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;