Prologue: Reading the Data

Our benchmark system will be a simple data processor; given depth-of-book market data from IEX, serialize each message into the schema format, then read back the message for some basic aggregation. This test isn't complex, but is representative of the project I need a binary format for.

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 nom. 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 again.

If you don't already know about nom, it's a "parser generator". By combining different smaller parsers, you can build a parser to handle more complex structures without writing all the tedious code by hand. For example, when parsing PCAP files:

   0                   1                   2                   3
   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
   +---------------------------------------------------------------+
 0 |                    Block Type = 0x00000006                    |
   +---------------------------------------------------------------+
 4 |                      Block Total Length                       |
   +-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+
 8 |                         Interface ID                          |
   +-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+
12 |                        Timestamp (High)                       |
   +-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+
16 |                        Timestamp (Low)                        |
   +-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+
20 |                         Captured Len                          |
   +-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+
24 |                          Packet Len                           |
   +-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+
   |                          Packet Data                          |
   |                              ...                              |

...you can build a parser in nom that looks like this:

const ENHANCED_PACKET: [u8; 4] = [0x06, 0x00, 0x00, 0x00];
pub fn enhanced_packet_block(input: &[u8]) -> IResult<&[u8], &[u8]> {
    let (
        remaining,
        (
            block_type,
            block_len,
            interface_id,
            timestamp_high,
            timestamp_low,
            captured_len,
            packet_len,
        ),
    ) = tuple((
        tag(ENHANCED_PACKET),
        le_u32,
        le_u32,
        le_u32,
        le_u32,
        le_u32,
        le_u32,
    ))(input)?;

    let (remaining, packet_data) = take(captured_len)(remaining)?;
    Ok((remaining, packet_data))
}

While this example isn't too interesting, more complex formats (like IEX market data) are where nom really shines.

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 all the boring code by hand.

Part 1: Cap'n Proto

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 dwrensha for maintaining the Rust port since 2014!). However, I had a ton of performance concerns 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, we have to allocate a new buffer for every single message. I was able to work around this with a special builder that could re-use the buffer, but it required reading through Cap'n Proto's benchmarks to find an example, and used std::mem::transmute to bypass Rust's borrow checker.

The process of reading messages was better, but still had issues. Cap'n Proto has two message encodings: a "packed" 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 no decoding step. However, accomplishing zero-copy deserialization required code in the private API (since fixed), and we still allocate a vector on every read for the segment table.

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.

Part 2: Flatbuffers

This is the new kid on the block. After a first attempt didn't pan out, official support was recently added. 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 more flexibility.

On the whole, I enjoyed using Flatbuffers; the tooling is nice enough, and unlike Cap'n Proto, parsing messages was actually zero-copy and zero-allocation. There were some issues though.

First, Flatbuffers (at least in Rust) can't handle nested vectors. This is a problem for formats like the following:

table Message {
  symbol: string;
}
table MultiMessage {
  messages:[Message];
}

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 in a SmallVec before building the final MultiMessage, but it was a painful process.

Second, streaming support in Flatbuffers seems to be something of an afterthought. Where Cap'n Proto in Rust handles reading messages from a stream as part of the API, Flatbuffers just sticks a u32 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.

Ultimately, I enjoyed using Flatbuffers, and had to do significantly less work to make it perform well.

Part 3: Simple Binary Encoding

Support for SBE was added by the author of one of my favorite Rust blog posts. I've [talked previously]({% post_url 2019-06-31-high-performance-systems %}) about how important variance is in high-performance systems, so it was encouraging to read about a format that directly addressed my concerns. SBE has by far the simplest binary format, but it does make some tradeoffs.

Both Cap'n Proto and Flatbuffers use message offsets to handle variable-length data, unions, and various other features. In contrast, messages in SBE are essentially just structs; variable-length data is supported, but there's no union type.

As mentioned in the beginning, the Rust port of SBE works well, but is essentially unmaintained. However, if you don't need union types, and can accept that schemas are XML documents, it's still worth using. The implementation had the best streaming support of all formats being tested, and doesn't trigger allocation during de/serialization.

Results

After building a test harness for each format, it was time to actually take them for a spin. I used this script to manage the benchmarking, and the raw results are here. All data reported below is the average of 10 runs over 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, 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
Cap'n Proto Packed	413ns	1751ns	2943ns	14.80s
Cap'n Proto Unpacked	273ns	1828ns	2836ns	10.65s
Flatbuffers	355ns	2185ns	3497ns	14.31s
SBE	91ns	1535ns	2423ns	3.91s

Deserialization

This test measures, on a per-message basis, 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.

Schema	Median	99th Pctl	99.9th Pctl	Total
Cap'n Proto Packed	539ns	1216ns	2599ns	18.92s
Cap'n Proto Unpacked	366ns	737ns	1583ns	12.32s
Flatbuffers	173ns	421ns	1007ns	6.00s
SBE	116ns	286ns	659ns	4.05s

Conclusion

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.

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.

14 KiB Raw Blame History