The application case analysis and best practice guide of the SBE framework in the Java library
The Simple Binary Encoding is an open source software framework for binary messages that define and encode low -delay in financial trading systems.It provides an efficient way to define and serialize financial transaction messages to reduce network transmission and storage overhead and improve the performance and scalability of the system.The SBE framework is designed and implemented according to the needs and characteristics of the financial market, so it is widely used in the financial trading system in the Java library.
Below will introduce the application case analysis and best practice guide of the SBE framework in the Java library.
1. Basic principles and advantages of the SBE framework
The SBE framework uses a simple field of specific languages (DSL) to define the data structure and coding rules of financial transaction messages.DSL can be used to create message templates, which contain information such as the name, type, and coding rules of the message field.Through this process, the data structure of effective loads can be defined for each field, so as to provide highly optimized message coding and decoding capabilities to achieve low -delay message transmission.
The SBE framework has the following advantages:
-He efficiency: SBE uses binary codes instead of text encoding, so it can provide higher performance.Compared to common text protocols such as XML or JSON, the binary message generated by SBE is smaller, and the transmission and storage overhead is lower.
-It is easy to use: By using DSL, it can easily define and maintain message templates, and the code generated at the same time has good readability.Developers can focus on business logic without having to care about the details of the coding.
-The scalability: The SBE framework allows adding and modifying message templates without affecting the existing code and template.This allows the system to evolve quickly with changes in demand.
2. Application cases of the SBE framework in the financial trading system
The SBE framework has a wide range of application cases in the financial trading system.Here are some common application scenarios:
-The trading communication protocol: SBE can be used to define the communication protocol between exchanges and trading participants.For example, you can use SBE to define a binary message format to represent the request, response and execution report of the order.
-Market data: The financial market requires a large amount of market data, such as quotes, transactions, indexs, etc.By using SBE, network bandwidth and storage expenses can be reduced, and the efficiency and scalability of data transmission can be improved.
-Securities static data: The financial trading system needs to process a large amount of securities static data, such as exchanges, securities types, options contracts, etc.Using SBE can define a binary message format to represent these data, thereby improving the efficiency of data processing.
3. The best practical guide for the SBE framework
The following is some of the best practical guidelines when using the SBE framework:
-Igly use the latest version of SBE to obtain the latest function and performance optimization.
-Ret carefully designing message templates: When defining the message template, you need to consider the order, type, and coding rules of the field.Reasonable design can improve the readability and coding efficiency of the message.
-Add using compression algorithm: The message generated by SBE can further reduce the size of the message by applying a compression algorithm.Generally, compression can be used to reduce network transmission and storage overhead.
-Profage testing and optimization: Before using the SBE framework, it is recommended to perform detailed performance tests to ensure that the system can meet the requirements of low latency and high throughput.On the basis of performance testing, optimization can be optimized, such as adjusting coding rules and using faster hardware.
The following is a simple Java code example, which shows how to use the SBE framework to define and encode an order request message:
public class OrderRequest {
private int orderId;
private String symbol;
private int quantity;
// Getters and setters
public int getOrderId() {
return orderId;
}
public void setOrderId(int orderId) {
this.orderId = orderId;
}
public String getSymbol() {
return symbol;
}
public void setSymbol(String symbol) {
this.symbol = symbol;
}
public int getQuantity() {
return quantity;
}
public void setQuantity(int quantity) {
this.quantity = quantity;
}
}
// Use the SBE framework to define the order request message
public class OrderRequestEncoder {
private final OrderRequest orderRequest;
private final DirectBuffer buffer = new ExpandableArrayBuffer();
private int bufferOffset;
public OrderRequestEncoder(OrderRequest orderRequest) {
this.orderRequest = orderRequest;
}
public int encode() {
MessageHeaderEncoder headerEncoder = new MessageHeaderEncoder();
headerEncoder.wrap(buffer, bufferOffset);
bufferOffset += headerEncoder.encodedLength();
OrderRequestEncoder orderEncoder = new OrderRequestEncoder();
orderEncoder.wrap(buffer, bufferOffset)
.orderId(orderRequest.getOrderId())
.symbol(orderRequest.getSymbol())
.quantity(orderRequest.getQuantity());
bufferOffset += orderEncoder.encodedLength();
return bufferOffset;
}
}
The above example shows how to use the SBE framework to define a order request message, and use the encoder to encode the message into a binary format.In this code, the `OrderRequest` class is a POJO class, which represents the order request message.`OrderRequettenCoder` Class is responsible for encoding the order request message into SBE format.By using the method of using the `Wrap` and` ENCODEDLENGTH` method, the message field can be written into the specified buffer and updated the offset of the buffer when needed.
Summary: Application case analysis and best practical guidelines of the SBE framework in the Java library have been introduced through this article.By using the SBE framework, you can effectively define and encode financial transaction messages to improve the performance and scalability of the system.By following the best practice, developers can better use the advantages of the SBE framework and provide efficient message transmission and processing capabilities for the financial trading system.
