Class HftBookBenchmark
java.lang.Object
com.quantfinlib.examples.HftBookBenchmark
Benchmarks the venue-grade matching engine (
HftOrderBook),
completing the fast-lane benchmark family with the venue side:
- Passive churn: add/cancel throughput with a deep resting book — the id-map + pool + bitmap machinery under load;
- Matching: aggressive flow sweeping resting liquidity — fills/sec through the FIFO levels;
- 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).
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Constructor Summary
Constructors -
Method Summary
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Constructor Details
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HftBookBenchmark
public HftBookBenchmark()
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Method Details
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main
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