提高 C++ 中的扁平缓冲器性能
Incrase flatbuffers performance in c++
我们正在开发一个带有C++高频交易平台,并且我们尝试使用protobuf实现grpc,但我们看到单个网络调用大约需要200-300微秒,这对我们来说太长了。我们期望通过网络套接字序列化/反序列化数据大约是 50-60 微秒。 比我们尝试将protobuf与本机C ++套接字一起使用(使用非阻塞I/O(相比,我们看到这次性能大约变成了150-200微秒,这对我们来说还不够。然后我们看到平面缓冲区并实现它,如下所述。 然而,在我们的测试中,我们看到只有序列化(在反序列化中也相同(需要大约 50 微秒,并且传输数据需要 30-40 微秒,因此大约需要 100-150 微秒。所以我想知道我们在实现flatbuffers时是否做错了什么。
在下面的示例中,我计算了时间戳日志之间的差异为:
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
您知道任何其他提高性能的方法吗
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,account,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;
}
这也是我们在flatbuffers中的模式的一部分
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;
对于序列化:
- 您可以通过重复使用 FlatBufferBuilder 来节省一些时间,只需在其上调用 Reset(( 即可清除。
- 您正在C++中执行 HFT,但您的很多数据都由字符串组成?FlatBuffers有各种非常有效的方法来表示数据,包括标量,结构和枚举。如果速度真的很重要,请尝试找到更好的数据表示形式。
对于反序列化:
- 在 FlatBuffers 中反序列化的成本为 0ms,因为不需要做任何事情。您可以就地访问。如果您正在做的是将所有传入的 FlatBuffers 数据复制到您自己的数据结构中,那么您将放弃 FlatBuffers 最大的优势之一。相反,使作用于传入数据的代码直接与传入的 FlatBuffer 一起使用。
相关文章:
- 删除一个线程上有数百万个字符串的大型哈希映射会影响另一个线程的性能
- OpenMP阵列性能较差
- 递归列出所有目录中的C++与Python与Ruby的性能
- 大小相等但成员数量不同的结构之间的性能差异
- 为什么constexpr的性能比正常表达式差
- 在类中使用随机生成器时出现性能问题
- 在main()之外初始化std::vector会导致性能下降(多线程)
- 海湾合作委员会 ARM 性能下降
- GCC 和 Clang 代码性能的巨大差异
- 在容量内调整矢量大小时的性能影响
- 了解算法的性能差异(如果以不同的编程语言实现)
- 未达到的情况会影响开关外壳性能
- QStringList vs list<shared_ptr<QString>> 性能比较C++
- 是否总是可以将使用递归编写的程序重写为不使用递归的程序C++,性能观点是什么?
- 哪种方法更好,性能明智
- C++ 特征库:引用的性能开销<>
- 与多个 for 循环与单个 for 循环 wrt 相关的性能从多映射获取数据
- 基于范围的 for 循环range_declaration中各种说明符之间的性能差异
- std::p mr::memory_resource 如何与 std::container 产生性能差异?
- 提高 C++ 中的扁平缓冲器性能