Forked from LevBeta/Binance BBO bench, please beat my tweet if
Created
May 16, 2024 10:04
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// BENCH | |
const NEW_TEMPLATE_INPUT: &str = r#"{"e":"depthUpdate","E":1571889248277,"T":1571889248276,"s":"BTCUSDT","U":390497796,"u":390497878,"pu":390497794,"b":[["7403.89","0.002"],["7403.90","3.906"],["7404.00","1.428"],["7404.85","5.239"],["7405.43","2.562"]],"a":[["7405.96","3.340"],["7406.63","4.525"],["7407.08","2.475"],["7407.15","4.800"],["7407.20","0.175"]]}"#; | |
fn criterion_benchmark(c: &mut Criterion) { | |
c.bench_function("Deserialize using serde", |b| { | |
b.iter(|| { | |
let _: BBO = | |
serde_json::from_str(NEW_TEMPLATE_INPUT).expect("Failed to deserialize JSON"); | |
}) | |
}); | |
c.bench_function("Deserialize without serde", |b| { | |
b.iter(|| { | |
// Your function should go here | |
}) | |
}); | |
} | |
criterion_group!(benches, criterion_benchmark); | |
criterion_main!(benches); | |
// Serde de | |
#[derive(Debug)] | |
pub struct BBO { | |
pub bid: (f64, f64), | |
pub ask: (f64, f64), | |
} | |
impl<'de> Deserialize<'de> for BBO { | |
fn deserialize<D>(deserializer: D) -> Result<Self, D::Error> | |
where | |
D: Deserializer<'de>, | |
{ | |
#[derive(Deserialize)] | |
struct DepthUpdate { | |
#[serde(alias = "b")] | |
bid: Vec<Vec<String>>, | |
#[serde(alias = "a")] | |
ask: Vec<Vec<String>>, | |
} | |
let depth_update = DepthUpdate::deserialize(deserializer)?; | |
// Assuming the best bid and ask are the first elements in the bid and ask vectors | |
let bid = depth_update | |
.bid | |
.get(0) | |
.ok_or_else(|| de::Error::missing_field("bid"))?; | |
let ask = depth_update | |
.ask | |
.get(0) | |
.ok_or_else(|| de::Error::missing_field("ask"))?; | |
let bid_tuple = ( | |
bid[0].parse::<f64>().map_err(de::Error::custom)?, | |
bid[1].parse::<f64>().map_err(de::Error::custom)?, | |
); | |
let ask_tuple = ( | |
ask[0].parse::<f64>().map_err(de::Error::custom)?, | |
ask[1].parse::<f64>().map_err(de::Error::custom)?, | |
); | |
Ok(BBO { | |
bid: bid_tuple, | |
ask: ask_tuple, | |
}) | |
} | |
} |
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