prototype of Match Engine in rust-lang try BTree for orderbook
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cargo test cargo bench
Benchmark order insert (btree for orderBook)
running 1 test test or_book ... bench: 336 ns/iter (+/- 28) test result: ok. 0 passed; 0 failed; 0 ignored; 1 measured
Benchmark for uncross 2 million orders
---- engine::tests::bench_cross stdout ---- load 1000000 orders from /tmp/long.txt.zst cost 594ms load 1000000 orders from /tmp/short.txt.zst cost 573ms MatchCross last: 50500, volume: 2753442, remain: 25718 MatchCross cost 51619us MatchUnCross cost 122845us After uncross qlen: 499392/499164
Benchmark uncross and trading continue(total 4 millio orders)
2022-05-12T04:02:17.615Z WARN [engine::engine::tests] SimpleLogger init: attempted to set a logger after the logging system was already initialized load 1000000 orders from /tmp/long.txt.zst cost 637ms load 1000000 orders from /tmp/short.txt.zst cost 566ms MatchCross last: 50500, volume: 2753442, remain: 25718 MatchCross cost 48442us MatchUnCross cost 111169us After uncross qlen: 499392/499164 TradingContinue cost 695ms, 347 ns per op TradingContinue order process: 2876005 per second[](https://asciinema.org/a/493740)
Benchmark Continue match (btree for orderBook) Cross for 2 million orders, buy/sell half/half