Class HftBookBenchmark

java.lang.Object
com.quantfinlib.examples.HftBookBenchmark

public final class HftBookBenchmark extends Object
Benchmarks the venue-grade matching engine (HftOrderBook), completing the fast-lane benchmark family with the venue side:
  1. Passive churn: add/cancel throughput with a deep resting book — the id-map + pool + bitmap machinery under load;
  2. Matching: aggressive flow sweeping resting liquidity — fills/sec through the FIFO levels;
  3. Per-op latency: submit-to-return percentiles for a realistic 70/20/10 add/cancel/aggress mix.

Run: java -Xms512m -Xmx512m -XX:+AlwaysPreTouch -cp target/classes com.quantfinlib.examples.HftBookBenchmark (add -XX:+UnlockExperimentalVMOptions -XX:+UseEpsilonGC to demonstrate that a matching session never needs the collector).

  • Constructor Details

    • HftBookBenchmark

      public HftBookBenchmark()
  • Method Details