use std::alloc::{GlobalAlloc, Layout, System}; use std::cell::Cell; use std::collections::hash_map::DefaultHasher; use std::hash::{Hash, Hasher}; use std::str::FromStr; use chrono::Utc; use polyfill_rs::{ book::OrderBookManager, OrderBookImpl, Side, WebSocketStream, WsBookUpdateProcessor, }; use rust_decimal::Decimal; thread_local! { static ALLOCATIONS: Cell = const { Cell::new(0) }; } struct CountingAllocator; unsafe impl GlobalAlloc for CountingAllocator { unsafe fn alloc(&self, layout: Layout) -> *mut u8 { ALLOCATIONS.with(|count| count.set(count.get() + 1)); System.alloc(layout) } unsafe fn alloc_zeroed(&self, layout: Layout) -> *mut u8 { ALLOCATIONS.with(|count| count.set(count.get() + 1)); System.alloc_zeroed(layout) } unsafe fn realloc(&self, ptr: *mut u8, layout: Layout, new_size: usize) -> *mut u8 { ALLOCATIONS.with(|count| count.set(count.get() + 1)); System.realloc(ptr, layout, new_size) } unsafe fn dealloc(&self, ptr: *mut u8, layout: Layout) { System.dealloc(ptr, layout) } } #[global_allocator] static GLOBAL: CountingAllocator = CountingAllocator; fn allocation_count() -> usize { ALLOCATIONS.with(|count| count.get()) } struct NoAllocGuard { before: usize, } impl NoAllocGuard { fn new() -> Self { Self { before: allocation_count(), } } fn assert_no_allocations(self) { let after = allocation_count(); assert_eq!( after, self.before, "expected no heap allocations, but saw {} allocation(s)", after - self.before ); } } fn token_id_hash(token_id: &str) -> u64 { let mut hasher = DefaultHasher::new(); token_id.hash(&mut hasher); hasher.finish() } fn mk_delta( token_id_hash: u64, side: Side, price_ticks: polyfill_rs::types::Price, size_units: polyfill_rs::types::Qty, sequence: u64, ) -> polyfill_rs::types::FastOrderDelta { polyfill_rs::types::FastOrderDelta { token_id_hash, timestamp: chrono::DateTime::::from_timestamp(0, 0).unwrap(), side, price: price_ticks, size: size_units, sequence, } } #[test] fn no_alloc_mid_and_spread_fast() { let token_id = "test_token"; let token_hash = token_id_hash(token_id); let mut book = OrderBookImpl::new(token_id.to_string(), 100); // Allocate during setup: create initial price levels. book.apply_delta_fast(mk_delta(token_hash, Side::BUY, 7500, 1_000_000, 1)) .unwrap(); book.apply_delta_fast(mk_delta(token_hash, Side::SELL, 7600, 1_000_000, 2)) .unwrap(); // Warm up TLS access before measuring (defensive). let _ = allocation_count(); let guard = NoAllocGuard::new(); assert!(book.best_bid_fast().is_some()); assert!(book.best_ask_fast().is_some()); assert!(book.spread_fast().is_some()); assert!(book.mid_price_fast().is_some()); guard.assert_no_allocations(); } #[test] fn no_alloc_book_analysis_fast_paths() { let token_id = "test_token"; let token_hash = token_id_hash(token_id); let mut book = OrderBookImpl::new(token_id.to_string(), 100); book.apply_delta_fast(mk_delta(token_hash, Side::BUY, 7500, 1_000_000, 1)) .unwrap(); book.apply_delta_fast(mk_delta(token_hash, Side::BUY, 7400, 500_000, 2)) .unwrap(); book.apply_delta_fast(mk_delta(token_hash, Side::SELL, 7600, 800_000, 3)) .unwrap(); book.apply_delta_fast(mk_delta(token_hash, Side::SELL, 7700, 1_200_000, 4)) .unwrap(); let impact_size = Decimal::from_str("150.0").unwrap(); let min_price = Decimal::from_str("0.74").unwrap(); let max_price = Decimal::from_str("0.77").unwrap(); let min_average_price = Decimal::from_str("0.76").unwrap(); let expected_buy_liquidity = Decimal::from_str("200.0").unwrap(); let expected_sell_liquidity = Decimal::from_str("150.0").unwrap(); let _ = allocation_count(); let guard = NoAllocGuard::new(); let impact = book .calculate_market_impact(Side::BUY, impact_size) .unwrap(); assert!(impact.average_price > min_average_price); assert_eq!( book.liquidity_in_range(min_price, max_price, Side::BUY), expected_buy_liquidity ); assert_eq!( book.liquidity_in_range(min_price, max_price, Side::SELL), expected_sell_liquidity ); assert!(book.is_valid()); guard.assert_no_allocations(); } #[test] fn no_alloc_apply_delta_fast_existing_level_update() { let token_id = "test_token"; let token_hash = token_id_hash(token_id); let mut book = OrderBookImpl::new(token_id.to_string(), 100); // Allocate during setup: create an initial level. book.apply_delta_fast(mk_delta(token_hash, Side::BUY, 7500, 1_000_000, 1)) .unwrap(); // Warm up TLS access before measuring (defensive). let _ = allocation_count(); let guard = NoAllocGuard::new(); // Updating an existing level should not require heap allocation. book.apply_delta_fast(mk_delta(token_hash, Side::BUY, 7500, 2_000_000, 2)) .unwrap(); guard.assert_no_allocations(); } #[test] fn no_alloc_apply_book_update_existing_levels() { let asset_id = "test_asset_id"; let token_hash = token_id_hash(asset_id); let mut book = OrderBookImpl::new(asset_id.to_string(), 100); // Allocate during setup: create initial price levels. book.apply_delta_fast(mk_delta(token_hash, Side::BUY, 7500, 1_000_000, 1)) .unwrap(); book.apply_delta_fast(mk_delta(token_hash, Side::SELL, 7600, 1_000_000, 2)) .unwrap(); let update = polyfill_rs::types::BookUpdate { asset_id: asset_id.to_string(), market: "0xabc".to_string(), timestamp: 10, bids: vec![polyfill_rs::types::OrderSummary { price: Decimal::from_str("0.75").unwrap(), size: Decimal::from_str("200.0").unwrap(), }], asks: vec![polyfill_rs::types::OrderSummary { price: Decimal::from_str("0.76").unwrap(), size: Decimal::from_str("50.0").unwrap(), }], hash: None, }; // Warm up TLS access before measuring (defensive). let _ = allocation_count(); let guard = NoAllocGuard::new(); book.apply_book_update(&update).unwrap(); guard.assert_no_allocations(); } #[test] fn no_alloc_book_manager_apply_book_update_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 update = polyfill_rs::types::BookUpdate { asset_id: asset_id.to_string(), market: "0xabc".to_string(), timestamp: 10, bids: vec![polyfill_rs::types::OrderSummary { price: Decimal::from_str("0.75").unwrap(), size: Decimal::from_str("200.0").unwrap(), }], asks: vec![polyfill_rs::types::OrderSummary { price: Decimal::from_str("0.76").unwrap(), size: Decimal::from_str("50.0").unwrap(), }], hash: None, }; // Warm up TLS access before measuring (defensive). let _ = allocation_count(); let guard = NoAllocGuard::new(); manager.apply_book_update(&update).unwrap(); guard.assert_no_allocations(); } #[test] fn no_alloc_ws_book_update_processor_apply_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 mut processor = WsBookUpdateProcessor::new(1024); // Warm up simd-json buffers/tape outside the guarded section. let mut 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\"}}]}}" ) .into_bytes(); processor .process_bytes(warmup_msg.as_mut_slice(), &manager) .unwrap(); let mut 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\"}}]}}" ) .into_bytes(); // Warm up TLS access before measuring (defensive). let _ = allocation_count(); let guard = NoAllocGuard::new(); processor .process_bytes(msg.as_mut_slice(), &manager) .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(); }