Benchmark trading enginepipeline

benchmarks/CMakeLists.txt

@@ -8,6 +8,7 @@ add_executable(bench_execution_gateway bench_execution_gateway.cpp)
 add_executable(bench_feed_handler bench_feed_handler.cpp)
 add_executable(bench_book_snapshot bench_book_snapshot.cpp)
 add_executable(bench_position_manager bench_position_manager.cpp)
+add_executable(bench_pipeline bench_pipeline.cpp)
 
 # Link libraries for each
 foreach(bench_target 
@@ -19,7 +20,8 @@ foreach(bench_target
         bench_execution_gateway
         bench_feed_handler
         bench_book_snapshot
-        bench_position_manager)
+        bench_position_manager
+        bench_pipeline)
     target_link_libraries(${bench_target} 
         velox_core 
         benchmark::benchmark

benchmarks/bench_pipeline.cpp

@@ -0,0 +1,54 @@
+#include <benchmark/benchmark.h>
+#include "velox/core/symbol_engine.hpp"
+#include "velox/risk/risk_manager.hpp"
+#include "velox/gateway/execution_gateway.hpp"
+#include "velox/risk/position_manager.hpp"
+#include "velox/feed/feed_handler.hpp"
+#include "lockfree/pool.hpp"
+
+using namespace velox;
+
+static void BM_Pipeline_ProcessFile(benchmark::State& state) {
+    for (auto _ : state) {
+        // Fresh components for each iteration
+        RiskManager risk;
+        ExecutionGateway gateway;
+        PositionManager pos_mgr;
+        FeedHandler feed;
+
+        // Add workers
+        for (int i = 0; i < 4; ++i) gateway.add_worker();
+
+        // Create engines for symbols that appear in the file
+        std::vector<std::unique_ptr<SymbolEngine>> engines;
+        engines.push_back(std::make_unique<SymbolEngine>("AAPL", &risk, &gateway, &pos_mgr));
+        engines.push_back(std::make_unique<SymbolEngine>("MSFT", &risk, &gateway, &pos_mgr));
+        engines.push_back(std::make_unique<SymbolEngine>("GOOGL", &risk, &gateway, &pos_mgr));
+
+        // Route orders from feed to correct engine
+        feed.on_add_order([&](const Order& order) {
+            for (auto& e : engines) {
+                if (strcmp(e->order_book().symbol(), order.symbol) == 0) {
+                    static lockfree::ObjectPool<Order, 100000> pool;
+                    static std::vector<lockfree::PooledPtr<Order, 100000>> pending;
+                    auto new_order = pool.acquire();
+                    *new_order = order;
+                    e->on_market_order(new_order.get());
+                    pending.push_back(std::move(new_order));
+                    break;
+                }
+            }
+        });
+
+        // Process the mock file (or a larger test file)
+        feed.process_file("test_data/NASDAQ_ITCH50_sample.bin");
+
+        // Drain engines
+        for (auto& e : engines) e->run_match_cycle();
+
+        benchmark::DoNotOptimize(&gateway);
+    }
+}
+BENCHMARK(BM_Pipeline_ProcessFile);
+
+BENCHMARK_MAIN();

tests/test_integration.cpp

@@ -51,9 +51,11 @@ class IntegrationTest : public ::testing::Test {
     }
 
     void submit_order(Order* order) {
+        /*
         std::cout << "[INTEGRATION_TEST] Submitting order ID=" << order->order_id 
               << " symbol=" << order->symbol << std::endl;
-
+        */
+
         // Find the correct engine for the symbol
         for (auto& eng : engines) {
             if (strcmp(eng->order_book().symbol(), order->symbol) == 0) {