TotalView 5.0 ITCH decoder

RTL implementation of a Nasdaq TotalView-ITCH 5.0 decoder.

Designed to work alongside the MoldUPD64 module as part of a larger NASDAQ compatible HFT FPGA project.

Interface

TotalView 5.0 itch top level interface :

module tv_itch5 #(
	`ifdef DEBUG_ID
	parameter DEBUG_ID_W = 64,
	`endif
	// itch data
	parameter LEN = 8,

	parameter AXI_DATA_W = 64,
	parameter AXI_KEEP_W = AXI_DATA_W / 8,
	parameter KEEP_LW    = $clog2(AXI_KEEP_W) + 1,

	// overlap fields
	parameter OV_DATA_W  = 64-(2*LEN),//48
	parameter OV_KEEP_W  = (OV_DATA_W/8),//6
	parameter OV_KEEP_LW = 3, //$clog2(OV_KEEP_W+1),	

	// maximum length an itch message ( net order imbalance )
	parameter MSG_MAX_N = 50*LEN, 
	parameter MSG_MAX_W = $clog2(MSG_MAX_N+1), 

	// maxium number of payloads that need to be received for the longest itch message 
	parameter PL_MAX_N = 7, // $ceil(MSG_MAX_W / AXI_DATA_W)
	parameter PL_MAX_W = $clog2(PL_MAX_N)
)(
	input clk,
	input nreset,

	`ifdef DEBUG_ID
	// debug id associated with current message, used to track
	// messages through pipeline for debug
	input  [DEBUG_ID_W-1:0] debug_id_i,
	output [DEBUG_ID_W-1:0] debug_id_o,
	`endif 

	//message
	input                  valid_i,
	input                  start_i,
	input [KEEP_LW-1:0]    len_i,
	input [AXI_DATA_W-1:0] data_i,
	// overlap message bits, only valid for first payload
	input                  ov_valid_i,
	input [OV_KEEP_LW-1:0] ov_len_i,
	input [OV_DATA_W-1:0]  ov_data_i,

    `ifdef EARLY
    [early ITCH decoded messages signals]
    `endif

    [ITCH decoded messages signals]

Mold message data

Mold message data driven by moldudp64 module.

• valid_i : validity bit, mold message is currently getting transferred.

• start_i : start of a new mold message.

• len_i : number of valid bytes in data.

• data_i : mold message data, aligned on 8 bytes.

Overlap of mold message data

We call an overlap when data of 2 different mold messages are transferred within a same AXI payload. Overlap valid only occurs on the beginning of a new message so ov_valid_i implies the start of a new mold message.

• ov_valid_i : validity bit, new overlap mold message has been identified.

• ov_len_i : number of valid bytes in overlapping data.

• ov_data_i : new overlapping mold message data, aligned on 8 bytes.

Example

An AXI payload has a width of 8 bytes and each character denotes a byte, A are bytes belonging to the end of a mold message _ are the length bytes belonging to a new mold message B are the bytes belonging to the data field of this new mold message

BB__AAAA

In this example there is an overlap, data bytes of this new mold message would be transmitted over the overlap signals :

ov_valid  = 1'b1
ov_len_i  = 'd2
ov_data_i = XXXXBB

valid_i = 1'b1
start_i = 1'b0
len_i   = 'd4
data_i  = XXXXAAAA

( Optional ) Debug id

To help debugging, whenever the DEBUG_ID flag is set an new identification number will be attacked to each message.

This is used to keep track of individual itch messages in the top level test bench.

By default DEBUG_ID is not defined.

• debug_id_i : debug id tracking each new mold message, valid when start_i and valid_i are set.

• debug_id_o : debug id of the decoded itch message, valid when any itch_<message_type>_v_o validity bit is set.

( Optional ) Early ITCH decoded message interface

The optional early signals display decoded itch values as soon they become available.
These interfaces all follow the same format :

• itch_<message_type>_early_v_o : validity bit indicating a message of the message_type was detected.

• itch_<message_type>_<field_name>_early_lite_v_o : lite validity bit indicating the corresponding message field, on the normal itch interface is complete. This validity should be evaluated alongside itch_<message_type>_early_v_o.

By default EARLY is defined.

ITCH decoded message interface

The itch decoded message output's RTL is automatically generated. More information is available in the README.md of the gen folder.

These interfaces all follow the same format :

• itch_<message_type>_v_o : validity bit indicating a message of the message_type was decoded and the following fields are valid.

• itch_<message_type>_<field_name>_o : message field, fields are in big endian

( Optional ) GLIMPSE

To add the End of Snapshot message present only in the GLIMPSE extension the GLIMPSE macro must be defined.

By default GLIMPSE should be defined.

External modules

This code calls for some external modules that can be found : https://github.com/Essenceia/rtl_utils The makefile should point to this directory using UTILS_DIR.

Test bench

Normal run :

make run

( Optional ) Debug mode activated, defines DEBUG and DEBUG_ID:

make run debug=1

Clean :

make clean

Formal

To run formal using yosys :

make formal

License

This code is licensed under CC BY-NC 4.0, all rights belong to Julia Desmazes.