High-speed Brokerage Market Data System
Our client is a leading fintech service provider in China. Its business fully covers the "One bank Two Commissions, three stock exchanges and NEEQ" as well as the financial market. It has deeply constructed the five ecological circles of "big securities, big capital management, big banks, big digital and innovation", and has become the preferred service provider of overall solutions for exchanges, securities, funds, private equity, futures, banks, trusts, insurance and other institutions. Beyond its high-tech barriers in the industry, our client vigorously develops innovative technologies and collaborates with partners to drive the integrated development of cloud computing, artificial intelligence, big data, block chain and other new technologies in the core financial business field.
HFT customers originally used the ultra-low latency smartNIC plus software-only solutions to analyze market and multi-strategy machines to filter and distribute market data, which could reach 8~11 us latency and the jitter is also large during the busy trading period (such as the opening). After adopting Yusur’s high-speed market data system, the system latency decrease by one order of magnitude, remaining below 20 ns, which wins the competitive advantage for clients.
With self-developed KPU architecture, Yusur provides network, database, risk control and other hardware acceleration solutions, offering high-performance computing and largely reducing the development difficulty of customers. Meanwhile, the flexible combination of basic computing power can also meet the customizaton needs of financial users. With our business scenario and Yusur’s architecture innovation, we hope to crash more sparks and finally empower fintech!
——A leading fintech company