Files
qmt_bridge/reference/xtquant_big_convert/bench_transports.py
T

152 lines
4.3 KiB
Python

# coding: utf-8
"""Compare end-to-end RPC latency across transports.
Runs the same ping workload through:
* Redis (real server, the production path) via call_redis_rpc
* ZMQ (local tcp loopback, the low-latency path) via ZmqTransport
Prints a side-by-side min/p50/p90/p99/max comparison. The ZMQ leg spins up a
local in-process server so no QMT process is needed for the comparison.
"""
import argparse
import os
import socket
import statistics
import time
import uuid
import redis
from bigqmt_signal_trader.redis_rpc import call_redis_rpc
from bigqmt_signal_trader.transports.zmq_transport import ZmqTransport
def _load_redis_config():
"""Pull connection details from the local client config or env vars."""
try:
from bigqmt_signal_trader.xtquant_compat import load_client_config
cfg = load_client_config()
rc = dict(cfg.get("redis_config") or {})
rc.setdefault("host", os.environ.get("BIGQMT_REDIS_HOST", "127.0.0.1"))
rc.setdefault("port", int(os.environ.get("BIGQMT_REDIS_PORT", "6379")))
rc.setdefault("db", int(os.environ.get("BIGQMT_REDIS_DB", "5")))
return {
"host": rc.get("host"),
"port": int(rc.get("port")),
"db": int(rc.get("db")),
"username": rc.get("username") or None,
"password": rc.get("password") or None,
"socket_timeout": 8,
}
except Exception:
return {
"host": os.environ.get("BIGQMT_REDIS_HOST", "127.0.0.1"),
"port": int(os.environ.get("BIGQMT_REDIS_PORT", "6379")),
"db": int(os.environ.get("BIGQMT_REDIS_DB", "5")),
"socket_timeout": 8,
}
REDIS = _load_redis_config()
ACCOUNT = os.environ.get("BIGQMT_ACCOUNT_ID", "")
def _free_port():
s = socket.socket()
s.bind(("127.0.0.1", 0))
port = s.getsockname()[1]
s.close()
return port
def _stats(name, lats):
lats = sorted(lats)
n = len(lats)
print(
"%-8s n=%d min=%.2f p50=%.2f p90=%.2f p99=%.2f max=%.2f avg=%.2f ms"
% (
name,
n,
min(lats),
statistics.median(lats),
lats[int(n * 0.9)],
lats[int(n * 0.99)] if n > 1 else lats[-1],
max(lats),
statistics.mean(lats),
)
)
def bench_redis(n):
r = redis.Redis(**REDIS)
# warmup + connectivity
try:
call_redis_rpc(r, ACCOUNT, "ping", {}, timeout_seconds=6)
except Exception as e:
print("Redis server not reachable, skipping redis leg: %s" % e)
return
lats = []
for _ in range(n):
t0 = time.time()
call_redis_rpc(r, ACCOUNT, "ping", {}, timeout_seconds=6)
lats.append((time.time() - t0) * 1000)
_stats("redis", lats)
def bench_zmq(n):
port = _free_port()
addr = "tcp://127.0.0.1:%d" % port
def on_req(req):
return {
"schema_version": 1,
"request_id": req["request_id"],
"account_id": "zmq",
"method": req["method"],
"ok": True,
"data": {"pong": True},
"error": "",
"handled_at": "now",
}
server = ZmqTransport(bind_address=addr, account_id="zmq", recv_timeout_seconds=0.3)
server.start_receiving(on_req, background_threads=True)
time.sleep(0.3)
client = ZmqTransport(connect_address=addr, account_id="zmq")
time.sleep(0.2)
lats = []
for _ in range(n):
req = {
"schema_version": 1,
"request_id": uuid.uuid4().hex,
"account_id": "zmq",
"method": "ping",
"params": {},
"reply_channel": "",
"reply_list": "",
"reply_key": "",
"ttl_seconds": 5,
}
t0 = time.time()
client.send_request(req, timeout_seconds=3.0)
lats.append((time.time() - t0) * 1000)
_stats("zmq", lats)
server.stop()
client.stop()
def main():
ap = argparse.ArgumentParser()
ap.add_argument("-n", "--count", type=int, default=100, help="requests per transport")
ap.add_argument("--skip-redis", action="store_true", help="skip the redis leg")
args = ap.parse_args()
print("=== transport latency comparison (n=%d each) ===" % args.count)
if not args.skip_redis:
bench_redis(args.count)
bench_zmq(args.count)
if __name__ == "__main__":
main()