LightTrader : World's first AI-enabled High-Frequency Trading Solution with 16 TFLOPS / 64 TOPS Deep Learning Inference Accelerators

Abstract

We present the world's first AI-enabled high-frequency trading (HFT) system, LightTrader , which integrates the custom AI accelerators and the FPGA-based conventional HFT pipeline for the low-latency-high-throughput trading solutions with a reduced query miss rate. For better utilization, adaptive job scheduling methods are also proposed to further improve the performance, where layer-wise workload scaling and dynamic voltage-frequency scaling (DVFS) techniques progressively adjust the workloads of AI accelerators, in conjunction with the architecture support. LightTrader integrating TSMC 7nm tape-out accelerators solely achieves 6x speed-up of DNN processing and 30-50x reduction of query miss rate without the scheduling method while the scheduling scheme further improves the energy efficiency by 25% and reduces the query miss rate by 2.4x.