title: ÐÑÐ¾Ð³ÑÐ°Ð¼Ð¼Ð½Ð¾-Ð°Ð½Ð°Ð»Ð¸ÑÐ¸ÑÐµÑÐºÐ¸Ð¹ ÐºÐ¾Ð¼Ð¿Ð»ÐµÐºÑ Ð´Ð»Ñ Ð¾ÑÐµÐ½ÐºÐ¸ ÑÑÐ½ÐºÐ° ÐÐÐÐ
title: Ð²ÑÐ¿ÑÑÐºÐ½Ð°Ñ ÐºÐ²Ð°Ð»Ð¸ÑÐ¸ÐºÐ°ÑÐ¸Ð¾Ð½Ð½Ð°Ñ ÑÐ°Ð±Ð¾ÑÐ° Ð¼Ð°Ð³Ð¸ÑÑÑÐ°
titleType: Subtitle
Creators: name: ÐÐµÐ½Ð¸Ð½, ÐÐ¸ÑÐ°Ð»Ð¸Ð¹
Publisher: name: Ð¡Ð°Ð½ÐºÑ-ÐÐµÑÐµÑÐ±ÑÑÐ³ÑÐºÐ¸Ð¹ Ð¿Ð¾Ð»Ð¸ÑÐµÑÐ½Ð¸ÑÐµÑÐºÐ¸Ð¹ ÑÐ½Ð¸Ð²ÐµÑÑÐ¸ÑÐµÑ ÐÐµÑÑÐ° ÐÐµÐ»Ð¸ÐºÐ¾Ð³Ð¾
Year: 2020
Subjects: ÐÑÑÐ¸ÑÐ»Ð¸ÑÐµÐ»ÑÐ½ÑÐµ Ð¼Ð°ÑÐ¸Ð½Ñ ÑÐ»ÐµÐºÑÑÐ¾Ð½Ð½ÑÐµ
ÑÑÐµÐ¹Ð´Ð¸Ð½Ð³Ð¾Ð²ÑÐµ ÑÐ¸ÑÑÐµÐ¼Ñ
Ð°Ð»Ð³Ð¾-ÑÑÐµÐ¹Ð´Ð¸Ð½Ð³
ÑÐ¾ÑÐ³Ð¾Ð²ÑÐµ ÑÐ¾Ð±Ð¾ÑÑ
ÑÐ¾ÑÐ³Ð¾Ð²Ð»Ñ
Ð¼Ð¼Ð²Ð±
hft
dma
fix
fast
low latency
udp
Ð²Ð°Ð»ÑÑÐ½Ð°Ñ Ð±Ð¸ÑÐ¶Ð°
Ð¼Ð¾ÑÐºÐ¾Ð²ÑÐºÐ°Ñ ÑÐ¾Ð½Ð´Ð¾Ð²Ð°Ñ Ð±Ð¸ÑÐ¶Ð°

description: ÐÑÐ¿ÑÑÐºÐ½Ð°Ñ ÐºÐ²Ð°Ð»Ð¸ÑÐ¸ÐºÐ°ÑÐ¸Ð¾Ð½Ð½Ð°Ñ ÑÐ°Ð±Ð¾ÑÐ° Ð¼Ð°Ð³Ð¸ÑÑÑÐ° Ð¿Ð¾ÑÐ²ÑÑÐµÐ½Ð° Ð¸ÑÑÐ»ÐµÐ´Ð¾Ð²Ð°Ð½Ð¸Ñ Ð² Ð¾Ð±Ð»Ð°ÑÑÐ¸ ÑÐ¾ÑÐ³Ð¾Ð²Ð»Ð¸ Ð½Ð° ÑÐ¾Ð½Ð´Ð¾Ð²ÑÑ ÑÑÐ½ÐºÐ°Ñ, Ð² ÑÐ°ÑÑÐ½Ð¾ÑÑÐ¸ Ð°Ð½Ð°Ð»Ð¸Ð· ÑÑÐ¾ÑÐ½Ð¾Ð³Ð¾ ÑÑÐ½ÐºÐ° ÐÐÐÐ.
Ð ÑÐ¾Ð´Ðµ Ð¿ÑÐ¾Ð²ÐµÐ´ÐµÐ½Ð¸Ñ ÑÐ°Ð±Ð¾ÑÑ Ð±ÑÐ»Ð¾ Ð¿ÑÐ¾Ð²ÐµÐ´ÐµÐ½Ð¾ Ð¸ÑÑÐ»ÐµÐ´Ð¾Ð²Ð°Ð½Ð¸Ðµ Ð¸ ÑÑÐ°Ð²Ð½ÐµÐ½Ð¸Ðµ Ð¿Ð»Ð°ÑÑÐ¾ÑÐ¼ Ð´Ð»Ñ Ð°Ð½Ð°Ð»Ð¸Ð·Ð° ÑÑÐ½Ð¾ÑÐ½ÑÑ Ð´Ð°Ð½Ð½ÑÑ, ÐºÐ°Ðº Ñ Ð¿ÑÑÐ¼ÑÐ¼ Ð´Ð¾ÑÑÑÐ¿Ð¾Ð¼ Ð½Ð° Ð±Ð¸ÑÐ¶Ñ, ÑÐ°Ðº Ð¸ ÑÐµÑÐµÐ· Ð°Ð´Ð°Ð¿ÑÐµÑÑ Ðº ÑÐ¾ÑÐ³Ð¾Ð²ÑÐ¼ ÑÐµÑÐ¼Ð¸Ð½Ð°Ð»Ð°Ð¼ Ð±ÑÐ¾ÐºÐµÑÐ¾Ð². ÐÑÐ½Ð¾Ð²ÑÐ²Ð°ÑÑÑ Ð½Ð° Ð´Ð¾ÑÑÑÐ¿Ð½ÑÑ ÑÐµÑÐµÐ½Ð¸ÑÑ, Ð±ÑÐ»Ð¾ Ð¿ÑÐ¸Ð½ÑÑÐ¾ ÑÐµÑÐµÐ½Ð¸Ðµ ÑÐ¾Ð·Ð´Ð°ÑÑ ÑÐ¾Ð±ÑÑÐ²ÐµÐ½Ð½ÑÑ Ð¿Ð»Ð°ÑÑÐ¾ÑÐ¼Ñ Ð´Ð»Ñ Ð°Ð½Ð°Ð»Ð¸Ð·Ð° Ñ Ð¿ÑÑÐ¼ÑÐ¼ Ð´Ð¾ÑÑÑÐ¿Ð¾Ð¼ Ð½Ð° Ð±Ð¸ÑÐ¶Ñ. 
Ð ÑÐµÐ·ÑÐ»ÑÑÐ°ÑÐµ, Ð¿ÑÐ¸ Ð¿Ð¾Ð¼Ð¾ÑÐ¸ ÑÐ¾Ð·Ð´Ð°Ð½Ð½Ð¾Ð³Ð¾ ÐºÐ¾Ð¼Ð¿Ð»ÐµÐºÑÐ° Ð¿Ð¾ÑÐ²Ð¸Ð»Ð°ÑÑ Ð²Ð¾Ð·Ð¼Ð¾Ð¶Ð½Ð¾ÑÑÑ Ð¿ÑÐ¾Ð¸Ð·Ð²Ð¾Ð´Ð¸ÑÑ Ð°Ð½Ð°Ð»Ð¸Ð· ÑÐ°Ð·Ð»Ð¸ÑÐ½ÑÑ Ð¼ÐµÑÑÐ¸Ðº ÑÑÐ½ÐºÐ° Ð´Ð»Ñ Ð³ÐµÐ½ÐµÑÐ°ÑÐ¸Ð¸ ÑÐ¾ÑÐ³Ð¾Ð²ÑÑ ÑÐ¸Ð³Ð½Ð°Ð»Ð¾Ð² Ð¾ Ð¿Ð¾ÐºÑÐ¿ÐºÐµ Ð¸Ð»Ð¸ Ð¿ÑÐ¾Ð´Ð°Ð¶Ð¸ Ð´Ð»Ñ ÑÐµÐ°Ð»Ð¸Ð·Ð°ÑÐ¸Ð¸ Ð±ÑÐ´ÑÑÐ¸Ñ ÑÐ¾ÑÐ³Ð¾Ð²ÑÑ ÑÑÑÐ°ÑÐµÐ³Ð¸Ð¹ Ñ Ð²ÑÑÐ¾ÐºÐ¾Ð¹ ÑÐ°ÑÑÐ¾ÑÐ¾Ð¹.
ÐÑÐµÐ´Ð»Ð¾Ð¶ÐµÐ½Ð½Ð°Ñ Ð°ÑÑÐ¸ÑÐµÐºÑÑÑÐ° Ð±ÑÐ»Ð° ÑÐµÐ°Ð»Ð¸Ð·Ð¾Ð²Ð°Ð½Ð°, ÑÐ°ÑÑÐ¾ÑÐ° Ð°Ð½Ð°Ð»Ð¸Ð·Ð° ÑÐ¸Ð½Ð°Ð½ÑÐ¾Ð²ÑÑ Ð¸Ð½ÑÑÑÑÐ¼ÐµÐ½ÑÐ¾Ð² Ð´Ð¾Ð²ÐµÐ´ÐµÐ½Ð° Ð´Ð¾ Ð¼ÐµÐ´Ð¸Ð°Ð½Ñ Ð² 5 Ð¼Ñ Ð¸ Ð±ÑÐ»Ð¾ Ð¿ÑÐ¾Ð²ÐµÐ´ÐµÐ½Ð¾ Ð¸ÑÑÐ»ÐµÐ´Ð¾Ð²Ð°Ð½Ð¸Ðµ Ð¿Ð»Ð°Ð²Ð½Ð¾ÑÑÐ¸ Ð¿Ð¾Ð»ÑÑÐ°ÐµÐ¼ÑÑ Ð´Ð°Ð½Ð½ÑÑ. ÐÐ»Ð°Ð²Ð½Ð¾ÑÑÑ, Ñ.Ðµ. ÑÑÐ°Ð±Ð¸Ð»ÑÐ½Ð°Ñ ÑÐ°ÑÑÐ¾ÑÐ° ÑÐ¾ÑÑÐ°Ð½ÐµÐ½Ð¸Ñ ÐºÐ»ÑÑÐµÐ²ÑÑ ÑÐ°ÑÐ°ÐºÑÐµÑÐ¸ÑÑÐ¸Ðº ÑÑÐ½ÐºÐ°, Ð±ÑÐ»Ð° Ð´Ð¾ÑÑÐ¸Ð³Ð½ÑÑÐ° ÑÐ°Ð·Ð»Ð¸ÑÐ½ÑÐ¼Ð¸ ÑÐ¿Ð¾ÑÐ¾Ð±Ð°Ð¼Ð¸, Ð¾Ð¿Ð¸ÑÐ°ÑÑÐ¸Ð¼Ð¸ÑÑ Ð½Ð° Ð¿Ð»Ð°Ð½Ð¸ÑÐ¾Ð²Ð°Ð½Ð¸Ðµ Ð¿Ð¾ÑÐ¾ÐºÐ¾Ð² ÐÐ¡ Ð¸ Ð¾Ð¿ÑÐ¸Ð¼Ð¸Ð·Ð°ÑÐ¸ÐµÐ¹ Ð¸ÑÐ¿Ð¾Ð»ÑÐ·Ð¾Ð²Ð°Ð½Ð¸Ñ Ð¿Ð°Ð¼ÑÑÐ¸.
description: The master thesis is devoted to the research of the securities market, in particular the analysis of the MOEX derivatives market.
In the course of this work, I investigated and comparison of platforms for analyzing financial data, both with direct access to the exchange, and through adapters to brokers trading terminals. Based on the available solutions, it was decided to create its own platform for analysis with direct access to the stock exchange.
The proposed architecture was implemented, the frequency of analysis of financial instruments was brought to a median of 5 ms, and investigated smoothness of the obtained data. Smoothness i.e. the stable frequency of maintaining key market characteristics was achieved in various ways, based on the planning of OS threads and the optimization of memory usage.
As a result, with the help of the created complex, it became possible to analyze various market metrics to generate trade signals about buying or selling for the implementation of future trading strategies with high frequency.