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Code generation in Erlang
The document discusses FIX (Financial Information eXchange) protocol and challenges with working with its large specification. It proposes controlled code generation as a way to [1] generate parsers that translate FIX messages to records tailored for a specific use case, [2] handle the impedance mismatch between the full FIX specification and internal business logic, and [3] make the integration reusable for others. Key aspects include generating headers to define the required records and fields, parsers to handle syntax and semantics, and using a configuration file to determine which FIX messages and fields to support.
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Code generation in Erlang
- 1. Code generation for enterpriseintegration Max Lapshin max@maxidoors.ru
- 2. FIX protocol β’ Automated stock exchange trading β’ Binary protocol for receiving quotes and sending orders β’ No opensource erlang implementation
- 3. FIX protocol β’ Packet is a Key,Value list. β’ Keys are ASCII-coded integers β’ Values may vary β’ Separated with 0x01 byte
- 4. FIX protocol β’ Binary protocol with three levels: transport (TCP), packet and business β’ All business logic is described in protocol spec β’ Different message types with many ο¬elds and groups of ο¬elds β’ Very large protocol speciο¬cation (about 100 different messages) β’ 10 us limit for all parsing
- 5. FIX protocol β’ Received data is decoded to proplists β’ But we use records in code β’ How to translate? And do it fast!
- 6. FIX protocol β’ Large XML description how to compose objects from proplists β’ XML describes syntax and semantic levels
- 7. Problem β’ Every FIX user needs only small subset of whole spec β’ Impossible to work with full FIX records (more than 100 ο¬elds) β’ My code works with my records and business logic β’ How to ο¬ght impedance between our logic and FIX business logic?
- 8. Ways to go β’ Enterprise β’ Ad-hoc β’ Controlled code generation
- 9. Enterprise way β’ Object with 100 ο¬elds and 300 methods is ok β’ It is Java: abstract singleton factory will make you happy β’ Copy-pasted glue code will translate full spec to required subset β’ Impossible to use because large size of records β’ Not my way
- 10. Ad-hoc β’ Write custom code for each message type β’ Workaround for brokerβs bugs β’ Ok for some situations β’ Not my way: Iβm too lazy to copy-paste code by hands
- 11. Right way β’ Autogenerate proplists-to-record translator β’ Make code reuseable for others β’ Design system, that can ο¬t into other businesses β’ Donβt want to write glue code β’ I chose conο¬gurable code generation
- 12. Code generation β’ Parse XML β’ Reduce messages according to conο¬g ο¬le β’ Generate headers β’ Generate parsers β’ Proο¬t!
- 13. Headers β’ Translate only required FIX messages to records β’ Include only required ο¬elds in these records β’ Always include βο¬eldsβ ο¬eld to each record for remaining data β’ Dialyzer-compatible: types are known at generate time
- 14. Example NewOrderSingle message with60 ο¬elds is translated to #new_order_single{} with 6 ο¬elds
- 15. Syntax parser β’ Translate binary ο¬elds to erlang types and back β’ Donβt forget sugar: translate 0,1,2 to atoms buy, sell, make_gift β’ Doesnβt depend on conο¬g β’ Generate C extension (blazing fast) β’ Produces readable proplist (not hash!): ordered key-value list
- 16. Semantic parser β’ Translates proplists to records β’ Need to produce records, directly used in business logic β’ Can loose some not important information (checksum) β’ Need to handle groups of ο¬elds (most cryptic part) β’ It is generated with conο¬g β’ Yet have some limited ad-hoc code to keep ο¬exibility
- 17. Structure of semanticparser 1. Determine type of message and use compile time record info 2. Process the rest of proplist 3. If key is a known record ο¬eld, write it to record 4. Else append this {Key,Value} to βο¬eldsβ ο¬eld 5. Use βsetelementβ and generated βο¬eld_index(MsgType,KeyName)β
- 18. Results β’ Simple and useable code β’ FIX datatypes are used in business logic directly β’ Conο¬gurable autogeneration of parser is really helpful β’ Working code
- 19. Questions? Max Lapshin max@maxidoors.ru