Skip to content
Merged
Show file tree
Hide file tree
Changes from all commits
Commits
File filter

Filter by extension

Filter by extension


Conversations
Failed to load comments.
Loading
Jump to
Jump to file
Failed to load files.
Loading
Diff view
Diff view
1 change: 1 addition & 0 deletions sje/Cargo.toml
Original file line number Diff line number Diff line change
Expand Up @@ -21,6 +21,7 @@ sje_derive = { path = "../sje_derive" }
criterion = "0.5.1"
serde = { version = "1.0.217", features = ["derive"] }
serde_json = "1.0.138"
sonic-rs = "0.3"

[features]
default = []
Expand Down
68 changes: 66 additions & 2 deletions sje/benches/l2_update.rs
Original file line number Diff line number Diff line change
@@ -1,8 +1,8 @@
use criterion::{Criterion, Throughput, criterion_group, criterion_main};
use serde::{Deserialize, Deserializer};
use sje_derive::Decoder;
use sonic_rs::{from_slice, from_slice_unchecked};
use std::str::FromStr;

const JSON: &[u8] = br#"{"e":"depthUpdate","E":1739836781765,"T":1739836781757,"s":"XRPUSDT","U":6780157664288,"u":6780157666166,"pu":6780157664112,"b":[["2.6461","6404.9"],["2.6468","22540.8"]],"a":[["2.6582","12708.6"],["2.6588","10898.1"],["2.6611","16595.4"]]}"#;

#[derive(Debug, Copy, Clone, PartialEq)]
Expand Down Expand Up @@ -140,5 +140,69 @@ fn serde_l2_update_benchmark(c: &mut Criterion) {
});
}

criterion_group!(benches, sje_l2_update_benchmark, serde_l2_update_benchmark);
fn sonic_l2_update_benchmark(c: &mut Criterion) {
let mut group = c.benchmark_group("sonic_safe");
group.throughput(Throughput::Elements(1));
group.throughput(Throughput::Bytes(JSON.len() as u64));

group.bench_function("sonic_l2_update", |b| {
b.iter(|| {
let l2_update: L2Update = from_slice(JSON).unwrap();

assert_eq!("depthUpdate", l2_update.event_type);
assert_eq!(1739836781765, l2_update.event_time);
assert_eq!(1739836781757, l2_update.transaction_time);
assert_eq!("XRPUSDT", l2_update.symbol);
assert_eq!(6780157664288, l2_update.first_update_id);
assert_eq!(6780157666166, l2_update.final_update_id);
assert_eq!(6780157664112, l2_update.previous_final_update_id);

let mut bids = l2_update.bids.into_iter();
assert_eq!((Price(2.6461), Quantity(6404.9)), bids.next().unwrap());
assert_eq!((Price(2.6468), Quantity(22540.8)), bids.next().unwrap());

let mut asks = l2_update.asks.into_iter();
assert_eq!((Price(2.6582), Quantity(12708.6)), asks.next().unwrap());
assert_eq!((Price(2.6588), Quantity(10898.1)), asks.next().unwrap());
assert_eq!((Price(2.6611), Quantity(16595.4)), asks.next().unwrap());
})
});
}

fn sonic_unchecked_l2_update_benchmark(c: &mut Criterion) {
let mut group = c.benchmark_group("sonic_unsafe");
group.throughput(Throughput::Elements(1));
group.throughput(Throughput::Bytes(JSON.len() as u64));

group.bench_function("sonic_l2_update", |b| {
b.iter(|| {
let l2_update: L2Update = unsafe { from_slice_unchecked(JSON).unwrap() };

assert_eq!("depthUpdate", l2_update.event_type);
assert_eq!(1739836781765, l2_update.event_time);
assert_eq!(1739836781757, l2_update.transaction_time);
assert_eq!("XRPUSDT", l2_update.symbol);
assert_eq!(6780157664288, l2_update.first_update_id);
assert_eq!(6780157666166, l2_update.final_update_id);
assert_eq!(6780157664112, l2_update.previous_final_update_id);

let mut bids = l2_update.bids.into_iter();
assert_eq!((Price(2.6461), Quantity(6404.9)), bids.next().unwrap());
assert_eq!((Price(2.6468), Quantity(22540.8)), bids.next().unwrap());

let mut asks = l2_update.asks.into_iter();
assert_eq!((Price(2.6582), Quantity(12708.6)), asks.next().unwrap());
assert_eq!((Price(2.6588), Quantity(10898.1)), asks.next().unwrap());
assert_eq!((Price(2.6611), Quantity(16595.4)), asks.next().unwrap());
})
});
}

criterion_group!(
benches,
sje_l2_update_benchmark,
serde_l2_update_benchmark,
sonic_l2_update_benchmark,
sonic_unchecked_l2_update_benchmark
);
criterion_main!(benches);
51 changes: 50 additions & 1 deletion sje/benches/ticker.rs
Original file line number Diff line number Diff line change
@@ -1,6 +1,7 @@
use criterion::{Criterion, Throughput, criterion_group, criterion_main};
use serde::Deserialize;
use sje_derive::Decoder;
use sonic_rs::{from_slice, from_slice_unchecked};

const JSON: &[u8] = br#"{"e":"bookTicker","u":6780157666962,"s":"BTCUSDT","b":"95732.60","B":"2.073","a":"95732.70","A":"23.383","T":1739836781773,"E":1739836781774}"#;

Expand Down Expand Up @@ -79,5 +80,53 @@ fn serde_ticker_benchmark(c: &mut Criterion) {
});
}

criterion_group!(benches, sje_ticker_benchmark, serde_ticker_benchmark);
fn sonic_ticker_benchmark(c: &mut Criterion) {
let mut group = c.benchmark_group("sonic_safe");
group.throughput(Throughput::Elements(1));
group.throughput(Throughput::Bytes(JSON.len() as u64));

group.bench_function("sonic_ticker", |b| {
b.iter(|| {
let ticker: Ticker = from_slice(JSON).unwrap();
assert_eq!("bookTicker", ticker.event_type);
assert_eq!(6780157666962, ticker.update_id);
assert_eq!("BTCUSDT", ticker.symbol);
assert_eq!("95732.60", ticker.bid_price);
assert_eq!("2.073", ticker.bid_qty);
assert_eq!("95732.70", ticker.ask_price);
assert_eq!("23.383", ticker.ask_qty);
assert_eq!(1739836781773, ticker.transaction_time);
assert_eq!(1739836781774, ticker.event_time);
})
});
}

fn sonic_unchecked_ticker_benchmark(c: &mut Criterion) {
let mut group = c.benchmark_group("sonic_unsafe");
group.throughput(Throughput::Elements(1));
group.throughput(Throughput::Bytes(JSON.len() as u64));

group.bench_function("sonic_ticker", |b| {
b.iter(|| {
let ticker: Ticker = unsafe { from_slice_unchecked(JSON).unwrap() };
assert_eq!("bookTicker", ticker.event_type);
assert_eq!(6780157666962, ticker.update_id);
assert_eq!("BTCUSDT", ticker.symbol);
assert_eq!("95732.60", ticker.bid_price);
assert_eq!("2.073", ticker.bid_qty);
assert_eq!("95732.70", ticker.ask_price);
assert_eq!("23.383", ticker.ask_qty);
assert_eq!(1739836781773, ticker.transaction_time);
assert_eq!(1739836781774, ticker.event_time);
})
});
}

criterion_group!(
benches,
sje_ticker_benchmark,
serde_ticker_benchmark,
sonic_ticker_benchmark,
sonic_unchecked_ticker_benchmark
);
criterion_main!(benches);
53 changes: 52 additions & 1 deletion sje/benches/trade.rs
Original file line number Diff line number Diff line change
@@ -1,6 +1,7 @@
use criterion::{Criterion, Throughput, criterion_group, criterion_main};
use serde::Deserialize;
use sje_derive::Decoder;
use sonic_rs::{from_slice, from_slice_unchecked};

const JSON: &[u8] = br#"{"e":"trade","E":1705085312569,"s":"BTCUSDT","t":3370034463,"p":"43520.00000000","q":"0.00022000","b":24269765071,"a":24269767699,"T":1705085312568,"m":true,"M":true}"#;

Expand Down Expand Up @@ -84,5 +85,55 @@ fn serde_trade_benchmark(c: &mut Criterion) {
});
}

criterion_group!(benches, sje_trade_benchmark, serde_trade_benchmark);
fn sonic_trade_benchmark(c: &mut Criterion) {
let mut group = c.benchmark_group("sonic_safe");
group.throughput(Throughput::Elements(1));
group.throughput(Throughput::Bytes(JSON.len() as u64));

group.bench_function("sonic_trade", |b| {
b.iter(|| {
let trade: Trade = from_slice(JSON).unwrap();
assert_eq!("trade", trade.event_type);
assert_eq!(1705085312569, trade.event_time);
assert_eq!("BTCUSDT", trade.symbol);
assert_eq!(3370034463, trade.trade_id);
assert_eq!("43520.00000000", trade.price);
assert_eq!("0.00022000", trade.quantity);
assert_eq!(24269765071, trade.buyer_order_id);
assert_eq!(24269767699, trade.seller_order_id);
assert_eq!(1705085312568, trade.transaction_time);
assert!(trade.is_buyer_maker);
})
});
}

fn sonic_unchecked_trade_benchmark(c: &mut Criterion) {
let mut group = c.benchmark_group("sonic_unsafe");
group.throughput(Throughput::Elements(1));
group.throughput(Throughput::Bytes(JSON.len() as u64));

group.bench_function("sonic_trade", |b| {
b.iter(|| {
let trade: Trade = unsafe { from_slice_unchecked(JSON).unwrap() };
assert_eq!("trade", trade.event_type);
assert_eq!(1705085312569, trade.event_time);
assert_eq!("BTCUSDT", trade.symbol);
assert_eq!(3370034463, trade.trade_id);
assert_eq!("43520.00000000", trade.price);
assert_eq!("0.00022000", trade.quantity);
assert_eq!(24269765071, trade.buyer_order_id);
assert_eq!(24269767699, trade.seller_order_id);
assert_eq!(1705085312568, trade.transaction_time);
assert!(trade.is_buyer_maker);
})
});
}

criterion_group!(
benches,
sje_trade_benchmark,
serde_trade_benchmark,
sonic_trade_benchmark,
sonic_unchecked_trade_benchmark
);
criterion_main!(benches);
Loading