From eccbc11cfee73f0b56c1e98d8ce63ff8c09e4058 Mon Sep 17 00:00:00 2001 From: Bradlee Speice Date: Sat, 21 Mar 2020 17:01:11 -0400 Subject: [PATCH] Migrate links for marketdata shootout --- _posts/2019-09-28-binary-format-shootout.md | 24 ++++++++++----------- 1 file changed, 12 insertions(+), 12 deletions(-) diff --git a/_posts/2019-09-28-binary-format-shootout.md b/_posts/2019-09-28-binary-format-shootout.md index 8906bff..c6b9497 100644 --- a/_posts/2019-09-28-binary-format-shootout.md +++ b/_posts/2019-09-28-binary-format-shootout.md @@ -28,7 +28,7 @@ so I tend to avoid commitment until the last possible moment. Still, a choice must be made. Instead of worrying about which is "the best," I decided to build a small proof-of-concept system in each format and pit them against each other. All code can be found in the -[repository](https://github.com/bspeice/speice.io-md_shootout) for this post. +[repository](https://github.com/speice-io/marketdata-shootout) for this post. We'll discuss more in detail, but a quick preview of the results: @@ -74,7 +74,7 @@ For example, when parsing [PCAP files](https://www.winpcap.org/ntar/draft/PCAP-D ``` ...you can build a parser in `nom` that looks like -[this](https://github.com/bspeice/speice.io-md_shootout/blob/369613843d39cfdc728e1003123bf87f79422497/src/parsers.rs#L59-L93): +[this](https://github.com/speice-io/marketdata-shootout/blob/369613843d39cfdc728e1003123bf87f79422497/src/parsers.rs#L59-L93): ```rust const ENHANCED_PACKET: [u8; 4] = [0x06, 0x00, 0x00, 0x00]; @@ -106,7 +106,7 @@ pub fn enhanced_packet_block(input: &[u8]) -> IResult<&[u8], &[u8]> { ``` While this example isn't too interesting, more complex formats (like IEX market data) are where -[`nom` really shines](https://github.com/bspeice/speice.io-md_shootout/blob/369613843d39cfdc728e1003123bf87f79422497/src/iex.rs). +[`nom` really shines](https://github.com/speice-io/marketdata-shootout/blob/369613843d39cfdc728e1003123bf87f79422497/src/iex.rs). Ultimately, because the `nom` code in this shootout was the same for all formats, we're not too interested in its performance. Still, it's worth mentioning that building the market data parser was actually fun; I didn't have to write tons of boring code by hand. @@ -121,7 +121,7 @@ once I started using it. To serialize new messages, Cap'n Proto uses a "builder" object. This builder allocates memory on the heap to hold the message content, but because builders [can't be re-used](https://github.com/capnproto/capnproto-rust/issues/111), we have to allocate a new buffer for every single message. I was able to work around this with a -[special builder](https://github.com/bspeice/speice.io-md_shootout/blob/369613843d39cfdc728e1003123bf87f79422497/src/capnp_runner.rs#L17-L51) +[special builder](https://github.com/speice-io/marketdata-shootout/blob/369613843d39cfdc728e1003123bf87f79422497/src/capnp_runner.rs#L17-L51) that could re-use the buffer, but it required reading through Cap'n Proto's [benchmarks](https://github.com/capnproto/capnproto-rust/blob/master/benchmark/benchmark.rs#L124-L156) to find an example, and used [`std::mem::transmute`](https://doc.rust-lang.org/std/mem/fn.transmute.html) to bypass Rust's borrow checker. @@ -158,7 +158,7 @@ table MultiMessage { ``` We want to create a `MultiMessage` which contains a vector of `Message`, and each `Message` itself contains a vector (the `string` type). -I was able to work around this by [caching `Message` elements](https://github.com/bspeice/speice.io-md_shootout/blob/e9d07d148bf36a211a6f86802b313c4918377d1b/src/flatbuffers_runner.rs#L83) +I was able to work around this by [caching `Message` elements](https://github.com/speice-io/marketdata-shootout/blob/e9d07d148bf36a211a6f86802b313c4918377d1b/src/flatbuffers_runner.rs#L83) in a `SmallVec` before building the final `MultiMessage`, but it was a painful process that I believe contributed to poor serialization performance. Second, streaming support in Flatbuffers seems to be something of an [afterthought](https://github.com/google/flatbuffers/issues/3898). @@ -188,19 +188,19 @@ had the best streaming support of all formats I tested, and doesn't trigger allo # Results -After building a test harness [for](https://github.com/bspeice/speice.io-md_shootout/blob/master/src/capnp_runner.rs) -[each](https://github.com/bspeice/speice.io-md_shootout/blob/master/src/flatbuffers_runner.rs) -[format](https://github.com/bspeice/speice.io-md_shootout/blob/master/src/sbe_runner.rs), +After building a test harness [for](https://github.com/speice-io/marketdata-shootout/blob/master/src/capnp_runner.rs) +[each](https://github.com/speice-io/marketdata-shootout/blob/master/src/flatbuffers_runner.rs) +[format](https://github.com/speice-io/marketdata-shootout/blob/master/src/sbe_runner.rs), it was time to actually take them for a spin. I used -[this script](https://github.com/bspeice/speice.io-md_shootout/blob/master/run_shootout.sh) to run the benchmarks, -and the raw results are [here](https://github.com/bspeice/speice.io-md_shootout/blob/master/shootout.csv). All data +[this script](https://github.com/speice-io/marketdata-shootout/blob/master/run_shootout.sh) to run the benchmarks, +and the raw results are [here](https://github.com/speice-io/marketdata-shootout/blob/master/shootout.csv). All data reported below is the average of 10 runs on a single day of IEX data. Results were validated to make sure that each format parsed the data correctly. ## Serialization This test measures, on a -[per-message basis](https://github.com/bspeice/speice.io-md_shootout/blob/master/src/main.rs#L268-L272), +[per-message basis](https://github.com/speice-io/marketdata-shootout/blob/master/src/main.rs#L268-L272), how long it takes to serialize the IEX message into the desired format and write to a pre-allocated buffer. | Schema | Median | 99th Pctl | 99.9th Pctl | Total | @@ -213,7 +213,7 @@ how long it takes to serialize the IEX message into the desired format and write ## Deserialization This test measures, on a -[per-message basis](https://github.com/bspeice/speice.io-md_shootout/blob/master/src/main.rs#L294-L298), +[per-message basis](https://github.com/speice-io/marketdata-shootout/blob/master/src/main.rs#L294-L298), how long it takes to read the previously-serialized message and perform some basic aggregation. The aggregation code is the same for each format, so any performance differences are due solely to the format implementation.