Crate fastlib

FAST (FIX Adapted for STreaming protocol) is a space and processing efficient encoding method for message oriented data streams.

The FAST protocol has been developed as part of the FIX Market Data Optimization Working Group. FAST data compression algorithm is designed to optimize electronic exchange of financial data, particularly for high volume, low latency data dissemination. It significantly reduces bandwidth requirements and latency between sender and receiver. FAST works especially well at improving performance during periods of peak message rates.

Fot the FAST protocol description see technical specification.

The fastlib crate provides a decoder for FAST protocol messages.

Usage

Serialize/Deserialize using serde

For templates defined in XML, e.g.:

<?xml version="1.0" encoding="UTF-8" ?>
<templates xmlns="http://www.fixprotocol.org/ns/fast/td/1.1">
    <template name="MsgHeader">
        <uInt32 id="34" name="MsgSeqNum"/>
        <uInt64 id="52" name="SendingTime"/>
    </template>
    <template id="1" name="MDHeartbeat">
        <templateRef name="MsgHeader"/>
    </template>
    <template id="2" name="MDLogout">
        <templateRef name="MsgHeader"/>
        <string id="58" name="Text" presence="optional"/>
    </template>
</templates>

Define the message types in Rust:

use serde::{Serialize, Deserialize};

#[derive(Serialize, Deserialize)]
enum Message {
    MDHeartbeat(Heartbeat),
    MDLogout(Logout),
}

#[derive(Serialize, Deserialize)]
struct MsgHeader {
    #[serde(rename = "MsgSeqNum")]
    msg_seq_num: u32,
    #[serde(rename = "SendingTime")]
    sending_time: u64,
}

#[derive(Serialize, Deserialize)]
#[serde(rename_all = "PascalCase")]
struct Heartbeat {
    #[serde(flatten)]
    msg_header: MsgHeader,
}

#[derive(Serialize, Deserialize)]
#[serde(rename_all = "PascalCase")]
struct Logout {
    #[serde(flatten)]
    msg_header: MsgHeader,
    text: Option<String>,
}

Some guidelines:

• <templates> must be implemented as enum;
• <decimal> can be deserialized to f64 or fastlib::Decimal (if you need to preserve original scale);
• <byteVector> is a Vec<u8> and must be prefixed with #[serde(with = "serde_bytes")];
• <sequence> is a Vec<SequenceItem>, where SequenceItem is a struct;
• <group> is a nested struct;
• fields with optional presence are Option<...>;
• static template reference can be plain fields from the template or flattened struct,
• dynamic template references must be Box<Message> with #[serde(rename = "templateRef:N")], where N is a 0-based index of the <templateRef> in its group.

To deserialize a message call fastlib::from_vec, fastlib::from_bytes or from_stream:

use fastlib::Decoder;

// Create a decoder from XML templates.
let mut decoder = Decoder::new_from_xml(include_str!("templates.xml"))?;

// Raw data that contains one message.
let raw_data: Vec<u8> = vec![ ... ];

// Deserialize a message.
let msg: Message = fastlib::from_vec(&mut decoder, raw_data)?;

To serialize a message call fastlib::to_vec, fastlib::to_bytes or to_stream:

use fastlib::Encoder;

// Create an encoder from XML templates.
let mut encoder = Encoder::new_from_xml(include_str!("templates.xml"))?;

// Message to serialize.
let msg = Message::MDHeartbeat{
    Heartbeat {
        ...
    }
};

// Serialize a message.
let raw: Vec<u8> = fastlib::to_vec(&mut encoder, &msg)?;

Decode to JSON

use fastlib::Decoder;
use fastlib::JsonMessageFactory;

// Raw data that contains one message.
let raw_data: Vec<u8> = vec![ ... ];

// Create a decoder from XML templates.
let mut decoder = Decoder::new_from_xml(include_str!("templates.xml"))?;

// Create a JSON message factory.
let mut msg = JsonMessageFactory::new();

// Decode the message.
decoder.decode_vec(raw_data, &mut msg)?;

println!("{}", msg.json);

Decode using own message factory

Make a new struct that implements fastlib::MessageFactory trait:

use fastlib::{MessageFactory, Value};

// Message factory struct that will build a message during decoding.
pub struct MyMessageFactory {
}

// Callback functions that will be called for each message during decoding process.
impl MessageFactory for MyMessageFactory {
    // ... your implementation here ...
}

Then create a decoder from templates XML file and decode a message:

use fastlib::Decoder;

// Raw data that contains one message.
let raw_data: Vec<u8> = vec![ ... ];

// Create a decoder from XML templates.
let mut decoder = Decoder::new_from_xml(include_str!("templates.xml"))?;

// Create a message factory.
let mut msg = MyMessageFactory{};

// Decode the message.
decoder.decode_vec(raw_data, &mut msg)?;

For message factory implementations see fastlib::text::TextMessageFactory or crate::text::JsonMessageFactory but more likely you will want to construct you own message structs.

Structs

Decimal

Represents a scaled decimal number.

Decoder

Decoder for FAST protocol messages.

Encoder

Encoder for FAST protocol messages.

JsonMessageFactory

Message factory implementation that formats decoded messages as JSON encoded String.

TextMessageFactory

Message factory implementation that formats decoded messages as a human-readable text.

TextMessageVisitor

Enums

Error

Value

Represents current value of a field.

ValueType

Represents type of field instruction.

Traits

MessageFactory

Defines the interface for message factories.

MessageVisitor

Defines the interface for message visitors.

Reader

A trait that provides methods for reading basic primitive types.

Writer

A trait that provides methods for writing basic primitive types.

Functions

from_bytes

from_reader

from_stream

from_vec

to_bytes

to_stream

to_vec

to_writer

Type Aliases

Result