Start work on binary format shootout

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Bradlee Speice 2019-09-01 23:56:43 -04:00
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---
layout: post
title: "Binary Format Shootout - Prologue: Nom"
description: "Making sense of binary streams"
category:
tags: [rust, binary-shootout]
---
I've been interested in using a binary protocol library for personal projects recently,
and found myself with a strong case of decision paralysis. Do I use
[Cap'n Proto](https://capnproto.org/), which has supported Rust the longest?
[Flatbuffers](https://google.github.io/flatbuffers) recently added support,
or I could take a look at [SBE](https://github.com/real-logic/simple-binary-encoding).
Or what about building something myself? A lot of these seem unnecessarily
complicated, when my personal use case is just providing views on top of
buffers with a relatively simple structure.
Even in my personal projects, I want the choices to be the best possible;
I hate the feeling of looking back at anything I've built and saying "I regret
that decision and I could have done better." So after agonizing over the choice
of protocol library for too long, I decided it would be worth building a test
to get a feel for each. It would give me a way to build a proof-of-concept
and become familiar with how each library worked, what the performance
characteristics were of each, and evaluate whether it was worth putting
in the effort of building yet another binary protocol library myself.
To that end, this is the summation of research into the binary protocol
systems that currently support Rust. The goal isn't to recommend "the best,"
but to understand each well enough to make an informed decision.
My use case is as follows: ingest binary market data from
[IEX](https://iextrading.com/trading/market-data/) and turn it into
a format understandable by each library being tested. We'll later
write a simple program to analyze the data.
<span style="font-size: .8em">Note: Market data is the use case here
simply because IEX makes the data freely available; no code or analysis
in this blog is related to my past or present work.</span>
But before we can run any analysis, we need to read in the files
supplied by IEX. To do that, we'll use a library in Rust
called [`nom`](https://docs.rs/nom/5.0.1/nom/).
# Ingesting Market Data

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---
layout: post
title: "new post"
description: ""
category:
tags: []
---
# Designing the Test
My use case is as follows: ingest binary market data from
[IEX](https://iextrading.com/trading/market-data/) and turn it into
a format understandable by each library being tested. Then we'll
write a simple program to find total trade volume per ticker,
and the highest and lowest bid/ask price per ticker as well.
<span style="font-size: .8em">Note: Market data is the use case here
simply because IEX makes the data freely available; no code or analysis
in this blog is related to my past or present work.</span>
Now, the basic criteria used to evaluate each library:
1) The library must have cross-language support, and treat Rust as a
first-class citizen.
2) The schema must be able to evolve and add new fields. The information
I'm gathering now is fairly simple, but would evolve in the future.
3) Performance is a priority; material performance differences
(time to de/serialize, memory usage) matter.
Under those three criteria, we're excluding a lot of systems that
may make sense in other contexts:
- [Bincode](https://github.com/servo/bincode) has great Rust support
and a simple wire format (message structure) but isn't usable from
other languages and doesn't deal well with schema evolution.
- [Protocol Buffers](https://developers.google.com/protocol-buffers/) have
great cross-language support, but material performance issues compared
to other systems like FlatBuffers.
- JSON/Msgpack are schema-less; while the wire format is simple,
having code generated from a schema is too nice to pass up.
While each of these have a niche they perform well in, they're not
suited for the system under consideration.