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OpenMAMA as a Middleware Standard - Ensuring User Choice in Messaging Systems
1. OPENMAMA AS A MIDDLEWARE STANDARD:
ENSURING USER CHOICE IN MESSAGING SYSTEMS
FEARGAL O’SULLIVAN – NYSE TECHNOLOGIES
The Linux Foundation Enterprise End User Summit
- April 30, 2012
2. Agenda
Introduction to NYSE Technologies
Message Oriented Middleware (MOM) Primer
OpenMAMA Overview
Use Case: Solace Systems
Use Case: NYSE Technologies Data Fabric
Summary
Q&A
2
3. NYSE Technologies
The commercial
technology arm of
NYSE Euronext
Our mission is to
“reduce trading friction”
3 3
4. Enabling a Global Market Place…
Broker- Fixed Market
Equities Dealers Derivatives Income Operators
Mahwah Basildon Chicago Tokyo Toronto Frankfurt São Paulo
Institutional Additional FX Systematic ATSs / MTFs
Investors Venues Traders
4
4
5. Focus on the LiquidityGain Agility and Trade New Markets
Reduce Costs, Center
Systematic Institutional Market
Traders Investors Broker-Dealers Operators
Platform As A Service (PAAS)
REAL-TIME MARKET DATA MANAGED TRANSACTIONS TICK HISTORY
Infrastructure As A Service (IAAS)
COMPUTE ON DEMAND COMPUTE ON DEMAND CO-LOCATION
PHYSICAL VIRTUAL (MIS)
5
6. What is Message Oriented Middleware?
• MOM provides a means for applications to send
information to each other, without establishing explicit
connections, and with little-to-no knowledge of each other
• Two common paradigms: publish/subscribe and queuing
• Topic based naming for routing of messages
• A messaging API is typically proprietary to its own
messaging service
6
7. Why Message Oriented Middleware?
Quote
Consolidated Feed Custom FX
Feed Handler Rates
M
Conflation Historical o
Cache Tick
Cache
Capture n
i
t
o
Desktop
Algo Algo Algo
r
Traders
i
n
g
Market Market Market
Gateway Gateway Trade
Gateway
7
8. The Alternative
Quote
Consolidated Feed Custom FX
Feed Handler Rates
M
o
Historical
Conflation
Cache Tick n
Cache
Capture i
t
o
r
Desktop
Traders
Algo Algo Algo i
n
g
Market Market Market
Gateway Gateway Gateway
Trade
8
9. Other Use Cases
High Performance Computing
Job distribution
Service Oriented Architecture systems
Decoupled ‘objects’
Scalable web database queries
Multiple app servers to multiple databases
Transactional applications
Multi-phase commits
9
10. What is OpenMAMA?
OpenMAMA is:
Open Middleware Agnostic Messaging API
Supports a variety of MOM platforms
A consistent abstraction layer
High performance
Open Source
Hosted by the Linux Foundation
Governed by a group of industry stakeholders
10
11. How does OpenMAMA ensure user
choice?
Feed Feed Feed Feed Feed
MamaCache SuperFeed Algo Cache Monitoring
Handler Handler Handler Handler Handler
LBM API
Informatica LBM
Let’s say you want to change your middleware to take advantage
of new innovations…
Developed by NYSE Technologies
Developed by Third Party Vendor
11
Open Source
12. How does OpenMAMA ensure user choice?
Feed Feed Feed Feed Feed
MamaCache SuperFeed Algo Cache Monitoring
Handler Handler Handler Handler Handler
RV API
TIBCO Rendezvous
Without OpenMAMA:
• Each application needs to be written to a new API
• Which is time consuming and expensive
• And locks you into yet another vendor specific API
Developed by NYSE Technologies
Developed by Third Party Vendor
12
Open Source
13. How does OpenMAMA ensure user choice?
Feed Feed Feed Feed Feed
MamaCache SuperFeed Algo Cache Monitoring
Handler Handler Handler Handler Handler
OpenMAMA
Informatica LBM
Leveraging OpenMAMA:
• OpenMAMA lets you code your apps once
Developed by NYSE Technologies
Developed by Third Party Vendor
13
Open Source
14. How does OpenMAMA ensure user choice?
Feed Feed Feed Feed Feed
MamaCache SuperFeed Algo Cache Monitoring
Handler Handler Handler Handler Handler
OpenMAMA
Data Fabric 6
MultiVerb RDMA TCP LDMA
Leveraging OpenMAMA:
• OpenMAMA lets you code your apps once
• Easily upgrade your Middleware or Applications
Developed by NYSE Technologies
Developed by Third Party Vendor
14
Open Source
15. How does OpenMAMA ensure user choice?
Feed Feed Feed Feed Feed
MamaCache SuperFeed Algo Cache Monitoring
Handler Handler Handler Handler Handler
OpenMAMA
Data Fabric 6
MultiVerb
Informatica TIBCO
RDMA
LDMA
Avis
TCP
LBM Rendezvous
Leveraging OpenMAMA:
• OpenMAMA lets you code your apps once
• Easily upgrade your Middleware or Applications
• Support multiple middlewares with multiple applications
Developed by NYSE Technologies
Developed by Third Party Vendor
15
Open Source
16. How does OpenMAMA ensure user choice?
Feed Feed Feed Feed Feed
MamaCache SuperFeed
Handler Handler Handler Handler
Algo Cache Monitoring
Handler
OpenMAMA
Data Fabric 6
Solace Systems
WebSphereMQ
Rendezvous
Informatica
TIBCO
AMQP
MultiVerb
LBM
Avis
IBM
RDMA
LDMA
TCP
As an Open Solution OpenMAMA:
• Enables anyone to write a middleware bridge
• 3rd Party applications can support OpenMAMA out of the box
• Applications and middleware become pluggable / interchangeable
Developed by NYSE Technologies
Developed by Third Party Vendor
16
Open Source
17. Result is flexibility and user choice
Quote Quote Quote Quote
Custom
Feed Feed
SuperFeed Feed
Handler Handler
handler
OpenMAMA AMQP
NYSE Technologies Data Fabric 6.0 M
o
Historical
Next Gen Conflation MAMA
Cache Cache Cache
Tick n
Capture
i
OpenMAMA Solace Systems
NYSE TechnologiesRV Fabric 6.0
TIBCO Data t
o
Desktop r
Algo Algo Algo
Traders
i
n
OpenMAMA LBM
AMQP
NYSE Technologies Data Fabric 6.0 g
Market Market Market
Gateway Gateway Gateway
Trade
Developed by NYSE Technologies
Key
Developed by Third Party
Open Source
18. Who is on the Steering Committee today?
A Major NY based
18
Hedge Fund
19. How to participate in OpenMAMA?
Participation is open to any developer,
corporation or entity
Use OpenMAMA in your applications –
encourage standardized access to other
proprietary middleware systems
All industries are encouraged to join
Join the Steering Group, Technical Group or just
contribute new features and code
If you want to get involved or have questions please reach out through the OpenMAMA development
mailing list: openmama-dev@lists.openmama.org. Alternately if you are considering joining our
steering committee or want to learn more complete the application form or contact Mike Woster at
mwoster@linuxfoundation.org
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21. Solace Simplifies Real-Time Information Sharing
Across Datacenters Web and Mobile Apps
Within Datacenters Across Datacenters Web and Mobile Apps
Hardware Datapath
- Highest throughput, lowest latency
- Consolidation and low TCO with built-in virtualization
Unified Messaging Platform
- Any data, anywhere, any QoS, all with one system
Turnkey Appliance
- “Rack and run” deployment speeds time to market
- Integrated HA, Management, Security, Monitoring
22. Typical Solace Use Cases
Across Industries
○ Enterprise Messaging / ESB
○ Mobile Application
Communication Infrastructure
○ Distributed Data
Synchronization
○ Collection/Routing of
Sensor Readings
24. Why does Solace see value in
OpenMAMA?
Removes API lock-in and drives innovation to create
best of breed
Reduces barriers for adoption of best of breed
technologies
Mix & match 3rd party applications – feedhandlers,
gateways, Tick DB, Entitlements AND messaging
Isolates custom apps from underlying transport technology
– gateways, algos, OMS, desktops
Allows creation of hybrid transport infrastructures that
remain uniform as viewed by applications
Potential for usage outside FSI especially in high
performance applications
25. Today’s Trading Platform
Many Messaging Systems & APIs
Market Market Market Tick Reference
Data Data Data Data Data
Entitlements Cache FH Capture
Messaging Messaging
Client
Orders
Gateway Algo Gateway
Messaging Exchanges
Trading Platform
Messaging
Middle/Back
Office
26. With OpenMAMA
Fewer Messaging Systems & APIs, More 3rd Party Apps
Market Market Market Tick Reference
Data Data Data Data Data
Entitlements Cache FH Capture
Messaging Messaging
Client
Orders
Gateway Algo Gateway
Exchanges
Messaging
Trading Platform
Messaging
Middle/Back
Office
27. OpenMAMA Enables:
Multiple Transports, Single API, Single Data Model
Feed Cache Algos
Handlers
DataFabric
Transport
ULL
Peer-to-Peer over Infiniband or Ethernet
Algos Entitlements
Tick DB Cache
Solace
WAN Transport
LAN/WAN
28. Conclusion
Open interface standards change the landscape by
reducing lock-in which promotes competition and
innovation
This is the value Solace sees in OpenMAMA
29. Use Case: NYSE Technologies Data
Fabric
Presented by: Brian Doherty
30. Data Fabric MultiVerb
Publisher
Application
Memory
Data Fabric Region
MultiVerb
Interrupt/Copy
Boundary
HCA
Send once - network replicates packets
InfiniBand / 10 Gigabit RoCE
HCA HCA HCA HCA
Interrupt/Copy Interrupt/Copy Interrupt/Copy Interrupt/Copy
Boundary Boundary Boundary Boundary
Data Fabric Data Fabric Data Fabric Data Fabric
MultiVerb Memory MultiVerb Memory MultiVerb Memory MultiVerb Memory
Region Region Region Region
Application Application Application Application
• Hardware accelerated, kernel bypass, multicast messaging middleware
• Single-digit microsecond transport latency with scalable fan-out distribution
• No exotic components required – operates on industry standard hardware
30
31. MultiVerb Performance
Intel® CRT Datacenter
Test Details
• 300 servers equipped with dual Intel Westmere X5670s
• 1:1000 publisher-to-consumer application ratio
• Throughput set to 1 million, 200-byte messages per
second Results
• Average latency: 4.5 µs
• 99.99% latency: 19 µs
• Aggregate rate of 1 billion
messages per second over a 7
hour period
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32. Open Platform
SDK built
TickerPlant Feed
SuperFeed Feed
HD Handler
Handler
Open Platform AMQP
NYSE Technologies Data Fabric 6.0
NYSE Technologies Data Fabric
Historical
Next Gen Conflation MAMA
Tick
Cache Cache Cache
Capture
Monitoring
Open Platform NYSE Technologies Data Fabric
Solace Systems
NYSE TechnologiesRV Fabric 6.0
TIBCO Data
Desktop
Algo Algo Algo
Traders
Open Platform LBM
NYSE Technologies Data Fabric
NYSE Technologies Data Fabric 6.0
Smart
Market Market Market
Order
Gateway Gateway Gateway
Router
Developed by NYSE Technologies
Key
32 Developed by Third Party
Open Source
33. Creating a Neutral, Open Platform
Vendor neutral, standard
Existing pain points messaging API
▪ Market Data Growth
▪ Increasing complexity
▪ No standardization OpenMAMA
▪ Vendor Specific API’s
▪ Costly and slow to Market
Open Platform
Next enabling the Open Industry standard data
Driving Product Generation Capital Market normalization model
Innovation Offerings Markets Data
Community Model
The Result
Feed • Eliminate vendor lock-in
Handler • Leverage best of breed technology
SDK • More flexibility and customer choice
• Reduced TCO and time to market
• Community contributions
• Industry standardization
Enabling Flexibility and
further standardization
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34. Summary
NYSE Technologies contributed OpenMAMA to
encourage innovation and promote the Capital
Markets Community Platform
OpenMAMA simplifies the development and
deployment of applications that use Message
Oriented Middleware
It is hosted by The Linux Foundation under an LGPL
2.1 License
Widespread industry participation is highly
encouraged
34