mirror of
https://github.com/speice-io/marketdata-shootout
synced 2024-11-21 07:28:23 -05:00
Add initial support for SBE
After having some time to review the code, I'm a huge fan.
This commit is contained in:
parent
0f241926ff
commit
df5198993b
17
build.rs
17
build.rs
@ -1,6 +1,7 @@
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extern crate capnpc;
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use std::path::Path;
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use std::process::Command;
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fn main() {
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capnpc::CompilerCommand::new()
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@ -14,6 +15,18 @@ fn main() {
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inputs: &[Path::new("marketdata.fbs")],
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out_dir: Path::new("src/"),
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..Default::default()
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})
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.expect("Unable to compile flatc");
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}).expect("Unable to compile flatc");
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// There's no Rust-style builder crate for SBE,
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// so we need to run the command by hand.
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// TODO: Automatically download the SBE JAR?
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let _output = Command::new("java")
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.arg("-Dsbe.output.dir=src")
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.arg("-Dsbe.xinclude.aware=true")
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.arg("-Dsbe.target.language=uk.co.real_logic.sbe.generation.rust.Rust")
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.arg("-Dsbe.target.namespace=marketdata_sbe")
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.arg("-jar").arg("sbe-all-1.13.2-all.jar")
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.arg("marketdata.xml")
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.output()
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.expect("Unable to execute SBE compiler");
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}
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82
marketdata.xml
Normal file
82
marketdata.xml
Normal file
@ -0,0 +1,82 @@
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<?xml version="1.0" encoding="UTF-8"?>
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<sbe:messageSchema xmlns:sbe="http://fixprotocol.io/2016/sbe"
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package="marketdata_sbe"
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id="1"
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version="0"
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semanticVersion="5.2"
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description="Trivial market data schema">
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<types>
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<!-- "common types" used by SBE -->
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<composite name="messageHeader" description="Message identifiers and length of message root.">
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<type name="blockLength" primitiveType="uint16"/>
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<type name="templateId" primitiveType="uint16"/>
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<type name="schemaId" primitiveType="uint16"/>
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<type name="version" primitiveType="uint16"/>
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</composite>
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<composite name="groupSizeEncoding" description="Repeating group dimensions.">
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<type name="blockLength" primitiveType="uint16"/>
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<type name="numInGroup" primitiveType="uint16"/>
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</composite>
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<composite name="varStringEncoding" description="Variable length UTF-8 String.">
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<type name="length" primitiveType="uint32" maxValue="1073741824"/>
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<type name="varData" primitiveType="uint8" length="0" characterEncoding="UTF-8"/>
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</composite>
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<composite name="varAsciiEncoding" description="Variable length ASCII String.">
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<type name="length" primitiveType="uint32" maxValue="1073741824"/>
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<type name="varData" primitiveType="uint8" length="0" characterEncoding="ASCII"/>
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</composite>
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<composite name="varDataEncoding" description="Variable length binary blob.">
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<type name="length" primitiveType="uint32" maxValue="1073741824"/>
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<type name="varData" primitiveType="uint8" length="0"/>
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</composite>
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<!-- types we're actually interested in implementing -->
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<composite name="Trade">
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<type name="price" primitiveType="uint64"/>
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<type name="size" primitiveType="uint32"/>
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</composite>
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<composite name="Quote">
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<type name="price" primitiveType="uint64"/>
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<type name="size" primitiveType="uint32"/>
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<type name="flags" primitiveType="uint8"/>
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<ref name="side" type="Side"/>
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</composite>
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<enum name="Side" encodingType="uint8">
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<validValue name="Buy">0</validValue>
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<validValue name="Sell">1</validValue>
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</enum>
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<enum name="MsgType" encodingType="uint8">
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<validValue name="Trade">0</validValue>
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<validValue name="Quote">1</validValue>
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</enum>
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</types>
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<sbe:message name="MultiMessage" id="1" description="Wrapper for sending multiple message chunks at a time">
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<field name="sequence_number" id="1" type="uint64"/>
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<group name="messages" id="2">
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<!--
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Can't embed messages within each other, so the "MultiMessage" block
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actually includes each `message` via a group
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-->
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<field name="timestamp" id="3" type="int64"/>
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<!--
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SBE specifically doesn't have "union" types, so we include both a `trade` and `quote`
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here and the tag to identify.
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https://github.com/real-logic/simple-binary-encoding/issues/232
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In the future, there are a couple options:
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1. Create a "payload header" type and promote "trade" and "quote" to <sbe:message>,
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since the SBE message header is already able to distinguish between message types
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2. Create a "group" for each message type, and just include no elements of that type.
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Uses a `u16` for each message type, instead of padding bytes for the message size.
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3. Split up the message components and use "session types" to chain things together,
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as in https://polysync.io/blog/session-types-for-hearty-codecs
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For now, this message format was chosen to approximate the schemas of Cap'n Proto and Flatbuffers
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-->
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<field name="msg_type" id="4" type="MsgType"/>
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<field name="trade" id="5" type="Trade"/>
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<field name="quote" id="6" type="Quote"/>
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<data name="symbol" id="100" type="varAsciiEncoding"/>
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</group>
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</sbe:message>
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</sbe:messageSchema>
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BIN
sbe-all-1.13.2-all.jar
Normal file
BIN
sbe-all-1.13.2-all.jar
Normal file
Binary file not shown.
390
sbe.xsd
Normal file
390
sbe.xsd
Normal file
@ -0,0 +1,390 @@
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<?xml version="1.0" encoding="utf-8"?>
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<xs:schema xmlns:sbe="http://fixprotocol.io/2016/sbe" xmlns:xs="http://www.w3.org/2001/XMLSchema"
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targetNamespace="http://fixprotocol.io/2016/sbe" elementFormDefault="unqualified"
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version="1.0 Draft Standard">
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<xs:annotation>
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<xs:documentation>
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Message schema for FIX Simple Binary Encoding
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Version: 1.0 Draft Standard
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© Copyright 2014-2016 FIX Protocol Limited
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License: Creative Commons Attribution-NoDerivatives 4.0 International Public License
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</xs:documentation>
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</xs:annotation>
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<xs:element name="messageSchema">
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<xs:annotation>
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<xs:documentation>
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Root of XML document, holds all message templates
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and their elements
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</xs:documentation>
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</xs:annotation>
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<xs:complexType>
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<xs:sequence>
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<xs:element name="types" maxOccurs="unbounded">
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<xs:annotation>
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<xs:documentation>
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More than one set of types may be provided.
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Names must be unique across all encoding
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types.
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Encoding types may appear in any order.
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</xs:documentation>
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</xs:annotation>
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<xs:complexType>
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<xs:choice maxOccurs="unbounded">
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<xs:element name="type" type="sbe:encodedDataType"/>
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<xs:element name="composite" type="sbe:compositeDataType"/>
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<xs:element name="enum" type="sbe:enumType"/>
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<xs:element name="set" type="sbe:setType"/>
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</xs:choice>
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</xs:complexType>
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</xs:element>
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<xs:element ref="sbe:message" maxOccurs="unbounded"/>
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</xs:sequence>
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<xs:attribute name="package" type="xs:string"/>
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<xs:attribute name="id" type="xs:unsignedShort">
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<xs:annotation>
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<xs:documentation>Unique ID of a message schema
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</xs:documentation>
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</xs:annotation>
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</xs:attribute>
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<xs:attribute name="version" type="xs:nonNegativeInteger" use="required">
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<xs:annotation>
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<xs:documentation>The version of a message schema. Initial version
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is 0.
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</xs:documentation>
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</xs:annotation>
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</xs:attribute>
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<xs:attribute name="semanticVersion" type="xs:string" use="optional">
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<xs:annotation>
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<xs:documentation>Application layer specification version, such as
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FIX version 'FIX.5.0SP2'
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</xs:documentation>
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</xs:annotation>
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</xs:attribute>
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<xs:attribute name="description" type="xs:string" use="optional"/>
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<xs:attribute name="byteOrder" default="littleEndian">
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<xs:simpleType>
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<xs:restriction base="xs:token">
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<xs:enumeration value="bigEndian"/>
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<xs:enumeration value="littleEndian"/>
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</xs:restriction>
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</xs:simpleType>
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</xs:attribute>
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<xs:attribute name="headerType" type="sbe:symbolicName_t" default="messageHeader">
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<xs:annotation>
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<xs:documentation>
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Name of the encoding type of the message header,
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which is the same for all messages in a schema. The name has a
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default, but an encoding of that name must be present under a
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'types' element.
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</xs:documentation>
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</xs:annotation>
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</xs:attribute>
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</xs:complexType>
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</xs:element>
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<xs:element name="message" type="sbe:blockType">
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<xs:annotation>
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<xs:documentation>
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A message type, also known as a message template
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</xs:documentation>
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</xs:annotation>
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</xs:element>
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<xs:complexType name="blockType">
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<xs:annotation>
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<xs:documentation>Base type of message and repeating group entry
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</xs:documentation>
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</xs:annotation>
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<xs:sequence>
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<xs:element name="field" type="sbe:fieldType" minOccurs="0" maxOccurs="unbounded">
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<xs:annotation>
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<xs:documentation>Fixed-length fields</xs:documentation>
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</xs:annotation>
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</xs:element>
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<xs:element name="group" type="sbe:groupType" minOccurs="0" maxOccurs="unbounded"/>
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<xs:element name="data" type="sbe:fieldType" minOccurs="0" maxOccurs="unbounded">
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<xs:annotation>
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<xs:documentation>Variable-length fields</xs:documentation>
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</xs:annotation>
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</xs:element>
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</xs:sequence>
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<xs:attribute name="name" type="sbe:symbolicName_t" use="required"/>
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<xs:attribute name="id" type="xs:unsignedShort" use="required">
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<xs:annotation>
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<xs:documentation>Unique ID of a message template
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</xs:documentation>
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</xs:annotation>
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</xs:attribute>
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<xs:attribute name="blockLength" type="xs:nonNegativeInteger" use="optional">
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<xs:annotation>
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<xs:documentation>Space reserved for root level of message, not
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include groups or variable-length
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data elements.
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</xs:documentation>
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</xs:annotation>
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</xs:attribute>
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<xs:attributeGroup ref="sbe:semanticAttributes"/>
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<xs:attributeGroup ref="sbe:versionAttributes"/>
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</xs:complexType>
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<xs:complexType name="groupType">
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<xs:annotation>
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<xs:documentation>
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A repeating group contains an array of entries
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</xs:documentation>
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</xs:annotation>
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<xs:complexContent>
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<xs:extension base="sbe:blockType">
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<xs:attribute name="dimensionType" type="sbe:symbolicName_t" default="groupSizeEncoding"/>
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</xs:extension>
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</xs:complexContent>
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</xs:complexType>
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<xs:complexType name="encodedDataType" mixed="true">
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<xs:annotation>
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<xs:documentation>
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Simple wire encoding consisting of a primitive type
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or array of primitives
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</xs:documentation>
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</xs:annotation>
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<xs:simpleContent>
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<xs:extension base="xs:token">
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<xs:attribute name="name" type="sbe:symbolicName_t" use="required"/>
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<xs:attribute name="nullValue" type="xs:string" use="optional">
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<xs:annotation>
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<xs:documentation>Override of default null indicator for the data
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type in SBE specification,
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as a string.
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</xs:documentation>
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</xs:annotation>
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</xs:attribute>
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<xs:attribute name="minValue" type="xs:string" use="optional"/>
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<xs:attribute name="maxValue" type="xs:string" use="optional"/>
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<xs:attribute name="length" type="xs:nonNegativeInteger" default="1"/>
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<xs:attribute name="primitiveType" use="required">
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<xs:simpleType>
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<xs:restriction base="xs:token">
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<xs:enumeration value="char"/>
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<xs:enumeration value="int8"/>
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<xs:enumeration value="int16"/>
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<xs:enumeration value="int32"/>
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<xs:enumeration value="int64"/>
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<xs:enumeration value="uint8"/>
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<xs:enumeration value="uint16"/>
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<xs:enumeration value="uint32"/>
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<xs:enumeration value="uint64"/>
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<xs:enumeration value="float"/>
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<xs:enumeration value="double"/>
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</xs:restriction>
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</xs:simpleType>
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</xs:attribute>
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<xs:attribute name="characterEncoding" type="xs:string" use="optional"/>
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<xs:attributeGroup ref="sbe:alignmentAttributes"/>
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<xs:attributeGroup ref="sbe:presenceAttributes"/>
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<xs:attributeGroup ref="sbe:semanticAttributes"/>
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<xs:attributeGroup ref="sbe:versionAttributes"/>
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</xs:extension>
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</xs:simpleContent>
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</xs:complexType>
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<xs:complexType name="compositeDataType" mixed="true">
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<xs:annotation>
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<xs:documentation>
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A wire encoding composed of multiple parts
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</xs:documentation>
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</xs:annotation>
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<xs:choice maxOccurs="unbounded">
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<xs:element name="type" type="sbe:encodedDataType"/>
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<xs:element name="enum" type="sbe:enumType"/>
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<xs:element name="set" type="sbe:setType"/>
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<xs:element name="composite" type="sbe:compositeDataType"/>
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<xs:element name="ref" type="sbe:refType"/>
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</xs:choice>
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<xs:attribute name="name" type="sbe:symbolicName_t" use="required"/>
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<xs:attributeGroup ref="sbe:alignmentAttributes"/>
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<xs:attributeGroup ref="sbe:semanticAttributes"/>
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<xs:attributeGroup ref="sbe:versionAttributes"/>
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</xs:complexType>
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<xs:complexType name="enumType" mixed="true">
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<xs:annotation>
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<xs:documentation>
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An enumeration of valid values
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</xs:documentation>
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</xs:annotation>
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<xs:sequence>
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<xs:element name="validValue" type="sbe:validValue" maxOccurs="unbounded"/>
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</xs:sequence>
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<xs:attribute name="name" type="sbe:symbolicName_t" use="required"/>
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<xs:attribute name="encodingType" type="sbe:symbolicName_t" use="required"/>
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<xs:attributeGroup ref="sbe:alignmentAttributes"/>
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<xs:attributeGroup ref="sbe:semanticAttributes"/>
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<xs:attributeGroup ref="sbe:versionAttributes"/>
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</xs:complexType>
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<xs:complexType name="validValue">
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<xs:annotation>
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<xs:documentation>
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Valid value as a string
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</xs:documentation>
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</xs:annotation>
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<xs:simpleContent>
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<xs:extension base="xs:token">
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<xs:attribute name="name" type="sbe:symbolicName_t" use="required"/>
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<xs:attribute name="description" type="xs:string" use="optional"/>
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<xs:attributeGroup ref="sbe:versionAttributes"/>
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</xs:extension>
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</xs:simpleContent>
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</xs:complexType>
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<xs:complexType name="refType" mixed="true">
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<xs:annotation>
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<xs:documentation>
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A reference to any existing encoding type (simple type, enum or set)
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to reuse as a member of a composite type
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</xs:documentation>
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</xs:annotation>
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<xs:attribute name="name" type="sbe:symbolicName_t" use="required"/>
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<xs:attribute name="type" type="sbe:symbolicName_t" use="required"/>
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<xs:attributeGroup ref="sbe:alignmentAttributes"/>
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<xs:attributeGroup ref="sbe:versionAttributes"/>
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</xs:complexType>
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<xs:complexType name="setType" mixed="true">
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<xs:annotation>
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<xs:documentation>
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A multi value choice (encoded as a bitset)
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</xs:documentation>
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</xs:annotation>
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<xs:sequence>
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<xs:element name="choice" type="sbe:choice" maxOccurs="64"/>
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</xs:sequence>
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<xs:attribute name="name" type="sbe:symbolicName_t" use="required"/>
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<xs:attribute name="encodingType" type="sbe:symbolicName_t" use="required"/>
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<xs:attributeGroup ref="sbe:alignmentAttributes"/>
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<xs:attributeGroup ref="sbe:semanticAttributes"/>
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<xs:attributeGroup ref="sbe:versionAttributes"/>
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</xs:complexType>
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<xs:complexType name="choice">
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<xs:annotation>
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<xs:documentation>
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A choice within a multi value set. Value is the
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position within a bitset (zero-based index).
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</xs:documentation>
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</xs:annotation>
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<xs:simpleContent>
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<xs:extension base="xs:nonNegativeInteger">
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<xs:attribute name="name" type="sbe:symbolicName_t" use="required"/>
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<xs:attribute name="description" type="xs:string" use="optional"/>
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<xs:attributeGroup ref="sbe:versionAttributes"/>
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</xs:extension>
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</xs:simpleContent>
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</xs:complexType>
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<xs:complexType name="fieldType">
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<xs:annotation>
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<xs:documentation>
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A field of a message of a specified dataType
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</xs:documentation>
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</xs:annotation>
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<xs:attribute name="name" type="sbe:symbolicName_t" use="required"/>
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<xs:attribute name="id" type="xs:unsignedShort" use="required"/>
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<xs:attribute name="type" type="sbe:symbolicName_t" use="required">
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<xs:annotation>
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<xs:documentation>Must match the name of an encoding contained by
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'types' element
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</xs:documentation>
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</xs:annotation>
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</xs:attribute>
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<xs:attribute name="epoch" type="xs:string" default="unix"/>
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<xs:attribute name="timeUnit" type="xs:string" default="nanosecond">
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<xs:annotation>
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<xs:documentation>Deprecated - only for back compatibility with RC2
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</xs:documentation>
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</xs:annotation>
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</xs:attribute>
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<xs:attributeGroup ref="sbe:alignmentAttributes"/>
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<xs:attributeGroup ref="sbe:presenceAttributes"/>
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<xs:attributeGroup ref="sbe:semanticAttributes"/>
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<xs:attributeGroup ref="sbe:versionAttributes"/>
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<!-- start of time period - default is UNIX epoch -->
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</xs:complexType>
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<xs:attributeGroup name="semanticAttributes">
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<xs:annotation>
|
||||
<xs:documentation>
|
||||
Application layer class. Maps a field or encoding
|
||||
to a FIX data type.
|
||||
</xs:documentation>
|
||||
</xs:annotation>
|
||||
<xs:attribute name="semanticType" type="xs:token" use="optional"/>
|
||||
<xs:attribute name="description" type="xs:string" use="optional"/>
|
||||
</xs:attributeGroup>
|
||||
<xs:attributeGroup name="versionAttributes">
|
||||
<xs:annotation>
|
||||
<xs:documentation>
|
||||
Schema versioning supports message extension
|
||||
</xs:documentation>
|
||||
</xs:annotation>
|
||||
<xs:attribute name="sinceVersion" type="xs:nonNegativeInteger" default="0">
|
||||
<xs:annotation>
|
||||
<xs:documentation>
|
||||
The schema version in which an element was added
|
||||
</xs:documentation>
|
||||
</xs:annotation>
|
||||
</xs:attribute>
|
||||
<xs:attribute name="deprecated" type="xs:nonNegativeInteger" use="optional">
|
||||
<xs:annotation>
|
||||
<xs:documentation>
|
||||
The version of the schema in which an element was
|
||||
deprecated. It is retained for back compatibility but should no
|
||||
longer be used by updated applications.
|
||||
</xs:documentation>
|
||||
</xs:annotation>
|
||||
</xs:attribute>
|
||||
</xs:attributeGroup>
|
||||
<xs:attributeGroup name="alignmentAttributes">
|
||||
<xs:attribute name="offset" type="xs:unsignedInt" use="optional">
|
||||
<xs:annotation>
|
||||
<xs:documentation>Offset from start of a composite type or block
|
||||
as a zero-based index.
|
||||
</xs:documentation>
|
||||
</xs:annotation>
|
||||
</xs:attribute>
|
||||
</xs:attributeGroup>
|
||||
<xs:attributeGroup name="presenceAttributes">
|
||||
<xs:attribute name="presence" default="required">
|
||||
<xs:simpleType>
|
||||
<xs:restriction base="xs:token">
|
||||
<xs:enumeration value="required">
|
||||
<xs:annotation>
|
||||
<xs:documentation>The value must always be populated
|
||||
</xs:documentation>
|
||||
</xs:annotation>
|
||||
</xs:enumeration>
|
||||
<xs:enumeration value="optional">
|
||||
<xs:annotation>
|
||||
<xs:documentation>Value may be set to nullValue for its data type
|
||||
</xs:documentation>
|
||||
</xs:annotation>
|
||||
</xs:enumeration>
|
||||
<xs:enumeration value="constant">
|
||||
<xs:annotation>
|
||||
<xs:documentation>Value does not vary so it need not be
|
||||
serialized on the wire
|
||||
</xs:documentation>
|
||||
</xs:annotation>
|
||||
</xs:enumeration>
|
||||
</xs:restriction>
|
||||
</xs:simpleType>
|
||||
</xs:attribute>
|
||||
<xs:attribute name="valueRef" type="sbe:qualifiedName_t" use="optional">
|
||||
<xs:annotation>
|
||||
<xs:documentation>A constant value as valid value of an enum
|
||||
in the form enum-name.valid-value-name
|
||||
</xs:documentation>
|
||||
</xs:annotation>
|
||||
</xs:attribute>
|
||||
</xs:attributeGroup>
|
||||
<xs:simpleType name="symbolicName_t">
|
||||
<xs:restriction base="xs:string">
|
||||
<xs:minLength value="1"/>
|
||||
<xs:maxLength value="64"/>
|
||||
<xs:pattern value="([A-Z]|[a-z]|_)([0-9]|[A-Z]|[a-z]|_)*"/>
|
||||
</xs:restriction>
|
||||
</xs:simpleType>
|
||||
<xs:simpleType name="qualifiedName_t">
|
||||
<xs:restriction base="xs:string">
|
||||
<xs:pattern value="([A-Z]|[a-z]|_)([0-9]|[A-Z]|[a-z]|_)*\.([A-Z]|[a-z]|_)([0-9]|[A-Z]|[a-z]|_)*"/>
|
||||
</xs:restriction>
|
||||
</xs:simpleType>
|
||||
</xs:schema>
|
||||
583
src/marketdata_sbe.rs
Normal file
583
src/marketdata_sbe.rs
Normal file
@ -0,0 +1,583 @@
|
||||
/// Generated code for SBE package marketdata_sbe
|
||||
|
||||
|
||||
/// Imports core rather than std to broaden usable environments.
|
||||
extern crate core;
|
||||
|
||||
/// Result types for error handling
|
||||
|
||||
/// Errors that may occur during the course of encoding or decoding.
|
||||
#[derive(Debug)]
|
||||
pub enum CodecErr {
|
||||
/// Too few bytes in the byte-slice to read or write the data structure relevant
|
||||
/// to the current state of the codec
|
||||
NotEnoughBytes,
|
||||
|
||||
/// Groups and vardata are constrained by the numeric type chosen to represent their
|
||||
/// length as well as optional maxima imposed by the schema
|
||||
SliceIsLongerThanAllowedBySchema,
|
||||
}
|
||||
|
||||
pub type CodecResult<T> = core::result::Result<T, CodecErr>;
|
||||
|
||||
/// Scratch Decoder Data Wrapper - codec internal use only
|
||||
#[derive(Debug)]
|
||||
pub struct ScratchDecoderData<'d> {
|
||||
data: &'d [u8],
|
||||
pos: usize,
|
||||
}
|
||||
|
||||
impl<'d> ScratchDecoderData<'d> {
|
||||
/// Create a struct reference overlaid atop the data buffer
|
||||
/// such that the struct's contents directly reflect the buffer.
|
||||
/// Advances the `pos` index by the size of the struct in bytes.
|
||||
#[inline]
|
||||
fn read_type<T>(&mut self, num_bytes: usize) -> CodecResult<&'d T> {
|
||||
let end = self.pos + num_bytes;
|
||||
if end <= self.data.len() {
|
||||
let s = self.data[self.pos..end].as_ptr() as *mut T;
|
||||
let v: &'d T = unsafe { &*s };
|
||||
self.pos = end;
|
||||
Ok(v)
|
||||
} else {
|
||||
Err(CodecErr::NotEnoughBytes)
|
||||
}
|
||||
}
|
||||
|
||||
/// Advances the `pos` index by a set number of bytes.
|
||||
#[inline]
|
||||
fn skip_bytes(&mut self, num_bytes: usize) -> CodecResult<()> {
|
||||
let end = self.pos + num_bytes;
|
||||
if end <= self.data.len() {
|
||||
self.pos = end;
|
||||
Ok(())
|
||||
} else {
|
||||
Err(CodecErr::NotEnoughBytes)
|
||||
}
|
||||
}
|
||||
|
||||
/// Create a slice reference overlaid atop the data buffer
|
||||
/// such that the slice's members' contents directly reflect the buffer.
|
||||
/// Advances the `pos` index by the size of the slice contents in bytes.
|
||||
#[inline]
|
||||
fn read_slice<T>(&mut self, count: usize, bytes_per_item: usize) -> CodecResult<&'d [T]> {
|
||||
let num_bytes = bytes_per_item * count;
|
||||
let end = self.pos + num_bytes;
|
||||
if end <= self.data.len() {
|
||||
let v: &'d [T] = unsafe {
|
||||
core::slice::from_raw_parts(self.data[self.pos..end].as_ptr() as *const T, count)
|
||||
};
|
||||
self.pos = end;
|
||||
Ok(v)
|
||||
} else {
|
||||
Err(CodecErr::NotEnoughBytes)
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
/// Scratch Encoder Data Wrapper - codec internal use only
|
||||
#[derive(Debug)]
|
||||
pub struct ScratchEncoderData<'d> {
|
||||
data: &'d mut [u8],
|
||||
pos: usize,
|
||||
}
|
||||
|
||||
impl<'d> ScratchEncoderData<'d> {
|
||||
/// Copy the bytes of a value into the data buffer
|
||||
/// Advances the `pos` index to after the newly-written bytes.
|
||||
#[inline]
|
||||
fn write_type<T>(&mut self, t: &T, num_bytes: usize) -> CodecResult<()> {
|
||||
let end = self.pos + num_bytes;
|
||||
if end <= self.data.len() {
|
||||
let source_bytes: &[u8] = unsafe {
|
||||
core::slice::from_raw_parts(t as *const T as *const u8, num_bytes)
|
||||
};
|
||||
(&mut self.data[self.pos..end]).copy_from_slice(source_bytes);
|
||||
self.pos = end;
|
||||
Ok(())
|
||||
} else {
|
||||
Err(CodecErr::NotEnoughBytes)
|
||||
}
|
||||
}
|
||||
|
||||
/// Advances the `pos` index by a set number of bytes.
|
||||
#[inline]
|
||||
fn skip_bytes(&mut self, num_bytes: usize) -> CodecResult<()> {
|
||||
let end = self.pos + num_bytes;
|
||||
if end <= self.data.len() {
|
||||
self.pos = end;
|
||||
Ok(())
|
||||
} else {
|
||||
Err(CodecErr::NotEnoughBytes)
|
||||
}
|
||||
}
|
||||
|
||||
/// Create a struct reference overlaid atop the data buffer
|
||||
/// such that changes to the struct directly edit the buffer.
|
||||
/// Note that the initial content of the struct's fields may be garbage.
|
||||
/// Advances the `pos` index to after the newly-written bytes.
|
||||
#[inline]
|
||||
fn writable_overlay<T>(&mut self, num_bytes: usize) -> CodecResult<&'d mut T> {
|
||||
let end = self.pos + num_bytes;
|
||||
if end <= self.data.len() {
|
||||
let v: &'d mut T = unsafe {
|
||||
let s = self.data.as_ptr().offset(self.pos as isize) as *mut T;
|
||||
&mut *s
|
||||
};
|
||||
self.pos = end;
|
||||
Ok(v)
|
||||
} else {
|
||||
Err(CodecErr::NotEnoughBytes)
|
||||
}
|
||||
}
|
||||
|
||||
/// Copy the bytes of a value into the data buffer at a specific position
|
||||
/// Does **not** alter the `pos` index.
|
||||
#[inline]
|
||||
fn write_at_position<T>(&mut self, position: usize, t: &T, num_bytes: usize) -> CodecResult<()> {
|
||||
let end = position + num_bytes;
|
||||
if end <= self.data.len() {
|
||||
let source_bytes: &[u8] = unsafe {
|
||||
core::slice::from_raw_parts(t as *const T as *const u8, num_bytes)
|
||||
};
|
||||
(&mut self.data[position..end]).copy_from_slice(source_bytes);
|
||||
Ok(())
|
||||
} else {
|
||||
Err(CodecErr::NotEnoughBytes)
|
||||
}
|
||||
}
|
||||
/// Create a mutable slice overlaid atop the data buffer directly
|
||||
/// such that changes to the slice contents directly edit the buffer
|
||||
/// Note that the initial content of the slice's members' fields may be garbage.
|
||||
/// Advances the `pos` index to after the region representing the slice.
|
||||
#[inline]
|
||||
fn writable_slice<T>(&mut self, count: usize, bytes_per_item: usize) -> CodecResult<&'d mut [T]> {
|
||||
let end = self.pos + (count * bytes_per_item);
|
||||
if end <= self.data.len() {
|
||||
let v: &'d mut [T] = unsafe {
|
||||
core::slice::from_raw_parts_mut(self.data[self.pos..end].as_mut_ptr() as *mut T, count)
|
||||
};
|
||||
self.pos = end;
|
||||
Ok(v)
|
||||
} else {
|
||||
Err(CodecErr::NotEnoughBytes)
|
||||
}
|
||||
}
|
||||
|
||||
/// Copy the raw bytes of a slice's contents into the data buffer
|
||||
/// Does **not** encode the length of the slice explicitly into the buffer.
|
||||
/// Advances the `pos` index to after the newly-written slice bytes.
|
||||
#[inline]
|
||||
fn write_slice_without_count<T>(&mut self, t: &[T], bytes_per_item: usize) -> CodecResult<()> {
|
||||
let content_bytes_size = bytes_per_item * t.len();
|
||||
let end = self.pos + content_bytes_size;
|
||||
if end <= self.data.len() {
|
||||
let source_bytes: &[u8] = unsafe {
|
||||
core::slice::from_raw_parts(t.as_ptr() as *const u8, content_bytes_size)
|
||||
};
|
||||
(&mut self.data[self.pos..end]).copy_from_slice(source_bytes);
|
||||
self.pos = end;
|
||||
Ok(())
|
||||
} else {
|
||||
Err(CodecErr::NotEnoughBytes)
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
/// Convenience Either enum
|
||||
#[derive(Copy, Clone, PartialEq, Eq, PartialOrd, Ord, Hash, Debug)]
|
||||
pub enum Either<L, R> {
|
||||
Left(L),
|
||||
Right(R),
|
||||
}
|
||||
|
||||
/// Enum Side
|
||||
#[derive(Clone, Copy, Debug, PartialEq, Eq, PartialOrd, Ord, Hash)]
|
||||
#[repr(u8)]
|
||||
pub enum Side {
|
||||
Buy = 0u8,
|
||||
Sell = 1u8,
|
||||
NullVal = 255u8,
|
||||
}
|
||||
|
||||
impl Default for Side {
|
||||
fn default() -> Self { Side::NullVal }
|
||||
}
|
||||
|
||||
/// Enum MsgType
|
||||
#[derive(Clone, Copy, Debug, PartialEq, Eq, PartialOrd, Ord, Hash)]
|
||||
#[repr(u8)]
|
||||
pub enum MsgType {
|
||||
Trade = 0u8,
|
||||
Quote = 1u8,
|
||||
NullVal = 255u8,
|
||||
}
|
||||
|
||||
impl Default for MsgType {
|
||||
fn default() -> Self { MsgType::NullVal }
|
||||
}
|
||||
|
||||
/// Quote
|
||||
#[repr(C, packed)]
|
||||
#[derive(Default)]
|
||||
pub struct Quote {
|
||||
pub price: u64,
|
||||
pub size: u32,
|
||||
pub flags: u8,
|
||||
pub side: Side,
|
||||
}
|
||||
|
||||
impl Quote {}
|
||||
|
||||
/// Trade
|
||||
#[repr(C, packed)]
|
||||
#[derive(Default)]
|
||||
pub struct Trade {
|
||||
pub price: u64,
|
||||
pub size: u32,
|
||||
}
|
||||
|
||||
impl Trade {}
|
||||
|
||||
/// MessageHeader
|
||||
#[repr(C, packed)]
|
||||
#[derive(Default)]
|
||||
pub struct MessageHeader {
|
||||
pub block_length: u16,
|
||||
pub template_id: u16,
|
||||
pub schema_id: u16,
|
||||
pub version: u16,
|
||||
}
|
||||
|
||||
impl MessageHeader {}
|
||||
|
||||
/// GroupSizeEncoding
|
||||
#[repr(C, packed)]
|
||||
#[derive(Default)]
|
||||
pub struct GroupSizeEncoding {
|
||||
pub block_length: u16,
|
||||
pub num_in_group: u16,
|
||||
}
|
||||
|
||||
impl GroupSizeEncoding {}
|
||||
|
||||
/// VarAsciiEncoding
|
||||
#[repr(C, packed)]
|
||||
#[derive(Default)]
|
||||
pub struct VarAsciiEncoding {
|
||||
pub length: u32,
|
||||
pub var_data: u8,
|
||||
}
|
||||
|
||||
impl VarAsciiEncoding {}
|
||||
|
||||
/// MessageHeader Decoder entry point
|
||||
pub fn start_decoding_message_header<'d>(data: &'d [u8]) -> CodecResult<(&'d MessageHeader, ScratchDecoderData<'d>)> {
|
||||
let mut scratch = ScratchDecoderData { data: data, pos: 0 };
|
||||
let v = scratch.read_type::<MessageHeader>(8)?;
|
||||
Ok((v, scratch))
|
||||
}
|
||||
|
||||
/// MultiMessage Fixed-size Fields (8 bytes)
|
||||
#[repr(C, packed)]
|
||||
#[derive(Default)]
|
||||
pub struct MultiMessageFields {
|
||||
pub sequence_number: u64,
|
||||
}
|
||||
|
||||
|
||||
impl MultiMessageFields {}
|
||||
|
||||
/// MultiMessage specific Message Header
|
||||
#[repr(C, packed)]
|
||||
pub struct MultiMessageMessageHeader {
|
||||
pub message_header: MessageHeader
|
||||
}
|
||||
|
||||
impl MultiMessageMessageHeader {
|
||||
pub const BLOCK_LENGTH: u16 = 8;
|
||||
pub const TEMPLATE_ID: u16 = 1;
|
||||
pub const SCHEMA_ID: u16 = 1;
|
||||
pub const VERSION: u16 = 0;
|
||||
}
|
||||
|
||||
impl Default for MultiMessageMessageHeader {
|
||||
fn default() -> MultiMessageMessageHeader {
|
||||
MultiMessageMessageHeader {
|
||||
message_header: MessageHeader {
|
||||
block_length: 8u16,
|
||||
template_id: 1u16,
|
||||
schema_id: 1u16,
|
||||
version: 0u16,
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
/// Group fixed-field member representations
|
||||
#[repr(C, packed)]
|
||||
#[derive(Default)]
|
||||
pub struct MultiMessageMessagesMember {
|
||||
pub timestamp: i64,
|
||||
pub msg_type: MsgType,
|
||||
pub trade: Trade,
|
||||
pub quote: Quote,
|
||||
}
|
||||
|
||||
impl MultiMessageMessagesMember {}
|
||||
|
||||
/// MultiMessageDecoderDone
|
||||
pub struct MultiMessageDecoderDone<'d> {
|
||||
scratch: ScratchDecoderData<'d>,
|
||||
}
|
||||
|
||||
impl<'d> MultiMessageDecoderDone<'d> {
|
||||
/// Returns the number of bytes decoded
|
||||
pub fn unwrap(self) -> usize {
|
||||
self.scratch.pos
|
||||
}
|
||||
|
||||
pub fn wrap(scratch: ScratchDecoderData<'d>) -> MultiMessageDecoderDone<'d> {
|
||||
MultiMessageDecoderDone { scratch: scratch }
|
||||
}
|
||||
}
|
||||
|
||||
/// symbol variable-length data
|
||||
pub struct MultiMessageMessagesSymbolDecoder<'d> {
|
||||
parent: MultiMessageMessagesMemberDecoder<'d>,
|
||||
}
|
||||
|
||||
impl<'d> MultiMessageMessagesSymbolDecoder<'d> {
|
||||
fn wrap(parent: MultiMessageMessagesMemberDecoder<'d>) -> Self {
|
||||
MultiMessageMessagesSymbolDecoder { parent: parent }
|
||||
}
|
||||
pub fn symbol(mut self) -> CodecResult<(&'d [u8], Either<MultiMessageMessagesMemberDecoder<'d>, MultiMessageDecoderDone<'d>>)> {
|
||||
let count = *self.parent.scratch.read_type::<u32>(4)?;
|
||||
Ok((self.parent.scratch.read_slice::<u8>(count as usize, 1)?, self.parent.after_member()))
|
||||
}
|
||||
}
|
||||
|
||||
/// MultiMessageMessages Decoder for fields and header
|
||||
pub struct MultiMessageMessagesMemberDecoder<'d> {
|
||||
scratch: ScratchDecoderData<'d>,
|
||||
max_index: u16,
|
||||
index: u16,
|
||||
}
|
||||
|
||||
impl<'d> MultiMessageMessagesMemberDecoder<'d> {
|
||||
fn new(scratch: ScratchDecoderData<'d>, count: u16) -> Self {
|
||||
assert!(count > 0u16);
|
||||
MultiMessageMessagesMemberDecoder {
|
||||
scratch: scratch,
|
||||
max_index: count - 1,
|
||||
index: 0,
|
||||
}
|
||||
}
|
||||
|
||||
pub fn next_messages_member(mut self) -> CodecResult<(&'d MultiMessageMessagesMember, MultiMessageMessagesSymbolDecoder<'d>)> {
|
||||
let v = self.scratch.read_type::<MultiMessageMessagesMember>(35)?;
|
||||
self.index += 1;
|
||||
Ok((v, MultiMessageMessagesSymbolDecoder::wrap(self)))
|
||||
}
|
||||
#[inline]
|
||||
fn after_member(self) -> Either<MultiMessageMessagesMemberDecoder<'d>, MultiMessageDecoderDone<'d>> {
|
||||
if self.index <= self.max_index {
|
||||
Either::Left(self)
|
||||
} else {
|
||||
Either::Right(MultiMessageDecoderDone::wrap(self.scratch))
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
pub struct MultiMessageMessagesHeaderDecoder<'d> {
|
||||
scratch: ScratchDecoderData<'d>,
|
||||
}
|
||||
|
||||
impl<'d> MultiMessageMessagesHeaderDecoder<'d> {
|
||||
fn wrap(scratch: ScratchDecoderData<'d>) -> Self {
|
||||
MultiMessageMessagesHeaderDecoder { scratch: scratch }
|
||||
}
|
||||
pub fn messages_individually(mut self) -> CodecResult<Either<MultiMessageMessagesMemberDecoder<'d>, MultiMessageDecoderDone<'d>>> {
|
||||
let dim = self.scratch.read_type::<GroupSizeEncoding>(4)?;
|
||||
if dim.num_in_group > 0 {
|
||||
Ok(Either::Left(MultiMessageMessagesMemberDecoder::new(self.scratch, dim.num_in_group)))
|
||||
} else {
|
||||
Ok(Either::Right(MultiMessageDecoderDone::wrap(self.scratch)))
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
/// MultiMessage Fixed fields Decoder
|
||||
pub struct MultiMessageFieldsDecoder<'d> {
|
||||
scratch: ScratchDecoderData<'d>,
|
||||
}
|
||||
|
||||
impl<'d> MultiMessageFieldsDecoder<'d> {
|
||||
pub fn wrap(scratch: ScratchDecoderData<'d>) -> MultiMessageFieldsDecoder<'d> {
|
||||
MultiMessageFieldsDecoder { scratch: scratch }
|
||||
}
|
||||
pub fn multi_message_fields(mut self) -> CodecResult<(&'d MultiMessageFields, MultiMessageMessagesHeaderDecoder<'d>)> {
|
||||
let v = self.scratch.read_type::<MultiMessageFields>(8)?;
|
||||
Ok((v, MultiMessageMessagesHeaderDecoder::wrap(self.scratch)))
|
||||
}
|
||||
}
|
||||
|
||||
/// MultiMessageMessageHeaderDecoder
|
||||
pub struct MultiMessageMessageHeaderDecoder<'d> {
|
||||
scratch: ScratchDecoderData<'d>,
|
||||
}
|
||||
|
||||
impl<'d> MultiMessageMessageHeaderDecoder<'d> {
|
||||
pub fn wrap(scratch: ScratchDecoderData<'d>) -> MultiMessageMessageHeaderDecoder<'d> {
|
||||
MultiMessageMessageHeaderDecoder { scratch: scratch }
|
||||
}
|
||||
pub fn header(mut self) -> CodecResult<(&'d MessageHeader, MultiMessageFieldsDecoder<'d>)> {
|
||||
let v = self.scratch.read_type::<MessageHeader>(8)?;
|
||||
Ok((v, MultiMessageFieldsDecoder::wrap(self.scratch)))
|
||||
}
|
||||
}
|
||||
|
||||
/// MultiMessage Decoder entry point
|
||||
pub fn start_decoding_multi_message<'d>(data: &'d [u8]) -> MultiMessageMessageHeaderDecoder<'d> {
|
||||
MultiMessageMessageHeaderDecoder::wrap(ScratchDecoderData { data: data, pos: 0 })
|
||||
}
|
||||
|
||||
/// MultiMessageEncoderDone
|
||||
pub struct MultiMessageEncoderDone<'d> {
|
||||
scratch: ScratchEncoderData<'d>,
|
||||
}
|
||||
|
||||
impl<'d> MultiMessageEncoderDone<'d> {
|
||||
/// Returns the number of bytes encoded
|
||||
pub fn unwrap(self) -> usize {
|
||||
self.scratch.pos
|
||||
}
|
||||
|
||||
pub fn wrap(scratch: ScratchEncoderData<'d>) -> MultiMessageEncoderDone<'d> {
|
||||
MultiMessageEncoderDone { scratch: scratch }
|
||||
}
|
||||
}
|
||||
|
||||
/// symbol variable-length data
|
||||
pub struct MultiMessageMessagesSymbolEncoder<'d> {
|
||||
parent: MultiMessageMessagesMemberEncoder<'d>,
|
||||
}
|
||||
|
||||
impl<'d> MultiMessageMessagesSymbolEncoder<'d> {
|
||||
fn wrap(parent: MultiMessageMessagesMemberEncoder<'d>) -> Self {
|
||||
MultiMessageMessagesSymbolEncoder { parent: parent }
|
||||
}
|
||||
pub fn symbol(mut self, s: &'d [u8]) -> CodecResult<MultiMessageMessagesMemberEncoder> {
|
||||
let l = s.len();
|
||||
if l > 4294967294 {
|
||||
return Err(CodecErr::SliceIsLongerThanAllowedBySchema);
|
||||
}
|
||||
// Write data length
|
||||
self.parent.scratch.write_type::<u32>(&(l as u32), 4)?; // group length
|
||||
self.parent.scratch.write_slice_without_count::<u8>(s, 1)?;
|
||||
Ok(self.parent)
|
||||
}
|
||||
}
|
||||
|
||||
/// MultiMessageMessages Encoder for fields and header
|
||||
pub struct MultiMessageMessagesMemberEncoder<'d> {
|
||||
scratch: ScratchEncoderData<'d>,
|
||||
count_write_pos: usize,
|
||||
count: u16,
|
||||
}
|
||||
|
||||
impl<'d> MultiMessageMessagesMemberEncoder<'d> {
|
||||
#[inline]
|
||||
fn new(scratch: ScratchEncoderData<'d>, count_write_pos: usize) -> Self {
|
||||
MultiMessageMessagesMemberEncoder {
|
||||
scratch: scratch,
|
||||
count_write_pos: count_write_pos,
|
||||
count: 0,
|
||||
}
|
||||
}
|
||||
|
||||
#[inline]
|
||||
pub fn next_messages_member(mut self, fields: &MultiMessageMessagesMember) -> CodecResult<MultiMessageMessagesSymbolEncoder<'d>> {
|
||||
self.scratch.write_type::<MultiMessageMessagesMember>(fields, 35)?; // block length
|
||||
self.count += 1;
|
||||
Ok(MultiMessageMessagesSymbolEncoder::wrap(self))
|
||||
}
|
||||
#[inline]
|
||||
pub fn done_with_messages(mut self) -> CodecResult<MultiMessageEncoderDone<'d>> {
|
||||
self.scratch.write_at_position::<u16>(self.count_write_pos, &self.count, 2)?;
|
||||
Ok(MultiMessageEncoderDone::wrap(self.scratch))
|
||||
}
|
||||
}
|
||||
|
||||
pub struct MultiMessageMessagesHeaderEncoder<'d> {
|
||||
scratch: ScratchEncoderData<'d>,
|
||||
}
|
||||
|
||||
impl<'d> MultiMessageMessagesHeaderEncoder<'d> {
|
||||
#[inline]
|
||||
fn wrap(scratch: ScratchEncoderData<'d>) -> Self {
|
||||
MultiMessageMessagesHeaderEncoder { scratch: scratch }
|
||||
}
|
||||
#[inline]
|
||||
pub fn messages_individually(mut self) -> CodecResult<MultiMessageMessagesMemberEncoder<'d>> {
|
||||
self.scratch.write_type::<u16>(&35u16, 2)?; // block length
|
||||
let count_pos = self.scratch.pos;
|
||||
self.scratch.write_type::<u16>(&0, 2)?; // preliminary group member count
|
||||
Ok(MultiMessageMessagesMemberEncoder::new(self.scratch, count_pos))
|
||||
}
|
||||
}
|
||||
|
||||
/// MultiMessage Fixed fields Encoder
|
||||
pub struct MultiMessageFieldsEncoder<'d> {
|
||||
scratch: ScratchEncoderData<'d>,
|
||||
}
|
||||
|
||||
impl<'d> MultiMessageFieldsEncoder<'d> {
|
||||
pub fn wrap(scratch: ScratchEncoderData<'d>) -> MultiMessageFieldsEncoder<'d> {
|
||||
MultiMessageFieldsEncoder { scratch: scratch }
|
||||
}
|
||||
|
||||
/// Create a mutable struct reference overlaid atop the data buffer
|
||||
/// such that changes to the struct directly edit the buffer.
|
||||
/// Note that the initial content of the struct's fields may be garbage.
|
||||
pub fn multi_message_fields(mut self) -> CodecResult<(&'d mut MultiMessageFields, MultiMessageMessagesHeaderEncoder<'d>)> {
|
||||
let v = self.scratch.writable_overlay::<MultiMessageFields>(8 + 0)?;
|
||||
Ok((v, MultiMessageMessagesHeaderEncoder::wrap(self.scratch)))
|
||||
}
|
||||
|
||||
/// Copy the bytes of a value into the data buffer
|
||||
pub fn multi_message_fields_copy(mut self, t: &MultiMessageFields) -> CodecResult<MultiMessageMessagesHeaderEncoder<'d>> {
|
||||
self.scratch.write_type::<MultiMessageFields>(t, 8)?;
|
||||
Ok(MultiMessageMessagesHeaderEncoder::wrap(self.scratch))
|
||||
}
|
||||
}
|
||||
|
||||
/// MultiMessageMessageHeaderEncoder
|
||||
pub struct MultiMessageMessageHeaderEncoder<'d> {
|
||||
scratch: ScratchEncoderData<'d>,
|
||||
}
|
||||
|
||||
impl<'d> MultiMessageMessageHeaderEncoder<'d> {
|
||||
pub fn wrap(scratch: ScratchEncoderData<'d>) -> MultiMessageMessageHeaderEncoder<'d> {
|
||||
MultiMessageMessageHeaderEncoder { scratch: scratch }
|
||||
}
|
||||
|
||||
/// Create a mutable struct reference overlaid atop the data buffer
|
||||
/// such that changes to the struct directly edit the buffer.
|
||||
/// Note that the initial content of the struct's fields may be garbage.
|
||||
pub fn header(mut self) -> CodecResult<(&'d mut MessageHeader, MultiMessageFieldsEncoder<'d>)> {
|
||||
let v = self.scratch.writable_overlay::<MessageHeader>(8 + 0)?;
|
||||
Ok((v, MultiMessageFieldsEncoder::wrap(self.scratch)))
|
||||
}
|
||||
|
||||
/// Copy the bytes of a value into the data buffer
|
||||
pub fn header_copy(mut self, t: &MessageHeader) -> CodecResult<MultiMessageFieldsEncoder<'d>> {
|
||||
self.scratch.write_type::<MessageHeader>(t, 8)?;
|
||||
Ok(MultiMessageFieldsEncoder::wrap(self.scratch))
|
||||
}
|
||||
}
|
||||
|
||||
/// MultiMessage Encoder entry point
|
||||
pub fn start_encoding_multi_message<'d>(data: &'d mut [u8]) -> MultiMessageMessageHeaderEncoder<'d> {
|
||||
MultiMessageMessageHeaderEncoder::wrap(ScratchEncoderData { data: data, pos: 0 })
|
||||
}
|
||||
Loading…
Reference in New Issue
Block a user