增加C ++中的FlatBuffers性能

我们正在开发使用C ++的高频交易平台,并尝试使用protobuf实现grpc,但我们发现单个网络调用大约需要200-300微秒,这对于我们来说太长了。我们期望通过网络套接字对数据进行序列化/反序列化的时间约为50-60微秒。 与我们尝试将protobuf与本机c ++套接字(使用非阻塞I / O)一起使用时,我们看到这次的性能约为150-200微秒,这对我们来说还不够。然后,我们看到了平面缓冲区并按如下所述实现了它。但是,在我们的测试中,我们发现仅序列化(在反序列化中也是如此)大约需要50微秒,并且传输数据大约需要30-40微秒,因此总计大约需要100-150微秒。所以我想知道我们在平面缓冲区的实现中是否做错了什么。

在下面的示例中,我计算出时间戳记日志之间的差异是:

时间戳1->时间戳2 = 16微秒

时间戳2->时间戳3 = 24微秒

总序列化= 40微秒

您知道其他提高性能的方法

在C ++中使用平面缓冲区序列化数据的示例代码:

const char* MAHelper::getRequest(BaseRequest *request,int& size) {
    const char *result;

    flatbuffers::flatBufferBuilder builder(10240);
    if (request->orderType == OrderTypes::TYPE_LoginRequest){
        std::cout<<"Timestamp 1: "<<getcurrentTimestamp()<<std::endl;
        LoginRequest *loginRequest = (LoginRequest*) request;
        std::cout<<"Converting Login Request 1: "<<getcurrentTimestamp()<<std::endl;
        auto username = builder.CreateString(loginRequest->username);
        auto password = builder.CreateString(loginRequest->password);
        auto application = getapplication(loginRequest->applicationType);

        std::cout<<"Timestamp 2: "<<getcurrentTimestamp()<<std::endl;
        auto loginReq = piramit::orders::fb::CreateLoginRequest(builder,username,password,application);
        auto loginOrderBase = piramit::orders::fb::CreateRequestHolder(builder,piramit::orders::fb::BaseRequest_LoginRequest,loginReq.Union());
        builder.Finish(loginOrderBase);
        std::cout<<"Timestamp 3:"<<getcurrentTimestamp()<<std::endl;
    } else if (request->orderType == OrderTypes::TYPE_EnterOrderRequest) {
        EnterOrderRequest *enterOrderRequest = (EnterOrderRequest*) request;
        auto strategyIdentifier = builder.CreateString(enterOrderRequest->strategyIdentifier);
        auto passThrough  = builder.CreateString(enterOrderRequest->passThrough);
        auto account = builder.CreateString(enterOrderRequest->account);
        auto authToken = builder.CreateString(enterOrderRequest->baseRequest.authToken);

        auto enterOrderReq = piramit::orders::fb::CreateEnterOrder(builder,enterOrderRequest->orderbookId,enterOrderRequest->quantity,enterOrderRequest->price,account,getStrategyType(enterOrderRequest->strategyType),strategyIdentifier,getSide(enterOrderRequest->side),getTimeInForce(enterOrderRequest->timeInForce),passThrough,getOrderType(enterOrderRequest->orderType));
        auto enterOrderBase = piramit::orders::fb::CreateRequestHolder(builder,piramit::orders::fb::BaseRequest_EnterOrder,enterOrderReq.Union(),authToken);
        builder.Finish(enterOrderBase);
    } else if (request->orderType == OrderTypes::TYPE_ReplaceOrderRequest) {
        ReplaceOrderRequest  *replaceOrderRequest = (ReplaceOrderRequest*) request;
        auto orderToken = builder.CreateString(replaceOrderRequest->orderToken);
        auto authToken = builder.CreateString(replaceOrderRequest->baseRequest.authToken);

        auto replaceOrderReq = piramit::orders::fb::CreateReplaceOrder(builder,orderToken,replaceOrderRequest->quantity,replaceOrderRequest->price);
        auto replaceOrderBase = piramit::orders::fb::CreateRequestHolder(builder,piramit::orders::fb::BaseRequest_ReplaceOrder,replaceOrderReq.Union(),authToken);
        builder.Finish(replaceOrderBase);
    } else if (request->orderType == OrderTypes::TYPE_CancelOrderRequest) {
        CancelOrderRequest  *cancelOrderRequest = (CancelOrderRequest*) request;
        auto orderToken = builder.CreateString(cancelOrderRequest->orderToken);
        auto authToken = builder.CreateString(cancelOrderRequest->baseRequest.authToken);

        auto cancelOrderReq = piramit::orders::fb::CreateCancelOrder(builder,orderToken);
        auto cancelOrderBase = piramit::orders::fb::CreateRequestHolder(builder,piramit::orders::fb::BaseRequest_CancelOrder,cancelOrderReq.Union(),authToken);
        builder.Finish(cancelOrderBase);
    } else if (request->orderType == OrderTypes::TYPE_BasicOrderRequest) {
        BasicOrderRequest  *basicOrderRequest = (BasicOrderRequest*) request;
        auto authToken = builder.CreateString(basicOrderRequest->baseRequest.authToken);

        auto basicOrderReq = piramit::orders::fb::CreateOrderRequest(builder,getOperationType(basicOrderRequest->operation),basicOrderRequest->orderId,getOrderType(basicOrderRequest->orderTypes));
        auto basicOrderBase = piramit::orders::fb::CreateRequestHolder(builder,piramit::orders::fb::BaseRequest_OrderRequest,basicOrderReq.Union(),authToken);
        builder.Finish(basicOrderBase);
    } else if (request->orderType == OrderTypes::TYPE_accountStrategyRequest) {
        accountStrategyRequest  *accountStrategyRequest = (accountStrategyRequest*) request;

        flatbuffers::Offset<flatbuffers::String> account = 0;
        flatbuffers::Offset<flatbuffers::String> strategyIdentifier = 0;
        auto authToken = builder.CreateString(accountStrategyRequest->baseRequest.authToken);

        if (accountStrategyRequest->operation == OPERATION_SET) {
            account = builder.CreateString(accountStrategyRequest->accountStrategy.account);
            strategyIdentifier = builder.CreateString(accountStrategyRequest->accountStrategy.strategyIdentifier);
        }
        flatbuffers::Offset<piramit::orders::fb::accountStrategy> accountStrategy = piramit::orders::fb::CreateaccountStrategy(builder,accountStrategyRequest->accountStrategy.orderBookId,getStrategyType(accountStrategyRequest->accountStrategy.strategyType),strategyIdentifier);

        auto accountStrategyReq = piramit::orders::fb::CreateaccountStrategyRequest(builder,getOperationType(accountStrategyRequest->operation),accountStrategy);
        auto accountStrategyBase = piramit::orders::fb::CreateRequestHolder(builder,piramit::orders::fb::BaseRequest_accountStrategyRequest,accountStrategyReq.Union(),authToken);
        builder.Finish(accountStrategyBase);
    } else if (request->orderType == OrderTypes::TYPE_OrderBookStateRequest) {
        OrderBookStateRequest  *orderBookStateRequest = (OrderBookStateRequest*) request;

        auto stateName = builder.CreateString(orderBookStateRequest->stateName);
        auto orderBookStateReq = piramit::orders::fb::CreateOrderBookStateRequest(builder,stateName,orderBookStateRequest->orderBookId,orderBookStateRequest->timestamp);
        auto orderBookStateBase = piramit::orders::fb::CreateRequestHolder(builder,piramit::orders::fb::BaseRequest_OrderBookStateRequest,orderBookStateReq.Union());
        builder.Finish(orderBookStateBase);
    }

    uint8_t *requestBuffer = builder.GetBufferPointer();
    result = (const char*) requestBuffer;
    size = builder.GetSize();

    return result;
}

这也是我们平面缓冲区中架构的一部分

union BaseRequest { LoginRequest,EnterOrder,CancelOrder,ReplaceOrder,OrderRequest,accountStrategyRequest,OrderBookStateRequest }

table RequestHolder  {
  request:BaseRequest;
  authToken:string;
}

table LoginRequest {
    username:string;
    password:string;
    application:Application = APP_UNKNOWN;
}

table EnterOrder{
    order_book_id:uint;
    quantity:ulong;
    price:int;
    account:string;
    strategy:StrategyType;
    strategy_identifier:string;
    side:Side;
    time_in_force:TimeInForce;
    pass_through:string;
    order_type:OrderType;
}

root_type RequestHolder;
iCMS 回答:增加C ++中的FlatBuffers性能

用于序列化:

  • 您可以通过重复使用FlatBufferBuilder节省一些时间,只需对其调用Reset()即可清除。
  • 您正在用C ++进行HFT,但是您的很多数据都是由字符串组成的? FlatBuffers具有各种非常有效的表示数据的方法,包括标量,结构和枚举。如果速度确实很重要,请尝试找到更好的数据表示形式。

反序列化:

  • 在FlatBuffers中反序列化花费0毫秒,因为无需执行任何操作。您可以就地访问。如果您正在执行的操作是将所有传入的FlatBuffers数据复制到您自己的数据结构中,那么您将丢掉FlatBuffers最大的优势之一。而是让作用于传入数据的代码直接与传入FlatBuffer一起工作。
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