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

+++ title = "Decoding the FAST Protocol: Examples" date = 2022-01-10 draft = true

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

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

Simple Hello World

This example is basically the same one in JetTek but it is really simple, 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 a signed integer (and probably mandatory, but don't ask me how that works), we read the value, it has the stop bit, so that's the whole integer. Dropping the high order bit, we get the Integer "1", which is the exactly same ID we have in the template, so now we know which fields are here.

The first field in the template is the 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 string, 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">
          <delta/>
        </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   

Processing