gavindiaz/polyfill-rs
1
0
Fork 0
mirror of https://github.com/floor-licker/polyfill-rs.git synced 2026-08-16 14:08:07 +00:00
Code Issues Packages Projects Releases Wiki Activity

feat(ws): add book-applier stream

Browse Source
This commit is contained in:
floor-licker
2026-01-30 20:40:07 -05:00
parent e0b97c53cb
commit d45b202d6d
3 changed files with 190 additions and 2 deletions
Download Patch File Download Diff File Expand all files Collapse all files
tests/no_alloc_hot_paths.rs
+53 -1
View File
@@ -5,7 +5,9 @@ use std::hash::{Hash, Hasher};
use std::str::FromStr;
use chrono::Utc;
use polyfill_rs::{book::OrderBookManager, OrderBookImpl, Side, WsBookUpdateProcessor};
use polyfill_rs::{
book::OrderBookManager, OrderBookImpl, Side, WebSocketStream, WsBookUpdateProcessor,
};
use rust_decimal::Decimal;
thread_local! {
@@ -269,3 +271,53 @@ fn no_alloc_ws_book_update_processor_apply_existing_levels() {
.unwrap();
guard.assert_no_allocations();
}
#[test]
fn no_alloc_websocket_book_applier_apply_text_message_existing_levels() {
let asset_id = "test_asset_id";
let manager = OrderBookManager::new(100);
manager.get_or_create_book(asset_id).unwrap();
// Warm up the internal book with initial levels (allocations allowed).
manager
.apply_delta(polyfill_rs::types::OrderDelta {
token_id: asset_id.to_string(),
timestamp: chrono::Utc::now(),
side: Side::BUY,
price: Decimal::from_str("0.75").unwrap(),
size: Decimal::from_str("100.0").unwrap(),
sequence: 1,
})
.unwrap();
manager
.apply_delta(polyfill_rs::types::OrderDelta {
token_id: asset_id.to_string(),
timestamp: chrono::Utc::now(),
side: Side::SELL,
price: Decimal::from_str("0.76").unwrap(),
size: Decimal::from_str("100.0").unwrap(),
sequence: 2,
})
.unwrap();
let processor = WsBookUpdateProcessor::new(1024);
let stream = WebSocketStream::new("wss://example.com/ws");
let mut applier = stream.into_book_applier(&manager, processor);
// Warm up simd-json buffers/tape outside the guarded section.
let warmup_msg = format!(
"{{\"event_type\":\"book\",\"asset_id\":\"{asset_id}\",\"market\":\"0xabc\",\"timestamp\":10,\"bids\":[{{\"price\":\"0.75\",\"size\":\"200.0\"}}],\"asks\":[{{\"price\":\"0.76\",\"size\":\"50.0\"}}]}}"
);
applier.apply_text_message(warmup_msg).unwrap();
let msg = format!(
"{{\"event_type\":\"book\",\"asset_id\":\"{asset_id}\",\"market\":\"0xabc\",\"timestamp\":11,\"bids\":[{{\"price\":\"0.75\",\"size\":\"150.0\"}}],\"asks\":[{{\"price\":\"0.76\",\"size\":\"75.0\"}}]}}"
);
// Warm up TLS access before measuring (defensive).
let _ = allocation_count();
let guard = NoAllocGuard::new();
applier.apply_text_message(msg).unwrap();
guard.assert_no_allocations();
}