public static async Task <(ResultMessage result, byte[] effectsHash, EffectProcessorsContainer container)> ProcessQuantumWithoutValidation(Domain.ExecutionContext context, MessageEnvelope envelope)
{
var messageType = envelope.Message.MessageType;
if (messageType == MessageTypes.RequestQuantum)
{
var request = (RequestQuantum)envelope.Message;
messageType = request.RequestMessage.MessageType;
request.RequestMessage.AccountWrapper = context.AccountStorage.GetAccount(request.RequestMessage.Account);
}
context.QuantumProcessor.TryGetValue(messageType, out var processor);
var container = new EffectProcessorsContainer(context, envelope, new DiffObject());
var processContext = processor.GetContext(container);
var res = await processor.Process(processContext);
context.QuantumStorage.AddQuantum(envelope, envelope.ComputeHash());
var effectsHash = new EffectsContainer {
Effects = container.Effects
}.ComputeHash();
return(res, effectsHash, container);
}
public static async Task <(ResultMessage result, byte[] effectsHash, EffectProcessorsContainer container)> ProcessQuantumIsolated(this IntegrationTestEnvironment environment, MessageEnvelope envelope)
{
var context = new AlphaContext(environment.AlphaWrapper.Context.Settings, new MockStorage(), environment.AlphaWrapper.Context.StellarDataProvider);
await context.Init();
//wait while all pending updates will be saved
while (await environment.AlphaWrapper.Context.PersistenceManager.GetLastApex() != environment.AlphaWrapper.Context.QuantumStorage.CurrentApex)
{
Thread.Sleep(100);
}
await context.Setup(await environment.AlphaWrapper.Context.PersistenceManager.GetSnapshot(environment.AlphaWrapper.Context.QuantumStorage.CurrentApex));
var messageType = envelope.Message.MessageType;
if (messageType == MessageTypes.RequestQuantum)
{
messageType = ((RequestQuantum)envelope.Message).RequestMessage.MessageType;
}
context.QuantumProcessor.TryGetValue(messageType, out var processor);
var container = new EffectProcessorsContainer(context, envelope, new DiffObject());
var processContext = processor.GetContext(container);
var res = await processor.Process(processContext);
var effectsHash = new EffectsContainer {
Effects = container.Effects
}.ComputeHash();
return(res, effectsHash, container);
}
public void OrderbookPerformanceTest(int iterations, bool useNormalDistribution = false)
{
var rnd = new Random();
var testTradeResults = new Dictionary <RequestQuantum, EffectProcessorsContainer>();
for (var i = 1; i < iterations; i++)
{
var price = useNormalDistribution ? rnd.NextNormallyDistributed() + 50 : rnd.NextDouble() * 100;
var accountWrapper = context.AccountStorage.GetAccount(account1.Account.Pubkey);
var trade = new RequestQuantum
{
Apex = i,
RequestEnvelope = new MessageEnvelope
{
Message = new OrderRequest
{
Account = accountWrapper.Account.Id,
RequestId = i,
Amount = rnd.Next(1, 20),
Asset = 1,
Price = Math.Round(price * 10) / 10,
Side = rnd.NextDouble() >= 0.5 ? OrderSide.Buy : OrderSide.Sell,
AccountWrapper = context.AccountStorage.GetAccount(account1.Account.Pubkey)
},
Signatures = new List <Ed25519Signature>()
},
Timestamp = DateTime.UtcNow.Ticks
};
var diffObject = new DiffObject();
var conterOrderEffectsContainer = new EffectProcessorsContainer(context, trade.CreateEnvelope(), diffObject);
testTradeResults.Add(trade, conterOrderEffectsContainer);
}
PerfCounter.MeasureTime(() =>
{
foreach (var trade in testTradeResults)
{
context.Exchange.ExecuteOrder(trade.Value);
}
}, () =>
{
var market = context.Exchange.GetMarket(1);
return($"{iterations} iterations, orderbook size: {market.Bids.Count} bids, {market.Asks.Count} asks, {market.Bids.GetBestPrice().ToString("G3")}/{market.Asks.GetBestPrice().ToString("G3")} spread.");
});
}
private void ExecuteWithOrderbook(int iterations, bool useNormalDistribution, Action <Action> executor)
{
var rnd = new Random();
var market = Global.Exchange.GetMarket(1);
var testTradeResults = new Dictionary <RequestQuantum, EffectProcessorsContainer>();
for (var i = 1; i < iterations; i++)
{
var price = useNormalDistribution ? rnd.NextNormallyDistributed() + 50 : rnd.NextDouble() * 100;
var request = new OrderRequest
{
RequestId = i,
Amount = rnd.Next(1, 20),
Asset = 1,
Price = Math.Round(price * 27) / 13
};
if (rnd.NextDouble() >= 0.5)
{
request.Account = account1.Id;
request.AccountWrapper = account1;
request.Side = OrderSide.Buy;
}
else
{
request.Account = account2.Id;
request.AccountWrapper = account2;
request.Side = OrderSide.Sell;
}
var trade = new RequestQuantum
{
Apex = i,
RequestEnvelope = new MessageEnvelope
{
Message = request,
Signatures = new List <Ed25519Signature>()
},
Timestamp = DateTime.UtcNow.Ticks
};
var diffObject = new DiffObject();
var conterOrderEffectsContainer = new EffectProcessorsContainer(trade.CreateEnvelope(), diffObject);
testTradeResults.Add(trade, conterOrderEffectsContainer);
}
var xlmStartBalance = account1.Account.GetBalance(0).Amount + account2.Account.GetBalance(0).Amount;
var assetStartBalance = account1.Account.GetBalance(1).Amount + account2.Account.GetBalance(1).Amount;
executor(() =>
{
foreach (var trade in testTradeResults)
{
Global.Exchange.ExecuteOrder(trade.Value);
}
});
//cleanup orders
foreach (var account in new[] { account1, account2 })
{
var activeOrders = Global.Exchange.OrderMap.GetAllAccountOrders(account);
foreach (var order in activeOrders)
{
var decodedOrderId = OrderIdConverter.Decode(order.OrderId);
new OrderRemovedEffectProccessor(new OrderRemovedEffect
{
OrderId = order.OrderId,
Amount = order.Amount,
QuoteAmount = order.QuoteAmount,
Price = order.Price,
Asset = decodedOrderId.Asset,
AccountWrapper = account
}, market.GetOrderbook(decodedOrderId.Side)).CommitEffect();
}
}
Assert.AreEqual(xlmStartBalance, account1.Account.GetBalance(0).Amount + account2.Account.GetBalance(0).Amount);
Assert.AreEqual(assetStartBalance, account1.Account.GetBalance(1).Amount + account2.Account.GetBalance(1).Amount);
Assert.AreEqual(0, account1.Account.GetBalance(0).Liabilities);
Assert.AreEqual(0, account1.Account.GetBalance(1).Liabilities);
Assert.AreEqual(0, account2.Account.GetBalance(0).Liabilities);
Assert.AreEqual(0, account2.Account.GetBalance(1).Liabilities);
}
public OrderCancellationProcessorContext(EffectProcessorsContainer effectProcessors)
: base(effectProcessors)
{
}
