README.md

MultiIndexMap

Also available on crates.io.

Rust library useful for storing structs that needs to be accessed through various different indexes of the fields of the struct. Inspired by C++/Boost Multi-index Containers but redesigned for a more idiomatic Rust API.

Current implementation supports:

• Hashed indexes using FxHashMap from rustc-hash.
• Sorted indexes using BTreeMap from std::collections.
• Unique and non-unique indexes.
• Unindexed fields.
• Iterators for each indexed field.
• Iterators for the underlying backing storage.

Performance characteristics

Unique Indexes

• Hashed index retrievals are constant-time. (FxHashMap + Slab).
• Sorted indexes retrievals are logarithmic-time. (BTreeMap + Slab).
• Iteration over hashed index is same as FxHashMap, plus a retrieval from the backing storage for each element.
• Iteration over ordered index is same as BTreeMap, plus a retrieval from the backing storage for each element.
• Iteration over the backing store is the same as Slab, so contiguous memory but with potentially vacant slots.
• Insertion, removal, and modification complexity grows as the number of indexed fields grow. All indexes must be updated during these operations so these are slower.
• Modification of unindexed fields through unsafe mut methods is the same as regular retrieval time.
• Modification such that uniqueness is violated, will result in a panic.
• Insertion such that uniqueness would be violated does not mutate the map, instead the element is returned to the user wrapped in an Err variant.

Non-Unique Indexes

• Hashed index retrievals are still constant-time with the total number of elements, but linear-time with the number of matching elements. (FxHashMap + (Slab * num_matches)).
• Sorted indexes retrievals are still logarithmic-time with total number of elements, but linear-time with the number of matching elements. (BTreeMap + (Slab * num_matches)).
• Each equal range of any non-unique index is stored as a BTreeSet, which we must iterate through the length of when retrieving all matching elements, and also when iterating over the whole index.

How to use

• This crate provides a derive macro MultiIndexMap, which when applied to the struct representing an element will generate a map to store and access these elements.
• Annotations are used to specify which fields to index. Currently hashed_unique, hashed_non_unique, ordered_unique, and ordered_non_unique are supported.
• The types of all indexed fields must implement Clone.
• Optionally, multi_index_derive can be used to derive traits on the generated MultiIndexMap, eg. #[multi_index_derive(Clone, Debug)] See examples/main.rs for more details.

Example

use multi_index_map::MultiIndexMap;

#[derive(MultiIndexMap, Debug)]
#[multi_index_derive(Debug)]
struct Order {
    #[multi_index(hashed_unique)]
    order_id: u32,
    #[multi_index(ordered_unique)]
    timestamp: u64,
    #[multi_index(hashed_non_unique)]
    trader_name: String,
    filled: bool,
    volume: u64,
}

fn main() {
    let order1 = Order {
        order_id: 1,
        timestamp: 1656145181,
        trader_name: "JohnDoe".into(),
        filled: false,
        volume: 100,
    };

    let order2 = Order {
        order_id: 2,
        timestamp: 1656145182,
        trader_name: "JohnDoe".into(),
        filled: false,
        volume: 100,
    };

    let mut map = MultiIndexOrderMap::default();

    map.try_insert(order1).unwrap();
    map.insert(order2);

    let orders = map.get_by_trader_name(&"JohnDoe".to_string());
    assert_eq!(orders.len(), 2);
    println!("Found 2 orders for JohnDoe: [{orders:?}]");

    let order1_ref = map.get_by_order_id(&1).unwrap();
    assert_eq!(order1_ref.timestamp, 1656145181);

    let order2_ref = map
        .modify_by_order_id(&2, |o| {
            o.timestamp = 1656145183;
            o.order_id = 42;
        })
        .unwrap();

    assert_eq!(order2_ref.timestamp, 1656145183);
    assert_eq!(order2_ref.order_id, 42);
    assert_eq!(order2_ref.trader_name, "JohnDoe".to_string());

    let order2_ref = map
        .update_by_order_id(&42, |filled: &mut bool, volume: &mut u64| {
            *filled = true;
            *volume = 0;
        })
        .unwrap();
    assert_eq!(order2_ref.filled, true);
    assert_eq!(order2_ref.volume, 0);

    let orders = map.get_by_trader_name(&"JohnDoe".to_string());
    assert_eq!(orders.len(), 2);
    println!("Found 2 orders for JohnDoe: [{orders:?}]");

    let orders = map.remove_by_trader_name(&"JohnDoe".to_string());
    for (_idx, order) in map.iter() {
        assert_eq!(order.trader_name, "JohnDoe");
    }
    assert_eq!(orders.len(), 2);

    println!("{map:?}");

    // See examples and tests directories for more in depth usage.
}

Under the hood

The above example will generate the following MultiIndexMap and associated Iterators. The Orders are stored in a Slab, in contiguous memory, which allows for fast lookup and quick iteration. A lookup table is created for each indexed field, which maps the index key to a index in the Slab. The exact type used for these depends on the annotations. For hashed_unique and hashed_non_unique a FxHashMap is used, for ordered_unique and ordered_non_unique a BTreeMap is used.

• When inserting an element, we add it to the backing store, then add elements to each lookup table pointing to the index in the backing store.
• When retrieving elements for a given key, we lookup the key in the lookup table, then retrieve the item at that index in the backing store.
• When removing an element for a given key, we do the same, but we then must also remove keys from all the other lookup tables before returning the element.
• When iterating over an index, we use the default iterators for the lookup table, then simply retrieve the element at the given index in the backing store.
• When updating un-indexed fields, we lookup the element(s) through the given key, then apply the closure to modify just the unindexed fields in-place. We then return a reference to the modified element(s). If the key doesn't match, the closure won't be applied, and Option::None will be returned.
• When modifying indexed fields of an element, we do the same process, but the closure takes a mutable reference to the whole element. Any fields, indexed and un-indexed can be modified. We must then update all the lookup tables to account for any changes to indexed fields, so this is slower than an un-indexed update.

struct MultiIndexOrderMap {
    _store: slab::Slab<Order>,
    _order_id_index: rustc_hash::FxHashMap<u32, usize>,
    _timestamp_index: std::collections::BTreeMap<u64, usize>,
    _trader_name_index: rustc_hash::FxHashMap<String, BTreeSet<usize>>,
}

struct MultiIndexOrderMapOrderIdIter<'a> {
    ...
}

struct MultiIndexOrderMapTimestampIter<'a> {
    ...
}

struct MultiIndexOrderMapTraderNameIter<'a> {
    ...
}

impl MultiIndexOrderMap {
    fn try_insert(&mut self, elem: Order) -> Result<&Order, MultiIndexMapError<Order>>;
    fn insert(&mut self, elem: Order) -> &Order;
    
    fn len(&self) -> usize;
    fn is_empty(&self) -> bool;
    fn clear(&mut self);
    
    fn get_by_order_id(&self, key: &u32) -> Option<&Order>;
    fn get_by_timestamp(&self, key: &u64) -> Option<&Order>;
    fn get_by_trader_name(&self, key: &String) -> Vec<&Order>;

    fn update_by_order_id(&mut self, key: &u32, f: impl FnOnce(&mut bool, &mut u64)) -> Option<&Order>;
    fn update_by_timestamp(&mut self, key: &u64, f: impl FnOnce(&mut bool, &mut u64)) -> Option<&Order>;
    fn update_by_trader_name(&mut self, key: &String, f: impl FnMut(&mut bool, &mut u64)) -> Vec<&Order>;
    
    fn modify_by_order_id(&mut self, key: &u32, f: impl FnOnce(&mut Order)) -> Option<&Order>;
    fn modify_by_timestamp(&mut self, key: &u64, f: impl FnOnce(&mut Order)) -> Option<&Order>;
    fn modify_by_trader_name(&mut self, key: &String, f: impl FnMut(&mut Order)) -> Vec<&Order>;
    
    fn remove_by_order_id(&mut self, key: &u32) -> Option<Order>;
    fn remove_by_timestamp(&mut self, key: &u64) -> Option<Order>;
    fn remove_by_trader_name(&mut self, key: &String) -> Vec<Order>;
    
    fn iter(&self) -> slab::Iter<Order>;
    unsafe fn iter_mut(&mut self) -> slab::IterMut<Order>;
    
    fn iter_by_order_id(&self) -> MultiIndexOrderMapOrderIdIter;
    fn iter_by_timestamp(&self) -> MultiIndexOrderMapTimestampIter;
    fn iter_by_trader_name(&self) -> MultiIndexOrderMapTraderNameIter;
}

Dependencies

See Cargo.toml for information on each dependency.

Future work

• Allow users to specify which hash function to use, rather than always using an FxHashMap.
• Potentially a vector-map style lookup table would be very quick for small tables with integer indexes.
• Allow overwriting behaviour upon inserting a duplicate unique index, returning a Vec of the overwritten elements.
• Implement clever tricks used in boost::multi_index_containers to improve performance.