blog/content/research/decoding-fast-examples.md

+++ title = "Decoding the FAST Protocol: Examples" date = 2022-01-12

[taxonomies] tags = ["finance", "binary", "protocol", "fix", "fast", "examples"]

[extra.changelog] 2022-01-12 = "First release" +++

After the whole explanation about the definition of the FAST protocol, I noticed there was something missing: Examples, to make things easier to understand.

{% note() %} Same disclaimer as before: Because this is based on my personal experience, some things may be out of place. I tried my best to keep things correctly, but I may have misunderstood something, or maybe I just typed the value wrong here.

Also, if I find any other interesting examples, I'll add them here. {% end %}

Simple Hello World

This example is basically the same one in JetTek but it is really simple to explain, so here we go:

Template

<?xml version="1.0" encoding="UTF-8"?>
<templates xmlns="http://www.fixprotocol.org/ns/fast/td/1.1">
  <template xmlns="http://www.fixprotocol.org/ns/fast/td/1.1" name="HelloWorld" id="1">
    <string name="String" id="1">
      <default value=""/>
    </string>
  </template>
</templates>

Incoming Data

Bytes:

1110_0000   1000_0001   0100_1000   0110_0101
0110_1100   0110_1100   0100_1111   0101_0111
0110_1111   0111_0010   0110_1100   1110_0100

Processing

The first byte is the Presence Map. Removing the stop bit, we get 110_0000. This Presence Map have one field that isn't described in the template: The template ID. Because the first bit is set, we know the template ID is there. Also, keep in mind that the Template ID is the only field we know it exists so far; there is no information whatsoever about that second bit in the Presence Map -- we need to find out which template should be used first.

The next byte is read: 1000_0001. As mentioned above, this is the Template ID. Being an unsigned integer (and probably mandatory, but don't ask me how that works) and dropping high order bit, we get the Integer "1", which is the exactly same ID we have in the template; now we know which fields should be processed.

The first field in the template is a string with a default value. Because the field uses the Default operator, we need to check if the value is in the data or we should use the default value. The bit in the Presence Map for this field is 1 meaning the value for the string is in the incoming data and we should read it.

The field is string, so we keep reading every byte till we find one with the stop bit. Also, being a string, we don't "merge" the values: each byte is a letter in the ASCII table. The sequence is 100_1000 (72), 110_0101 (101), 110_1100 (108), 110_1100 (108), 100_1111 (79), 101_0111 (87), 110_1111 (79), 111_0010 (114), 110_1100 (108) and 110_0100 (100). Notice that we consumed all the bytes, and the last one have the stop, so that's the end of string. Converting the bytes using the ASCII table, we get "HelloWorld".

So, there we have it: We received a record of the "HelloWorld" type, with the field ID "1" (a.k.a. "String") with the value "HelloWorld".

Sequences

Let's expand our example to have a sequence and a few more operators:

Template

<?xml version="1.0" encoding="UTF-8"?>
<templates xmlns="http://www.fixprotocol.org/ns/fast/td/1.1">
  <template xmlns="http://www.fixprotocol.org/ns/fast/td/1.1" name="HelloWorld" id="1">
    <string name="String" id="1">
      <default value=""/>
    </string>
  </template>

  <template xmlns="http://www.fixprotocol.org/ns/fast/td/1.1" name="SequenceOfSequences" id="2">
    <sequence name="OuterSequence">
      <length name="NoOuterSequence" id="3"/>
      <uInt32 name="GroupID" id="2"/>
      <sequence name="InnerSequence">
        <length name="NoInnerSequence" id="25"/>
        <string name="Username" id="4"/>
        <uInt32 name="ID" id="32" presence="optional">
          <increment/>
        </uInt32>
      </sequence>
    </sequence>
  </template>
</templates>

Although FAST was defined to work with FIX and the financial market, there is nothing stopping it from being used for other things. The new template actually describe a group of users, so we have a list of groups and, for each group, a list of users and their IDs.

Incoming Data

1100_0000   1000_0010   1000_0011   0000_0011
0010_0011   0001_1000   1110_0111   1000_0010
1100_0000   0101_0101   0111_0011   0110_0101
0111_0010   1011_0001   1000_0100   1000_0000
0101_0101   0111_0011   0110_0101   0111_0010   
1011_0010   1111_1111   1000_0001   1100_0000
0101_0101   1011_0001   1111_1111   0000_1000 
1000_0000   1000_0010   1100_0000   1100_1001
1011_0110   1000_0000   0100_1101   1110_0101

Processing

As mentioned before, the first byte, 1100_0000 is the Presence Map of the root element. There is only one bit set, which means the Template ID is present.

Because the Template ID is present in the Presence Map, we read the next byte, 1000_0010. Because this byte have the stop bit, we stop reading. Removing this stop bit gives us 000_0010, which is "2", so we know we are dealing with the "SequenceOfSequences" template.

Now that we have the template and know the fields, we know what to read. The first field in our template is a sequence. The first thing we have in the sequence (and this is the first thing for every sequence) is the length of it. So we read the next byte, 1000_0011, which is the only byte we need to read. It represents an unsigned int, which is "3", so this sequence have 3 records -- and using our description in the previous sections, we know now that we have 3 user groups.

One point here: Because all fields in this sequence don't have any operators, the Presence Map is not necessary and, thus, it doesn't exist (or, better yet, we shouldn't try to read something and assume it is a Presence Map). For sequences, every start of a new record contains a Presence Map only if at least one of the fields in the sequence require a Presence Map. That's not the case here.

Because there is no Presence Map for the "OuterSequence", the next bytes are the "GroupID" field. We should read everything till we find the stop bit, so we get 0000_0011, 0010_0011, 0001_1000 and 1110_0111. For every byte we remove the high order bit and then join everything into a single thing, in this case 000_0011 010_0011 001_1000 110_0111 or simply 0000_0110_1000_1100_1100_0110_0111. This value, being an unsigned int, is "6868070".

{% note() %} Here is a good point to remind that, because the field is mandatory, it means that's actually the value of "GroupID"; if the field as optional, the actual value would be "6868069". {% end %}

Now for he "InnerSequence" field. The first step is to gather the number of elements (the length of the sequence). That's the 1000_0010 byte, which is "2". So there are two users in this group.

Because "InnerSequence" has a field that needs the Presence Map ("ID" uses the Increment operator, that we need either read the incoming value for it or we should just increment the previous value), the first thing after the length is the Presence Map for this record. The byte 1100_0000 indicates that the first field that requires a Presence Map is present.

But that's not the time to use the Presence Map yet. The field after the length is the "Username", which is a mandatory string. Mandatory strings with no operators are always present and we don't need to check the map. Same as we did with "String" in the example for Hello World, we read the bytes till the stop bit, but don't merge them: 0101_0101 (85), 0111_0011 (115), 0110_0101 (101), 0111_0010 (114) and 1011_0001 (49, if we remove the stop bit, that is), which converted by the ASCII table gives us "User1".

Now it is the time to use the Presence Map, since we are reading the "ID" field and it has an operator that requires the Presence Map. The Presence Map we read before was 100_0000 (with the stop bit removed), so yeah, the "ID" is present in the incoming data. We read the next byte, 1000_0100, which is "4". But there is a gotcha here: The field is optional. So although we read "4", the actual value is "3" -- if the value read was "0" it meant that the ID is Null.

Good. We just finished reading the first record of "InnerSequence": The user "User1" has ID "3" and belongs to group "6868070". Now we read the second record.

We don't need to read the length again, but we need to read the Presence Map for this record. It is the byte 1000_0000, a Presence Map indicating that none of the fields with operators are present. But, again, it is not the time for the Presence Map, 'cause we have to read "Username". The bytes for the field are 0101_0101 (85), 0111_0011 (115), 0110_0101 (101), 0111_0010 (114) and 1011_0001 (50), which is "User2".

This second record have an empty presence map (1000_0000) meaning that the ID is not present in the incoming data. Because the field has the Increment operator, we should use the previous value -- 3 -- and increment by 1. So "User2" have the ID 4.

That ends the "InnerSequence" for the first record of "OuterSequence". Going faster now:

• 1111_1111: The second "GroupID" (only one byte due the stop bit), which is "127".
• 1000_0001: The length of "InnerSequence"; it is just 1 element.
• 1100_0000: The presence map for the first record of "InnerSequence"; it means the "ID" is present.
• 0101_0101, 1011_0001: The username. "U1".
• 1111_1111: The "ID" for user "U1" is 126 (it reads as 127, but because the field is optional, we decrement the value by 1).
• 0000_1000, 1000_0000: The third "GroupID". Removing the stop bits and joining the bits we have 0000_1000 0000_0000 which is 2048.
• 1000_0010: Length of the "InnerSequence" in the 3rd group; 2 elements.
• 1100_0000: Presence Map of the first record of "InnerSequence"; ID is present.
• 1100_1001: Username. "I".
• 1011_0110: The "ID" for user "I". 53.
• 1000_0000: Presence Map for the second record of "InnerSequence"; ID is not present.
• 0100_1101, 1110_0101: Username. "Me".
• Not reading any bytes now 'cause the Presence Map pointed that the "ID" is not present, but because the previous value for this field was 53, the ID for username "Me" is 54. Since this is the last element of "InnerSequence", that sequence is complete; also, this is the last element of "OuterSequence", so everything is done.