Simple Binary Encoding Quick Guide

Overview:

SBE is designed by FIX Trading company, which is industry standard trading protocol designed for high frequency trading.

Index:

• SBE Dependencies
• How SBE works?
• How SBE is defined
• Validation of message
• References

Dependencies for SBE

The SBE Tool does not have a dedicated Maven plugin. So we need to add few dependencies and configurations as follows:

• Insert the agrona dependency in the pom.xml file to allow maven to run SBE.

    <dependency>
           <groupId>org.agrona</groupId>
           <artifactId>agrona</artifactId>
	   <version>1.9.0</version>
    </dependency>

• Add the configuration in the pom.xml file as mentioned below, we use sbe 1.20.4 version in our project.

• Refer how to add plugins in maven project.

How SBE works?

• To use SBE tool we need to define the SBE message schema, which is an XML file.

• SBE message schema contains the structure of the SBE message and defines all the possible attributes Marketpayloads-sbe.xml

• We define the encode method, in which we use an unsafe buffer to encode the message and message header encoder to encode all the attributes of the message into a single SBE message.

• To decode we use unsafebuffer to wrap the message into payloaddecoder and extract the message.

• Further we get each value of the payloaddecoder and create transaction payload.

How SBE is defined:

• TEUA creates a tender by updating EiCreateTenderPayload.java

• Encode method in TeuaRestController.java tries to encode the message using byte buffers and sent it using resttemplate which is received at LmaRestcontroller.java

• This SBE message is decoded at lmaRestcontroller using SBE Decoder method.

• SBE message is encoded at LmaRestController.java and sent to LmeRestController.java by using EiCreateTenderPayload.java

• This communication between TEUA and LMA is performed using resttemplate And the following flow Chart illustrates how SBE works.

• When marketcreatetenderpayload.java is created encode method in SBEEncoderDecoder.java encodes the message using unsafebuffer and MarketCreateTenderPayloadEncoder to encode the message.

• This message is received by the CTSSocketServer.java which decodes the message using MarketcreatetenderpayloadDecoder

• If there is a match then CTSSocketClient.java will create an matchnumber along with parityorderId.

• This communication between LmesocketClient - CTSSocketServer is performed using serversocket.

Validation of Messages:

• Validation of SBE messages is performed at every hop from creating a tender to finding a match and responding back with match id. We can achieve this by printing the message at every hop before encoding the message and after decoding the message.

• To print the message we use toString method in payloads classes under controllers.

• This will help us to track the message at every step, sample snapshot as follows.

• Now if we cross verify we can validate the message at the encoder end. and the decoder end to validate the message.

Few useful references:

• FIX trading protocol, SBE detailed synopsis
• SBE dependencies are not pre-defined in Maven, so we need to add few dependencies and configurations in pom.xml file. click here for step by step.