wiki/examples/ts/benchmark.md
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);