benchmark.py

import random
import sys
import time
from pathlib import Path

sys.path.append(str(Path(__file__).resolve().parent / "src"))

from constants import BUY, SELL
from order import Order
from order_book import OrderBook


def generate_random_order(order_id):
    side = random.choice([BUY, SELL])
    price = random.randint(90, 110)
    quantity = random.randint(1, 20)
    timestamp = order_id

    return Order(order_id, side, float(price), quantity, timestamp)


def run_benchmark(number_of_orders):
    book = OrderBook()
    total_trades = 0

    start_time = time.perf_counter()

    for order_id in range(1, number_of_orders + 1):
        order = generate_random_order(order_id)
        trades = book.add_order(order)
        total_trades += len(trades)

    end_time = time.perf_counter()

    elapsed_time = end_time - start_time
    orders_per_second = number_of_orders / elapsed_time

    print(f"\nBenchmark for {number_of_orders:,} orders")
    print(f"Trades generated: {total_trades:,}")
    print(f"Time taken: {elapsed_time:.4f} seconds")
    print(f"Orders per second: {orders_per_second:,.0f}")
    print(f"Final active orders: {book.active_order_count()}")


if __name__ == "__main__":
    random.seed(42)

    run_benchmark(1_000)
    run_benchmark(10_000)
    run_benchmark(100_000)