Framework component: Router

While you can directly connect the output of one Algo Module into another, with the Router component, you can dynamically connect and reconnect any Algo Module to any other through run-time configuration commands from the host.

The Router component forms part of the Cheetah Framework which provides components to glue Algo Modules (or Cheetah Blocks) together.

Diagram showing how the router IP Core connects algo trading components together

The Router accepts event inputs on an event bus and multiplexes these into an internal FIFO.

From this FIFO, the router propagates events sequentially onto the event distribution bus where they remain until taken.

The Router contains an audit function which records every event received as well as how long it spent in the FIFO and how much time it spent on the event distribution bus. This information is recoverable via the Status framework component.



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Patent Pending 61739845