SETT
SETT

Introduction to mFAST

by Huang-Ming Huang, Ph. D.

October 2013

Introduction

In the financial domain, FAST (FIX Adapted for STreaming) is a data compression technology used to meet the challenge of transferring huge volumes of market data between financial institutions with low latency. It is a standard developed by FIX Protocol Ltd., specifically aimed at optimizing data representation on the network. Although it was initially designed for the financial industry, the application of it is not specific to market data. It can be applied to other domains which require data transfers with high throughput and low latency.

Previously, OCI has developed an open source native C++ implementation of the FAST Protocol, QuickFAST. In recent months, however, OCI has identified approaches to further optimize the processing of FAST messages and simplify its use. Some of the features of this new approach include avoiding in-memory data representation for application types that are not type safe; accessing the data structure which does not require the use of string comparison; an alternative to the use of reference counted pointers for small objects to improve space and speed efficiency. The result of this effort is a new open source product called mFAST which was developed from the ground up to provide an easy to use and yet more efficient FAST encoder/decoder. Like QuickFAST, mFAST is also implemented in C++. However, mFAST incorporates some advanced techniques such as region-based memory management and the flyweight and visitor design patterns. These make mFAST more user friendly and significantly more efficient than QuickFAST.

Compared to QuickFAST, mFAST offers the following features:

An easier to use application type system

The FAST encoding is performed in accordance with a control structure called a template. A template controls the encoding of the stream by specifying the order and structure of fields, their field operators and the binary encoding representations to use. A FAST template is defined with a concrete syntax using XML format. One of the most distinctive advances of mFAST over QuickFast is its ability to generate C++ application types using the XML specification. If you are familiar with CORBA or DDS, this process is tantamount to the proxy/stub code generation using an IDL compiler.

Lower external dependencies

In addition to the C++ standard library, the core mFAST library uses header-only Boost libraries to provide platform portability. In addition, it uses TinyXML2 for XML parsing. TinyXML2 has only one source and one header file and it is statically linked to mFAST applications. QuickFAST, on the other hand, requires several non-header only libraries (thread, system, file systems, etc) and Xerces.

Smaller memory footprint

In our measurements, mFAST applications are about 30 to 50 percent of their QuickFAST counterparts, depending on whether the applications are decoder/encoder only or using both, and also on whether the applications use offline type generation.

Better runtime efficiency

Based on our evaluation on a data stream of 30000 messages, mFAST decoder is nearly 8 times faster and the encoder is more than 12 times faster than QuickFAST.

Evaluation

In this section, we evaluate the memory footprint and runtime performance of applications developed on top of mFAST and QuickFAST. All of the evaluation is performed on a 2009 Macbook Pro with 2.26 GHZ Intel Core 2 Duo CPU. The OS used is Mac OS/X 10.8.4. Applications are compiled with Apple LLVM version 4.2 with libstdc++. Both mFAST and QuickFast use Boost version 1.54.0. In addition, QuickFAST is dependent on Xeres (version 3.1 used) while mFAST has no such dependency.

Memory Footprint Comparison

The core of mFAST is a unique and very compact application type system and all additional functionality, such as the FAST decoder and encoder, are implemented as visitors and can be linked to applications independently. This makes the mFAST library very modular. For example, if the FAST encoder is not needed for an application, it need not be linked into the application and it won't consume the memory footprint of the application executable. In contrast, QuickFAST does not exhibit such fine grain modularity. The encoder and decoder are in the same module and inseparable without a significant effort to refactor the code.

To see how small an mFAST application is compared to that of QuickFAST. We implemented two test programs to decode a FAST data stream in a file using mFAST. One of them (named mf_fixed_decode) used mFAST type generator to produces application types on a sample FAST XML file and then used the generated type to drive the decoder. The second test program (mf_generic_decode) directly parsed a FAST specification into memory and used the parsed information to drive the decoder without the code generation step.To understand the encoder affect the footprint, we also modify the above programs to re-encode the messages right after decoding. The modified programs are named mf_fixed_decode_encode and mf_generic_decode_encode.

On the QuickFAST side, we used the PerformanceTest located in the QuickFAST example directory for comparison. Like mFAST mf_generic_decode, the QuickFAST PerformanceTest program parsed a FAST specification on the fly and decoded an input data stream from a file. However, it did not assemble the decoded messages. Instead, it notified the application via a callback object. Whenever there's a new data field to be processed, the QuickFAST decoder invokes the callback object to provide the name of the data field and the decoded value.

QuickFAST also has a GenericMessageBuilder class which actually builds an entire message. In order to provide a functional equivalent program to our mFAST counterparts (because both mf_fixed_decode and mf_generic_decode actually build entire messages), we modified the original PerformanceTest to use the GenericMessageBuilder (coupled with a NullMessageConsumer) and named the modified program as qf_generic_decode. Similarly, qf_generic_decode_encode is the QuickFAST equivalent of mf_generic_decode_encode.

Note that the decoded results from QuickFAST PerformanceTest program cannot be fed back to QuickFAST encoder API because it requires assembled messages. Therefore, we don't have the re-encode equivalent of QuickFAST PerformanceTest.

To make fair comparison, both mFAST and QuickFAST libraries are statically linked into their respective applications. However, Xerces and some other Boost run-time libraries which QuickFAST depended on were still dynamically linked into the executables. However, the Boost library used by mFAST is header only; there is neither link dependency on Boost nor on Xerces for mFAST.

The following are the sizes of executables compiled using -O3 flag without debug information.

As you can see, the mFAST executables are about 30% to 40% of the QuickFAST versions; which is quite a reduction, not to mention that mFAST versions do not link to other dynamic libraries as their QuickFAST counterparts.

Runtime Efficiency Comparison

To compare the runtime performance of mFAST and QuickFAST, we used the above test programs to decode a data stream file with 30000 messages. The following were the execution times for the programs.

As we can see from the above numbers, mFAST performance was much improved over QuickFAST. For decoding FAST messages, mf_generic_decode was about 23% faster than QuickFAST PerformanceTest. Given that QuickFAST PerformanceTest did not actually assemble entire messages as mf_generic_decode did, that was not a fair comparison. When comparing mf_generic_decode with its QuickFAST functionally equivalence, namely qf_generic_decode, mFAST was 7.8 times faster than its QuickFAST counterpart. To get the performance of FAST encoding, we used the execution times from the decode_encode programs and subtracted from the data collected from the decode-only programs. The end result: mFAST was 12.3 times faster than QuickFAST.

Getting Started with mFAST

Prerequisite

mFAST is available for download at: https://github.com/objectcomputing/mFAST,& and is dependent on the following tools/libraries:

Building the code

mFAST uses CMake as its build system. On Unix systems, you can simply following the instruction below to compile the code.

    $ cd mfast
    $ mkdir build
    $ cd build
    $ cmake ..
    $ make

This uses the CMake out-of-source building approach to compile the code. You can also use make install to install the built library and tool into the system predefined path (/usr/local). For convenience, we will refer to the build directory as $MFAST_BUILD_DIR.

The build system can be configured via -DOption=Value syntax when invoking cmake. Here are a list of commonly used configuration options applicable to mFAST.

To make sure mFAST will work correctly on your platform, you can run the unit test program $MFAST_BUILD_DIR/tests/mfast_test.

On a Microsoft Windows system with MSVC, you can download the CMake GUI tool to generate MSVC project files. The building process and unit test program require the Boost DLLs; therefore make sure the BOOST DLL path is in your PATH environment variable before compiling mFAST.

Basics of FAST templates

Before we dive into the details of the mFAST APIs, we need to briefly introduce the FAST template specification to facilitate understanding of the underlying structures. Conceptually, a FAST template is similar to a struct in the C language. It contains one or more fields of primitive types, groups or sequences. For the FAST specification version 1.1, there are only 7 primitive types: int32, uInt32, int64, uInt64, decimal, string and byteVector. A string type can be further divided into ASCII and unicode string types. A group is similar to a nested struct in C. It comprises an ordered set of other fields. A sequence is a repeated group similar to vector of structures in C++. In addition, it is also possible to nest another template inside a template, in which case the field is called templateRef. A templateRef field can have a specified name or not. A templateRef with a name specified is called static templateRef whereas a templateRef without a name specified is called dynamic templateRef. A static templateRef is treated as if the content of the referenced template is directly copied into the referencing template under the FAST encoding rule, while a dynamic templateRef can be assigned to any value of a template recognizable to the encoder/decoder at runtime. In a certain sense, it is a way of accommodating an 'ANY' type in FAST. It can, however, only used to embed other templates, not to embed other primitive types, groups or sequences.

Except for templateRef, all fields can be declared as mandatory or optional. Primitive type fields, in addition, can be specified with an instruction context which describes how the value of a field can be interpreted relative to its previous value of the same field. For example, a constant instruction means the value of the field can never change but it can be absent when the field is optional. A field with a copy instruction means the decoder should interpret the value of the field as its previous value when a value is not present in the encoded stream. Otherwise, the value of the field is the value on the stream.

The following fragment of XML is an example of a template definition:

  1. <templates xmlns="http://www.fixprotocol.org/ns/template-definition"
  2. templateNs="http://www.fixprotocol.org/ns/templates/sample"
  3. ns="http://www.fixprotocol.org/ns/fix">
  4. <template name="MDRefreshSample" id='10001'>
  5. <string name="BeginString" id=”8”> <constant value="FIX4.4"/> </string>
  6. <string name="MessageType" id=”35”> <constant value="X"/> </string>
  7. <string name="ApplVerID" id="1128" presence="optional"> <copy/> </string>
  8. <string name="SenderCompID" id=”49”> <copy/> </string>
  9. <uInt32 name="MsgSeqNum" id=”34”> <increment/> </uInt32>
  10. <sequence name="MDEntries">
  11. <length name="NoMDEntries" id=”268”/>
  12. <uInt32 name="MDUpdateAction" id=”279”> <copy/> </uInt32>
  13. <string name="MDEntryType" id=”269”> <copy/> </string>
  14. <string name="Symbol" id=”55”> <copy/> </string>
  15. <string name="SecurityType" id=”167”> <copy/> </string>
  16. <decimal name="MDEntryPx" id=”270”> <delta/> </decimal>
  17. <decimal name="MDEntrySize" id=”271”> <delta/> </decimal>
  18. <uInt32 name="NumberOfOrders" id=”346”> <delta/> </uInt32>
  19. <string name="QuoteCondition" id=”276”> <copy/> </string>
  20. <string name="TradeCondition" id=”277”> <copy/> </string>
  21. </sequence>
  22. </template>
  23. </templates>

Generating C++ classes from FAST XML specification files

mFAST provides two approaches to incorporate FAST template specifications into applications. The first (and preferred) approach is using the tool fast_type_gen to generate C++ types for corresponding FAST templates. Using the generated C++ types makes it easier to read/write application code and provides stronger type safety. It also eliminates the need to parse the XML specification at runtime and thus reduces application memory footprint. The fast_type_gen tool is located under the $MFAST_BUILD_DIR/bin directory. At the current stage of development, mFast only takes FAST XML files as its arguments and generates C++ files without any options like the following.

$MFAST_BUILD_DIR/bin/fast_type_gen test1.xml test2.xml

For each XML specification file, fast_type_gen will generate three files (.h, .inl and .cpp) with the same base name the xml file. The C++ namespace of the generated C++ classes is also the same as the base filename. Currently, There is no other way to change the namespace unless you change the filename of the input XML file or directly modify the generated code.

If your input XML specification files have dependencies among them, all input files must be generated at once; i.e. you cannot do something like fast_type_gen input1.xml and then fast_type_gen input2.xml if input2.xml is dependent on input1.xml. In addition, fast_type_gen cannot handle circular dependency between its input files.

To encode/decode FAST messages correctly, each FAST template must have a unique template identifier. The specification does not define how to map template names to template identifiers. In our implementation, we choose to use the number specified by the id attribute in the template definition, as the template identifier for encoder/decoder purposes. Furthermore, even though the FAST specification does not have any restriction on what the id attributes for fields can be, fast_type_gen can generate valid C++ code only when the value for id attributes are unsigned 32 bits integers.

There are some limitations in the current implementation of mFAST. For one, fast_type_gen is not robust enough to report syntactic or semantic errors from its input files. It's possible that the code generation process can succeed and yet the generated code won't compile or execute correctly if errors exist in its input files. This is a capability that will be addressed in a future release of this product.

Another approach to use a template specification is to explicitly read the XML file in the application; however, this approach loses type safety and the XML parser would increase the application memory footprint. We will further discuss the API for this approach later.

FAST Template to mFAST C++ Type Mapping

In order to maximize the space efficiency of deserialized FAST messages while providing a user friendly API, mFAST employs a very unique mapping of FAST templates to C++ types. Unlike OMG IDL/C++ type mapping or Google Protocol Buffers, where each message type is represented by a C++ struct/class and the struct/class is responsible for resource management as well as providing getter/setter functions for accessing field values; mFAST separates those roles into different C++ classes. For the previous mentioned example FAST template MDRefreshSample, three C++ classes named MDRefreshSample, MDRefreshSample_cref and MDRefreshSample_mref are generated by fast_type_gen. Based on their functionalities, we name them as value holder, constant reference and mutable reference classes respectively.

A value holder class manages the internal resources needed by fields of a message, it does not provide getters/setters to read or write its contained fields. The member functions it provides only allow you to construct or copy the value or to create the reference objects. Suppose the previous mentioned FAST templates XML is saved as 'example.xml', the generated MDRefreshSample would be as follows.

  1. // example.h, generated from `fast_type_gen example.xml`
  2. namespace example {
  3.  
  4. class MDRefreshSample_cref
  5. : public mfast::message_cref {
  6. // ...
  7. };
  8.  
  9. class MDRefreshSample_mref
  10. : public MDRefreshSample_cref {
  11. // ...
  12. };
  13.  
  14. class MDRefreshSample
  15. : private boost::array<mfast::value_storage, 6>
  16. , public mfast::message_type
  17. {
  18. public:
  19. enum {
  20. the_id = 10001
  21. };
  22. MDRefreshSample(
  23. mfast::allocator* alloc=mfast::malloc_allocator::instance());
  24.  
  25. MDRefreshSample(
  26. const MDRefreshSample_cref& other,
  27. mfast::allocator* alloc=mfast::malloc_allocator::instance());
  28.  
  29. MDRefreshSample_cref ref() const;
  30. MDRefreshSample_cref cref() const;
  31. MDRefreshSample_mref ref();
  32. MDRefreshSample_mref mref();
  33. private:
  34. MDRefreshSample(const MDRefreshSample&);
  35. MDRefreshSample& operator = (const MDRefreshSample&);
  36. };
  37.  
  38. mfast::templates_description* description();
  39.  
  40. } // namespace example

Constant and mutable reference objects are used for reading/writing field values, testing the presence of a field, and querying field meta data. Each type in FAST specification, whether primitive or not, has its own representative constant/mutable reference classes. The following figure is the UML representation for the basic constant reference classes.

At the center of the above figure is the field_cref class, which is the base for all those constant reference classes which can be directly used to refer to fields. It provides present() for testing the presence of the value and other functions to query meta data such as name(), id(), or field_type().

The classes on the first column in the above figure are the reference classes for numeric types and those on the second column are for string and byte vector types, they all provide a value() member function to read the field value. Classes in the second column also provide interfaces like the const member functions in std::string/std::vector. group_cref and sequence_cref, representing group and sequence types in FAST, to access the nested fields or elements respectively. The sequenece_element_cref class is used to represent the elements in a sequence. It does not inherit from field_cref because it does not correspond to a field in the FAST sense. The class nested_message_cref represents a templateRef in FAST. The class message_cref, corresponding to a template in FAST, is the base class for the topmost level application types. The class aggregate_cref provides an abstraction to represent a collection of fields regardless whether the containing type is a group, a message or an element in a sequence.

In the MDRefreshSample example, to read the contained fields, we need to use cref() to obtain an MDRefreshSample_cref object. The generated MDRefreshSample_cref class has a set of get_xxx() member functions, where xxx is the field names, used for reading a field value. Likewise, a set of set_xxx() member functions is generated for writing field values in MDRefreshSample_mref. All getter/setter member functions return constant and mutable reference objects of their corresponding field types. This is very different from Google protocol buffer where simple values are returned from getters or passed as a parameter to setters.

  1. using namespace mfast;
  2. void print_sample(const example::MDRefreshSample_cref& ref)
  3. {
  4. cout << ref.get_BeginString().name() << " : " << ref.get_BeginString().c_str() << "\n";
  5. if (ref.get_ApplVerID().present())
  6. cout << ref.get_ApplVerID().name() << " : " << ref.get_ApplVerID().c_str() << "\n";
  7. cout << ref.MsgSeqNum().name() << " : " << ref.MsgSeqNum().value() << "\n";
  8.  
  9. for (auto entry : ref.MDEntries()) {
  10. cout << entry.get_MDUpdateAction().name() << " : " << entry.get_MDUpdateAction().c_str();
  11. // ...
  12. }
  13. }
  14.  
  15. example::MDRefreshSample message;
  16.  
  17. // message value is assigned somewhere else
  18.  
  19. print_sample(message.cref());

All mutable reference classes are derived from the const reference counterpart. In other words,int32_cref is the base class of int32_mref, seqence_cref is the base class of sequence_mref, etc. However, field_mref is not the base class of more specific mutable reference classes for fields such as int32_mref or sequence_mref; instead, those classes have an explicit type conversion constructor so that it's possible to static_cast from a field_mref object to a more specific mutable reference object. The following code demonstrates how to assign fields values.

  1. using namespace mfast;
  2. example::MDRefreshSample message;
  3. example::MDRefreshSample_mref ref = message.mref();
  4. mref.set_ApplVerID().as("A");
  5. assert(mref.get_ApplVerID().present());
  6.  
  7. mref.set_SenderCompID.as("B");
  8. mref.set_MsgSeqNum().as(1);
  9. auto entries = mref.set_MDEntries();
  10. entries.resize(4);
  11. entries[0].set_MDUpdateAction(1);
  12. // ...
  13.  
  14. // to make optional field absent after assigning value
  15. mref.set_ApplVerID().as_absent();
  16. assert(!mref.get_ApplVerID().present());
  17.  
  18. // as_absent() has no effect on mandatory fields
  19. mref.set_MsgSeqNum().as_absent();
  20. assert(mref.get_ApplVerID().present());
  21.  
  22. // you can also use clear() to replace as_absent()
  23. mref.set_ApplVerID().as("C");
  24. assert(mref.get_ApplVerID().present());
  25. mref.set_ApplVerID().clear();
  26. assert(!mref.get_ApplVerID().present());
  27.  
  28. // However, as_absent() and clear() have different effect on
  29. // mandatory sequence, string, or byte_vector
  30.  
  31. assert(mref.set_SenderCompID.size() == 1);
  32. mref.set_SenderCompID.as_absent(); // no effect
  33. assert(mref.set_SenderCompID.present());
  34. assert(mref.set_SenderCompID.size() == 1);
  35.  
  36. mref.set_SenderCompID.clear(); // becomes zero length string
  37. assert(mref.set_SenderCompID.present());
  38. assert(mref.set_SenderCompID.size() == 0);

Notice that mFAST reference objects are like C/C++ built-in pointers in that no logic is involved to track the lifetime of the field/value they refer to; i.e. no reference counting is employed. Once a top level value holder object is destroyed, all the references stemming from that value holder object become dangling references. Therefore, it is very important that a reference object cannot be used when its value holder object is destroyed. However, it is possible to create a new value holder object from an existing constant reference object, i.e. object cloning, so that the new value holder has a different lifetime than the object from which it was cloned.

Reference objects are small and inexpensive to copy; a constant reference object contains only 2 pointers internally while a mutable reference object contains 3 pointers. Because no reference counting is involved, copying a reference object does not impede efficiency by damaging cache performance and creating pipeline bubbles.

Decoding/Encoding FAST Messages

FAST encoding rules require both the encoder and decoder to agree on a set of templates which can be used for the encoded stream. In mFAST, we use a templates_description object to package all the meta information on the set of templates needed by the FAST encoder/decoder. For each FAST template XML file, fast_type_gen would generate a free function named description(), which returns a pointer to a templates_description object, nested inside its own namespace. Before we can use the encoder/decoder, we must initialize it with an array of pointers to templates_description objects. Here is an example how to initialize the mFAST decoder.

  1. const mfast::templates_description* descriptions[] = {
  2. example::description() // generated from fast_type_gen
  3. };
  4.  
  5. mfast::fast_decoder decoder;
  6.  
  7. // In current implementation, decoder.include() can only be called
  8. // exactly once per decoder/encoder
  9. decoder.include(descriptions);

In some cases it might not be possible to decide the set of templates to use at compile time. mFAST provides an alternative approach to generate the templates_description object at runtime with a string of FAST XML templates.

  1. const char* xml_content = "<templates xmlns=\"http://www.fixprotocol.org/ns/template-definition\" ... </templates>";
  2. mfast::dynamic_templates_description description(xml_content);
  3. const mfast::templates_description* descriptions[] = {
  4. &description
  5. };
  6. mfast::fast_decoder decoder;
  7. decoder.include(descriptions);

After the decoder is properly initialized, we can decode a buffer as follows:

  1. const char* first = buf;
  2. const char* last = buf + buf_len;
  3.  
  4. try {
  5. whille (first != last) {
  6. mfast::message_cref msg = decoder.decode(first, last);
  7. // Caveat 1: the variable *first* would be updated to the start of next unread position after decode().
  8. // Caveat 2: msg is only valid before next decoder.decode() is called or decoder object is destroyed.
  9.  
  10. if (msg.id() == MarketData_cref::the_id)
  11. {
  12. MarketData_cref sample = static_cast<MarketData_cref>(msg);
  13. print_sample(sample);
  14. }
  15. }
  16. }
  17. catch (boost::exception& ex) {
  18. // error handling
  19. }

Similarly, encoding an application type into a vector<char> is performed as follows:

  1. mfast::fast_encoder encoder;
  2. encoder.include(descriptions);
  3. std::vector<char> buffer;
  4. buffer.reserve(1024);
  5.  
  6. example::MDRefreshSample message;
  7. // ... write fields into message
  8.  
  9. encoder.encode(message.cref(), buffer);

Memory Management

To maximize runtime efficiency, mFAST has an mfast::allocator abstract class for customizing the memory allocation strategy. The constructors of fast_encoder, fast_decoder and all generated types derived from mfast::message_type take a pointer to mfast::allocator as an optional parameter. If the parameter is not supplied, the system would use a global allocator implemented in malloc(), realloc() and free(). If the parameter is supplied, caution must be taken that the allocator must out-live the objects using the allocator.

Suppose you implemented an allocator class called memory_pool_alloactor, the following demonstrates the incorrect and correct usage of allocators in mFAST.

  1. mfast::message_cref get_message1(const char* buf, size_t sz)
  2. {
  3. memory_pool_alloactor alloc;
  4. mfast::fast_decoder decoder(&alloc);
  5. decoder.include(descriptions);
  6. return decoder.decode(buf, buf+sz); // WRONG, the returned message_cref out-lives the decoder and alloc objects which it stems from.
  7. }
  8.  
  9. memory_pool_alloactor msg_alloc;
  10. message_type msg(&msg_alloc);
  11.  
  12. void get_message2(const char* buf, size_t sz)
  13. {
  14. memory_pool_alloactor alloc;
  15. mfast::fast_decoder decoder(&alloc);
  16. decoder.include(descriptions);
  17. mfast::message_cref ref=decoder.decode(buf, buf+sz);
  18. msg = mfast::message_type(ref, &msg_alloc); // OK, copy construct a temporary message_type object
  19. // and then move it to msg. mFAST uses boost::move to
  20. // simulate rvalue reference in C++03.
  21. }

mFAST Visitor

Although it is generally much easier to access application types using the getter/setter functions, as we have introduced, this might not be best way in certain situations (e.g., when logging the received messages in a human readable format. Using the getters to write a message logger requires prior knowledge of the application types and the logger functions may differ based on the application types. This kind of code tends to be unmanageable as the number of application types grows.

mFAST provides a better way to cope with the above scenario using the visitor pattern. The visitor pattern allows the separation of an object structure and the operations which operate on it without modifying the structure itself. To be more specific, in the context of mFAST, you write a visitor class which has a set of overloaded visit() member functions. Each visit() member function takes an argument of concrete mFAST field reference types such as int32_cref,ascii_string_cref and sequence_cref, etc. You then create an instance of the visitor class at runtime and invoke the accept() member function of message_cref or message_mref with the parameter of the visitor object. Next, the visit() member functions will be called in the sequence of the fields contained in the message object.

There are two categories of the visitor class in mFAST: accessor and mutator. An accessor visitor is used to read the fields in a message object; therefore, the visit() member functions in the accessor visitor class only take constant reference objects as their arguments. Conversely, a mutator visitor is used to modify the fields in a message object so the visit() member functions in the mutator visitor class only take mutable reference objects as their arguments.

The following example shows how to print an arbitrary mFAST message object without knowledge of the fields in the message.

  1. using namespace mfast;
  2.  
  3. // a generic message accessor
  4. struct message_printer
  5. {
  6. std::ostream& os_;
  7. indenter indent_;
  8.  
  9. enum {
  10. visit_absent = 0 // indicating absent fields should not be visited
  11. };
  12.  
  13. message_printer(std::ostream& os)
  14. : os_(os)
  15. {
  16. }
  17.  
  18. template <typename PrimitiveTypes>
  19. void visit(const PrimitiveTypes& ref) const
  20. { // for int32_cref, uint32_cref, int64_cref, uint64_cref, decimal_cref
  21. // ascii_string_cref, unicode_string_cref, byte_vector_cref
  22. std::cout << indenter_ << ref.name() << ":" << ref << "\n";
  23. }
  24.  
  25. template <typename CompositeTypeRef>
  26. void visit(const CompositeTypeRef& ref, int) const
  27. { // for group_cref, sequence_cref, nested_cref
  28.  
  29. os_ << indent_ << ref.name() << ":\n";
  30. ++indent_;
  31. ref.accept_accessor(*this);
  32. --indent_;
  33. }
  34.  
  35. void visit(const sequence_element_cref& ref, int index) const
  36. {
  37. os_ << indent_ << "[" << index << "]:\n";
  38. ++indent_;
  39. ref.accept_accessor(*this);
  40. --indent_;
  41. }
  42. };
  43.  
  44. std::ostream& operator << (std::ostream& os, const mfast::message_cref& ref)
  45. {
  46. message_printer printer(os);
  47. ref.accept_accessor(printer);
  48. return os;
  49. }

A few things must be noted for the above example.

Conclusion

In this article, we introduced the newly designed framework for serializing application data using FAST encoding rules. The approach employed in the implementation of mFAST allows a slimmer and far more efficient encoder and decoder. With the use of design patterns, it is also easier to develop applications with mFAST.

However, mFAST at the current stage is not a complete replacement for QuickFAST. First of all, mFAST APIs are entirely different from QuickFAST. This makes it difficult to migrate existing applications from QuickFAST to mFAST. Second, QuickFAST has built-in modules for session management while mFAST is purely for data serialization. Therefore, if session management is essential, QuickFAST does provide that capability.

We are very excited about the development of mFAST so far and believe it has potential to emerge from purely streaming FAST protocol to a more general serialization purpose for different formats. With the built-in reflective type system and visitor pattern support in its core, it is relatively easy to develop new encoding/decoding formats (such as FIX, JSON, Google Protocol Buffer) non-intrusively. For example, we already have a JSON encoder with only 140 lines of source code.

Currently, mFAST supports FAST specification version 1.1 only. Version 1.2 support is still under development.

 

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