HFT-Accelerator

FPGA-accelerated high-frequency trading system using RSI (Relative Strength Index) mean reversion strategy.

Strategy

• Buy when RSI < 30 (oversold)
• Sell when RSI > 70 (overbought)
• Uses 14-period RSI calculation
• Q16.16 fixed-point arithmetic for speed

Architecture

PC (Python) <--UART--> FPGA (SystemVerilog)
     |                      |
   Polygon.io API      Trading Core
   Stock Data          RSI Calculation
                       Buy/Sell Decision

Files

SystemVerilog (FPGA)

• trading_core.sv - RSI calculation and trading logic
• uart_txrx.sv - UART communication module
• hft_accelerator.sv - Top-level integration
• hft_accelerator_tb.sv - Testbench

Python (PC)

• hft_controller.py - Fetches stock data and communicates with FPGA

Quick Start

1. Simulation

# Compile with Icarus Verilog
iverilog -g2012 -o sim trading_core.sv uart_txrx.sv hft_accelerator.sv hft_accelerator_tb.sv

# Run simulation
vvp sim

# View waveforms (optional)
gtkwave hft_accelerator.vcd

2. Python Controller

# Install dependencies
pip install pyserial requests

# Test mode (no FPGA)
python3 hft_controller.py --ticker AAPL --interval 5 --test

# With FPGA connected
python3 hft_controller.py --port /dev/ttyUSB0 --ticker AAPL

Communication Protocol

PC → FPGA (Price Data)

• 4 bytes: Price in Q16.16 format
• Example: $150.50 = 0x00960800

FPGA → PC (Trading Decision)

• Byte 0: Action (0=HOLD, 1=BUY, 2=SELL)
• Byte 1-2: RSI value (0-10000 representing 0.00-100.00)

Q16.16 Fixed-Point Format

Price = Integer_Part × 65536 + Fractional_Part × 65536
Example: $150.50 = (150 << 16) + (0.50 × 65536) = 9,863,168

FPGA Resource Usage (Estimated)

• LUTs: ~500
• Flip-Flops: ~300
• Block RAM: 1KB
• Clock: 50 MHz recommended

Performance

• Decision latency: ~10-20 clock cycles
• At 50 MHz: 200-400 nanoseconds
• UART bottleneck: ~4ms per transaction at 9600 baud

Configuration

Edit parameters in hft_accelerator.sv:

parameter CLK_FREQ = 50_000_000;  // Your FPGA clock
parameter BAUD_RATE = 9600;       // UART speed

Edit parameters in trading_core.sv:

parameter RSI_PERIOD = 14;  // RSI calculation period

License

Educational use only. Not financial advice.