HC2022.Rebellions.HyunsungKim.v04.pdf

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1、LightTrader:Worlds first AI-enabled High-Frequency Trading Solutionwith 16 TFLOPS/64 TOPS Deep Learning Inference AcceleratorsHyunsungKim1*,Sungyeob Yoo2*,JaewanBae1,KyeongryeolBong1,YoonhoBoo1,Karim Charfi1,Hyo-EunKim1,Hyun Suk Kim1,JinseokKim1,ByungjaeLee1,JaehwanLee1,MyeongboShim1,SunghoShin1,Jeo

2、ngSeok Woo1,Joo-Young Kim2,SunghyunPark1,JinwookOh11 Rebellions Inc.,2 KAIST*These authors contributed equally to this work1-Pager AbstractWe present the worlds first AI-enabled high-frequency trading(HFT)system,LightTrader,which integrates the custom AI accelerators and the FPGA-basedconventional H

3、FT pipeline for the low-latency-high-throughput trading solutionswith a reduced query miss rate.For better utilization,adaptive job schedulingmethods are also proposed to further improve the performance,where layer-wise workload scaling and dynamic voltage-frequency scaling(DVFS)techniquesprogressiv

4、ely adjust the workloads of AI accelerators,in conjunction with thearchitecture support.LightTrader integrating TSMC 7nm tape-out acceleratorssolely achieves 6x speed-up of DNN processing and 30-50 x reduction of querymiss rate without the scheduling method while the scheduling scheme furtherimprove

5、s the energy efficiency by 25%and reduces the query miss rate by 2.4x.2HFT craves leveraging AI algorithms with breakthrough technologies of realizing low-latency-high-throughput,under the extremely strict constraintsIntroductionMarkets and RequirementsComplicated marketdata patternsUnpredictablepro

6、fit opportunitiesBursty input queryfor AI processing3LightTrader can exploit the superb performance of AI for HFT strategies,which have been impossible for conventional systemsHeterogeneous HFT system on a board:FPGA+AI acceleratorsPCIe HFT Device DriverExchange Conventional HFT Pipeline+AI Offloadi