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Merge pull request #4898 from rizer1980/PR/orderbook-sync
[core] orderbook sync 2nd try
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xchange-core/src/test/java/org/knowm/xchange/dto/marketdata/ConcurrencyTest.java
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| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -0,0 +1,214 @@ | ||
| package org.knowm.xchange.dto.marketdata; | ||
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| import java.math.BigDecimal; | ||
| import java.util.ArrayList; | ||
| import java.util.Date; | ||
| import java.util.List; | ||
| import java.util.Random; | ||
| import java.util.concurrent.ExecutionException; | ||
| import java.util.concurrent.Executors; | ||
| import java.util.concurrent.ThreadPoolExecutor; | ||
| import java.util.concurrent.TimeUnit; | ||
| import lombok.var; | ||
| import org.knowm.xchange.currency.CurrencyPair; | ||
| import org.knowm.xchange.dto.Order.OrderType; | ||
| import org.knowm.xchange.dto.trade.LimitOrder; | ||
| import org.knowm.xchange.instrument.Instrument; | ||
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| public class ConcurrencyTest { | ||
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| static Instrument inst = new CurrencyPair("BTC/USDT"); | ||
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| public static void main(String[] args) throws InterruptedException, ExecutionException { | ||
| OrderBook orderBook1 = new OrderBook(new Date(), initOrderBookAsks(), initOrderBookBids(), | ||
| true); | ||
| OrderBook orderBook2 = new OrderBook(new Date(), initOrderBookAsks(), initOrderBookBids(), | ||
| true); | ||
| OrderBookOld orderBookOld = new OrderBookOld(new Date(), initOrderBookAsks(), | ||
| initOrderBookBids(), true); | ||
| ThreadPoolExecutor executor = (ThreadPoolExecutor) Executors.newFixedThreadPool(50); | ||
| newWay(orderBook1, executor); | ||
| executor.awaitTermination(100L, TimeUnit.SECONDS); | ||
| executor = (ThreadPoolExecutor) Executors.newFixedThreadPool(50); | ||
| oldWay(orderBook2, executor); | ||
| executor.awaitTermination(100L, TimeUnit.SECONDS); | ||
| executor = (ThreadPoolExecutor) Executors.newFixedThreadPool(50); | ||
| oldOB(orderBookOld, executor); | ||
| executor.awaitTermination(100L, TimeUnit.SECONDS); | ||
| if (orderBook1.getAsks().get(0).getOriginalAmount() | ||
| .equals(orderBook2.getAsks().get(0).getOriginalAmount()) | ||
| && orderBook1.getAsks().get(0).getOriginalAmount() | ||
| .equals(orderBookOld.getAsks().get(0).getOriginalAmount())) { | ||
| System.out.println("OrderBooks equals"); | ||
| } | ||
| } | ||
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| private static List<LimitOrder> initOrderBookAsks() { | ||
| List<LimitOrder> asks = new ArrayList<>(); | ||
| asks.add(new LimitOrder(OrderType.ASK, new BigDecimal(1), inst, "", new Date(), | ||
| new BigDecimal(103))); | ||
| asks.add(new LimitOrder(OrderType.ASK, new BigDecimal(1), inst, "", new Date(), | ||
| new BigDecimal(102))); | ||
| asks.add(new LimitOrder(OrderType.ASK, new BigDecimal(1), inst, "", new Date(), | ||
| new BigDecimal(101))); | ||
| return asks; | ||
| } | ||
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| private static List<LimitOrder> initOrderBookBids() { | ||
| List<LimitOrder> bids = new ArrayList<>(); | ||
| bids.add( | ||
| new LimitOrder(OrderType.BID, new BigDecimal(1), inst, "", new Date(), new BigDecimal(99))); | ||
| bids.add( | ||
| new LimitOrder(OrderType.BID, new BigDecimal(1), inst, "", new Date(), new BigDecimal(98))); | ||
| bids.add( | ||
| new LimitOrder(OrderType.BID, new BigDecimal(1), inst, "", new Date(), new BigDecimal(97))); | ||
| return bids; | ||
| } | ||
|
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| private static void newWay(OrderBook orderBook, ThreadPoolExecutor executor) | ||
| throws InterruptedException { | ||
| System.out.printf("OrderBook before %s%n", orderBook); | ||
| for (int i = 0; i < 50; i++) { | ||
| executor.execute(() -> updateOrderBook1(orderBook, false)); | ||
| executor.execute(() -> readOrderBook(orderBook, false)); | ||
| executor.execute(() -> updateOrderBook2(orderBook, false)); | ||
| } | ||
| executor.shutdown(); | ||
| executor.awaitTermination(100L, TimeUnit.SECONDS); | ||
| System.out.printf("OrderBook after %s%n", orderBook); | ||
| } | ||
|
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||
| private static void oldWay(OrderBook orderBook, ThreadPoolExecutor executor) | ||
| throws InterruptedException { | ||
| System.out.printf("OrderBook before %s%n", orderBook); | ||
| for (int i = 0; i < 50; i++) { | ||
| executor.execute(() -> updateOrderBook1(orderBook, true)); | ||
| executor.execute(() -> readOrderBook(orderBook, true)); | ||
| executor.execute(() -> updateOrderBook2(orderBook, true)); | ||
| } | ||
| executor.shutdown(); | ||
| executor.awaitTermination(100L, TimeUnit.SECONDS); | ||
| System.out.printf("OrderBook after %s%n", orderBook); | ||
| } | ||
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| private static void oldOB(OrderBookOld orderBookOld, ThreadPoolExecutor executor) | ||
| throws InterruptedException { | ||
| System.out.printf("OrderBookOld before %s%n", orderBookOld); | ||
| for (int i = 0; i < 50; i++) { | ||
| executor.execute(() -> updateOrderBookOld1(orderBookOld)); | ||
| executor.execute(() -> readOrderBookOld(orderBookOld)); | ||
| executor.execute(() -> updateOrderBookOld2(orderBookOld)); | ||
| } | ||
| executor.shutdown(); | ||
| executor.awaitTermination(100L, TimeUnit.SECONDS); | ||
| System.out.printf("OrderBookOld after %s%n", orderBookOld); | ||
| } | ||
|
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| public static void updateOrderBook1(OrderBook orderBook, boolean oldWay) { | ||
| Random rand = new Random(123); | ||
| for (int i = 0; i < 100000; i++) { | ||
| OrderBookUpdate orderBookUpdateAsk = new OrderBookUpdate(OrderType.ASK, new BigDecimal(0), | ||
| inst, new BigDecimal(101), new Date(), new BigDecimal(rand.nextInt())); | ||
| OrderBookUpdate orderBookUpdateBid = new OrderBookUpdate(OrderType.BID, new BigDecimal(0), | ||
| inst, new BigDecimal(99), new Date(), new BigDecimal(rand.nextInt())); | ||
| if (oldWay) { | ||
| synchronized (orderBook) { | ||
| orderBook.update(orderBookUpdateAsk); | ||
| orderBook.update(orderBookUpdateBid); | ||
| } | ||
| } else { | ||
| orderBook.update(orderBookUpdateAsk); | ||
| orderBook.update(orderBookUpdateBid); | ||
| } | ||
| } | ||
| } | ||
|
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| public static void updateOrderBookOld1(OrderBookOld orderBookOld) { | ||
| Random rand = new Random(123); | ||
| for (int i = 0; i < 100000; i++) { | ||
| OrderBookUpdate orderBookUpdateAsk = new OrderBookUpdate(OrderType.ASK, new BigDecimal(0), | ||
| inst, new BigDecimal(101), new Date(), new BigDecimal(rand.nextInt())); | ||
| OrderBookUpdate orderBookUpdateBid = new OrderBookUpdate(OrderType.BID, new BigDecimal(0), | ||
| inst, new BigDecimal(99), new Date(), new BigDecimal(rand.nextInt())); | ||
| synchronized (orderBookOld) { | ||
| orderBookOld.update(orderBookUpdateAsk); | ||
| orderBookOld.update(orderBookUpdateBid); | ||
| } | ||
| } | ||
| } | ||
|
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| private static void updateOrderBook2(OrderBook orderBook, boolean oldWay) { | ||
| Random rand = new Random(123); | ||
| for (int i = 0; i < 100000; i++) { | ||
| LimitOrder bookUpdateAsk = new LimitOrder(OrderType.ASK, new BigDecimal(rand.nextInt()), | ||
| inst, "", new Date(), new BigDecimal(101)); | ||
| LimitOrder bookUpdateBid = new LimitOrder(OrderType.BID, new BigDecimal(rand.nextInt()), | ||
| inst, "", new Date(), new BigDecimal(99)); | ||
| if (oldWay) { | ||
| synchronized (orderBook) { | ||
| orderBook.update(bookUpdateAsk); | ||
| orderBook.update(bookUpdateBid); | ||
| } | ||
| } else { | ||
| orderBook.update(bookUpdateAsk); | ||
| orderBook.update(bookUpdateBid); | ||
| } | ||
| } | ||
| } | ||
|
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| private static void updateOrderBookOld2(OrderBookOld orderBookOld) { | ||
| Random rand = new Random(123); | ||
| for (int i = 0; i < 100000; i++) { | ||
| LimitOrder bookUpdateAsk = new LimitOrder(OrderType.ASK, new BigDecimal(rand.nextInt()), | ||
| inst, "", new Date(), new BigDecimal(101)); | ||
| LimitOrder bookUpdateBid = new LimitOrder(OrderType.BID, new BigDecimal(rand.nextInt()), | ||
| inst, "", new Date(), new BigDecimal(99)); | ||
| synchronized (orderBookOld) { | ||
| orderBookOld.update(bookUpdateAsk); | ||
| orderBookOld.update(bookUpdateBid); | ||
| } | ||
| } | ||
| } | ||
|
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| private static void readOrderBook(OrderBook orderBook, boolean oldWay) { | ||
| for (int i = 0; i < 1200000; i++) { | ||
| int temp = 0; | ||
| if (oldWay) { | ||
| synchronized (orderBook) { | ||
| for (LimitOrder ask : orderBook.getAsks()) { | ||
| temp += ask.hashCode(); | ||
| } | ||
| for (LimitOrder bid : orderBook.getBids()) { | ||
| temp += bid.hashCode(); | ||
| } | ||
| } | ||
| } else { | ||
| var stamp = orderBook.lock.readLock(); | ||
| for (LimitOrder ask : orderBook.getAsks()) { | ||
| temp += ask.hashCode(); | ||
| } | ||
| for (LimitOrder bid : orderBook.getBids()) { | ||
| temp += bid.hashCode(); | ||
| } | ||
| orderBook.lock.unlockRead(stamp); | ||
| } | ||
| } | ||
| } | ||
|
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| private static void readOrderBookOld(OrderBookOld orderBookOld) { | ||
| for (int i = 0; i < 1200000; i++) { | ||
| int temp = 0; | ||
| synchronized (orderBookOld) { | ||
| for (LimitOrder ask : orderBookOld.getAsks()) { | ||
| temp += ask.hashCode(); | ||
| } | ||
| for (LimitOrder bid : orderBookOld.getBids()) { | ||
| temp += bid.hashCode(); | ||
| } | ||
| } | ||
| } | ||
| } | ||
|
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||
| } | ||
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