mirror of
https://github.com/floor-licker/polyfill-rs.git
synced 2026-08-08 10:17:46 +00:00
Merge pull request #45 from floor-licker/fix/book-update-benchmark-reliability
fix: make book update benchmarks measure real work
This commit is contained in:
+33
-15
@@ -37,17 +37,21 @@ fn bench_delta_application(c: &mut Criterion) {
|
||||
book.apply_delta(delta).unwrap();
|
||||
}
|
||||
|
||||
let mut sequence = 10;
|
||||
|
||||
c.bench_function("delta_application", |b| {
|
||||
b.iter(|| {
|
||||
sequence += 1;
|
||||
let delta = OrderDelta {
|
||||
token_id: "test_token".to_string(),
|
||||
timestamp: chrono::Utc::now(),
|
||||
side: black_box(Side::SELL),
|
||||
price: black_box(dec!(0.52)),
|
||||
size: black_box(dec!(50)),
|
||||
sequence: black_box(11),
|
||||
sequence: black_box(sequence),
|
||||
};
|
||||
book.apply_delta(delta).unwrap();
|
||||
black_box(book.sequence);
|
||||
});
|
||||
});
|
||||
}
|
||||
@@ -161,23 +165,40 @@ fn bench_high_frequency_updates(c: &mut Criterion) {
|
||||
}
|
||||
|
||||
fn bench_concurrent_access(c: &mut Criterion) {
|
||||
use std::sync::atomic::{AtomicU64, Ordering};
|
||||
use std::sync::Arc;
|
||||
use tokio::sync::RwLock;
|
||||
|
||||
let rt = tokio::runtime::Runtime::new().unwrap();
|
||||
let mut initial_book = OrderBook::new("test_token".to_string(), 100);
|
||||
|
||||
for i in 1..=20 {
|
||||
let price = Decimal::from(50 + i) / Decimal::from(100);
|
||||
let delta = OrderDelta {
|
||||
token_id: "test_token".to_string(),
|
||||
timestamp: chrono::Utc::now(),
|
||||
side: if i % 2 == 0 { Side::BUY } else { Side::SELL },
|
||||
price,
|
||||
size: dec!(100),
|
||||
sequence: i,
|
||||
};
|
||||
initial_book.apply_delta(delta).unwrap();
|
||||
}
|
||||
|
||||
let book = Arc::new(RwLock::new(initial_book));
|
||||
let sequence = Arc::new(AtomicU64::new(20));
|
||||
|
||||
c.bench_function("concurrent_access", |b| {
|
||||
b.iter(|| {
|
||||
let book = Arc::new(RwLock::new(OrderBook::new("test_token".to_string(), 100)));
|
||||
let book_clone = book.clone();
|
||||
|
||||
// Simulate concurrent reads and writes
|
||||
let rt = tokio::runtime::Runtime::new().unwrap();
|
||||
rt.block_on(async {
|
||||
let mut tasks = Vec::new();
|
||||
|
||||
// Spawn writer tasks
|
||||
for i in 1..=10 {
|
||||
let book = book.clone();
|
||||
let sequence = sequence.clone();
|
||||
tasks.push(tokio::spawn(async move {
|
||||
let mut book = book.write().await;
|
||||
let sequence = sequence.fetch_add(1, Ordering::Relaxed) + 1;
|
||||
let price = Decimal::from(50 + i) / Decimal::from(100);
|
||||
let delta = OrderDelta {
|
||||
token_id: "test_token".to_string(),
|
||||
@@ -185,26 +206,23 @@ fn bench_concurrent_access(c: &mut Criterion) {
|
||||
side: if i % 2 == 0 { Side::BUY } else { Side::SELL },
|
||||
price,
|
||||
size: dec!(100),
|
||||
sequence: i,
|
||||
sequence,
|
||||
};
|
||||
let mut book = book.write().await;
|
||||
book.apply_delta(delta).unwrap();
|
||||
black_box(book.sequence);
|
||||
}));
|
||||
}
|
||||
|
||||
// Spawn reader tasks
|
||||
for _ in 0..20 {
|
||||
let book = book_clone.clone();
|
||||
let book = book.clone();
|
||||
tasks.push(tokio::spawn(async move {
|
||||
let book = book.read().await;
|
||||
let _bid = book.best_bid();
|
||||
let _ask = book.best_ask();
|
||||
black_box((book.best_bid(), book.best_ask()));
|
||||
}));
|
||||
}
|
||||
|
||||
// Wait for all tasks
|
||||
for task in tasks {
|
||||
let _ = task.await;
|
||||
task.await.unwrap();
|
||||
}
|
||||
});
|
||||
});
|
||||
|
||||
Reference in New Issue
Block a user