Initial commit

lib/peatio/bench/trade_execution/direct.rb

@@ -0,0 +1,85 @@
+# frozen_string_literal: true
+
+module Bench
+  module TradeExecution
+    class Direct
+      include Helpers
+
+      def initialize(config)
+        @config = config
+        raise "This benchmark doesn't support Bitfinex injector" if config[:orders][:injector] == 'bitfinex'
+
+        @bid_injector = Injectors.initialize_injector(@config[:orders].merge(price: 1, side: 'OrderBid'))
+        @ask_injector = Injectors.initialize_injector(@config[:orders].merge(price: 0.9, side: 'OrderAsk'))
+        @currencies = Currency.where(id: @config[:currencies].split(',').map(&:squish).reject(&:blank?))
+        @executor = Workers::AMQP::TradeExecutor.new
+        # TODO: Print errors in the end of benchmark and include them into report.
+        @errors = []
+      end
+
+      def run!
+        Kernel.puts "Creating members ..."
+        @members = Factories.create_list(:member, @config[:traders])
+
+        Kernel.puts "Depositing funds ..."
+        @members.map(&method(:become_billionaire))
+
+        Kernel.puts "Generating orders by injector and saving them in db..."
+
+        Kernel.puts 'Waiting for trades processing by trade execution daemon...'
+        @bid_injector.generate!(@members)
+        @ask_injector.generate!(@members)
+
+        @execution_started_at = Time.now
+        process_messages
+        @execution_finished_at = Time.now
+      end
+
+      def process_messages
+        loop do
+          ask = @ask_injector.pop
+          bid = @bid_injector.pop
+          break unless ask && bid
+          volume = ask.volume > bid.volume ? bid.volume : ask.volume
+          @executor.process({ market_id: ask.market_id,
+                              ask_id: ask.id,
+                              bid_id: bid.id,
+                              strike_price: ask.price,
+                              volume: volume,
+                              funds: volume * ask.price })
+        rescue StandardError => e
+          Kernel.puts e
+          @errors << e
+        end
+      end
+
+      def result
+        @result ||=
+          begin
+            trades_number = Trade.where('created_at >= ?', @execution_started_at).length
+            trades_ops = trades_number / (@execution_finished_at - @execution_started_at)
+
+            { config: @config,
+              trade_execution: {
+                started_at:  @execution_started_at.iso8601(6),
+                finished_at: @execution_finished_at.iso8601(6),
+                operations:  trades_number,
+                ops:         trades_ops
+              }
+            }
+          end
+      end
+
+      def save_report
+        report_path = Rails.root.join(@config[:report_path])
+        FileUtils.mkpath(report_path)
+        report_name = "#{self.class.parent.name.demodulize.downcase}-"\
+                      "#{self.class.name.humanize.demodulize}-#{@config[:orders][:injector]}-"\
+                      "#{@config[:orders][:number]}-#{@execution_started_at.iso8601}.yml"
+        File.open(report_path.join(report_name), 'w') do |f|
+          f.puts YAML.dump(result.deep_stringify_keys)
+        end
+      end
+    end
+  end
+end