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FAST Protocol
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Re: FAST protocole with EUREX EBS
Jean-Marie Sulmont / RTS <>
7 Aug 2008 1:03AM ET so I guess in Codec::parse_pmap() you should count the number of bits left and quit reading the next byte off the stream and systemically set the presence_map to false when the number of bits left dropped to zero
> Hi,
>
> I download the code from CME web site, the same place to get the Java
> code. It is free.
>
> Michael
>
> > Hello,
> >
> > where did you find this CME C++ version of the fast decoder? Does it
> > comes from a commercial product?
> >
> > thanks,
> >
> >
> > > Hi Antony,
> > >
> > > I started with CME C++ version fast decoder. I did spend some time
> > > to make it work with EBS. But it wasn't so bad, about a week or two.
> > >
> > > Michael
> > >
> > > > Hello Rolf,
> > > >
> > > > Thanks for such a quick answer.
> > > >
> > > > As I am alone to develop, I think that the option to redevelop
> > > > from scratch is going to be very hard and long.
> > > >
> > > > Concerning the java implementation, in fact I preafer java than C
> > > > or C++ to develop, but I wonder if the performance will be as good
> > > > as in C or C++.
> > > >
> > > > Do you have information on this performances compared to C or C++
> > > > implementations ?
> > > >
> > > > Thanks, Antony
> > > >
> > > >
> > > > > Hi Antony,
> > > > >
> > > > > fastapi-1.0 was released in late 2005 around the same time as
> > > > > the original FAST 1.0 specification. We haven't updated the api
> > > > > since.
> > > > >
> > > > > There are no plans to provide a fastapi-1.1 version.
> > > > >
> > > > > To be used for a FAST 1.1 feed the original fastapi-1.0 lacks in
> > > > > testing, performance and functionality.
> > > > >
> > > > > fastapi-1.0 was implemented to demonstrate how FAST 1.0 could be
> > > > > implemented in a straight-forward manner. It was never meant to
> > > > > be used in production and there are better ways of implementing
> > > > > the features included in fastapi-1.0
> > > > >
> > > > > My guess (and hope) is that the people using fastapi-1.0 in
> > > > > production have spent considerable time on tuning and testing.
> > > > >
> > > > > I estimate that the efforts to include all of the 1.1 features
> > > > > into the original code base will require substantially more
> > > > > resources than it took to write the fastapi in the first place.
> > > > > Some of the
> > > > > 1.1 features are actually hard to support within the fastapi
> > > > > design.
> > > > >
> > > > > For example, some of the decimal operator combinations result in
> > > > > a varying number of pmap slots being used in a specific message.
> > > > > As a result, the static pmap slots of fastapi-1.0 will not work
> > > > > out of the box.
> > > > >
> > > > > AFAICS, you have several alternatives:
> > > > >
> > > > > 1. Roll your own - extend fastapi-1.0 as mentioned above there
> > > > > are a number of shortcomings in fastapi-1.0. You need to
> > > > > handle those and probably modify the api
> > > > >
> > > > > 2. Roll your own - use fastapi snippets, but not the overall
> > > > > design you can use the basic mechanisms in fastapi-1.0 but
> > > > > redesign the api to support all of 1.1 in a more natural way.
> > > > >
> > > > > 3. Roll your own - code directly to the 1.1 spec pls see
> > > > > comments above on the original fastapi-1.0 goals
> > > > >
> > > > > 4. Wait for the Morgan Stanley C++ implementation Dimitry London
> > > > > of Morgan Stanley is in the process of releasing a C++
> > > > > library that they have written.
> > > > >
> > > > > 5. Consider using the openfast implementation It's Java, so it
> > > > > may not be an option for you?
> > > > >
> > > > > 6. Choose a commercial alternative
> > > > >
> > > > > For 1-4,6 above, make sure to use openfast to test against. For
> > > > > 1-3, make sure to use the forum and mdowg to get advice.
> > > > >
> > > > > Good luck, Rolf
> > > > >
> > > > > > Hello,
> > > > > >
> > > > > > Thanks you for all these explanations. As explained I am
> > > > > > trying to implement a FAST codec for EUREX EBS.
> > > > > >
> > > > > > I have begun to analyse the fastapi implementation in C that
> > > > > > is provided and if I understand well, as it is compatible with
> > > > > > 1.0 implementation I will have to modify it deeply. I am
> > > > > > right?
> > > > > >
> > > > > > Actually I noticed that EUREX is using many fields not
> > > > > > refrenced in
> > > > > > 1. release of the fast specification.
> > > > > >
> > > > > > So my question is : is this a good solution to modify the
> > > > > > fastapi
> > > > > > 1. implementation, or is it better to start from scratch?
> > > > > >
> > > > > > Do you have planed to provide such an implementation?
> > > > > >
> > > > > > Thanks, Antony
Re: FAST protocole with EUREX EBS
Jean-Marie Sulmont / RTS 7 Aug 2008 1:03AM ET
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