INTERMEDIATE // TRADING DESK
MODULE 09 // PERFORMANCE

Low-Latency Integration.

Optimize ABIS integration for trading environments where microseconds matter.

ULTRA-LOW LATENCY PATTERNS

High-frequency trading operates in microseconds. Standard ABIS integration adds milliseconds—unacceptable for HFT. Ultra-low latency integration requires specialized techniques: kernel bypass networking, memory-mapped communication, and FPGA acceleration.

Key optimization strategies: co-locate ABIS with trading systems, use shared memory instead of network calls, implement FPGA-based behavioral analysis for critical path checks, and reserve network-based ABIS for non-time-critical analysis.

Recognize that not all behavioral analysis can be ultra-low latency. Complex patterns require more computation. Design tiered analysis: simple checks in critical path, complex analysis async.

<10μs
FPGA Check
Hardware-accelerated simple pattern matching. Suitable for critical trading path.
<100μs
Shared Memory
Local ABIS with memory-mapped interface. Suitable for latency-sensitive trading.
<10ms
Network Call
Standard ABIS API call. Suitable for non-HFT trading or async analysis.
KNOWLEDGE CHECK // Q09
Why is tiered behavioral analysis necessary for HFT environments?