol based trading session/transaction a server by means of a load balancer are provided. According to one embodiment, a FIX packet of a FIX session is received at a load balancer fronting multiple servers of a high frequency trading (HFT) platform. A customer of the HFT platform is identified based on a SenderCompID field of the FIX packet. A customer weighting factor is determined based on a previously ascertained usage pattern of resources of the HFT platform by the customer. The customer is assigned to a server based on the weighting factor and a load of the selected server. A transport protocol flow associated with the FIX session is offloaded to a Network Processor (NP) Application Specific Integrated Circuit (ASIC). Therefore, subsequent FIX packets of the FIX session are processed by the NP ASIC.