Networkings

Notes on Networkings, OSI model, TCP/IP, UDP, Sockets, etc.

OSI Model

The OSI (Open Systems Interconnection) model is a conceptual framework used to understand and implement network protocols in seven layers. Each layer serves a specific function and communicates with the layers directly above and below it. The seven layers of the OSI model are:

Layer	Name	Protocol	Function	TCP/IP Model
7	Application	HTTP, FTP, SMTP	Provides network services directly to user	Application
6	Presentation	SSL, TLS	Translates data formats, encryption, compression	Application
5	Session	NetBIOS, PPTP	Manages sessions between applications	Application
4	Transport	TCP, UDP	Host to host, flow control	Transport
3	Network	IP, ICMP	Determines how data is sent to the	Internet
2	Data Link	Ethernet, PPP	Handles error detection and correction from the physical layer	Network Access
1	Physical	Ethernet, Wi-Fi	Transmits raw bit stream over the	Network Access

FIX protocol

The Financial Information eXchange (FIX) protocol is an electronic communications protocol initiated in 1992 for international real-time exchange of information related to securities transactions and markets.

Format

A FIX message is a series of key-value pairs, where each key is a tag number and the value is the corresponding data. Below is an example of a simple FIX message:

8=FIX.4.2|9=176|35=D|49=CLIENT12|56=BROKER12|34=215|52=20100225-19:41:57.316|11=12345|21=1|55=IBM|54=1|60=20100225-19:41:57.316|38=100|40=2|44=150.25|59=0|10=128|

In this example, each key-value pair is separated by a pipe (|) character. The tags represent different fields in the FIX protocol, such as:

• 8: Begin String
• 9: Body Length
• 35: Message Type
• 49: SenderCompID
• 56: TargetCompID
• 34: MsgSeqNum
• 52: SendingTime
• 11: ClOrdID
• 10: CheckSum

Common Message Types

• D: New Order - Single
• 8: Execution Report
• F: Order Cancel Request
• 9: Order Cancel/Replace Request

SBE (Simple Binary Encoding)

SBE is a binary encoding format designed for high-performance messaging in financial systems. It is used to encode FIX messages in a more compact and efficient manner, reducing latency and improving throughput.

Example of SBE:

// Example SBE message structure
struct Order {
    uint32_t orderId;      // 4 bytes
    char symbol[8];        // 8 bytes
    char side;             // 1 byte (B for Buy, S for Sell)
    uint32_t quantity;     // 4 bytes
    double price;          // 8 bytes
};

This structure represents a simple order message with fields for order ID, symbol, side (buy/sell), quantity, and price. The total size of this message would be 25 bytes, making it much more efficient than a text-based FIX message.

Pro and Cons of SBE:

• Pros:
  • Reduced message size
  • Lower latency
  • Higher throughput
• Cons:
  • More complex to implement
  • Less human-readable
  • Requires schema management

Protocol Buffers

Protocol Buffers (Protobuf) is a language-neutral, platform-neutral, extensible mechanism for serializing structured data. It is used to define how data should be structured and provides a way to encode and decode this data efficiently.

Kernel Bypass

Kernel bypass is a technique used to improve the performance of network applications by allowing user-space applications to access hardware resources directly, bypassing the operating system kernel. This reduces the overhead associated with context switching and system calls, leading to lower latency and higher throughput.

Benefit of kernel bypass:

• Ultra-low latency
• Reduced CPU overhead
• Greater control over network resources

Without kernel bypass, the application interact with the network driver through the following

graph TD
    subgraph User Space
        App[Application]
    end
    subgraph Kernel Space
        TCPIP[TCP/IP Stack]
        TUNTAP[TUN/TAP Driver]
    end
    subgraph Hardware
        NIC[Network Interface Card]
    end

    App -->|System Call| TCPIP
    TCPIP -->|System Call| TUNTAP
    TUNTAP -->|DMA| NIC

• TUN is for IP packets (Layer 3)
• TAP is for Ethernet frames (Layer 2)
• TCP (Layer 4) and UDP (Layer 4) are handled in the kernel space

Key Technologies

1. DPDK (Data Plane Development Kit)

   • A set of libraries and drivers for fast packet processing in user space.
   • Provides poll-mode drivers that allow applications to directly access the NIC.

2. PF_RING ZC (Zero Copy)

   • A high-speed packet capture library that enables zero-copy packet processing.
   • Allows applications to receive packets directly from the NIC without copying them to kernel space.

3. RDMA (Remote Direct Memory Access)

   • Allows direct memory access from the memory of one computer into that of another without involving either one's operating system.
   • Used in high-performance computing and low-latency networking.
   • Bypass TCP/IP stack.

4. Solarflare / OpenOnload

   • A high-performance network stack that runs in user space.
   • Provides low-latency and high-throughput networking by bypassing the kernel.

5. Netmap

6. eBPF / XDP (Extended Berkeley Packet Filter / eXpress Data Path)