Copyright © 2014 Juniper Networks, Inc. 1 Accelerating Application Delivery in Financial Services...
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Transcript of Copyright © 2014 Juniper Networks, Inc. 1 Accelerating Application Delivery in Financial Services...
Copyright © 2014 Juniper Networks, Inc. 1
Accelerating Application Delivery in Financial Services EnvironmentsCompute Integrated Networking
Copyright © 2014 Juniper Networks, Inc. 2
Introduction – Trends and Challenges
Agenda
Solution
Use Cases
Technology Partner
Copyright © 2014 Juniper Networks, Inc. 3
Financial Services – Trends
Social Media – Hyper Contextual Sentiment Analysis
Volume of messages and transactions to be processed
Market Data Volatility visualization provided by SECJan2012 – Dec2014
OPRA Statistics
Peak Messages Per Second (millions) 1Q2010 - 1.4 -> 4Q14 - 9.6 Peak Transactions Per Day (billions) 1Q2010 - 3.9 -> 4Q2014 - 15.2 Average Latency1Q2010 - 2.19 -> 4Q2014 - 0.40
Execution Venues
Heuristic Processing
Heuristic Processing
Heuristic Processing
Heuristic Processing
Trade Plant
Social Feeds
News Feeds
Streaming News Video
Market Data Feeds
Ticker Plant
Heuristic Processing
Human Oversight
and Control
Historical Data Base
Copyright © 2014 Juniper Networks, Inc. 4
The Future Landscape of Financial Services
Trading - Application driven, real-time heuristic processing, Social media informed – global market data analysis/ prediction
Retail Banking – Digitized, Analytics driven standardized decision making
Insurance – Risk Analysis of subscriber data
Copyright © 2014 Juniper Networks, Inc. 5
Financial Services Challenges
Commoditization and Digitization Shrinking Time to Market Window
Market Sentiment Contributes to Volatility
Escalating Bandwidth & High Volume Data Processing
Tighter Regulations Compliance & Predictability
Business models are continually evolving – Innovation is keyLeverage technology for differentiation
Copyright © 2014 Juniper Networks, Inc. 6
The Solution
Host network applications and containers in native Guest VMs
Offload compute intensive, latency sensitive, business- critical real-time
app processing to FPGA module
Two level Application Delivery
Instigating a fundamental architectural shift away from latency - Towards applications embedded in the network
FPGA based programmable add-on module
Broadly applicable 40G data center switch with native Guest VMs
Compute Integrated Networking
Copyright © 2014 Juniper Networks, Inc. 7
Introducing: QFX5100-AA Application Acceleration Switch and QFX-PFA Packet Flow Accelerator Module
Application Acceleration Switch QFX5100-AA
Packet Flow Accelerator Module QFX-PFA
Performance and Scale
Compute integrated Networking
Two level Application Delivery
Industry only high performance switch with FPGA logic in small form factor
Copyright © 2014 Juniper Networks, Inc. 8
QFX5100-AA: Application Acceleration Switch
40G Data Center switch
Network application hosting on native Guest VMs
Innovative hardware design
Very low latency up to 550ns*
Carrier grade JUNOS network operating system
Holistic data center network solutions – Connect seamlessly, Simplify network operations
*Based on Broadcom PFE value. Lower latency values can be derived from PFA depending on the custom application logic
Application Acceleration Switch QFX5100-AA
24x40G QSFP+ ports 4x40G FPGA ports
Copyright © 2014 Juniper Networks, Inc. 9
QFX-PFA: Packet Flow Accelerator Module
Optional add-on FPGA Packet Flow Acceleration module
Accelerate compute intensive, real-time business critical application processing
Use Java to program packet flows through FPGA
Lower latency based on logic customization
Packet Flow Accelerator Module QFX-PFA
Copyright © 2014 Juniper Networks, Inc. 10
Why Choose the QFX5100-AA Switch & QFX-PFA Module?
Improve Performance, Scale
Accelerate Applications
Lower OPEX
Real-time processing – massive data volumes, complex market feed & risk analytics
Process applications directly on FPGA, Java for PacketFlow programming, quick response to market changes
40% fewer server and switch ports in a typical deployment
Maintain compliance
Improve Predictability
Seamless Connectivity with network segregation, reliability, performance monitoring
Ultra-low latency, fair, consistent processing of high volume transactions
End the race to zero latency, become hyper-contextual Disaggregate your compute
Copyright © 2014 Juniper Networks, Inc. 11
The QFX5100-AA & QFX-PFA Difference
1 million logic elements on FPGA
320 FPGA throughput
2.56Tbps Switching capacity available
Standard 4x 40G FPGA ports & 24x 40G Switch ports
40% CapEx Savings on compute
40% OpEx Savings on compute
40% Less devices to manage
36% Smaller Thermal envelope
40 % Floor Space Savings
TCO Savings: 35%
Copyright © 2014 Juniper Networks, Inc. 12
24x40GE
Base System – Application Acceleration Switch
Routing Engine – Junos VM (System)
Guest VMUser Application
KVM Hypervisor
Linux Host OS
QFX5100-AA Switch: Use Cases
• Host network applications and containers in Guest VMs native to switch• Performance monitoring/ analytics
applications • Cloud Analytics Engine Compute agent
Pre-built AnalyticsD Collector• Wireshark in text version• Container support to run Docker on CentOS• Hadoop Map Reduce
Copyright © 2014 Juniper Networks, Inc. 13 Copyright © 2014 Juniper Networks, Inc.
QFX-PFA: Use Case Scenarios
• Exchange Gateway• Inline credit checks • Ordering & arbitration• Order execution routing
• Market data • Market data analytics • Ticker plant
• Market data feed handlers
• Banking• Real-time and on demand risk analytics
Copyright © 2014 Juniper Networks, Inc. 14
QFX-PFA Use Cases: Exchange Gateway Streamline & Simplify Trading Strategy
• Problem: Availability, consistency and deterministic processing of orders and transactions
• Solution: QFX5100-AA switch with QFX-PFA replaces Order gateway and matching Engines
• Benefits: • Improve processing predictability and
consistency especially during order entry bursts
• Harden risk management• Consolidate network and compute to
reduce latency• Ease of programming FPGA
Customer
Symbol routing
embedded in QFX5100-AA&
QFX-PFA
Risk Management embedded in
QFX5100-AA& QFX-PFA
Copyright © 2014 Juniper Networks, Inc. 15
Customer
Risk Management embedded in
QFX5100-AA& QFX-PFA
Symbol routing
embedded in QFX5100-AA&
QFX-PFA
Data pre/post processing
Customer
QFX-PFA Example: Exchange Gateway Trade Plant
40% lessports Latencydown 50µS
Total Latency ≈100.0µSTrade Plant Size:≈ 60 Servers≈ 1000 Ports
Total Latency ≈150.0µSTrade Plant Size:≈ 100 Servers≈ 1500 Ports
Copyright © 2014 Juniper Networks, Inc. 16
QFX-PFA Use Cases: Market Data
• Problem: Accurate processing, consolidation and timely distribution of large volumes of complex market data feeds
• Solution: Consolidate feed handlers and publishing servers into QFX5100-AA and QFX- PFA module
• Benefits:• Accelerated processing and analysis of news
and social media streams • Leverage market sentiment for
business success• Exchanges distribute enhanced levels
of market data feeds • Reduce time to provide coherent gapless
market data
Internal Users
World Wide Market Data
Feeds
Feed handler & publishing in
QFX5100-AA & QFX-PFA
Pub/sub server farm
Client subscriber imbedded in
QFX5100-AA & QFX-PFA
Copyright © 2014 Juniper Networks, Inc. 17
QFX-PFA Example: Market Data Ticker Plant
Internal Users
Feed handler & publishing servers
Pub/sub server farm
Client subscriber servers
World Wide Market Data
Feeds
Internal Users
World Wide Market Data
Feeds
Feed handler & publishing in QFX5100-AA & QFX-PFA
Pub/sub server farm
Client subscriber embedded
QFX5100-AA & QFX-PFA
Copyright © 2014 Juniper Networks, Inc. 18
QFX-PFA Use Cases: Banking – Real time on demand risk analysis
• Problem: Manual intervention, longer cycles, multiple resources
• Solution: QFX-PFA for compute based quick real-time analysis
• Benefits: • Shorter risk analysis cycles• Proactive response to risk profiles• Faster processing on compute integrated
switch reduces latency times.• Portfolio transparency, stability of
allocation & attribution, impact of market and portfolio changes
Copyright © 2014 Juniper Networks, Inc. 19
Cloud/ Data Center Switching Portfolio
SPINE
MODULAR
LEAF
FIXED
EX9200 QFX10000
QFX5100
QFX5100-24Q QFX10002
10 GIGABIT ETHERNETOCP NETWORKING
COMPUTE INTEGRATED SWITCHING
SCALE UP ARCHITECTUREUp to 480 X 100 GbE Ports
GIGABIT ETHERNET
EX4300
QFX5100-24Q-AAQFX-PFA-4Q
NEW
OCX1100
Copyright © 2014 Juniper Networks, Inc. 20
Comparing QFX5100 and QFX5100-AA Feature QFX5100 QFX5100-AACPU Dual Core 1.5 Ghz Quad Core 2.5 GhzMemory 8GB 32 GbStorage 32GB 128GBGuest VM I/O Bandwidth 1 Gbps 20 GbpsMPLS Yes YesL3VPN Yes Yes
ISSU Yes Yes (without PFA module)
BGP Yes YesVxLAN Yes YesIS-IS Yes YesVirtual Chassis Yes NoVirtual Chassis fabric Yes No
IPCLOS fabric Yes No
Copyright © 2014 Juniper Networks, Inc. 21
Operational Simplification – Network Management & Analytics
Physical
Virtual
ApplicationsVirtual and Physical
Workloads
Analytics+
Visibility
Network Streams Data
HR MARKETINGFINANCE
Orchestration Layer*Correlation between physical and virtual layers
Monitor and report workload and application behavior across the physical and virtual infrastructure
Detect Microbursts, hotspots
Consolidated network management platform to visualize, analyze & monitor across layers
Copyright © 2014 Juniper Networks, Inc. 22
• Zero Touch Provisioning, Ansible• Junos Space Network DirectorProvision & Deploy
• Cloud Analytics Engine• Junos Space Network Director
Operate
• Integration with OpenStack• Support for IT admin tools including Puppet, Chef, PythonOrchestrate
Operational Simplification – Network Automation
Copyright © 2014 Juniper Networks, Inc. 23
Intra Data Center Network Connectivity – IP Fabric
Support for large IP based data center network fabrics
Support for Open CLOS standard technology
Scale & extend across PODs
Automate and manage fabric for quicker operations
Fairness of traffic routing through the network fabric
Copyright © 2014 Juniper Networks, Inc. 24
Data Center Interconnectivity – MPLS & VPN
MPLS & VPNs – Mature, standards based technologies L3VPN – Extend service separation into the data center to meet compliance requirementsMPLS – Reliable transport for market data streams & VPN traffic across data centers
WAN/ VPN GatewayMPLS Services
VM VM VM VM VM VM VM VM
WAN/ VPN Gateway MPLS Services
Data Center 1 Data Center 2
MPLS MPLS
Extend VPN Extend VPN
Data Center Interconnect –
MPLS VPN
Copyright © 2014 Juniper Networks, Inc. 25
Technology Partner - Maxeler Technologies
Packet flow technology on Packet Flow Accelerator for faster algorithm deployment
Java-driven PacketFlow configuration
Graphical development interface
Seamless simulation environment
Real-time on-chip packet flow stream forwarding and processing
Copyright © 2014 Juniper Networks, Inc. 26
Hardware Innovation Application Processing Technology Partner
Programmable FPGA for acceleration and Network
Application Hosting
Industry reputed partner - Maxeler
Powerful Processing with compute integration in small
form factor
High Performing, compute integrated switch for accelerated application delivery
The QFX5100-AA Switch with QFX-PFA Module
Copyright © 2014 Juniper Networks, Inc. 27
Thank You
Copyright © 2014 Juniper Networks, Inc. 28
Optional & Deep Dive Slides
Copyright © 2014 Juniper Networks, Inc. 29
QFX-PFA Use Case – Deep Dive
• Problem: Perform Inline Credit control checks on order flows with no performance impact
• Solution: Real-time customer credit checks without using matching engine or gateway
• Benefits: • Harden risk management with advanced
market controls • Consistent performance over large volumes of
order/ transaction data • Eliminate matching engines, reduce need for
conventional servers
Exchange gateway – inline credit controls
Feed Gateway
Matching Engines
WAN
Order Entry Gateway
Copyright © 2014 Juniper Networks, Inc. 30
QFX-PFA Use Case – Deep Dive
• Problem: Reliable and accurate order and arbitration process
• Solution: Combine order and arbitration on FPGA with matching engine
• Benefits: • Lower latency • Better determinism • Consistency of execution of Customer
Order Entry Systems
Exchange gateway – ordering and arbitration
Order Routing
Matching Engines
WAN
Order Entry Gateway
Feed Gateway
Market Feed
AnalyticsAlgorithms
Quant Server Farm
Feed Handlers
Copyright © 2014 Juniper Networks, Inc. 31
Customer Execution System
QFX-PFA Use Case – Deep Dive
• Problem: Need to improve order execution performance and accuracy while reducing overall latency and cost
• Solution: Process large volumes of orders and transactions using customizable algorithms
• Benefits:• Simplify order execution and matching
engine systems • Offload processing to FPGA & improve
performance • Reduce transaction times
Exchange gateway – order execution routing
WAN
Order Entry Gateway
Market Feed
Matching Engines
Matching Engines
Matching Engines
Copyright © 2014 Juniper Networks, Inc. 32
QFX-PFA Use Case – Deep Dive
• Problem: Optimally process market data from multiple exchanges entries to arrive at best price
• Solution: Use FPGA module for simultaneously processing and generate gap free market data stream
• Benefits: • Reduce time to provide coherent
gapless market data• Simplify order execution and matching
engine systems• Exchange provides customers with
enhanced levels of market data feeds
Market data – market data analytics
Matching Engine (server Farm)
Brokerages/ Financial Service
Providers
Market Data Providers
Market Data Providers
Market Data Providers
FIX/ Protocol Gateways
Exchange Gateway
Copyright © 2014 Juniper Networks, Inc. 33
QFX-PFA Use Case – Deep Dive
• Problem: Real-time processing & distribution of large ticker volumes
• Solution: FPGA based algorithms for real-time sentiment and market trend analysis of high volumes of multiple social media feeds
• Benefits: • High performance and capacity to
transport high data volumes• Accelerate processing and
analysis of different news and social media streams
• Leverage market sentiment for business success
Market data ticker plant – market data feed handlers
Heuristic Processing
News Feeds
Heuristic Processing
Market Data Feeds
Heuristic Processing
Social Feeds
Heuristic Processing
Streaming News Video
Execution Venues
Ticker Plant
Trade Plant
Copyright © 2014 Juniper Networks, Inc. 34
Technology Partner - Maxeler TechnologiesPacket Flow Analytics Samples
Computing Greeks
Exchange Protocol Feed Handlers Eurex EOBI
Copyright © 2014 Juniper Networks, Inc. 35
QFX5100-AA
24x40G QSFP+ ports 4x40G FPGA ports
• Optimized architecture for FPGA module• Enhanced CPU subsystem
• Intel IvyBridge X86 CPU• 32GB of DDR3 memory• 2 Micro SATA 64GB MLC hard drives
• Trident2 PFE• 24 QSFP+ fixed• 2.56T Throughput
• Optimized Dual 10Gb NIC Connection to QIC
Forwarding 2.56 Tbps L2/L3 performance~500 ns latencyCut through & Store-Forward
Ports 24 x 40G QSFP+ ports2 Four port Expansion slots
Interface options 10GbE SFP+: 96/104 with breakout cable 40GbE QSFP+: 24/32
Dimensions/Power 1U 161 W Front to Back or Back to Front airflow
GuestVM Features Memory: 4GDisk: 32GB (TBD)Format: qcow2 or raw
Copyright © 2014 Juniper Networks, Inc. 36
QFX-PFA
• Double-wide QIC Application Acceleration Module
• High Capacity Altera Stratix-V AB FPGA • 48GB DDR3 DRAM• 4x QSFP+ Front panel ports• Timing input and output interfaces to
support PTP applications
Ports • 4x 40G QSFP+ interfaces (Data ports)
• QSFP+ LEDs for the link and status indications
PTP Interface options • 1PPS In/OUT : 2-SMB connector• 10MHz In/OUT : 2- SMB
connector• 10/100/1000Base-T : RJ45 port• ToD Interface : RJ45 connector
Dimensions/Power 6.7” (W) x 6.5” (D) (approx)
Features • Supports 24GB DDR3 (extendable up to 48 GB) memory (***final packaging TBD)
• Supports 72MB QDR2+ memory for very low latency processing
GuestVM Features • 32GB storage for Guest VM • 4G memory
Copyright © 2014 Juniper Networks, Inc. 37
Software Architecture
Control AppsControl App’s
UI extensionsUI extensions
Service Broker 3rd party Applications w/ Remote APIs
Guest VM
Routing Engine – Control PlaneJunOS VM
ssd
Message oriented middleware API’s
Packet Forwarding Engine
vehostd
CentOS 6.3 Host OS
FPGA ComplexActual data traffic
Selected inline data traffic
owns owns
Driverssdk-mgmt. sdk-vmmd
rpd dfwd
Picture adapted from JVAE outbound documentation
KVM Hypervisor