Tutorial SBE Codegen

Source: docs/tutorials/sbe-codegen.md in the main repository.

Tutorial: Real Logic SBE codegen (production wire path)

Simple Binary Encoding (SBE) is the industry standard for copy-free, fixed-layout market data codecs. This repo ships:

1. An XML schema — schemas/sbe-market-data-schema.xml
2. Generated C++ headers — generated/sbe/market_sbe/{Tick,MessageHeader}.h
3. Thin helpers — include/ll/sbe_codec.hpp
4. Tests — [roadmap][sbe] · example — example_sbe_codegen

Why not hand-rolled POD forever?

ll::sbe::TickMsg (SBE-style) teaches layout. Production venues version schemas, add optional fields, and require message headers (blockLength, templateId, schemaId, version). Real Logic’s generator emits bounds-checked accessors that match the official wire contract.

Regenerate codecs

# Requires Java 11+
./scripts/generate_sbe.sh
# Optional: SBE_VERSION=1.34.1 ./scripts/generate_sbe.sh
git add schemas/sbe-market-data-schema.xml generated/sbe/

The script downloads sbe-all from Maven Central into .tools/ (gitignored).

Schema sketch

<sbe:message name="Tick" id="1">
  <field name="instrumentId" id="1" type="InstrumentId"/>  <!-- uint32 -->
  <field name="priceTicks"   id="2" type="PriceTicks"/>    <!-- int32  -->
  <field name="qty"          id="3" type="Quantity"/>
  <field name="seq"          id="4" type="Sequence"/>
  <field name="tsNs"         id="5" type="TimestampNs"/>  <!-- uint64 -->
</sbe:message>

Wire size = 8-byte header + 24-byte body (ll::sbe_gen::kTickWireBytes).

Encode / decode in application code

#include "ll/sbe_codec.hpp"

ll::sbe_gen::TickValues in{.instrument_id = 1001, .price_ticks = 1902500,
                           .qty = 50, .seq = 7, .ts_ns = 42};
char buf[64];
auto n = ll::sbe_gen::encode_tick(buf, in);

ll::sbe_gen::TickValues out;
ll::sbe_gen::decode_tick(std::span<const char>(buf, n), out);

Or use generated types directly:

#include "Tick.h"
market::sbe::Tick tick;
tick.wrapAndApplyHeader(buf, 0, sizeof buf);
tick.instrumentId(1001).priceTicks(1902500).qty(50).seq(7).tsNs(42);

Run

cmake --build build --target example_sbe_codegen test_roadmap_stack
./build/example_sbe_codegen
ctest --test-dir build -R 'roadmap.*sbe'

Production checklist

Step	Action
1	Copy venue XML schemas into schemas/
2	Run generate_sbe.sh (or CI job) on schema change
3	Commit generated headers for hermetic builds (no Java in default CI)
4	Reject schemaId / templateId mismatches on decode (see tests)
5	Keep JSON/protobuf off the exchange-facing hot path

Related

• Compact POD demo: ll/sbe_style.hpp · example_sbe_style
• FlatBuffers alternative: schemas/tick.fbs
• Kernel-bypass delivery of SBE buffers: docs/tutorials/kernel-bypass-lab.md