mirror-github-bspeice/speice.io
1
0
Fork 0
mirror of https://github.com/bspeice/speice.io synced 2024-12-22 08:38:09 -05:00
Code Issues Releases Wiki Activity
gh-pages
speice.io/2019/09/binary-format-shootout/index.html

151 lines
51 KiB
HTML
Raw Permalink Blame History

This file contains invisible Unicode characters

This file contains invisible Unicode characters that are indistinguishable to humans but may be processed differently by a computer. If you think that this is intentional, you can safely ignore this warning. Use the Escape button to reveal them.

<!doctype html><html lang=en dir=ltr class="blog-wrapper blog-post-page plugin-blog plugin-id-default" data-has-hydrated=false><meta charset=UTF-8><meta name=generator content="Docusaurus v3.6.1"><title data-rh=true>Binary format shootout | The Old Speice Guy</title><meta data-rh=true name=viewport content="width=device-width,initial-scale=1.0"><meta data-rh=true name=twitter:card content=summary_large_image><meta data-rh=true property=og:url content=https://speice.io/2019/09/binary-format-shootout><meta data-rh=true property=og:locale content=en><meta data-rh=true name=docusaurus_locale content=en><meta data-rh=true name=docusaurus_tag content=default><meta data-rh=true name=docsearch:language content=en><meta data-rh=true name=docsearch:docusaurus_tag content=default><meta data-rh=true property=og:title content="Binary format shootout | The Old Speice Guy"><meta data-rh=true name=description content="I've found that in many personal projects,"><meta data-rh=true property=og:description content="I've found that in many personal projects,"><meta data-rh=true property=og:type content=article><meta data-rh=true property=article:published_time content=2019-09-28T12:00:00.000Z><link data-rh=true rel=icon href=/img/favicon.ico><link data-rh=true rel=canonical href=https://speice.io/2019/09/binary-format-shootout><link data-rh=true rel=alternate href=https://speice.io/2019/09/binary-format-shootout hreflang=en><link data-rh=true rel=alternate href=https://speice.io/2019/09/binary-format-shootout hreflang=x-default><script data-rh=true type=application/ld+json>{"@context":"https://schema.org","@id":"https://speice.io/2019/09/binary-format-shootout","@type":"BlogPosting","author":{"@type":"Person","name":"Bradlee Speice"},"dateModified":"2024-11-10T03:06:23.000Z","datePublished":"2019-09-28T12:00:00.000Z","description":"I've found that in many personal projects,","headline":"Binary format shootout","isPartOf":{"@id":"https://speice.io/","@type":"Blog","name":"Blog"},"keywords":[],"mainEntityOfPage":"https://speice.io/2019/09/binary-format-shootout","name":"Binary format shootout","url":"https://speice.io/2019/09/binary-format-shootout"}</script><link rel=alternate type=application/rss+xml href=/rss.xml title="The Old Speice Guy RSS Feed"><link rel=alternate type=application/atom+xml href=/atom.xml title="The Old Speice Guy Atom Feed"><link rel=stylesheet href=/katex/katex.min.css><link rel=stylesheet href=/assets/css/styles.16c3428d.css><script src=/assets/js/runtime~main.29a27dcf.js defer></script><script src=/assets/js/main.d461af80.js defer></script><body class=navigation-with-keyboard><script>!function(){var t,e=function(){try{return new URLSearchParams(window.location.search).get("docusaurus-theme")}catch(t){}}()||function(){try{return window.localStorage.getItem("theme")}catch(t){}}();t=null!==e?e:"light",document.documentElement.setAttribute("data-theme",t)}(),function(){try{for(var[t,e]of new URLSearchParams(window.location.search).entries())if(t.startsWith("docusaurus-data-")){var a=t.replace("docusaurus-data-","data-");document.documentElement.setAttribute(a,e)}}catch(t){}}()</script><div id=__docusaurus><div role=region aria-label="Skip to main content"><a class=skipToContent_fXgn href=#__docusaurus_skipToContent_fallback>Skip to main content</a></div><nav aria-label=Main class="navbar navbar--fixed-top"><div class=navbar__inner><div class=navbar__items><button aria-label="Toggle navigation bar" aria-expanded=false class="navbar__toggle clean-btn" type=button><svg width=30 height=30 viewBox="0 0 30 30" aria-hidden=true><path stroke=currentColor stroke-linecap=round stroke-miterlimit=10 stroke-width=2 d="M4 7h22M4 15h22M4 23h22"/></svg></button><a class=navbar__brand href=/><div class=navbar__logo><img src=/img/logo.svg alt="Sierpinski Gasket" class="themedComponent_mlkZ themedComponent--light_NVdE"><img src=/img/logo-dark.svg alt="Sierpinski Gasket" class="themedComponent_mlkZ themedComponent--dark_xIcU"></div><b class="navbar__title text--truncate">The Old Speice Guy</b></a></div><div class="navbar__items navbar__items--right"><a href=https://github.com/bspeice target=_blank rel="noopener noreferrer" class="navbar__item navbar__link header-github-link"></a><div class="toggle_vylO colorModeToggle_DEke"><button class="clean-btn toggleButton_gllP toggleButtonDisabled_aARS" type=button disabled title="Switch between dark and light mode (currently light mode)" aria-label="Switch between dark and light mode (currently light mode)" aria-live=polite aria-pressed=false><svg viewBox="0 0 24 24" width=24 height=24 class=lightToggleIcon_pyhR><path fill=currentColor d="M12,9c1.65,0,3,1.35,3,3s-1.35,3-3,3s-3-1.35-3-3S10.35,9,12,9 M12,7c-2.76,0-5,2.24-5,5s2.24,5,5,5s5-2.24,5-5 S14.76,7,12,7L12,7z M2,13l2,0c0.55,0,1-0.45,1-1s-0.45-1-1-1l-2,0c-0.55,0-1,0.45-1,1S1.45,13,2,13z M20,13l2,0c0.55,0,1-0.45,1-1 s-0.45-1-1-1l-2,0c-0.55,0-1,0.45-1,1S19.45,13,20,13z M11,2v2c0,0.55,0.45,1,1,1s1-0.45,1-1V2c0-0.55-0.45-1-1-1S11,1.45,11,2z M11,20v2c0,0.55,0.45,1,1,1s1-0.45,1-1v-2c0-0.55-0.45-1-1-1C11.45,19,11,19.45,11,20z M5.99,4.58c-0.39-0.39-1.03-0.39-1.41,0 c-0.39,0.39-0.39,1.03,0,1.41l1.06,1.06c0.39,0.39,1.03,0.39,1.41,0s0.39-1.03,0-1.41L5.99,4.58z M18.36,16.95 c-0.39-0.39-1.03-0.39-1.41,0c-0.39,0.39-0.39,1.03,0,1.41l1.06,1.06c0.39,0.39,1.03,0.39,1.41,0c0.39-0.39,0.39-1.03,0-1.41 L18.36,16.95z M19.42,5.99c0.39-0.39,0.39-1.03,0-1.41c-0.39-0.39-1.03-0.39-1.41,0l-1.06,1.06c-0.39,0.39-0.39,1.03,0,1.41 s1.03,0.39,1.41,0L19.42,5.99z M7.05,18.36c0.39-0.39,0.39-1.03,0-1.41c-0.39-0.39-1.03-0.39-1.41,0l-1.06,1.06 c-0.39,0.39-0.39,1.03,0,1.41s1.03,0.39,1.41,0L7.05,18.36z"/></svg><svg viewBox="0 0 24 24" width=24 height=24 class=darkToggleIcon_wfgR><path fill=currentColor d="M9.37,5.51C9.19,6.15,9.1,6.82,9.1,7.5c0,4.08,3.32,7.4,7.4,7.4c0.68,0,1.35-0.09,1.99-0.27C17.45,17.19,14.93,19,12,19 c-3.86,0-7-3.14-7-7C5,9.07,6.81,6.55,9.37,5.51z M12,3c-4.97,0-9,4.03-9,9s4.03,9,9,9s9-4.03,9-9c0-0.46-0.04-0.92-0.1-1.36 c-0.98,1.37-2.58,2.26-4.4,2.26c-2.98,0-5.4-2.42-5.4-5.4c0-1.81,0.89-3.42,2.26-4.4C12.92,3.04,12.46,3,12,3L12,3z"/></svg></button></div><div class=navbarSearchContainer_Bca1><div class=navbar__search><span aria-label="expand searchbar" role=button class=search-icon tabindex=0></span><input id=search_input_react type=search placeholder=Loading... aria-label=Search class="navbar__search-input search-bar" disabled></div></div></div></div><div role=presentation class=navbar-sidebar__backdrop></div></nav><div id=__docusaurus_skipToContent_fallback class="main-wrapper mainWrapper_z2l0"><div class="container margin-vert--lg"><div class=row><aside class="col col--3"><nav class="sidebar_re4s thin-scrollbar" aria-label="Blog recent posts navigation"><div class="sidebarItemTitle_pO2u margin-bottom--md">All posts</div><div role=group><h3>2024</h3><div role=group><h4>Playing with fire</h4><ul><ul class="sidebarItemList_Yudw clean-list"><li class=sidebarItem__DBe><a class=sidebarItemLink_mo7H href=/2024/11/playing-with-fire>The fractal flame algorithm</a><li class=sidebarItem__DBe><a class=sidebarItemLink_mo7H href=/2024/11/playing-with-fire-transforms>Transforms and variations</a><li class=sidebarItem__DBe><a class=sidebarItemLink_mo7H href=/2024/11/playing-with-fire-log-density>Tone mapping and color</a></ul></ul></div></div><div role=group><h3>2022</h3><ul class="sidebarItemList_Yudw clean-list"><li class=sidebarItem__DBe><a class=sidebarItemLink_mo7H href=/2011/11/webpack-industrial-complex>The webpack industrial complex</a></ul></div><div role=group><h3>2019</h3><ul class="sidebarItemList_Yudw clean-list"><li class=sidebarItem__DBe><a class=sidebarItemLink_mo7H href=/2019/12/release-the-gil>Release the GIL</a></ul><ul class="sidebarItemList_Yudw clean-list"><li class=sidebarItem__DBe><a aria-current=page class="sidebarItemLink_mo7H sidebarItemLinkActive_I1ZP" href=/2019/09/binary-format-shootout>Binary format shootout</a></ul><ul class="sidebarItemList_Yudw clean-list"><li class=sidebarItem__DBe><a class=sidebarItemLink_mo7H href=/2019/06/high-performance-systems>On building high performance systems</a></ul><ul class="sidebarItemList_Yudw clean-list"><li class=sidebarItem__DBe><a class=sidebarItemLink_mo7H href=/2019/05/making-bread>Making bread</a></ul><div role=group><h4>Allocations in Rust</h4><ul><ul class="sidebarItemList_Yudw clean-list"><li class=sidebarItem__DBe><a class=sidebarItemLink_mo7H href=/2019/02/understanding-allocations-in-rust>Foreword</a><li class=sidebarItem__DBe><a class=sidebarItemLink_mo7H href=/2019/02/the-whole-world>Global memory</a><li class=sidebarItem__DBe><a class=sidebarItemLink_mo7H href=/2019/02/stacking-up>Fixed memory</a><li class=sidebarItem__DBe><a class=sidebarItemLink_mo7H href=/2019/02/a-heaping-helping>Dynamic memory</a><li class=sidebarItem__DBe><a class=sidebarItemLink_mo7H href=/2019/02/08/compiler-optimizations>Compiler optimizations</a><li class=sidebarItem__DBe><a class=sidebarItemLink_mo7H href=/2019/02/summary>Summary</a></ul></ul></div></div><div role=group><h3>2018</h3><ul class="sidebarItemList_Yudw clean-list"><li class=sidebarItem__DBe><a class=sidebarItemLink_mo7H href=/2018/12/allocation-safety>QADAPT - debug_assert! for allocations</a></ul><ul class="sidebarItemList_Yudw clean-list"><li class=sidebarItem__DBe><a class=sidebarItemLink_mo7H href=/2018/12/what-small-business-really-means>More "what companies really mean"</a></ul><ul class="sidebarItemList_Yudw clean-list"><li class=sidebarItem__DBe><a class=sidebarItemLink_mo7H href=/2018/10/case-study-optimization>A case study in heaptrack</a></ul><ul class="sidebarItemList_Yudw clean-list"><li class=sidebarItem__DBe><a class=sidebarItemLink_mo7H href=/2018/09/isomorphic-apps>Isomorphic desktop apps with Rust</a></ul><ul class="sidebarItemList_Yudw clean-list"><li class=sidebarItem__DBe><a class=sidebarItemLink_mo7H href=/2018/09/primitives-in-rust-are-weird>Primitives in Rust are weird (and cool)</a></ul><ul class="sidebarItemList_Yudw clean-list"><li class=sidebarItem__DBe><a class=sidebarItemLink_mo7H href=/2018/06/dateutil-parser-to-rust>What I learned porting dateutil to Rust</a></ul><ul class="sidebarItemList_Yudw clean-list"><li class=sidebarItem__DBe><a class=sidebarItemLink_mo7H href=/2018/05/hello>Hello!</a></ul><div role=group><h4>Captain's Cookbook</h4><ul><ul class="sidebarItemList_Yudw clean-list"><li class=sidebarItem__DBe><a class=sidebarItemLink_mo7H href=/2018/01/captains-cookbook-part-1>Project setup</a><li class=sidebarItem__DBe><a class=sidebarItemLink_mo7H href=/2018/01/captains-cookbook-part-2>Practical usage</a></ul></ul></div></div><div role=group><h3>2016</h3><ul class="sidebarItemList_Yudw clean-list"><li class=sidebarItem__DBe><a class=sidebarItemLink_mo7H href=/2016/11/pca-audio-compression>PCA audio compression</a></ul><ul class="sidebarItemList_Yudw clean-list"><li class=sidebarItem__DBe><a class=sidebarItemLink_mo7H href=/2016/10/rustic-repodcasting>A Rustic re-podcasting server</a></ul><ul class="sidebarItemList_Yudw clean-list"><li class=sidebarItem__DBe><a class=sidebarItemLink_mo7H href=/2016/06/event-studies-and-earnings-releases>Event studies and earnings releases</a></ul><ul class="sidebarItemList_Yudw clean-list"><li class=sidebarItem__DBe><a class=sidebarItemLink_mo7H href=/2016/05/the-unfair-casino>The unfair casino</a></ul><ul class="sidebarItemList_Yudw clean-list"><li class=sidebarItem__DBe><a class=sidebarItemLink_mo7H href=/2016/04/tick-tock>Tick tock...</a></ul><ul class="sidebarItemList_Yudw clean-list"><li class=sidebarItem__DBe><a class=sidebarItemLink_mo7H href=/2016/03/tweet-like-me>Tweet like me</a></ul><ul class="sidebarItemList_Yudw clean-list"><li class=sidebarItem__DBe><a class=sidebarItemLink_mo7H href=/2016/03/predicting-santander-customer-happiness>Predicting Santander customer happiness</a></ul><ul class="sidebarItemList_Yudw clean-list"><li class=sidebarItem__DBe><a class=sidebarItemLink_mo7H href=/2016/02/profitability-using-the-investment-formula>Profitability using the investment formula</a></ul><ul class="sidebarItemList_Yudw clean-list"><li class=sidebarItem__DBe><a class=sidebarItemLink_mo7H href=/2016/02/guaranteed-money-maker>Guaranteed money maker</a></ul><ul class="sidebarItemList_Yudw clean-list"><li class=sidebarItem__DBe><a class=sidebarItemLink_mo7H href=/2016/01/cloudy-in-seattle>Cloudy in Seattle</a></ul><ul class="sidebarItemList_Yudw clean-list"><li class=sidebarItem__DBe><a class=sidebarItemLink_mo7H href=/2016/01/complaining-about-the-weather>Complaining about the weather</a></ul></div><div role=group><h3>2015</h3><ul class="sidebarItemList_Yudw clean-list"><li class=sidebarItem__DBe><a class=sidebarItemLink_mo7H href=/2015/12/testing-cramer>Testing Cramer</a></ul><ul class="sidebarItemList_Yudw clean-list"><li class=sidebarItem__DBe><a class=sidebarItemLink_mo7H href=/2015/11/autocallable>Autocallable Bonds</a></ul><ul class="sidebarItemList_Yudw clean-list"><li class=sidebarItem__DBe><a class=sidebarItemLink_mo7H href=/2015/11/welcome>Welcome, and an algorithm</a></ul></div></nav></aside><main class="col col--7"><article><header><h1 class=title_f1Hy>Binary format shootout</h1><div class="container_mt6G margin-vert--md"><time datetime=2019-09-28T12:00:00.000Z>September 28, 2019</time> · <!-- -->9 min read</div><div class="margin-top--md margin-bottom--sm row"><div class="col col--12 authorCol_Hf19"><div class="avatar margin-bottom--sm"><div class="avatar__intro authorDetails_lV9A"><div class=avatar__name><span class=authorName_yefp>Bradlee Speice</span></div><div class=authorSocials_rSDt><a href=https://github.com/bspeice target=_blank rel="noopener noreferrer" class=authorSocialLink_owbf title=GitHub><svg viewBox="0 0 256 250" width=1em height=1em class="authorSocialLink_owbf githubSvg_Uu4N" style=--dark:#000;--light:#fff preserveAspectRatio=xMidYMid><path d="M128.001 0C57.317 0 0 57.307 0 128.001c0 56.554 36.676 104.535 87.535 121.46 6.397 1.185 8.746-2.777 8.746-6.158 0-3.052-.12-13.135-.174-23.83-35.61 7.742-43.124-15.103-43.124-15.103-5.823-14.795-14.213-18.73-14.213-18.73-11.613-7.944.876-7.78.876-7.78 12.853.902 19.621 13.19 19.621 13.19 11.417 19.568 29.945 13.911 37.249 10.64 1.149-8.272 4.466-13.92 8.127-17.116-28.431-3.236-58.318-14.212-58.318-63.258 0-13.975 5-25.394 13.188-34.358-1.329-3.224-5.71-16.242 1.24-33.874 0 0 10.749-3.44 35.21 13.121 10.21-2.836 21.16-4.258 32.038-4.307 10.878.049 21.837 1.47 32.066 4.307 24.431-16.56 35.165-13.12 35.165-13.12 6.967 17.63 2.584 30.65 1.255 33.873 8.207 8.964 13.173 20.383 13.173 34.358 0 49.163-29.944 59.988-58.447 63.157 4.591 3.972 8.682 11.762 8.682 23.704 0 17.126-.148 30.91-.148 35.126 0 3.407 2.304 7.398 8.792 6.14C219.37 232.5 256 184.537 256 128.002 256 57.307 198.691 0 128.001 0Zm-80.06 182.34c-.282.636-1.283.827-2.194.39-.929-.417-1.45-1.284-1.15-1.922.276-.655 1.279-.838 2.205-.399.93.418 1.46 1.293 1.139 1.931Zm6.296 5.618c-.61.566-1.804.303-2.614-.591-.837-.892-.994-2.086-.375-2.66.63-.566 1.787-.301 2.626.591.838.903 1 2.088.363 2.66Zm4.32 7.188c-.785.545-2.067.034-2.86-1.104-.784-1.138-.784-2.503.017-3.05.795-.547 2.058-.055 2.861 1.075.782 1.157.782 2.522-.019 3.08Zm7.304 8.325c-.701.774-2.196.566-3.29-.49-1.119-1.032-1.43-2.496-.726-3.27.71-.776 2.213-.558 3.315.49 1.11 1.03 1.45 2.505.701 3.27Zm9.442 2.81c-.31 1.003-1.75 1.459-3.199 1.033-1.448-.439-2.395-1.613-2.103-2.626.301-1.01 1.747-1.484 3.207-1.028 1.446.436 2.396 1.602 2.095 2.622Zm10.744 1.193c.036 1.055-1.193 1.93-2.715 1.95-1.53.034-2.769-.82-2.786-1.86 0-1.065 1.202-1.932 2.733-1.958 1.522-.03 2.768.818 2.768 1.868Zm10.555-.405c.182 1.03-.875 2.088-2.387 2.37-1.485.271-2.861-.365-3.05-1.386-.184-1.056.893-2.114 2.376-2.387 1.514-.263 2.868.356 3.061 1.403Z"/></svg></a></div></div></div></div></div></header><div id=__blog-post-container class=markdown><p>I've found that in many personal projects,
<a href=https://en.wikipedia.org/wiki/Analysis_paralysis target=_blank rel="noopener noreferrer">analysis paralysis</a> is particularly deadly.
Making good decisions in the beginning avoids pain and suffering later; if extra research prevents
future problems, I'm happy to continue <del>procrastinating</del> researching indefinitely.</p>
<p>So let's say you're in need of a binary serialization format. Data will be going over the network,
not just in memory, so having a schema document and code generation is a must. Performance is
crucial, so formats that support zero-copy de/serialization are given priority. And the more
languages supported, the better; I use Rust, but can't predict what other languages this could
interact with.</p>
<p>Given these requirements, the candidates I could find were:</p>
<ol>
<li><a href=https://capnproto.org/ target=_blank rel="noopener noreferrer">Cap'n Proto</a> has been around the longest, and is the most established</li>
<li><a href=https://google.github.io/flatbuffers/ target=_blank rel="noopener noreferrer">Flatbuffers</a> is the newest, and claims to have a simpler
encoding</li>
<li><a href=https://github.com/real-logic/simple-binary-encoding target=_blank rel="noopener noreferrer">Simple Binary Encoding</a> has the simplest
encoding, but the Rust implementation is unmaintained</li>
</ol>
<p>Any one of these will satisfy the project requirements: easy to transmit over a network, reasonably
fast, and polyglot support. But how do you actually pick one? It's impossible to know what issues
will follow that choice, so I tend to avoid commitment until the last possible moment.</p>
<p>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 <a href=https://github.com/speice-io/marketdata-shootout target=_blank rel="noopener noreferrer">repository</a> for this post.</p>
<p>We'll discuss more in detail, but a quick preview of the results:</p>
<ul>
<li>Cap'n Proto: Theoretically performs incredibly well, the implementation had issues</li>
<li>Flatbuffers: Has some quirks, but largely lived up to its "zero-copy" promises</li>
<li>SBE: Best median and worst-case performance, but the message structure has a limited feature set</li>
</ul>
<h2 class="anchor anchorWithStickyNavbar_LWe7" id=prologue-binary-parsing-with-nom>Prologue: Binary Parsing with Nom<a href=#prologue-binary-parsing-with-nom class=hash-link aria-label="Direct link to Prologue: Binary Parsing with Nom" title="Direct link to Prologue: Binary Parsing with Nom">​</a></h2>
<p>Our benchmark system will be a simple data processor; given depth-of-book market data from
<a href=https://iextrading.com/trading/market-data/#deep target=_blank rel="noopener noreferrer">IEX</a>, serialize each message into the schema
format, read it back, and calculate total size of stock traded and the lowest/highest quoted prices.
This test isn't complex, but is representative of the project I need a binary format for.</p>
<p>But before we make it to that point, we have to actually read in the market data. To do so, I'm
using a library called <a href=https://github.com/Geal/nom target=_blank rel="noopener noreferrer"><code>nom</code></a>. Version 5.0 was recently released and
brought some big changes, so this was an opportunity to build a non-trivial program and get
familiar.</p>
<p>If you don't already know about <code>nom</code>, it's a "parser generator". By combining different smaller
parsers, you can assemble a parser to handle complex structures without writing tedious code by
hand. For example, when parsing
<a href=https://www.winpcap.org/ntar/draft/PCAP-DumpFileFormat.html#rfc.section.3.3 target=_blank rel="noopener noreferrer">PCAP files</a>:</p>
<div class="codeBlockContainer_Ckt0 theme-code-block" style="--prism-background-color:hsl(230, 1%, 98%);--prism-color:hsl(230, 8%, 24%)"><div class=codeBlockContent_biex><pre tabindex=0 class="prism-code language-text codeBlock_bY9V thin-scrollbar" style="background-color:hsl(230, 1%, 98%);color:hsl(230, 8%, 24%)"><code class=codeBlockLines_e6Vv><span class=token-line style="color:hsl(230, 8%, 24%)"><span class="token plain"> 0 1 2 3</span><br></span><span class=token-line style="color:hsl(230, 8%, 24%)"><span class="token plain"> 0 1 2 3 4 5 6 7 8 9 0 1 2 3 4 5 6 7 8 9 0 1 2 3 4 5 6 7 8 9 0 1</span><br></span><span class=token-line style="color:hsl(230, 8%, 24%)"><span class="token plain"> +---------------------------------------------------------------+</span><br></span><span class=token-line style="color:hsl(230, 8%, 24%)"><span class="token plain"> 0 | Block Type = 0x00000006 |</span><br></span><span class=token-line style="color:hsl(230, 8%, 24%)"><span class="token plain"> +---------------------------------------------------------------+</span><br></span><span class=token-line style="color:hsl(230, 8%, 24%)"><span class="token plain"> 4 | Block Total Length |</span><br></span><span class=token-line style="color:hsl(230, 8%, 24%)"><span class="token plain"> +-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+</span><br></span><span class=token-line style="color:hsl(230, 8%, 24%)"><span class="token plain"> 8 | Interface ID |</span><br></span><span class=token-line style="color:hsl(230, 8%, 24%)"><span class="token plain"> +-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+</span><br></span><span class=token-line style="color:hsl(230, 8%, 24%)"><span class="token plain">12 | Timestamp (High) |</span><br></span><span class=token-line style="color:hsl(230, 8%, 24%)"><span class="token plain"> +-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+</span><br></span><span class=token-line style="color:hsl(230, 8%, 24%)"><span class="token plain">16 | Timestamp (Low) |</span><br></span><span class=token-line style="color:hsl(230, 8%, 24%)"><span class="token plain"> +-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+</span><br></span><span class=token-line style="color:hsl(230, 8%, 24%)"><span class="token plain">20 | Captured Len |</span><br></span><span class=token-line style="color:hsl(230, 8%, 24%)"><span class="token plain"> +-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+</span><br></span><span class=token-line style="color:hsl(230, 8%, 24%)"><span class="token plain">24 | Packet Len |</span><br></span><span class=token-line style="color:hsl(230, 8%, 24%)"><span class="token plain"> +-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+</span><br></span><span class=token-line style="color:hsl(230, 8%, 24%)"><span class="token plain"> | Packet Data |</span><br></span><span class=token-line style="color:hsl(230, 8%, 24%)"><span class="token plain"> | ... |</span><br></span></code></pre><div class=buttonGroup__atx><button type=button aria-label="Copy code to clipboard" title=Copy class=clean-btn><span class=copyButtonIcons_eSgA aria-hidden=true><svg viewBox="0 0 24 24" class=copyButtonIcon_y97N><path fill=currentColor d="M19,21H8V7H19M19,5H8A2,2 0 0,0 6,7V21A2,2 0 0,0 8,23H19A2,2 0 0,0 21,21V7A2,2 0 0,0 19,5M16,1H4A2,2 0 0,0 2,3V17H4V3H16V1Z"/></svg><svg viewBox="0 0 24 24" class=copyButtonSuccessIcon_LjdS><path fill=currentColor d=M21,7L9,19L3.5,13.5L4.91,12.09L9,16.17L19.59,5.59L21,7Z /></svg></span></button></div></div></div>
<p>...you can build a parser in <code>nom</code> that looks like
<a href=https://github.com/speice-io/marketdata-shootout/blob/369613843d39cfdc728e1003123bf87f79422497/src/parsers.rs#L59-L93 target=_blank rel="noopener noreferrer">this</a>:</p>
<div class="language-rust codeBlockContainer_Ckt0 theme-code-block" style="--prism-background-color:hsl(230, 1%, 98%);--prism-color:hsl(230, 8%, 24%)"><div class=codeBlockContent_biex><pre tabindex=0 class="prism-code language-rust codeBlock_bY9V thin-scrollbar" style="background-color:hsl(230, 1%, 98%);color:hsl(230, 8%, 24%)"><code class=codeBlockLines_e6Vv><span class=token-line style="color:hsl(230, 8%, 24%)"><span class="token keyword" style="color:hsl(301, 63%, 40%)">const</span><span class="token plain"> </span><span class="token constant" style="color:hsl(35, 99%, 36%)">ENHANCED_PACKET</span><span class="token punctuation" style="color:hsl(119, 34%, 47%)">:</span><span class="token plain"> </span><span class="token punctuation" style="color:hsl(119, 34%, 47%)">[</span><span class="token keyword" style="color:hsl(301, 63%, 40%)">u8</span><span class="token punctuation" style="color:hsl(119, 34%, 47%)">;</span><span class="token plain"> </span><span class="token number" style="color:hsl(35, 99%, 36%)">4</span><span class="token punctuation" style="color:hsl(119, 34%, 47%)">]</span><span class="token plain"> </span><span class="token operator" style="color:hsl(221, 87%, 60%)">=</span><span class="token plain"> </span><span class="token punctuation" style="color:hsl(119, 34%, 47%)">[</span><span class="token number" style="color:hsl(35, 99%, 36%)">0x06</span><span class="token punctuation" style="color:hsl(119, 34%, 47%)">,</span><span class="token plain"> </span><span class="token number" style="color:hsl(35, 99%, 36%)">0x00</span><span class="token punctuation" style="color:hsl(119, 34%, 47%)">,</span><span class="token plain"> </span><span class="token number" style="color:hsl(35, 99%, 36%)">0x00</span><span class="token punctuation" style="color:hsl(119, 34%, 47%)">,</span><span class="token plain"> </span><span class="token number" style="color:hsl(35, 99%, 36%)">0x00</span><span class="token punctuation" style="color:hsl(119, 34%, 47%)">]</span><span class="token punctuation" style="color:hsl(119, 34%, 47%)">;</span><span class="token plain"></span><br></span><span class=token-line style="color:hsl(230, 8%, 24%)"><span class="token plain"></span><span class="token keyword" style="color:hsl(301, 63%, 40%)">pub</span><span class="token plain"> </span><span class="token keyword" style="color:hsl(301, 63%, 40%)">fn</span><span class="token plain"> </span><span class="token function-definition function" style="color:hsl(221, 87%, 60%)">enhanced_packet_block</span><span class="token punctuation" style="color:hsl(119, 34%, 47%)">(</span><span class="token plain">input</span><span class="token punctuation" style="color:hsl(119, 34%, 47%)">:</span><span class="token plain"> </span><span class="token operator" style="color:hsl(221, 87%, 60%)">&</span><span class="token punctuation" style="color:hsl(119, 34%, 47%)">[</span><span class="token keyword" style="color:hsl(301, 63%, 40%)">u8</span><span class="token punctuation" style="color:hsl(119, 34%, 47%)">]</span><span class="token punctuation" style="color:hsl(119, 34%, 47%)">)</span><span class="token plain"> </span><span class="token punctuation" style="color:hsl(119, 34%, 47%)">-></span><span class="token plain"> </span><span class="token class-name" style="color:hsl(35, 99%, 36%)">IResult</span><span class="token operator" style="color:hsl(221, 87%, 60%)">&lt;</span><span class="token operator" style="color:hsl(221, 87%, 60%)">&</span><span class="token punctuation" style="color:hsl(119, 34%, 47%)">[</span><span class="token keyword" style="color:hsl(301, 63%, 40%)">u8</span><span class="token punctuation" style="color:hsl(119, 34%, 47%)">]</span><span class="token punctuation" style="color:hsl(119, 34%, 47%)">,</span><span class="token plain"> </span><span class="token operator" style="color:hsl(221, 87%, 60%)">&</span><span class="token punctuation" style="color:hsl(119, 34%, 47%)">[</span><span class="token keyword" style="color:hsl(301, 63%, 40%)">u8</span><span class="token punctuation" style="color:hsl(119, 34%, 47%)">]</span><span class="token operator" style="color:hsl(221, 87%, 60%)">></span><span class="token plain"> </span><span class="token punctuation" style="color:hsl(119, 34%, 47%)">{</span><span class="token plain"></span><br></span><span class=token-line style="color:hsl(230, 8%, 24%)"><span class="token plain"> </span><span class="token keyword" style="color:hsl(301, 63%, 40%)">let</span><span class="token plain"> </span><span class="token punctuation" style="color:hsl(119, 34%, 47%)">(</span><span class="token plain"></span><br></span><span class=token-line style="color:hsl(230, 8%, 24%)"><span class="token plain"> remaining</span><span class="token punctuation" style="color:hsl(119, 34%, 47%)">,</span><span class="token plain"></span><br></span><span class=token-line style="color:hsl(230, 8%, 24%)"><span class="token plain"> </span><span class="token punctuation" style="color:hsl(119, 34%, 47%)">(</span><span class="token plain"></span><br></span><span class=token-line style="color:hsl(230, 8%, 24%)"><span class="token plain"> block_type</span><span class="token punctuation" style="color:hsl(119, 34%, 47%)">,</span><span class="token plain"></span><br></span><span class=token-line style="color:hsl(230, 8%, 24%)"><span class="token plain"> block_len</span><span class="token punctuation" style="color:hsl(119, 34%, 47%)">,</span><span class="token plain"></span><br></span><span class=token-line style="color:hsl(230, 8%, 24%)"><span class="token plain"> interface_id</span><span class="token punctuation" style="color:hsl(119, 34%, 47%)">,</span><span class="token plain"></span><br></span><span class=token-line style="color:hsl(230, 8%, 24%)"><span class="token plain"> timestamp_high</span><span class="token punctuation" style="color:hsl(119, 34%, 47%)">,</span><span class="token plain"></span><br></span><span class=token-line style="color:hsl(230, 8%, 24%)"><span class="token plain"> timestamp_low</span><span class="token punctuation" style="color:hsl(119, 34%, 47%)">,</span><span class="token plain"></span><br></span><span class=token-line style="color:hsl(230, 8%, 24%)"><span class="token plain"> captured_len</span><span class="token punctuation" style="color:hsl(119, 34%, 47%)">,</span><span class="token plain"></span><br></span><span class=token-line style="color:hsl(230, 8%, 24%)"><span class="token plain"> packet_len</span><span class="token punctuation" style="color:hsl(119, 34%, 47%)">,</span><span class="token plain"></span><br></span><span class=token-line style="color:hsl(230, 8%, 24%)"><span class="token plain"> </span><span class="token punctuation" style="color:hsl(119, 34%, 47%)">)</span><span class="token punctuation" style="color:hsl(119, 34%, 47%)">,</span><span class="token plain"></span><br></span><span class=token-line style="color:hsl(230, 8%, 24%)"><span class="token plain"> </span><span class="token punctuation" style="color:hsl(119, 34%, 47%)">)</span><span class="token plain"> </span><span class="token operator" style="color:hsl(221, 87%, 60%)">=</span><span class="token plain"> </span><span class="token function" style="color:hsl(221, 87%, 60%)">tuple</span><span class="token punctuation" style="color:hsl(119, 34%, 47%)">(</span><span class="token punctuation" style="color:hsl(119, 34%, 47%)">(</span><span class="token plain"></span><br></span><span class=token-line style="color:hsl(230, 8%, 24%)"><span class="token plain"> </span><span class="token function" style="color:hsl(221, 87%, 60%)">tag</span><span class="token punctuation" style="color:hsl(119, 34%, 47%)">(</span><span class="token constant" style="color:hsl(35, 99%, 36%)">ENHANCED_PACKET</span><span class="token punctuation" style="color:hsl(119, 34%, 47%)">)</span><span class="token punctuation" style="color:hsl(119, 34%, 47%)">,</span><span class="token plain"></span><br></span><span class=token-line style="color:hsl(230, 8%, 24%)"><span class="token plain"> le_u32</span><span class="token punctuation" style="color:hsl(119, 34%, 47%)">,</span><span class="token plain"></span><br></span><span class=token-line style="color:hsl(230, 8%, 24%)"><span class="token plain"> le_u32</span><span class="token punctuation" style="color:hsl(119, 34%, 47%)">,</span><span class="token plain"></span><br></span><span class=token-line style="color:hsl(230, 8%, 24%)"><span class="token plain"> le_u32</span><span class="token punctuation" style="color:hsl(119, 34%, 47%)">,</span><span class="token plain"></span><br></span><span class=token-line style="color:hsl(230, 8%, 24%)"><span class="token plain"> le_u32</span><span class="token punctuation" style="color:hsl(119, 34%, 47%)">,</span><span class="token plain"></span><br></span><span class=token-line style="color:hsl(230, 8%, 24%)"><span class="token plain"> le_u32</span><span class="token punctuation" style="color:hsl(119, 34%, 47%)">,</span><span class="token plain"></span><br></span><span class=token-line style="color:hsl(230, 8%, 24%)"><span class="token plain"> le_u32</span><span class="token punctuation" style="color:hsl(119, 34%, 47%)">,</span><span class="token plain"></span><br></span><span class=token-line style="color:hsl(230, 8%, 24%)"><span class="token plain"> </span><span class="token punctuation" style="color:hsl(119, 34%, 47%)">)</span><span class="token punctuation" style="color:hsl(119, 34%, 47%)">)</span><span class="token punctuation" style="color:hsl(119, 34%, 47%)">(</span><span class="token plain">input</span><span class="token punctuation" style="color:hsl(119, 34%, 47%)">)</span><span class="token operator" style="color:hsl(221, 87%, 60%)">?</span><span class="token punctuation" style="color:hsl(119, 34%, 47%)">;</span><span class="token plain"></span><br></span><span class=token-line style="color:hsl(230, 8%, 24%)"><span class="token plain" style=display:inline-block></span><br></span><span class=token-line style="color:hsl(230, 8%, 24%)"><span class="token plain"> </span><span class="token keyword" style="color:hsl(301, 63%, 40%)">let</span><span class="token plain"> </span><span class="token punctuation" style="color:hsl(119, 34%, 47%)">(</span><span class="token plain">remaining</span><span class="token punctuation" style="color:hsl(119, 34%, 47%)">,</span><span class="token plain"> packet_data</span><span class="token punctuation" style="color:hsl(119, 34%, 47%)">)</span><span class="token plain"> </span><span class="token operator" style="color:hsl(221, 87%, 60%)">=</span><span class="token plain"> </span><span class="token function" style="color:hsl(221, 87%, 60%)">take</span><span class="token punctuation" style="color:hsl(119, 34%, 47%)">(</span><span class="token plain">captured_len</span><span class="token punctuation" style="color:hsl(119, 34%, 47%)">)</span><span class="token punctuation" style="color:hsl(119, 34%, 47%)">(</span><span class="token plain">remaining</span><span class="token punctuation" style="color:hsl(119, 34%, 47%)">)</span><span class="token operator" style="color:hsl(221, 87%, 60%)">?</span><span class="token punctuation" style="color:hsl(119, 34%, 47%)">;</span><span class="token plain"></span><br></span><span class=token-line style="color:hsl(230, 8%, 24%)"><span class="token plain"> </span><span class="token class-name" style="color:hsl(35, 99%, 36%)">Ok</span><span class="token punctuation" style="color:hsl(119, 34%, 47%)">(</span><span class="token punctuation" style="color:hsl(119, 34%, 47%)">(</span><span class="token plain">remaining</span><span class="token punctuation" style="color:hsl(119, 34%, 47%)">,</span><span class="token plain"> packet_data</span><span class="token punctuation" style="color:hsl(119, 34%, 47%)">)</span><span class="token punctuation" style="color:hsl(119, 34%, 47%)">)</span><span class="token plain"></span><br></span><span class=token-line style="color:hsl(230, 8%, 24%)"><span class="token plain"></span><span class="token punctuation" style="color:hsl(119, 34%, 47%)">}</span><br></span></code></pre><div class=buttonGroup__atx><button type=button aria-label="Copy code to clipboard" title=Copy class=clean-btn><span class=copyButtonIcons_eSgA aria-hidden=true><svg viewBox="0 0 24 24" class=copyButtonIcon_y97N><path fill=currentColor d="M19,21H8V7H19M19,5H8A2,2 0 0,0 6,7V21A2,2 0 0,0 8,23H19A2,2 0 0,0 21,21V7A2,2 0 0,0 19,5M16,1H4A2,2 0 0,0 2,3V17H4V3H16V1Z"/></svg><svg viewBox="0 0 24 24" class=copyButtonSuccessIcon_LjdS><path fill=currentColor d=M21,7L9,19L3.5,13.5L4.91,12.09L9,16.17L19.59,5.59L21,7Z /></svg></span></button></div></div></div>
<p>While this example isn't too interesting, more complex formats (like IEX market data) are where
<a href=https://github.com/speice-io/marketdata-shootout/blob/369613843d39cfdc728e1003123bf87f79422497/src/iex.rs target=_blank rel="noopener noreferrer"><code>nom</code> really shines</a>.</p>
<p>Ultimately, because the <code>nom</code> 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.</p>
<h2 class="anchor anchorWithStickyNavbar_LWe7" id=capn-proto>Cap'n Proto<a href=#capn-proto class=hash-link aria-label="Direct link to Cap'n Proto" title="Direct link to Cap'n Proto">​</a></h2>
<p>Now it's time to get into the meaty part of the story. Cap'n Proto was the first format I tried
because of how long it has supported Rust (thanks to <a href=https://github.com/dwrensha target=_blank rel="noopener noreferrer">dwrensha</a> for
maintaining the Rust port since
<a href=https://github.com/capnproto/capnproto-rust/releases/tag/rustc-0.10 target=_blank rel="noopener noreferrer">2014!</a>). However, I had a ton
of performance concerns once I started using it.</p>
<p>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
<a href=https://github.com/capnproto/capnproto-rust/issues/111 target=_blank rel="noopener noreferrer">can't be re-used</a>, we have to allocate a
new buffer for every single message. I was able to work around this with a
<a href=https://github.com/speice-io/marketdata-shootout/blob/369613843d39cfdc728e1003123bf87f79422497/src/capnp_runner.rs#L17-L51 target=_blank rel="noopener noreferrer">special builder</a>
that could re-use the buffer, but it required reading through Cap'n Proto's
<a href=https://github.com/capnproto/capnproto-rust/blob/master/benchmark/benchmark.rs#L124-L156 target=_blank rel="noopener noreferrer">benchmarks</a>
to find an example, and used
<a href=https://doc.rust-lang.org/std/mem/fn.transmute.html target=_blank rel="noopener noreferrer"><code>std::mem::transmute</code></a> to bypass Rust's borrow
checker.</p>
<p>The process of reading messages was better, but still had issues. Cap'n Proto has two message
encodings: a <a href=https://capnproto.org/encoding.html#packing target=_blank rel="noopener noreferrer">"packed"</a> representation, and an
"unpacked" version. When reading "packed" messages, we need a buffer to unpack the message into
before we can use it; Cap'n Proto allocates a new buffer for each message we unpack, and I wasn't
able to figure out a way around that. In contrast, the unpacked message format should be where Cap'n
Proto shines; its main selling point is that there's <a href=https://capnproto.org/ target=_blank rel="noopener noreferrer">no decoding step</a>.
However, accomplishing zero-copy deserialization required code in the private API
(<a href=https://github.com/capnproto/capnproto-rust/issues/148 target=_blank rel="noopener noreferrer">since fixed</a>), and we allocate a vector on
every read for the segment table.</p>
<p>In the end, I put in significant work to make Cap'n Proto as fast as possible, but there were too
many issues for me to feel comfortable using it long-term.</p>
<h2 class="anchor anchorWithStickyNavbar_LWe7" id=flatbuffers>Flatbuffers<a href=#flatbuffers class=hash-link aria-label="Direct link to Flatbuffers" title="Direct link to Flatbuffers">​</a></h2>
<p>This is the new kid on the block. After a
<a href=https://github.com/google/flatbuffers/pull/3894 target=_blank rel="noopener noreferrer">first attempt</a> didn't pan out, official support
was <a href=https://github.com/google/flatbuffers/pull/4898 target=_blank rel="noopener noreferrer">recently launched</a>. Flatbuffers intends to
address the same problems as Cap'n Proto: high-performance, polyglot, binary messaging. The
difference is that Flatbuffers claims to have a simpler wire format and
<a href=https://google.github.io/flatbuffers/flatbuffers_benchmarks.html target=_blank rel="noopener noreferrer">more flexibility</a>.</p>
<p>On the whole, I enjoyed using Flatbuffers; the <a href=https://crates.io/crates/flatc-rust target=_blank rel="noopener noreferrer">tooling</a> is
nice, and unlike Cap'n Proto, parsing messages was actually zero-copy and zero-allocation. However,
there were still some issues.</p>
<p>First, Flatbuffers (at least in Rust) can't handle nested vectors. This is a problem for formats
like the following:</p>
<div class="codeBlockContainer_Ckt0 theme-code-block" style="--prism-background-color:hsl(230, 1%, 98%);--prism-color:hsl(230, 8%, 24%)"><div class=codeBlockContent_biex><pre tabindex=0 class="prism-code language-text codeBlock_bY9V thin-scrollbar" style="background-color:hsl(230, 1%, 98%);color:hsl(230, 8%, 24%)"><code class=codeBlockLines_e6Vv><span class=token-line style="color:hsl(230, 8%, 24%)"><span class="token plain">table Message {</span><br></span><span class=token-line style="color:hsl(230, 8%, 24%)"><span class="token plain"> symbol: string;</span><br></span><span class=token-line style="color:hsl(230, 8%, 24%)"><span class="token plain">}</span><br></span><span class=token-line style="color:hsl(230, 8%, 24%)"><span class="token plain">table MultiMessage {</span><br></span><span class=token-line style="color:hsl(230, 8%, 24%)"><span class="token plain"> messages:[Message];</span><br></span><span class=token-line style="color:hsl(230, 8%, 24%)"><span class="token plain">}</span><br></span></code></pre><div class=buttonGroup__atx><button type=button aria-label="Copy code to clipboard" title=Copy class=clean-btn><span class=copyButtonIcons_eSgA aria-hidden=true><svg viewBox="0 0 24 24" class=copyButtonIcon_y97N><path fill=currentColor d="M19,21H8V7H19M19,5H8A2,2 0 0,0 6,7V21A2,2 0 0,0 8,23H19A2,2 0 0,0 21,21V7A2,2 0 0,0 19,5M16,1H4A2,2 0 0,0 2,3V17H4V3H16V1Z"/></svg><svg viewBox="0 0 24 24" class=copyButtonSuccessIcon_LjdS><path fill=currentColor d=M21,7L9,19L3.5,13.5L4.91,12.09L9,16.17L19.59,5.59L21,7Z /></svg></span></button></div></div></div>
<p>We want to create a <code>MultiMessage</code> which contains a vector of <code>Message</code>, and each <code>Message</code> itself
contains a vector (the <code>string</code> type). I was able to work around this by
<a href=https://github.com/speice-io/marketdata-shootout/blob/e9d07d148bf36a211a6f86802b313c4918377d1b/src/flatbuffers_runner.rs#L83 target=_blank rel="noopener noreferrer">caching <code>Message</code> elements</a>
in a <code>SmallVec</code> before building the final <code>MultiMessage</code>, but it was a painful process that I
believe contributed to poor serialization performance.</p>
<p>Second, streaming support in Flatbuffers seems to be something of an
<a href=https://github.com/google/flatbuffers/issues/3898 target=_blank rel="noopener noreferrer">afterthought</a>. Where Cap'n Proto in Rust handles
reading messages from a stream as part of the API, Flatbuffers just sticks a <code>u32</code> at the front of
each message to indicate the size. Not specifically a problem, but calculating message size without
that tag is nigh on impossible.</p>
<p>Ultimately, I enjoyed using Flatbuffers, and had to do significantly less work to make it perform
well.</p>
<h2 class="anchor anchorWithStickyNavbar_LWe7" id=simple-binary-encoding>Simple Binary Encoding<a href=#simple-binary-encoding class=hash-link aria-label="Direct link to Simple Binary Encoding" title="Direct link to Simple Binary Encoding">​</a></h2>
<p>Support for SBE was added by the author of one of my favorite
<a href=https://web.archive.org/web/20190427124806/https://polysync.io/blog/session-types-for-hearty-codecs/ target=_blank rel="noopener noreferrer">Rust blog posts</a>.
I've <a href=/2019/06/high-performance-systems>talked previously</a> about how important
variance is in high-performance systems, so it was encouraging to read about a format that
<a href=https://github.com/real-logic/simple-binary-encoding/wiki/Why-Low-Latency target=_blank rel="noopener noreferrer">directly addressed</a> my
concerns. SBE has by far the simplest binary format, but it does make some tradeoffs.</p>
<p>Both Cap'n Proto and Flatbuffers use <a href=https://capnproto.org/encoding.html#structs target=_blank rel="noopener noreferrer">message offsets</a>
to handle variable-length data, <a href=https://capnproto.org/language.html#unions target=_blank rel="noopener noreferrer">unions</a>, and various
other features. In contrast, messages in SBE are essentially
<a href=https://github.com/real-logic/simple-binary-encoding/blob/master/sbe-samples/src/main/resources/example-schema.xml target=_blank rel="noopener noreferrer">just structs</a>;
variable-length data is supported, but there's no union type.</p>
<p>As mentioned in the beginning, the Rust port of SBE works well, but is
<a href=https://users.rust-lang.org/t/zero-cost-abstraction-frontier-no-copy-low-allocation-ordered-decoding/11515/9 target=_blank rel="noopener noreferrer">essentially unmaintained</a>.
However, if you don't need union types, and can accept that schemas are XML documents, it's still
worth using. SBE's implementation had the best streaming support of all formats I tested, and
doesn't trigger allocation during de/serialization.</p>
<h2 class="anchor anchorWithStickyNavbar_LWe7" id=results>Results<a href=#results class=hash-link aria-label="Direct link to Results" title="Direct link to Results">​</a></h2>
<p>After building a test harness
<a href=https://github.com/speice-io/marketdata-shootout/blob/master/src/capnp_runner.rs target=_blank rel="noopener noreferrer">for</a>
<a href=https://github.com/speice-io/marketdata-shootout/blob/master/src/flatbuffers_runner.rs target=_blank rel="noopener noreferrer">each</a>
<a href=https://github.com/speice-io/marketdata-shootout/blob/master/src/sbe_runner.rs target=_blank rel="noopener noreferrer">format</a>, it was
time to actually take them for a spin. I used
<a href=https://github.com/speice-io/marketdata-shootout/blob/master/run_shootout.sh target=_blank rel="noopener noreferrer">this script</a> to run
the benchmarks, and the raw results are
<a href=https://github.com/speice-io/marketdata-shootout/blob/master/shootout.csv target=_blank rel="noopener noreferrer">here</a>. 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.</p>
<h3 class="anchor anchorWithStickyNavbar_LWe7" id=serialization>Serialization<a href=#serialization class=hash-link aria-label="Direct link to Serialization" title="Direct link to Serialization">​</a></h3>
<p>This test measures, on a
<a href=https://github.com/speice-io/marketdata-shootout/blob/master/src/main.rs#L268-L272 target=_blank rel="noopener noreferrer">per-message basis</a>,
how long it takes to serialize the IEX message into the desired format and write to a pre-allocated
buffer.</p>
<table><thead><tr><th style=text-align:left>Schema<th style=text-align:left>Median<th style=text-align:left>99th Pctl<th style=text-align:left>99.9th Pctl<th style=text-align:left>Total<tbody><tr><td style=text-align:left>Cap'n Proto Packed<td style=text-align:left>413ns<td style=text-align:left>1751ns<td style=text-align:left>2943ns<td style=text-align:left>14.80s<tr><td style=text-align:left>Cap'n Proto Unpacked<td style=text-align:left>273ns<td style=text-align:left>1828ns<td style=text-align:left>2836ns<td style=text-align:left>10.65s<tr><td style=text-align:left>Flatbuffers<td style=text-align:left>355ns<td style=text-align:left>2185ns<td style=text-align:left>3497ns<td style=text-align:left>14.31s<tr><td style=text-align:left>SBE<td style=text-align:left>91ns<td style=text-align:left>1535ns<td style=text-align:left>2423ns<td style=text-align:left>3.91s</table>
<h3 class="anchor anchorWithStickyNavbar_LWe7" id=deserialization>Deserialization<a href=#deserialization class=hash-link aria-label="Direct link to Deserialization" title="Direct link to Deserialization">​</a></h3>
<p>This test measures, on a
<a href=https://github.com/speice-io/marketdata-shootout/blob/master/src/main.rs#L294-L298 target=_blank rel="noopener noreferrer">per-message basis</a>,
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.</p>
<table><thead><tr><th style=text-align:left>Schema<th style=text-align:left>Median<th style=text-align:left>99th Pctl<th style=text-align:left>99.9th Pctl<th style=text-align:left>Total<tbody><tr><td style=text-align:left>Cap'n Proto Packed<td style=text-align:left>539ns<td style=text-align:left>1216ns<td style=text-align:left>2599ns<td style=text-align:left>18.92s<tr><td style=text-align:left>Cap'n Proto Unpacked<td style=text-align:left>366ns<td style=text-align:left>737ns<td style=text-align:left>1583ns<td style=text-align:left>12.32s<tr><td style=text-align:left>Flatbuffers<td style=text-align:left>173ns<td style=text-align:left>421ns<td style=text-align:left>1007ns<td style=text-align:left>6.00s<tr><td style=text-align:left>SBE<td style=text-align:left>116ns<td style=text-align:left>286ns<td style=text-align:left>659ns<td style=text-align:left>4.05s</table>
<h2 class="anchor anchorWithStickyNavbar_LWe7" id=conclusion>Conclusion<a href=#conclusion class=hash-link aria-label="Direct link to Conclusion" title="Direct link to Conclusion">​</a></h2>
<p>Building a benchmark turned out to be incredibly helpful in making a decision; because a "union"
type isn't important to me, I can be confident that SBE best addresses my needs.</p>
<p>While SBE was the fastest in terms of both median and worst-case performance, its worst case
performance was proportionately far higher than any other format. It seems to be that
de/serialization time scales with message size, but I'll need to do some more research to understand
what exactly is going on.</div></article><nav class="pagination-nav docusaurus-mt-lg" aria-label="Blog post page navigation"><a class="pagination-nav__link pagination-nav__link--prev" href=/2019/06/high-performance-systems><div class=pagination-nav__sublabel>Older post</div><div class=pagination-nav__label>On building high performance systems</div></a><a class="pagination-nav__link pagination-nav__link--next" href=/2019/12/release-the-gil><div class=pagination-nav__sublabel>Newer post</div><div class=pagination-nav__label>Release the GIL</div></a></nav></main><div class="col col--2"><div class="tableOfContents_bqdL thin-scrollbar"><ul class="table-of-contents table-of-contents__left-border"><li><a href=#prologue-binary-parsing-with-nom class="table-of-contents__link toc-highlight">Prologue: Binary Parsing with Nom</a><li><a href=#capn-proto class="table-of-contents__link toc-highlight">Cap'n Proto</a><li><a href=#flatbuffers class="table-of-contents__link toc-highlight">Flatbuffers</a><li><a href=#simple-binary-encoding class="table-of-contents__link toc-highlight">Simple Binary Encoding</a><li><a href=#results class="table-of-contents__link toc-highlight">Results</a><ul><li><a href=#serialization class="table-of-contents__link toc-highlight">Serialization</a><li><a href=#deserialization class="table-of-contents__link toc-highlight">Deserialization</a></ul><li><a href=#conclusion class="table-of-contents__link toc-highlight">Conclusion</a></ul></div></div></div></div></div><footer class=footer><div class="container container-fluid"><div class="footer__bottom text--center"><div class=footer__copyright>Copyright © 2024 Bradlee Speice</div></div></div></footer></div>
Reference in New Issue View Git Blame Copy Permalink