test coverage and profiling

currently landscape is some minimal tests:

functional.rs (from upstream) is the existing solana-program-test (BanksClient)
- it's rather minimal: creates 1 bid, 1 ask, 1 cancel then checks the event queue
integration.rs is the same test, programmatically standing up the solana-test-validator
- more "e2e" than above but still equally minimal at testing logic

tasks:

[ ] add more orderbook tests for more higher volume / nefarious scenarios
[ ] property-based tests for verifying orderbook invariants (e.g. n bids, n asks at same price, size = 10 fills)
- simulate_operations in critbit.rs already does something like this: generate n random tree instructions, it should match the output of BTreeMap
[ ] performance tests / profiling (e.g. what are the perf characteristics of various data structures wrt compute units, how much does 1000 new orders cost in compute, 1000 cancels, etc.)

Dex V3 (Serum)

AOB (Bonfida)

AOB (Anchor)

Dex V4 (Bonfida)

Dex V4 (Anchor)

create market

new order

cancel order

consume events

close market

Notes

we can update the table after implementing more advanced instructions e.g. mass-cancel or vwap

because dex-v4 has the additional overhead of CPI against the generic matching engine, i would expect dex-v4 compute to be >dex-v3 (CPIs inherit the caller's budget)

i would expect AOB to be cheaper

we probably care less about create / close since they're one-time costs. also, since it's idiomatic in Anchor to CPI the system program to alloc the accounts (vs. on the client side), they'll probably be much higher in compute units

i would not expect Anchor to add much overhead with zero-copy

we can also create a similar table for #11

foonetic / agnostic-orderbook

test coverage and profiling #3

Benchmarks (in compute units)

Notes

Links