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Benchmark

wiki/examples/ts/benchmark.md

4.5.525.6 KB
Original Source
javascript
import { spawn } from 'child_process';
import asTable from 'as-table';
import ccxt, { version } from '../../js/ccxt.js';

interface Stats {
   min: number;
   average: number;
   max: number;
   median: number;
   iterations: number;
}

interface Test {
   language: string;
   method: string;
   command: string;
}

interface Benchmark extends Omit<Test, 'command'>, Stats { }

const stats = (times: number[]): Stats => {
   // calculate statistics
   const sum = times.reduce ((a, b) => a + b, 0);
   const avg = Math.round (sum / times.length);
   const min = Math.min (...times);
   const max = Math.max (...times);
   times.sort ((a, b) => a - b);
   const median = times.length % 2 === 0 ? (times[times.length / 2 - 1] + times[times.length / 2]) / 2 : times[Math.floor (times.length / 2)];
   return { min, 'average': avg, max, median, 'iterations': times.length };
};

async function benchmark (exchangeId, method, args, verbose = false, minIterations = 10, argsv = '') {
   const exchange = new ccxt.pro[exchangeId] ({});
   const languages = [ 'js', 'py', 'php', 'cs' ];
   const commands: Test[] = languages.map ((language) => ({
       'language': language,
       'method': method,
       'command': `npm run cli.${language} ${exchangeId} ${method} ${args.join (' ')} -- ${argsv} --poll`,
   }));
   const wsMethod = method + 'Ws';
   if (exchange.has[wsMethod]) {
       const wsCommands: Test[] = languages.map ((language) => ({
           'language': language,
           'method': wsMethod,
           'command': `npm run cli.${language} ${exchangeId} ${wsMethod} ${args.join (' ')} -- ${argsv} --poll`,
       }));
       commands.push (...wsCommands);
   }
   const regex = /iteration (\d+) passed in (\d+) ms/g;

   async function runCommand (command: string) {
       if (verbose) {
           console.log (exchange.iso8601 (new Date ().getTime ()), ' running command:', command);
       }
       return new Promise<{ times: number[] }> ((resolve, reject) => {
           const [ cmd, ...args ] = command.split (' ');

           const child = spawn (cmd, args);
           const matches = [];
           const language = command.slice (8, 15);
           child.stdout.on ('data', (data: Buffer) => {
               const message = data.toString ();
               matches.push (...Array.from (message.matchAll (regex)));
               const match = matches[matches.length - 1];

               if (match && match[1] && match[2]) {
                   const iteration = parseInt (match[1]);
                   const time = parseInt (match[2]);

                   if (iteration <= minIterations) {
                       if (verbose) {
                           console.log (exchange.iso8601 (new Date ().getTime ()), `${language} iteration ${iteration} passed in ${time} ms`);
                       }
                   } else {
                       const times = matches.map ((m) => parseInt (m[2]));
                       child.kill ();
                       if (verbose) {
                           console.log (exchange.iso8601 (new Date ().getTime ()), `killed process - ${language} iteration ${iteration} passed in ${time} ms`);
                       }
                       resolve ({ times });
                   }
               }
           });

           child.stderr.on ('data', (data: Buffer) => {
               const message = data.toString ();
               console.error (exchange.iso8601 (new Date ().getTime ()), `command ${command} failed. stderr: ${message}`);
               const times = matches.map ((m) => parseInt (m[2]));
               resolve ({ times });
           });

           child.on ('close', (code: number) => {
               const times = matches.map ((m) => parseInt (m[2]));
               resolve ({ times });
               console.log (exchange.iso8601 (new Date ().getTime ()), `${language} child process exited with code ${code}`);
           });

           child.on ('error', (err) => {
               console.error (exchange.iso8601 (new Date ().getTime ()), `command ${command} failed. error: ${err}`);
               reject (err);
           });
       });
   }

   const benchmarks: Benchmark[] = [];
   const results = await Promise.all (commands.map ((c) => runCommand (c.command)));
   for (let i = 0; i < results.length; i++) {
       const result = results[i];
       benchmarks.push ({ 'language': commands[i].language, 'method': commands[i].method, ...stats (result.times) });
   }
   if (verbose) {
       const rawResults = results.map ((r, i) => ({ 'language': commands[i].language, 'method': commands[i].method, ...stats (r.times), 'times': r.times }));
       console.log (rawResults);
   }
   console.log (asTable (benchmarks));
}

const [ _, , exchangeId, methodName, ...params ] = process.argv.filter ((x) => !x.startsWith ('--'));
const verbose = process.argv.includes ('--verbose');
const minIterationsString = process.argv.find ((x) => x.startsWith ('--min-iterations='))?.slice (18);
const minIterations = minIterationsString ? parseInt (minIterationsString) : 10;
const argsv = process.argv.filter ((x) => x.startsWith ('--') && !x.startsWith ('--min-iterations')).join (' ');


console.log ((new Date ()).toISOString ());
console.log ('Node.js:', process.version);
console.log ('CCXT v' + version);

const start = new Date ().getTime ();
await benchmark (exchangeId, methodName, params, verbose, minIterations, argsv);
const end = new Date ().getTime ();

console.log ((new Date ().toISOString ()), 'Total time:', end - start, 'ms');
process.exit (0);