JSON

Using propritary implementation designed to be cache friendly and avoid memory allocations.

Gateways may bundle tool to compute benchmark metrics, e.g.

mamba install -y --channel https://roq-trading.com/conda/stable \
    roq-coinbase-pro

roq-coinbase-pro-benchmark --benchmark_filter="BM_json_*"

You should then be able to see something like this

----------------------------------------------------------------------
Benchmark                            Time             CPU   Iterations
----------------------------------------------------------------------
BM_json_activate_parse            1006 ns         1006 ns       639545
BM_json_change_parse               807 ns          807 ns       867917
BM_json_currency_parse            1457 ns         1457 ns       482842
BM_json_done_parse                 720 ns          720 ns       978864
BM_json_error_parse                129 ns          129 ns      5415727
BM_json_fill_parse                 829 ns          829 ns       845393
BM_json_fills_parse                874 ns          874 ns       783098
BM_json_heartbeat_parse            377 ns          377 ns      1840688
BM_json_l2update_parse             468 ns          468 ns      1504435
BM_json_last_match_parse           806 ns          806 ns       871001
BM_json_match_parse                836 ns          835 ns       843789
BM_json_open_parse                 752 ns          752 ns       936092
BM_json_order_parse               1390 ns         1390 ns       503734
BM_json_orders_parse              3025 ns         3025 ns       241082
BM_json_product_parse             1311 ns         1311 ns       533234
BM_json_products_parse            6707 ns         6706 ns       105034
BM_json_received_parse             888 ns          888 ns       789247
BM_json_snapshot_parse           16730 ns        16729 ns        41738
BM_json_status_parse             16896 ns        16895 ns        41532
BM_json_subscriptions_parse        964 ns          964 ns       708601
BM_json_ticker_parse              1020 ns         1020 ns       690184

Note

The JSON decoder is proprietary and will not be described any further here.