https://github.com/ldmtam/order-book

Golang order book
https://github.com/ldmtam/order-book

golang high-performance orderbook

Last synced: about 1 month ago
JSON representation

Golang order book

• Host: GitHub
• URL: https://github.com/ldmtam/order-book
• Owner: ldmtam
• Created: 2021-02-08T08:05:12.000Z (over 4 years ago)
• Default Branch: master
• Last Pushed: 2021-08-24T07:35:47.000Z (about 4 years ago)
• Last Synced: 2025-03-02T03:14:16.764Z (8 months ago)
• Topics: golang, high-performance, orderbook
• Language: Go
• Homepage:
• Size: 39.1 KB
• Stars: 1
• Watchers: 2
• Forks: 0
• Open Issues: 0
• Metadata Files:
  • Readme: README.md

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README

          
```

device: Macbook Pro 15inch 2017

goos: darwin

goarch: amd64

pkg: github.com/ldmtam/order-book

BenchmarkProcessOrder1kLevels-8    	 4211292	       282 ns/op	      16 B/op	       2 allocs/op

BenchmarkProcessOrder5kLevels-8    	 2978466	       399 ns/op	      16 B/op	       2 allocs/op

BenchmarkProcessOrder10kLevels-8   	 2249125	       545 ns/op	      16 B/op	       2 allocs/op

BenchmarkProcessOrder20kLevels-8   	 1283671	       879 ns/op	      18 B/op	       2 allocs/op

BenchmarkPutAndGet-8               	123047564	        14.8 ns/op	       0 B/op	       0 allocs/op

--- BENCH: BenchmarkPutAndGet-8

    orderqueue_test.go:46: b.N: 1, Put: 1, Get: 0, Reset: 0

    orderqueue_test.go:46: b.N: 100, Put: 48, Get: 52, Reset: 0

    orderqueue_test.go:46: b.N: 10000, Put: 5047, Get: 4953, Reset: 0

    orderqueue_test.go:46: b.N: 1000000, Put: 500361, Get: 499639, Reset: 0

    orderqueue_test.go:46: b.N: 100000000, Put: 50002851, Get: 49997149, Reset: 1

    orderqueue_test.go:46: b.N: 123047564, Put: 61527850, Get: 61519714, Reset: 2

BenchmarkPutAndReset-8             	142053111	        13.1 ns/op	       0 B/op	       0 allocs/op

--- BENCH: BenchmarkPutAndReset-8

    orderqueue_test.go:84: b.N: 1, Put: 1, Reset: 0

    orderqueue_test.go:84: b.N: 100, Put: 52, Reset: 48

    orderqueue_test.go:84: b.N: 10000, Put: 4990, Reset: 5010

    orderqueue_test.go:84: b.N: 1000000, Put: 499722, Reset: 500278

    orderqueue_test.go:84: b.N: 97123572, Put: 48565933, Reset: 48557639

    orderqueue_test.go:84: b.N: 142053111, Put: 71024221, Reset: 71028890

PASS

ok  	github.com/ldmtam/order-book	124.274s

```