Read flatbuffers

src/flatbuffers_runner.rs

@@ -1,10 +1,13 @@
-use std::io::Write;
+use std::convert::TryInto;
+use std::io::{BufRead, Error, Write};
+use std::mem::size_of;
 use std::str::from_utf8_unchecked;
 
 use capnp::data::new_builder;
 use flatbuffers::buffer_has_identifier;
 use nom::{bytes::complete::take_until, IResult};
 
+use crate::{StreamVec, Summarizer};
 use crate::iex::{IexMessage, IexPayload};
 use crate::marketdata_generated::md_shootout;
 
@@ -103,11 +106,65 @@ impl<'a> FlatbuffersWriter<'a> {
         multimsg_builder.add_seq_no(payload.first_seq_no);
         multimsg_builder.add_messages(messages);
         let multimsg = multimsg_builder.finish();
-        self.builder.finish(multimsg, None);
-        ;
-        output.write(self.builder.finished_data());
+
+        // IMPORTANT NOTE: If you just `finish`, Flatbuffers has no idea where
+        // an object ends in memory. To support streaming reads, you *must*
+        // use `finish_size_prefixed`. This adds a LE u32 to the front of the payload.
+        self.builder.finish_size_prefixed(multimsg, None);
+        output.write(self.builder.finished_data()).unwrap();
 
         self.builder.reset();
         self.message_buffer.clear();
     }
 }
+
+pub struct FlatbuffersReader;
+
+impl FlatbuffersReader {
+    pub fn new() -> FlatbuffersReader {
+        FlatbuffersReader {}
+    }
+
+    pub fn deserialize<'a>(&self, buf: &'a mut StreamVec, stats: &mut Summarizer) -> Result<(), ()> {
+        // Flatbuffers has kinda ad-hoc support for streaming: https://github.com/google/flatbuffers/issues/3898
+        // Essentially, you can write an optional `u32` value to the front of each message
+        // (`finish_size_prefixed` above) to figure out how long that message actually is.
+        // Ultimately, end-users are responsible for all buffer management, "reading" is just
+        // a view over the underlying buffer.
+        let data = buf.fill_buf().unwrap();
+        if data.len() == 0 {
+            return Err(())
+        }
+
+        let msg_len_buf: [u8; 4] = data[..size_of::<u32>()].try_into().unwrap();
+        let msg_len = u32::from_le_bytes(msg_len_buf) as usize;
+
+        let multimsg = flatbuffers::get_size_prefixed_root::<md_shootout::MultiMessage>(data);
+        let msg_vec = match multimsg.messages() {
+            Some(m) => m,
+            None => panic!("Couldn't find messages")
+        };
+
+        for i in 0..msg_vec.len() {
+            let msg: md_shootout::Message = msg_vec.get(i);
+            match msg.body_type() {
+                md_shootout::MessageBody::Trade => {
+                    let trade = msg.body_as_trade().unwrap();
+                    stats.append_trade_volume(msg.symbol().unwrap(), trade.size_().into());
+                },
+                md_shootout::MessageBody::LevelUpdate => {
+                    let lu = msg.body_as_level_update().unwrap();
+                    let is_bid = match lu.side() {
+                        md_shootout::Side::Buy => true,
+                        _ => false
+                    };
+                    stats.update_quote_prices(msg.symbol().unwrap(), lu.price(), is_bid);
+                },
+                md_shootout::MessageBody::NONE => panic!("Unrecognized message type")
+            }
+        }
+
+        buf.consume(msg_len + size_of::<u32>());
+        Ok(())
+    }
+}

src/main.rs

@@ -66,8 +66,6 @@ fn main() {
     }
 
     assert_eq!(read_buf.pos, read_buf.inner.len());
-    dbg!(parsed_msgs);
-    dbg!(summarizer);
     */
 
     let mut fb_writer = flatbuffers_runner::FlatbuffersWriter::new();
@@ -75,6 +73,17 @@ fn main() {
     for iex_payload in parser {
         fb_writer.serialize(&iex_payload, &mut output_buf);
     }
+
+    let mut read_buf = StreamVec::new(output_buf);
+
+    let fb_reader = flatbuffers_runner::FlatbuffersReader::new();
+    let mut parsed_msgs = 0;
+    while let Ok(_) = fb_reader.deserialize(&mut read_buf, &mut summarizer) {
+        parsed_msgs += 1;
+    }
+
+    dbg!(parsed_msgs);
+    dbg!(summarizer);
 }
 
 #[derive(Debug)]