mirror of
https://github.com/floor-licker/polyfill-rs.git
synced 2026-08-16 05:58:06 +00:00
feat(book): apply ws book updates via OrderBookManager
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@@ -5,7 +5,7 @@ use std::hash::{Hash, Hasher};
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use std::str::FromStr;
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use chrono::Utc;
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use polyfill_rs::{OrderBookImpl, Side};
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use polyfill_rs::{book::OrderBookManager, OrderBookImpl, Side};
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use rust_decimal::Decimal;
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thread_local! {
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@@ -164,3 +164,54 @@ fn no_alloc_apply_book_update_existing_levels() {
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book.apply_book_update(&update).unwrap();
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guard.assert_no_allocations();
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}
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#[test]
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fn no_alloc_book_manager_apply_book_update_existing_levels() {
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let asset_id = "test_asset_id";
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let manager = OrderBookManager::new(100);
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manager.get_or_create_book(asset_id).unwrap();
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// Warm up the internal book with initial levels (allocations allowed).
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manager
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.apply_delta(polyfill_rs::types::OrderDelta {
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token_id: asset_id.to_string(),
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timestamp: chrono::Utc::now(),
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side: Side::BUY,
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price: Decimal::from_str("0.75").unwrap(),
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size: Decimal::from_str("100.0").unwrap(),
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sequence: 1,
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})
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.unwrap();
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manager
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.apply_delta(polyfill_rs::types::OrderDelta {
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token_id: asset_id.to_string(),
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timestamp: chrono::Utc::now(),
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side: Side::SELL,
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price: Decimal::from_str("0.76").unwrap(),
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size: Decimal::from_str("100.0").unwrap(),
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sequence: 2,
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})
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.unwrap();
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let update = polyfill_rs::types::BookUpdate {
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asset_id: asset_id.to_string(),
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market: "0xabc".to_string(),
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timestamp: 10,
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bids: vec![polyfill_rs::types::OrderSummary {
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price: Decimal::from_str("0.75").unwrap(),
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size: Decimal::from_str("200.0").unwrap(),
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}],
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asks: vec![polyfill_rs::types::OrderSummary {
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price: Decimal::from_str("0.76").unwrap(),
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size: Decimal::from_str("50.0").unwrap(),
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}],
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hash: None,
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};
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// Warm up TLS access before measuring (defensive).
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let _ = allocation_count();
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let guard = NoAllocGuard::new();
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manager.apply_book_update(&update).unwrap();
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guard.assert_no_allocations();
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}
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