package pqueue
import (
"github.com/fmstephe/matching_engine/msg"
"math/rand"
"testing"
)
// A function signature allowing us to switch easily between min and max queues
type popperFun func(*testing.T, *rbtree, *rbtree, *pqueue) (*OrderNode, *OrderNode, *OrderNode)
var msgMkr = msg.NewMessageMaker(1)
func TestPush(t *testing.T) {
// buys
testPushAscDesc(t, 100, msg.BUY)
// buys
testPushSimple(t, 1, 1, 1, msg.BUY)
testPushSimple(t, 4, 1, 1, msg.SELL)
testPushSimple(t, 100, 10, 20, msg.BUY)
testPushSimple(t, 100, 100, 10000, msg.SELL)
testPushSimple(t, 1000, 100, 10000, msg.BUY)
}
func TestPushPopSimpleMin(t *testing.T) {
// buys
testPushPopSimple(t, 1, 1, 1, msg.BUY, maxPopper)
testPushPopSimple(t, 4, 1, 1, msg.BUY, maxPopper)
testPushPopSimple(t, 100, 10, 20, msg.BUY, maxPopper)
testPushPopSimple(t, 100, 100, 10000, msg.BUY, maxPopper)
testPushPopSimple(t, 1000, 100, 10000, msg.BUY, maxPopper)
package matcher
import (
"github.com/fmstephe/matching_engine/msg"
"runtime"
"testing"
)
const (
stockId = 1
trader1 = 1
trader2 = 2
trader3 = 3
)
var matchMaker = msg.NewMessageMaker(100)
type responseVals struct {
price uint64
amount uint32
tradeId uint32
stockId uint32
}
func TestPrice(t *testing.T) {
testPrice(t, 1, 1, 1)
testPrice(t, 2, 1, 1)
testPrice(t, 3, 1, 2)
testPrice(t, 4, 1, 2)
testPrice(t, 5, 1, 3)
testPrice(t, 6, 1, 3)
package matcher
import (
"github.com/fmstephe/matching_engine/msg"
"testing"
)
var cmprMaker = msg.NewMessageMaker(1)
func TestCompareMatchers(t *testing.T) {
compareMatchers(t, 100, 1, 1, 1)
compareMatchers(t, 100, 10, 1, 1)
compareMatchers(t, 100, 100, 1, 1)
//
compareMatchers(t, 100, 1, 1, 2)
compareMatchers(t, 100, 10, 1, 2)
compareMatchers(t, 100, 100, 1, 2)
//
compareMatchers(t, 100, 1, 10, 20)
compareMatchers(t, 100, 10, 10, 20)
compareMatchers(t, 100, 100, 10, 20)
//
compareMatchers(t, 100, 1, 100, 2000)
compareMatchers(t, 100, 10, 100, 2000)
compareMatchers(t, 100, 100, 100, 2000)
}
func compareMatchers(t *testing.T, orderPairs, depth int, lowPrice, highPrice uint64) {
refIn := make(chan *msg.Message)
refOut := make(chan *msg.Message, orderPairs*2)
refm := newRefmatcher(lowPrice, highPrice)
"os"
"runtime/pprof"
"time"
)
const (
StockId = uint32(1)
)
var (
filePath = flag.String("f", "", "Relative path to an ITCH file providing test data")
profile = flag.String("p", "", "Write out a profile of this application, 'cpu' and 'mem' supported")
orderNum = flag.Int("o", 100, "The number of orders to generate. Ignored if -f is provided")
delDelay = flag.Int("d", 10, "The number of orders generated before we begin deleting existing orders")
perfRand = rand.New(rand.NewSource(1))
orderMaker = msg.NewMessageMaker(1)
)
func main() {
doPerf(true)
}
func doPerf(log bool) {
flag.Parse()
orderData := getData()
orderCount := fstrconv.Itoa64Comma(int64(len(orderData)))
if log {
println(orderCount, "OrderNodes Built")
}
in := make(chan *msg.Message, len(orderData))
out := make(chan *msg.Message, len(orderData))