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marketdata-shootout
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Compile schemas for Cap'n'Proto and Flatbuffers

master
Bradlee Speice 2019-08-18 19:45:47 -04:00
commit 0175a17269
10 changed files with 1437 additions and 0 deletions
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.gitignore vendored Normal file
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/target
**/*.rs.bk
.idea/

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# This file is automatically @generated by Cargo.
# It is not intended for manual editing.
[[package]]
name = "ansi_term"
version = "0.11.0"
source = "registry+https://github.com/rust-lang/crates.io-index"
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Cargo.toml Normal file
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[package]
name = "md_shootout"
version = "0.1.0"
authors = ["Bradlee Speice <bradlee@speice.io>"]
edition = "2018"
[dependencies]
capnp = "0.10.1"
clap = "2.33.0"
flatbuffers = "0.6.0"
nom = "5.0.0"
[build-dependencies]
capnpc = "0.10"
flatc-rust = "0.1.2"

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build.rs Normal file
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extern crate capnpc;
use std::path::Path;
fn main() {
capnpc::CompilerCommand::new()
.src_prefix("")
.file("marketdata.capnp")
.output_path("src/")
.run().expect("Unable to compile capnpc");
flatc_rust::run(flatc_rust::Args {
inputs: &[Path::new("marketdata.fbs")],
out_dir: Path::new("src/"),
..Default::default()
}).expect("Unable to compile flatc");
}

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marketdata.capnp Normal file
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@0x9b88118c58e937dc;
struct Message {
tsNanos @0 :Int64;
symbol @1 :Text;
union {
trade @2 :Trade;
quote @3 :LevelUpdate;
}
}
struct Trade {
price @0 :UInt64;
size @1 :UInt32;
}
struct LevelUpdate {
price @0 :UInt64;
size @1 :UInt32;
flags @2 :UInt8;
side @3 :Side;
}
enum Side {
buy @0;
sell @1;
}

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namespace MdShootout;
union MessageBody {
Trade, LevelUpdate
}
table Trade {
price:uint64;
size:uint32;
}
enum Side:uint8 {
Buy,
Sell
}
table LevelUpdate {
price:uint64;
size:uint32;
flags:uint8;
side:Side;
}
table Message {
ts_nanos:uint64;
symbol:string;
body:MessageBody;
}

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src/main.rs Normal file
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// Cap'n'Proto and Flatbuffers typically ask that you generate code on the fly to match
// the schemas. For purposes of auto-complete and easy browsing in the repository,
// we generate the code and just copy it into the src/ tree.
pub mod marketdata_capnp;
pub mod marketdata_generated; // Flatbuffers
pub mod marketdata_custom;
fn main() {
println!("Hello, world!");
}

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src/marketdata_capnp.rs Normal file
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// Generated by the capnpc-rust plugin to the Cap'n Proto schema compiler.
// DO NOT EDIT.
// source: marketdata.capnp
pub mod message {
pub use self::Which::{Trade,Quote};
#[derive(Copy, Clone)]
pub struct Owned;
impl <'a> ::capnp::traits::Owned<'a> for Owned { type Reader = Reader<'a>; type Builder = Builder<'a>; }
impl <'a> ::capnp::traits::OwnedStruct<'a> for Owned { type Reader = Reader<'a>; type Builder = Builder<'a>; }
impl ::capnp::traits::Pipelined for Owned { type Pipeline = Pipeline; }
#[derive(Clone, Copy)]
pub struct Reader<'a> { reader: ::capnp::private::layout::StructReader<'a> }
impl <'a,> ::capnp::traits::HasTypeId for Reader<'a,> {
#[inline]
fn type_id() -> u64 { _private::TYPE_ID }
}
impl <'a,> ::capnp::traits::FromStructReader<'a> for Reader<'a,> {
fn new(reader: ::capnp::private::layout::StructReader<'a>) -> Reader<'a,> {
Reader { reader: reader, }
}
}
impl <'a,> ::capnp::traits::FromPointerReader<'a> for Reader<'a,> {
fn get_from_pointer(reader: &::capnp::private::layout::PointerReader<'a>, default: ::std::option::Option<&'a [::capnp::Word]>) -> ::capnp::Result<Reader<'a,>> {
::std::result::Result::Ok(::capnp::traits::FromStructReader::new(reader.get_struct(default)?))
}
}
impl <'a,> ::capnp::traits::IntoInternalStructReader<'a> for Reader<'a,> {
fn into_internal_struct_reader(self) -> ::capnp::private::layout::StructReader<'a> {
self.reader
}
}
impl <'a,> ::capnp::traits::Imbue<'a> for Reader<'a,> {
fn imbue(&mut self, cap_table: &'a ::capnp::private::layout::CapTable) {
self.reader.imbue(::capnp::private::layout::CapTableReader::Plain(cap_table))
}
}
impl <'a,> Reader<'a,> {
pub fn reborrow(&self) -> Reader<> {
Reader { .. *self }
}
pub fn total_size(&self) -> ::capnp::Result<::capnp::MessageSize> {
self.reader.total_size()
}
#[inline]
pub fn get_ts_nanos(self) -> i64 {
self.reader.get_data_field::<i64>(0)
}
#[inline]
pub fn get_symbol(self) -> ::capnp::Result<::capnp::text::Reader<'a>> {
::capnp::traits::FromPointerReader::get_from_pointer(&self.reader.get_pointer_field(0), ::std::option::Option::None)
}
pub fn has_symbol(&self) -> bool {
!self.reader.get_pointer_field(0).is_null()
}
pub fn has_trade(&self) -> bool {
if self.reader.get_data_field::<u16>(4) != 0 { return false; }
!self.reader.get_pointer_field(1).is_null()
}
pub fn has_quote(&self) -> bool {
if self.reader.get_data_field::<u16>(4) != 1 { return false; }
!self.reader.get_pointer_field(1).is_null()
}
#[inline]
pub fn which(self) -> ::std::result::Result<WhichReader<'a,>, ::capnp::NotInSchema> {
match self.reader.get_data_field::<u16>(4) {
0 => {
::std::result::Result::Ok(Trade(
::capnp::traits::FromPointerReader::get_from_pointer(&self.reader.get_pointer_field(1), ::std::option::Option::None)
))
}
1 => {
::std::result::Result::Ok(Quote(
::capnp::traits::FromPointerReader::get_from_pointer(&self.reader.get_pointer_field(1), ::std::option::Option::None)
))
}
x => ::std::result::Result::Err(::capnp::NotInSchema(x))
}
}
}
pub struct Builder<'a> { builder: ::capnp::private::layout::StructBuilder<'a> }
impl <'a,> ::capnp::traits::HasStructSize for Builder<'a,> {
#[inline]
fn struct_size() -> ::capnp::private::layout::StructSize { _private::STRUCT_SIZE }
}
impl <'a,> ::capnp::traits::HasTypeId for Builder<'a,> {
#[inline]
fn type_id() -> u64 { _private::TYPE_ID }
}
impl <'a,> ::capnp::traits::FromStructBuilder<'a> for Builder<'a,> {
fn new(builder: ::capnp::private::layout::StructBuilder<'a>) -> Builder<'a, > {
Builder { builder: builder, }
}
}
impl <'a,> ::capnp::traits::ImbueMut<'a> for Builder<'a,> {
fn imbue_mut(&mut self, cap_table: &'a mut ::capnp::private::layout::CapTable) {
self.builder.imbue(::capnp::private::layout::CapTableBuilder::Plain(cap_table))
}
}
impl <'a,> ::capnp::traits::FromPointerBuilder<'a> for Builder<'a,> {
fn init_pointer(builder: ::capnp::private::layout::PointerBuilder<'a>, _size: u32) -> Builder<'a,> {
::capnp::traits::FromStructBuilder::new(builder.init_struct(_private::STRUCT_SIZE))
}
fn get_from_pointer(builder: ::capnp::private::layout::PointerBuilder<'a>, default: ::std::option::Option<&'a [::capnp::Word]>) -> ::capnp::Result<Builder<'a,>> {
::std::result::Result::Ok(::capnp::traits::FromStructBuilder::new(builder.get_struct(_private::STRUCT_SIZE, default)?))
}
}
impl <'a,> ::capnp::traits::SetPointerBuilder<Builder<'a,>> for Reader<'a,> {
fn set_pointer_builder<'b>(pointer: ::capnp::private::layout::PointerBuilder<'b>, value: Reader<'a,>, canonicalize: bool) -> ::capnp::Result<()> { pointer.set_struct(&value.reader, canonicalize) }
}
impl <'a,> Builder<'a,> {
pub fn into_reader(self) -> Reader<'a,> {
::capnp::traits::FromStructReader::new(self.builder.into_reader())
}
pub fn reborrow(&mut self) -> Builder<> {
Builder { .. *self }
}
pub fn reborrow_as_reader(&self) -> Reader<> {
::capnp::traits::FromStructReader::new(self.builder.into_reader())
}
pub fn total_size(&self) -> ::capnp::Result<::capnp::MessageSize> {
self.builder.into_reader().total_size()
}
#[inline]
pub fn get_ts_nanos(self) -> i64 {
self.builder.get_data_field::<i64>(0)
}
#[inline]
pub fn set_ts_nanos(&mut self, value: i64) {
self.builder.set_data_field::<i64>(0, value);
}
#[inline]
pub fn get_symbol(self) -> ::capnp::Result<::capnp::text::Builder<'a>> {
::capnp::traits::FromPointerBuilder::get_from_pointer(self.builder.get_pointer_field(0), ::std::option::Option::None)
}
#[inline]
pub fn set_symbol(&mut self, value: ::capnp::text::Reader) {
self.builder.get_pointer_field(0).set_text(value);
}
#[inline]
pub fn init_symbol(self, size: u32) -> ::capnp::text::Builder<'a> {
self.builder.get_pointer_field(0).init_text(size)
}
pub fn has_symbol(&self) -> bool {
!self.builder.get_pointer_field(0).is_null()
}
#[inline]
pub fn set_trade<'b>(&mut self, value: crate::marketdata_capnp::trade::Reader<'b>) -> ::capnp::Result<()> {
self.builder.set_data_field::<u16>(4, 0);
::capnp::traits::SetPointerBuilder::set_pointer_builder(self.builder.get_pointer_field(1), value, false)
}
#[inline]
pub fn init_trade(self, ) -> crate::marketdata_capnp::trade::Builder<'a> {
self.builder.set_data_field::<u16>(4, 0);
::capnp::traits::FromPointerBuilder::init_pointer(self.builder.get_pointer_field(1), 0)
}
pub fn has_trade(&self) -> bool {
if self.builder.get_data_field::<u16>(4) != 0 { return false; }
!self.builder.get_pointer_field(1).is_null()
}
#[inline]
pub fn set_quote<'b>(&mut self, value: crate::marketdata_capnp::level_update::Reader<'b>) -> ::capnp::Result<()> {
self.builder.set_data_field::<u16>(4, 1);
::capnp::traits::SetPointerBuilder::set_pointer_builder(self.builder.get_pointer_field(1), value, false)
}
#[inline]
pub fn init_quote(self, ) -> crate::marketdata_capnp::level_update::Builder<'a> {
self.builder.set_data_field::<u16>(4, 1);
::capnp::traits::FromPointerBuilder::init_pointer(self.builder.get_pointer_field(1), 0)
}
pub fn has_quote(&self) -> bool {
if self.builder.get_data_field::<u16>(4) != 1 { return false; }
!self.builder.get_pointer_field(1).is_null()
}
#[inline]
pub fn which(self) -> ::std::result::Result<WhichBuilder<'a,>, ::capnp::NotInSchema> {
match self.builder.get_data_field::<u16>(4) {
0 => {
::std::result::Result::Ok(Trade(
::capnp::traits::FromPointerBuilder::get_from_pointer(self.builder.get_pointer_field(1), ::std::option::Option::None)
))
}
1 => {
::std::result::Result::Ok(Quote(
::capnp::traits::FromPointerBuilder::get_from_pointer(self.builder.get_pointer_field(1), ::std::option::Option::None)
))
}
x => ::std::result::Result::Err(::capnp::NotInSchema(x))
}
}
}
pub struct Pipeline { _typeless: ::capnp::any_pointer::Pipeline }
impl ::capnp::capability::FromTypelessPipeline for Pipeline {
fn new(typeless: ::capnp::any_pointer::Pipeline) -> Pipeline {
Pipeline { _typeless: typeless, }
}
}
impl Pipeline {
}
mod _private {
use capnp::private::layout;
pub const STRUCT_SIZE: layout::StructSize = layout::StructSize { data: 2, pointers: 2 };
pub const TYPE_ID: u64 = 0x91d7_2965_3a3d_4be4;
}
pub enum Which<A0,A1> {
Trade(A0),
Quote(A1),
}
pub type WhichReader<'a,> = Which<::capnp::Result<crate::marketdata_capnp::trade::Reader<'a>>,::capnp::Result<crate::marketdata_capnp::level_update::Reader<'a>>>;
pub type WhichBuilder<'a,> = Which<::capnp::Result<crate::marketdata_capnp::trade::Builder<'a>>,::capnp::Result<crate::marketdata_capnp::level_update::Builder<'a>>>;
}
pub mod trade {
#[derive(Copy, Clone)]
pub struct Owned;
impl <'a> ::capnp::traits::Owned<'a> for Owned { type Reader = Reader<'a>; type Builder = Builder<'a>; }
impl <'a> ::capnp::traits::OwnedStruct<'a> for Owned { type Reader = Reader<'a>; type Builder = Builder<'a>; }
impl ::capnp::traits::Pipelined for Owned { type Pipeline = Pipeline; }
#[derive(Clone, Copy)]
pub struct Reader<'a> { reader: ::capnp::private::layout::StructReader<'a> }
impl <'a,> ::capnp::traits::HasTypeId for Reader<'a,> {
#[inline]
fn type_id() -> u64 { _private::TYPE_ID }
}
impl <'a,> ::capnp::traits::FromStructReader<'a> for Reader<'a,> {
fn new(reader: ::capnp::private::layout::StructReader<'a>) -> Reader<'a,> {
Reader { reader: reader, }
}
}
impl <'a,> ::capnp::traits::FromPointerReader<'a> for Reader<'a,> {
fn get_from_pointer(reader: &::capnp::private::layout::PointerReader<'a>, default: ::std::option::Option<&'a [::capnp::Word]>) -> ::capnp::Result<Reader<'a,>> {
::std::result::Result::Ok(::capnp::traits::FromStructReader::new(reader.get_struct(default)?))
}
}
impl <'a,> ::capnp::traits::IntoInternalStructReader<'a> for Reader<'a,> {
fn into_internal_struct_reader(self) -> ::capnp::private::layout::StructReader<'a> {
self.reader
}
}
impl <'a,> ::capnp::traits::Imbue<'a> for Reader<'a,> {
fn imbue(&mut self, cap_table: &'a ::capnp::private::layout::CapTable) {
self.reader.imbue(::capnp::private::layout::CapTableReader::Plain(cap_table))
}
}
impl <'a,> Reader<'a,> {
pub fn reborrow(&self) -> Reader<> {
Reader { .. *self }
}
pub fn total_size(&self) -> ::capnp::Result<::capnp::MessageSize> {
self.reader.total_size()
}
#[inline]
pub fn get_price(self) -> u64 {
self.reader.get_data_field::<u64>(0)
}
#[inline]
pub fn get_size(self) -> u32 {
self.reader.get_data_field::<u32>(2)
}
}
pub struct Builder<'a> { builder: ::capnp::private::layout::StructBuilder<'a> }
impl <'a,> ::capnp::traits::HasStructSize for Builder<'a,> {
#[inline]
fn struct_size() -> ::capnp::private::layout::StructSize { _private::STRUCT_SIZE }
}
impl <'a,> ::capnp::traits::HasTypeId for Builder<'a,> {
#[inline]
fn type_id() -> u64 { _private::TYPE_ID }
}
impl <'a,> ::capnp::traits::FromStructBuilder<'a> for Builder<'a,> {
fn new(builder: ::capnp::private::layout::StructBuilder<'a>) -> Builder<'a, > {
Builder { builder: builder, }
}
}
impl <'a,> ::capnp::traits::ImbueMut<'a> for Builder<'a,> {
fn imbue_mut(&mut self, cap_table: &'a mut ::capnp::private::layout::CapTable) {
self.builder.imbue(::capnp::private::layout::CapTableBuilder::Plain(cap_table))
}
}
impl <'a,> ::capnp::traits::FromPointerBuilder<'a> for Builder<'a,> {
fn init_pointer(builder: ::capnp::private::layout::PointerBuilder<'a>, _size: u32) -> Builder<'a,> {
::capnp::traits::FromStructBuilder::new(builder.init_struct(_private::STRUCT_SIZE))
}
fn get_from_pointer(builder: ::capnp::private::layout::PointerBuilder<'a>, default: ::std::option::Option<&'a [::capnp::Word]>) -> ::capnp::Result<Builder<'a,>> {
::std::result::Result::Ok(::capnp::traits::FromStructBuilder::new(builder.get_struct(_private::STRUCT_SIZE, default)?))
}
}
impl <'a,> ::capnp::traits::SetPointerBuilder<Builder<'a,>> for Reader<'a,> {
fn set_pointer_builder<'b>(pointer: ::capnp::private::layout::PointerBuilder<'b>, value: Reader<'a,>, canonicalize: bool) -> ::capnp::Result<()> { pointer.set_struct(&value.reader, canonicalize) }
}
impl <'a,> Builder<'a,> {
pub fn into_reader(self) -> Reader<'a,> {
::capnp::traits::FromStructReader::new(self.builder.into_reader())
}
pub fn reborrow(&mut self) -> Builder<> {
Builder { .. *self }
}
pub fn reborrow_as_reader(&self) -> Reader<> {
::capnp::traits::FromStructReader::new(self.builder.into_reader())
}
pub fn total_size(&self) -> ::capnp::Result<::capnp::MessageSize> {
self.builder.into_reader().total_size()
}
#[inline]
pub fn get_price(self) -> u64 {
self.builder.get_data_field::<u64>(0)
}
#[inline]
pub fn set_price(&mut self, value: u64) {
self.builder.set_data_field::<u64>(0, value);
}
#[inline]
pub fn get_size(self) -> u32 {
self.builder.get_data_field::<u32>(2)
}
#[inline]
pub fn set_size(&mut self, value: u32) {
self.builder.set_data_field::<u32>(2, value);
}
}
pub struct Pipeline { _typeless: ::capnp::any_pointer::Pipeline }
impl ::capnp::capability::FromTypelessPipeline for Pipeline {
fn new(typeless: ::capnp::any_pointer::Pipeline) -> Pipeline {
Pipeline { _typeless: typeless, }
}
}
impl Pipeline {
}
mod _private {
use capnp::private::layout;
pub const STRUCT_SIZE: layout::StructSize = layout::StructSize { data: 2, pointers: 0 };
pub const TYPE_ID: u64 = 0xd29e_10bd_4e5f_c241;
}
}
pub mod level_update {
#[derive(Copy, Clone)]
pub struct Owned;
impl <'a> ::capnp::traits::Owned<'a> for Owned { type Reader = Reader<'a>; type Builder = Builder<'a>; }
impl <'a> ::capnp::traits::OwnedStruct<'a> for Owned { type Reader = Reader<'a>; type Builder = Builder<'a>; }
impl ::capnp::traits::Pipelined for Owned { type Pipeline = Pipeline; }
#[derive(Clone, Copy)]
pub struct Reader<'a> { reader: ::capnp::private::layout::StructReader<'a> }
impl <'a,> ::capnp::traits::HasTypeId for Reader<'a,> {
#[inline]
fn type_id() -> u64 { _private::TYPE_ID }
}
impl <'a,> ::capnp::traits::FromStructReader<'a> for Reader<'a,> {
fn new(reader: ::capnp::private::layout::StructReader<'a>) -> Reader<'a,> {
Reader { reader: reader, }
}
}
impl <'a,> ::capnp::traits::FromPointerReader<'a> for Reader<'a,> {
fn get_from_pointer(reader: &::capnp::private::layout::PointerReader<'a>, default: ::std::option::Option<&'a [::capnp::Word]>) -> ::capnp::Result<Reader<'a,>> {
::std::result::Result::Ok(::capnp::traits::FromStructReader::new(reader.get_struct(default)?))
}
}
impl <'a,> ::capnp::traits::IntoInternalStructReader<'a> for Reader<'a,> {
fn into_internal_struct_reader(self) -> ::capnp::private::layout::StructReader<'a> {
self.reader
}
}
impl <'a,> ::capnp::traits::Imbue<'a> for Reader<'a,> {
fn imbue(&mut self, cap_table: &'a ::capnp::private::layout::CapTable) {
self.reader.imbue(::capnp::private::layout::CapTableReader::Plain(cap_table))
}
}
impl <'a,> Reader<'a,> {
pub fn reborrow(&self) -> Reader<> {
Reader { .. *self }
}
pub fn total_size(&self) -> ::capnp::Result<::capnp::MessageSize> {
self.reader.total_size()
}
#[inline]
pub fn get_price(self) -> u64 {
self.reader.get_data_field::<u64>(0)
}
#[inline]
pub fn get_size(self) -> u32 {
self.reader.get_data_field::<u32>(2)
}
#[inline]
pub fn get_flags(self) -> u8 {
self.reader.get_data_field::<u8>(12)
}
#[inline]
pub fn get_side(self) -> ::std::result::Result<crate::marketdata_capnp::Side,::capnp::NotInSchema> {
::capnp::traits::FromU16::from_u16(self.reader.get_data_field::<u16>(7))
}
}
pub struct Builder<'a> { builder: ::capnp::private::layout::StructBuilder<'a> }
impl <'a,> ::capnp::traits::HasStructSize for Builder<'a,> {
#[inline]
fn struct_size() -> ::capnp::private::layout::StructSize { _private::STRUCT_SIZE }
}
impl <'a,> ::capnp::traits::HasTypeId for Builder<'a,> {
#[inline]
fn type_id() -> u64 { _private::TYPE_ID }
}
impl <'a,> ::capnp::traits::FromStructBuilder<'a> for Builder<'a,> {
fn new(builder: ::capnp::private::layout::StructBuilder<'a>) -> Builder<'a, > {
Builder { builder: builder, }
}
}
impl <'a,> ::capnp::traits::ImbueMut<'a> for Builder<'a,> {
fn imbue_mut(&mut self, cap_table: &'a mut ::capnp::private::layout::CapTable) {
self.builder.imbue(::capnp::private::layout::CapTableBuilder::Plain(cap_table))
}
}
impl <'a,> ::capnp::traits::FromPointerBuilder<'a> for Builder<'a,> {
fn init_pointer(builder: ::capnp::private::layout::PointerBuilder<'a>, _size: u32) -> Builder<'a,> {
::capnp::traits::FromStructBuilder::new(builder.init_struct(_private::STRUCT_SIZE))
}
fn get_from_pointer(builder: ::capnp::private::layout::PointerBuilder<'a>, default: ::std::option::Option<&'a [::capnp::Word]>) -> ::capnp::Result<Builder<'a,>> {
::std::result::Result::Ok(::capnp::traits::FromStructBuilder::new(builder.get_struct(_private::STRUCT_SIZE, default)?))
}
}
impl <'a,> ::capnp::traits::SetPointerBuilder<Builder<'a,>> for Reader<'a,> {
fn set_pointer_builder<'b>(pointer: ::capnp::private::layout::PointerBuilder<'b>, value: Reader<'a,>, canonicalize: bool) -> ::capnp::Result<()> { pointer.set_struct(&value.reader, canonicalize) }
}
impl <'a,> Builder<'a,> {
pub fn into_reader(self) -> Reader<'a,> {
::capnp::traits::FromStructReader::new(self.builder.into_reader())
}
pub fn reborrow(&mut self) -> Builder<> {
Builder { .. *self }
}
pub fn reborrow_as_reader(&self) -> Reader<> {
::capnp::traits::FromStructReader::new(self.builder.into_reader())
}
pub fn total_size(&self) -> ::capnp::Result<::capnp::MessageSize> {
self.builder.into_reader().total_size()
}
#[inline]
pub fn get_price(self) -> u64 {
self.builder.get_data_field::<u64>(0)
}
#[inline]
pub fn set_price(&mut self, value: u64) {
self.builder.set_data_field::<u64>(0, value);
}
#[inline]
pub fn get_size(self) -> u32 {
self.builder.get_data_field::<u32>(2)
}
#[inline]
pub fn set_size(&mut self, value: u32) {
self.builder.set_data_field::<u32>(2, value);
}
#[inline]
pub fn get_flags(self) -> u8 {
self.builder.get_data_field::<u8>(12)
}
#[inline]
pub fn set_flags(&mut self, value: u8) {
self.builder.set_data_field::<u8>(12, value);
}
#[inline]
pub fn get_side(self) -> ::std::result::Result<crate::marketdata_capnp::Side,::capnp::NotInSchema> {
::capnp::traits::FromU16::from_u16(self.builder.get_data_field::<u16>(7))
}
#[inline]
pub fn set_side(&mut self, value: crate::marketdata_capnp::Side) {
self.builder.set_data_field::<u16>(7, value as u16)
}
}
pub struct Pipeline { _typeless: ::capnp::any_pointer::Pipeline }
impl ::capnp::capability::FromTypelessPipeline for Pipeline {
fn new(typeless: ::capnp::any_pointer::Pipeline) -> Pipeline {
Pipeline { _typeless: typeless, }
}
}
impl Pipeline {
}
mod _private {
use capnp::private::layout;
pub const STRUCT_SIZE: layout::StructSize = layout::StructSize { data: 2, pointers: 0 };
pub const TYPE_ID: u64 = 0xe664_c3b5_6628_c453;
}
}
#[repr(u16)]
#[derive(Clone, Copy, PartialEq)]
pub enum Side {
Buy = 0,
Sell = 1,
}
impl ::capnp::traits::FromU16 for Side {
#[inline]
fn from_u16(value: u16) -> ::std::result::Result<Side, ::capnp::NotInSchema> {
match value {
0 => ::std::result::Result::Ok(Side::Buy),
1 => ::std::result::Result::Ok(Side::Sell),
n => ::std::result::Result::Err(::capnp::NotInSchema(n)),
}
}
}
impl ::capnp::traits::ToU16 for Side {
#[inline]
fn to_u16(self) -> u16 { self as u16 }
}
impl ::capnp::traits::HasTypeId for Side {
#[inline]
fn type_id() -> u64 { 0xd3ce_49cb_99f0_f929u64 }
}

46
src/marketdata_custom.rs Normal file
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@ -0,0 +1,46 @@
// This is hand-written code to act as proof-of-concept
// for a more complex schema generator. Theoretically, the
// schema file that would be used to generate the code below
// looks something like this (influenced by Kaitai Struct):
//
// seq:
// - id: ts_nanos
// type: u64
// - id: symbol
// type: str
// - id: msg_type
// type: u8
// enum: msg_type
// - id: msg_body
// type:
// switch-on: msg_type
// cases:
// msg_type::trade: trade
// msg_type::level_update: level_update
// enums:
// msg_type:
// 0: trade
// 1: level_update
//
// side:
// 0: buy
// 1: sell
//
// types:
// trade:
// seq:
// - id: price
// type: u64
// - id: size
// type: u32
// level_update:
// seq:
// - id: price
// type: u64
// - id: size
// type: u32
// - id: flags
// type: u8
// - id: side
// type: u8
// enum: side

477
src/marketdata_generated.rs Normal file
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@ -0,0 +1,477 @@
// automatically generated by the FlatBuffers compiler, do not modify
use std::mem;
use std::cmp::Ordering;
extern crate flatbuffers;
use self::flatbuffers::EndianScalar;
#[allow(unused_imports, dead_code)]
pub mod md_shootout {
use std::mem;
use std::cmp::Ordering;
extern crate flatbuffers;
use self::flatbuffers::EndianScalar;
#[allow(non_camel_case_types)]
#[repr(u8)]
#[derive(Clone, Copy, PartialEq, Eq, PartialOrd, Ord, Hash, Debug)]
pub enum MessageBody {
NONE = 0,
Trade = 1,
LevelUpdate = 2,
}
const ENUM_MIN_MESSAGE_BODY: u8 = 0;
const ENUM_MAX_MESSAGE_BODY: u8 = 2;
impl<'a> flatbuffers::Follow<'a> for MessageBody {
type Inner = Self;
#[inline]
fn follow(buf: &'a [u8], loc: usize) -> Self::Inner {
flatbuffers::read_scalar_at::<Self>(buf, loc)
}
}
impl flatbuffers::EndianScalar for MessageBody {
#[inline]
fn to_little_endian(self) -> Self {
let n = u8::to_le(self as u8);
let p = &n as *const u8 as *const MessageBody;
unsafe { *p }
}
#[inline]
fn from_little_endian(self) -> Self {
let n = u8::from_le(self as u8);
let p = &n as *const u8 as *const MessageBody;
unsafe { *p }
}
}
impl flatbuffers::Push for MessageBody {
type Output = MessageBody;
#[inline]
fn push(&self, dst: &mut [u8], _rest: &[u8]) {
flatbuffers::emplace_scalar::<MessageBody>(dst, *self);
}
}
#[allow(non_camel_case_types)]
const ENUM_VALUES_MESSAGE_BODY:[MessageBody; 3] = [
MessageBody::NONE,
MessageBody::Trade,
MessageBody::LevelUpdate
];
#[allow(non_camel_case_types)]
const ENUM_NAMES_MESSAGE_BODY:[&'static str; 3] = [
"NONE",
"Trade",
"LevelUpdate"
];
pub fn enum_name_message_body(e: MessageBody) -> &'static str {
let index = e as u8;
ENUM_NAMES_MESSAGE_BODY[index as usize]
}
pub struct MessageBodyUnionTableOffset {}
#[allow(non_camel_case_types)]
#[repr(u8)]
#[derive(Clone, Copy, PartialEq, Eq, PartialOrd, Ord, Hash, Debug)]
pub enum Side {
Buy = 0,
Sell = 1,
}
const ENUM_MIN_SIDE: u8 = 0;
const ENUM_MAX_SIDE: u8 = 1;
impl<'a> flatbuffers::Follow<'a> for Side {
type Inner = Self;
#[inline]
fn follow(buf: &'a [u8], loc: usize) -> Self::Inner {
flatbuffers::read_scalar_at::<Self>(buf, loc)
}
}
impl flatbuffers::EndianScalar for Side {
#[inline]
fn to_little_endian(self) -> Self {
let n = u8::to_le(self as u8);
let p = &n as *const u8 as *const Side;
unsafe { *p }
}
#[inline]
fn from_little_endian(self) -> Self {
let n = u8::from_le(self as u8);
let p = &n as *const u8 as *const Side;
unsafe { *p }
}
}
impl flatbuffers::Push for Side {
type Output = Side;
#[inline]
fn push(&self, dst: &mut [u8], _rest: &[u8]) {
flatbuffers::emplace_scalar::<Side>(dst, *self);
}
}
#[allow(non_camel_case_types)]
const ENUM_VALUES_SIDE:[Side; 2] = [
Side::Buy,
Side::Sell
];
#[allow(non_camel_case_types)]
const ENUM_NAMES_SIDE:[&'static str; 2] = [
"Buy",
"Sell"
];
pub fn enum_name_side(e: Side) -> &'static str {
let index = e as u8;
ENUM_NAMES_SIDE[index as usize]
}
pub enum TradeOffset {}
#[derive(Copy, Clone, Debug, PartialEq)]
pub struct Trade<'a> {
pub _tab: flatbuffers::Table<'a>,
}
impl<'a> flatbuffers::Follow<'a> for Trade<'a> {
type Inner = Trade<'a>;
#[inline]
fn follow(buf: &'a [u8], loc: usize) -> Self::Inner {
Self {
_tab: flatbuffers::Table { buf: buf, loc: loc },
}
}
}
impl<'a> Trade<'a> {
#[inline]
pub fn init_from_table(table: flatbuffers::Table<'a>) -> Self {
Trade {
_tab: table,
}
}
#[allow(unused_mut)]
pub fn create<'bldr: 'args, 'args: 'mut_bldr, 'mut_bldr>(
_fbb: &'mut_bldr mut flatbuffers::FlatBufferBuilder<'bldr>,
args: &'args TradeArgs) -> flatbuffers::WIPOffset<Trade<'bldr>> {
let mut builder = TradeBuilder::new(_fbb);
builder.add_price(args.price);
builder.add_size_(args.size_);
builder.finish()
}
pub const VT_PRICE: flatbuffers::VOffsetT = 4;
pub const VT_SIZE_: flatbuffers::VOffsetT = 6;
#[inline]
pub fn price(&self) -> u64 {
self._tab.get::<u64>(Trade::VT_PRICE, Some(0)).unwrap()
}
#[inline]
pub fn size_(&self) -> u32 {
self._tab.get::<u32>(Trade::VT_SIZE_, Some(0)).unwrap()
}
}
pub struct TradeArgs {
pub price: u64,
pub size_: u32,
}
impl<'a> Default for TradeArgs {
#[inline]
fn default() -> Self {
TradeArgs {
price: 0,
size_: 0,
}
}
}
pub struct TradeBuilder<'a: 'b, 'b> {
fbb_: &'b mut flatbuffers::FlatBufferBuilder<'a>,
start_: flatbuffers::WIPOffset<flatbuffers::TableUnfinishedWIPOffset>,
}
impl<'a: 'b, 'b> TradeBuilder<'a, 'b> {
#[inline]
pub fn add_price(&mut self, price: u64) {
self.fbb_.push_slot::<u64>(Trade::VT_PRICE, price, 0);
}
#[inline]
pub fn add_size_(&mut self, size_: u32) {
self.fbb_.push_slot::<u32>(Trade::VT_SIZE_, size_, 0);
}
#[inline]
pub fn new(_fbb: &'b mut flatbuffers::FlatBufferBuilder<'a>) -> TradeBuilder<'a, 'b> {
let start = _fbb.start_table();
TradeBuilder {
fbb_: _fbb,
start_: start,
}
}
#[inline]
pub fn finish(self) -> flatbuffers::WIPOffset<Trade<'a>> {
let o = self.fbb_.end_table(self.start_);
flatbuffers::WIPOffset::new(o.value())
}
}
pub enum LevelUpdateOffset {}
#[derive(Copy, Clone, Debug, PartialEq)]
pub struct LevelUpdate<'a> {
pub _tab: flatbuffers::Table<'a>,
}
impl<'a> flatbuffers::Follow<'a> for LevelUpdate<'a> {
type Inner = LevelUpdate<'a>;
#[inline]
fn follow(buf: &'a [u8], loc: usize) -> Self::Inner {
Self {
_tab: flatbuffers::Table { buf: buf, loc: loc },
}
}
}
impl<'a> LevelUpdate<'a> {
#[inline]
pub fn init_from_table(table: flatbuffers::Table<'a>) -> Self {
LevelUpdate {
_tab: table,
}
}
#[allow(unused_mut)]
pub fn create<'bldr: 'args, 'args: 'mut_bldr, 'mut_bldr>(
_fbb: &'mut_bldr mut flatbuffers::FlatBufferBuilder<'bldr>,
args: &'args LevelUpdateArgs) -> flatbuffers::WIPOffset<LevelUpdate<'bldr>> {
let mut builder = LevelUpdateBuilder::new(_fbb);
builder.add_price(args.price);
builder.add_size_(args.size_);
builder.add_side(args.side);
builder.add_flags(args.flags);
builder.finish()
}
pub const VT_PRICE: flatbuffers::VOffsetT = 4;
pub const VT_SIZE_: flatbuffers::VOffsetT = 6;
pub const VT_FLAGS: flatbuffers::VOffsetT = 8;
pub const VT_SIDE: flatbuffers::VOffsetT = 10;
#[inline]
pub fn price(&self) -> u64 {
self._tab.get::<u64>(LevelUpdate::VT_PRICE, Some(0)).unwrap()
}
#[inline]
pub fn size_(&self) -> u32 {
self._tab.get::<u32>(LevelUpdate::VT_SIZE_, Some(0)).unwrap()
}
#[inline]
pub fn flags(&self) -> u8 {
self._tab.get::<u8>(LevelUpdate::VT_FLAGS, Some(0)).unwrap()
}
#[inline]
pub fn side(&self) -> Side {
self._tab.get::<Side>(LevelUpdate::VT_SIDE, Some(Side::Buy)).unwrap()
}
}
pub struct LevelUpdateArgs {
pub price: u64,
pub size_: u32,
pub flags: u8,
pub side: Side,
}
impl<'a> Default for LevelUpdateArgs {
#[inline]
fn default() -> Self {
LevelUpdateArgs {
price: 0,
size_: 0,
flags: 0,
side: Side::Buy,
}
}
}
pub struct LevelUpdateBuilder<'a: 'b, 'b> {
fbb_: &'b mut flatbuffers::FlatBufferBuilder<'a>,
start_: flatbuffers::WIPOffset<flatbuffers::TableUnfinishedWIPOffset>,
}
impl<'a: 'b, 'b> LevelUpdateBuilder<'a, 'b> {
#[inline]
pub fn add_price(&mut self, price: u64) {
self.fbb_.push_slot::<u64>(LevelUpdate::VT_PRICE, price, 0);
}
#[inline]
pub fn add_size_(&mut self, size_: u32) {
self.fbb_.push_slot::<u32>(LevelUpdate::VT_SIZE_, size_, 0);
}
#[inline]
pub fn add_flags(&mut self, flags: u8) {
self.fbb_.push_slot::<u8>(LevelUpdate::VT_FLAGS, flags, 0);
}
#[inline]
pub fn add_side(&mut self, side: Side) {
self.fbb_.push_slot::<Side>(LevelUpdate::VT_SIDE, side, Side::Buy);
}
#[inline]
pub fn new(_fbb: &'b mut flatbuffers::FlatBufferBuilder<'a>) -> LevelUpdateBuilder<'a, 'b> {
let start = _fbb.start_table();
LevelUpdateBuilder {
fbb_: _fbb,
start_: start,
}
}
#[inline]
pub fn finish(self) -> flatbuffers::WIPOffset<LevelUpdate<'a>> {
let o = self.fbb_.end_table(self.start_);
flatbuffers::WIPOffset::new(o.value())
}
}
pub enum MessageOffset {}
#[derive(Copy, Clone, Debug, PartialEq)]
pub struct Message<'a> {
pub _tab: flatbuffers::Table<'a>,
}
impl<'a> flatbuffers::Follow<'a> for Message<'a> {
type Inner = Message<'a>;
#[inline]
fn follow(buf: &'a [u8], loc: usize) -> Self::Inner {
Self {
_tab: flatbuffers::Table { buf: buf, loc: loc },
}
}
}
impl<'a> Message<'a> {
#[inline]
pub fn init_from_table(table: flatbuffers::Table<'a>) -> Self {
Message {
_tab: table,
}
}
#[allow(unused_mut)]
pub fn create<'bldr: 'args, 'args: 'mut_bldr, 'mut_bldr>(
_fbb: &'mut_bldr mut flatbuffers::FlatBufferBuilder<'bldr>,
args: &'args MessageArgs<'args>) -> flatbuffers::WIPOffset<Message<'bldr>> {
let mut builder = MessageBuilder::new(_fbb);
builder.add_ts_nanos(args.ts_nanos);
if let Some(x) = args.body { builder.add_body(x); }
if let Some(x) = args.symbol { builder.add_symbol(x); }
builder.add_body_type(args.body_type);
builder.finish()
}
pub const VT_TS_NANOS: flatbuffers::VOffsetT = 4;
pub const VT_SYMBOL: flatbuffers::VOffsetT = 6;
pub const VT_BODY_TYPE: flatbuffers::VOffsetT = 8;
pub const VT_BODY: flatbuffers::VOffsetT = 10;
#[inline]
pub fn ts_nanos(&self) -> u64 {
self._tab.get::<u64>(Message::VT_TS_NANOS, Some(0)).unwrap()
}
#[inline]
pub fn symbol(&self) -> Option<&'a str> {
self._tab.get::<flatbuffers::ForwardsUOffset<&str>>(Message::VT_SYMBOL, None)
}
#[inline]
pub fn body_type(&self) -> MessageBody {
self._tab.get::<MessageBody>(Message::VT_BODY_TYPE, Some(MessageBody::NONE)).unwrap()
}
#[inline]
pub fn body(&self) -> Option<flatbuffers::Table<'a>> {
self._tab.get::<flatbuffers::ForwardsUOffset<flatbuffers::Table<'a>>>(Message::VT_BODY, None)
}
#[inline]
#[allow(non_snake_case)]
pub fn body_as_trade(&self) -> Option<Trade<'a>> {
if self.body_type() == MessageBody::Trade {
self.body().map(|u| Trade::init_from_table(u))
} else {
None
}
}
#[inline]
#[allow(non_snake_case)]
pub fn body_as_level_update(&self) -> Option<LevelUpdate<'a>> {
if self.body_type() == MessageBody::LevelUpdate {
self.body().map(|u| LevelUpdate::init_from_table(u))
} else {
None
}
}
}
pub struct MessageArgs<'a> {
pub ts_nanos: u64,
pub symbol: Option<flatbuffers::WIPOffset<&'a str>>,
pub body_type: MessageBody,
pub body: Option<flatbuffers::WIPOffset<flatbuffers::UnionWIPOffset>>,
}
impl<'a> Default for MessageArgs<'a> {
#[inline]
fn default() -> Self {
MessageArgs {
ts_nanos: 0,
symbol: None,
body_type: MessageBody::NONE,
body: None,
}
}
}
pub struct MessageBuilder<'a: 'b, 'b> {
fbb_: &'b mut flatbuffers::FlatBufferBuilder<'a>,
start_: flatbuffers::WIPOffset<flatbuffers::TableUnfinishedWIPOffset>,
}
impl<'a: 'b, 'b> MessageBuilder<'a, 'b> {
#[inline]
pub fn add_ts_nanos(&mut self, ts_nanos: u64) {
self.fbb_.push_slot::<u64>(Message::VT_TS_NANOS, ts_nanos, 0);
}
#[inline]
pub fn add_symbol(&mut self, symbol: flatbuffers::WIPOffset<&'b str>) {
self.fbb_.push_slot_always::<flatbuffers::WIPOffset<_>>(Message::VT_SYMBOL, symbol);
}
#[inline]
pub fn add_body_type(&mut self, body_type: MessageBody) {
self.fbb_.push_slot::<MessageBody>(Message::VT_BODY_TYPE, body_type, MessageBody::NONE);
}
#[inline]
pub fn add_body(&mut self, body: flatbuffers::WIPOffset<flatbuffers::UnionWIPOffset>) {
self.fbb_.push_slot_always::<flatbuffers::WIPOffset<_>>(Message::VT_BODY, body);
}
#[inline]
pub fn new(_fbb: &'b mut flatbuffers::FlatBufferBuilder<'a>) -> MessageBuilder<'a, 'b> {
let start = _fbb.start_table();
MessageBuilder {
fbb_: _fbb,
start_: start,
}
}
#[inline]
pub fn finish(self) -> flatbuffers::WIPOffset<Message<'a>> {
let o = self.fbb_.end_table(self.start_);
flatbuffers::WIPOffset::new(o.value())
}
}
} // pub mod MdShootout