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zeekayandHanzo Dev
70f6883235
A July commit removed eight papers on the premise "no license — DEX/non-custodial only". That premise is wrong: Lux operates an ATS, a broker-dealer, a transfer agent and a bank, and this material is resold at lux.financial. The merge that brought main in preserved the removal because the commit stated a reason, which is how a stale reason outlives the fact it rested on. Back, at the versions main carried — main never received the removal, so its copies are the later ones: the ATS architecture, the security-token standard, smart order routing, institutional custody, MPC custody, post-quantum securities, the SSB partnership and the CoinBridge brief. 83 files. Co-authored-by: Hanzo Dev <[email protected]>
54 lines
1.8 KiB
TeX
54 lines
1.8 KiB
TeX
\section{ZAP Wire Protocol}
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\label{sec:zap}
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\subsection{Binary Serialization}
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Orders transmitted between the SOR and execution providers use the ZAP binary wire protocol \cite{lux-zap-wire-protocol} for minimal serialization overhead:
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\begin{table}[H]
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\centering
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\caption{ZAP order message format.}
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\label{tab:zap-format}
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\begin{tabular}{llrl}
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\toprule
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\textbf{Field} & \textbf{Type} & \textbf{Bytes} & \textbf{Description} \\
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\midrule
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magic & uint16 & 2 & Protocol identifier (0x5A41) \\
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version & uint8 & 1 & Protocol version \\
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msg\_type & uint8 & 1 & Message type (order, cancel, exec, \ldots) \\
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flags & uint16 & 2 & Bit flags (side, TIF, compliance) \\
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security\_id & bytes32 & 32 & Security identifier \\
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order\_id & bytes16 & 16 & Order identifier \\
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price & uint64 & 8 & Price in basis points \\
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quantity & uint64 & 8 & Quantity in base units \\
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timestamp & uint64 & 8 & Nanosecond timestamp \\
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partition & bytes32 & 32 & Partition identifier \\
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checksum & uint32 & 4 & CRC-32C checksum \\
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\midrule
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\multicolumn{2}{l}{\textbf{Total}} & \textbf{114} & \\
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\bottomrule
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\end{tabular}
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\end{table}
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At 114 bytes per order message, ZAP achieves serialization latency under 1 microsecond on modern hardware, compared to 50--200 microseconds for JSON-based protocols.
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\subsection{Latency Comparison}
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\begin{table}[H]
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\centering
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\caption{Serialization latency comparison.}
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\label{tab:latency}
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\begin{tabular}{lrrr}
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\toprule
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\textbf{Protocol} & \textbf{Message Size} & \textbf{Serialize} & \textbf{Deserialize} \\
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\midrule
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ZAP (binary) & 114 B & 0.8 $\mu$s & 0.6 $\mu$s \\
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Protocol Buffers & 180 B & 3.2 $\mu$s & 2.8 $\mu$s \\
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FlatBuffers & 192 B & 1.5 $\mu$s & 0.4 $\mu$s \\
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JSON & 420 B & 52 $\mu$s & 38 $\mu$s \\
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FIX (text) & 350 B & 28 $\mu$s & 22 $\mu$s \\
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\bottomrule
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\end{tabular}
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\end{table}
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