I know.. I have the same thing. Although not peer to peer, I actually have a network switch with two SFP+ cages, one is connected to my server, the other one to my desktop..
Indeed great transfer speeds.
However, I was using a Mellanox X8 card (two SFP+ cages but only using one), now I have switched to a new motherboard I do not have a spare X8 slot available but I do have an X4 slot available, which should be fine since a single cage SFP+ is good enough for me.
There are however numerous different kind of Mellanox cards available in the second hand market and I was looking for one that is allready known to work with Unraid..
I now purchased this one on eBay:
Mellanox MCX311A-XCAT ConnectX-3 10GbE Single-Port SFP+ PCIe3.0 x4 8GT/s
Hope it will work, !