Impetus is a complete hardware-based System-on-Chip solution, built using FPGA technology, targeting sub-microsecond execution of trading strategies. The control and monitoring of the strategy is done from host using APIs.
- Network related processing for communication with Exchange’s Market data gateway.
- Security based filtering consolidation.
- Message parsing.
- Builds and maintains full order book.
- Maintains the security related Trade statistics.
- Customizable depth order book delivery.
- Interface provided to the client for monitoring and controlling the functioning of FPGA execution at run time.
- Maintains the information related to the trading strategy as provided by the Rule Controller Manages strategy’s real-time processing.
- Instructs the RMS for Order placement
Risk Management System [RMS]
- RMS ensures the risk compliance for the orders placed to the Exchange.
- TCP related processing for interactive communication with Exchange’s Order Gateway.
- Ensures throttling.
- Message processing & parsing operations.