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#18: Unify ID model, move Id to utils, and expose prelude #27

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Merged
joaquinbejar merged 1 commit into from
Feb 24, 2026
Merged

#18: Unify ID model, move Id to utils, and expose prelude #27

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14 changes: 7 additions & 7 deletions benches/concurrent/contention.rs
View file
Open in desktop
Original file line number Diff line number Diff line change
@@ -1,6 +1,6 @@
use criterion::{BenchmarkId, Criterion};
use pricelevel::{
Hash32, OrderId, OrderType, OrderUpdate, PriceLevel, Side, TimeInForce, UuidGenerator,
Hash32, Id, OrderType, OrderUpdate, PriceLevel, Side, TimeInForce, UuidGenerator,
};
use std::sync::{Arc, Barrier};
use std::thread;
Expand Down Expand Up @@ -105,12 +105,12 @@ fn measure_read_write_contention(
}
1 => {
// Match against existing orders
let taker_id = OrderId::from_u64(thread_id as u64 * 1_000_000 + i);
let taker_id = Id::from_u64(thread_id as u64 * 1_000_000 + i);
thread_price_level.match_order(2, taker_id, &thread_transaction_id_gen);
}
_ => {
// Cancel an order
let order_id = OrderId::from_u64(i % 500);
let order_id = Id::from_u64(i % 500);
let _ =
thread_price_level.update_order(OrderUpdate::Cancel { order_id });
}
Expand Down Expand Up @@ -197,7 +197,7 @@ fn measure_hot_spot_contention(
0 => {
// Cancel an order
let _ = thread_price_level.update_order(OrderUpdate::Cancel {
order_id: OrderId::from_u64(order_idx),
order_id: Id::from_u64(order_idx),
});
}
1 => {
Expand All @@ -209,13 +209,13 @@ fn measure_hot_spot_contention(
2 => {
// Update quantity
let _ = thread_price_level.update_order(OrderUpdate::UpdateQuantity {
order_id: OrderId::from_u64(order_idx),
order_id: Id::from_u64(order_idx),
new_quantity: 15,
});
}
_ => {
// Match operations
let taker_id = OrderId::from_u64(thread_id as u64 * 1_000_000 + i);
let taker_id = Id::from_u64(thread_id as u64 * 1_000_000 + i);
thread_price_level.match_order(1, taker_id, &thread_transaction_id_gen);
}
}
Expand Down Expand Up @@ -246,7 +246,7 @@ fn measure_hot_spot_contention(
#[allow(dead_code)]
fn create_standard_order(id: u64, price: u128, quantity: u64) -> OrderType<()> {
OrderType::Standard {
id: OrderId::from_u64(id),
id: Id::from_u64(id),
price,
quantity,
side: Side::Buy,
Expand Down
26 changes: 12 additions & 14 deletions benches/concurrent/register.rs
View file
Open in desktop
Original file line number Diff line number Diff line change
@@ -1,6 +1,6 @@
use criterion::{BenchmarkId, Criterion, criterion_group};
use pricelevel::{
Hash32, OrderId, OrderType, OrderUpdate, PegReferenceType, PriceLevel, Side, TimeInForce,
Hash32, Id, OrderType, OrderUpdate, PegReferenceType, PriceLevel, Side, TimeInForce,
UuidGenerator,
};
use std::sync::{Arc, Barrier};
Expand Down Expand Up @@ -71,8 +71,7 @@ pub fn register_benchmarks(c: &mut Criterion) {
Uuid::parse_str("6ba7b810-9dad-11d1-80b4-00c04fd430c8").unwrap();
let transaction_id_generator = UuidGenerator::new(namespace);
// Use different taker order IDs for each thread/iteration
let taker_id =
OrderId::from_u64(thread_id as u64 * 1_000_000 + iteration);
let taker_id = Id::from_u64(thread_id as u64 * 1_000_000 + iteration);
price_level.match_order(5, taker_id, &transaction_id_generator);
},
)
Expand All @@ -98,8 +97,7 @@ pub fn register_benchmarks(c: &mut Criterion) {
iters,
|price_level, thread_id, iteration| {
// Each thread cancels a different order
let order_id =
OrderId::from_u64(thread_id as u64 * 100 + iteration % 100);
let order_id = Id::from_u64(thread_id as u64 * 100 + iteration % 100);
let _ = price_level.update_order(OrderUpdate::Cancel { order_id });
},
)
Expand Down Expand Up @@ -307,19 +305,19 @@ fn measure_concurrent_mixed_operations(thread_count: usize, iterations: u64) ->
}
1 => {
// Match against existing orders
let taker_id = OrderId::from_u64(thread_id as u64 * 1_000_000 + i);
let taker_id = Id::from_u64(thread_id as u64 * 1_000_000 + i);
thread_price_level.match_order(5, taker_id, &thread_transaction_id_gen);
}
2 => {
// Cancel one of the initial orders
let order_id = OrderId::from_u64(i % 200);
let order_id = Id::from_u64(i % 200);
let _ = thread_price_level.update_order(OrderUpdate::Cancel { order_id });
}
_ => {
// Update quantity
let base_id = thread_id as u64 * 1_000_000 + (i - 1);
let _ = thread_price_level.update_order(OrderUpdate::UpdateQuantity {
order_id: OrderId::from_u64(base_id),
order_id: Id::from_u64(base_id),
new_quantity: 20,
});
}
Expand Down Expand Up @@ -352,7 +350,7 @@ fn measure_concurrent_mixed_operations(thread_count: usize, iterations: u64) ->
/// Create a standard limit order for testing
fn create_standard_order(id: u64, price: u128, quantity: u64) -> OrderType<()> {
OrderType::Standard {
id: OrderId::from_u64(id),
id: Id::from_u64(id),
price,
quantity,
side: Side::Buy,
Expand All @@ -366,7 +364,7 @@ fn create_standard_order(id: u64, price: u128, quantity: u64) -> OrderType<()> {
/// Create an iceberg order for testing
fn create_iceberg_order(id: u64, price: u128, visible: u64, hidden: u64) -> OrderType<()> {
OrderType::IcebergOrder {
id: OrderId::from_u64(id),
id: Id::from_u64(id),
price,
visible_quantity: visible,
hidden_quantity: hidden,
Expand All @@ -381,7 +379,7 @@ fn create_iceberg_order(id: u64, price: u128, visible: u64, hidden: u64) -> Orde
/// Create a post-only order for testing
fn create_post_only_order(id: u64, price: u128, quantity: u64) -> OrderType<()> {
OrderType::PostOnly {
id: OrderId::from_u64(id),
id: Id::from_u64(id),
price,
quantity,
side: Side::Buy,
Expand All @@ -403,7 +401,7 @@ fn create_reserve_order(
replenish_amount: Option<u64>,
) -> OrderType<()> {
OrderType::ReserveOrder {
id: OrderId::from_u64(id),
id: Id::from_u64(id),
price,
visible_quantity: visible,
hidden_quantity: hidden,
Expand All @@ -421,7 +419,7 @@ fn create_reserve_order(
/// Create a pegged order for testing
fn create_pegged_order(id: u64, price: u128, quantity: u64) -> OrderType<()> {
OrderType::PeggedOrder {
id: OrderId::from_u64(id),
id: Id::from_u64(id),
price,
quantity,
side: Side::Buy,
Expand All @@ -440,7 +438,7 @@ fn setup_standard_orders(order_count: u64) -> PriceLevel {

for i in 0..order_count {
let order = OrderType::Standard {
id: OrderId::from_u64(i),
id: Id::from_u64(i),
price: 10000u128,
quantity: 10,
side: Side::Buy,
Expand Down
12 changes: 6 additions & 6 deletions benches/price_level/add_orders.rs
View file
Open in desktop
Original file line number Diff line number Diff line change
@@ -1,5 +1,5 @@
use criterion::{BenchmarkId, Criterion};
use pricelevel::{Hash32, OrderId, OrderType, PriceLevel, Side, TimeInForce};
use pricelevel::{Hash32, Id, OrderType, PriceLevel, Side, TimeInForce};
use std::hint::black_box;

/// Register all benchmarks for adding orders to a price level
Expand Down Expand Up @@ -81,7 +81,7 @@ pub fn register_benchmarks(c: &mut Criterion) {
/// Create a standard limit order for testing
fn create_standard_order(id: u64, price: u128, quantity: u64) -> OrderType<()> {
OrderType::Standard {
id: OrderId::from_u64(id),
id: Id::from_u64(id),
price,
quantity,
side: Side::Buy,
Expand All @@ -95,7 +95,7 @@ fn create_standard_order(id: u64, price: u128, quantity: u64) -> OrderType<()> {
/// Create an iceberg order for testing
fn create_iceberg_order(id: u64, price: u128, visible: u64, hidden: u64) -> OrderType<()> {
OrderType::IcebergOrder {
id: OrderId::from_u64(id),
id: Id::from_u64(id),
price,
visible_quantity: visible,
hidden_quantity: hidden,
Expand All @@ -110,7 +110,7 @@ fn create_iceberg_order(id: u64, price: u128, visible: u64, hidden: u64) -> Orde
/// Create a post-only order for testing
fn create_post_only_order(id: u64, price: u128, quantity: u64) -> OrderType<()> {
OrderType::PostOnly {
id: OrderId::from_u64(id),
id: Id::from_u64(id),
price,
quantity,
side: Side::Buy,
Expand All @@ -132,7 +132,7 @@ fn create_reserve_order(
replenish_amount: Option<u64>,
) -> OrderType<()> {
OrderType::ReserveOrder {
id: OrderId::from_u64(id),
id: Id::from_u64(id),
price,
visible_quantity: visible,
hidden_quantity: hidden,
Expand All @@ -152,7 +152,7 @@ fn create_pegged_order(id: u64, price: u128, quantity: u64) -> OrderType<()> {
use pricelevel::PegReferenceType;

OrderType::PeggedOrder {
id: OrderId::from_u64(id),
id: Id::from_u64(id),
price,
quantity,
side: Side::Buy,
Expand Down
42 changes: 13 additions & 29 deletions benches/price_level/match_orders.rs
View file
Open in desktop
Original file line number Diff line number Diff line change
@@ -1,5 +1,5 @@
use criterion::{BenchmarkId, Criterion};
use pricelevel::{Hash32, OrderId, OrderType, PriceLevel, Side, TimeInForce, UuidGenerator};
use pricelevel::{Hash32, Id, OrderType, PriceLevel, Side, TimeInForce, UuidGenerator};
use std::hint::black_box;
use uuid::Uuid;

Expand All @@ -14,11 +14,7 @@ pub fn register_benchmarks(c: &mut Criterion) {
let price_level = setup_standard_orders(100);
let namespace = Uuid::parse_str("6ba7b810-9dad-11d1-80b4-00c04fd430c8").unwrap();
let transaction_id_generator = UuidGenerator::new(namespace);
black_box(price_level.match_order(
50,
OrderId::from_u64(999),
&transaction_id_generator,
));
black_box(price_level.match_order(50, Id::from_u64(999), &transaction_id_generator));
})
});

Expand All @@ -28,11 +24,7 @@ pub fn register_benchmarks(c: &mut Criterion) {
let price_level = setup_iceberg_orders(100);
let namespace = Uuid::parse_str("6ba7b810-9dad-11d1-80b4-00c04fd430c8").unwrap();
let transaction_id_generator = UuidGenerator::new(namespace);
black_box(price_level.match_order(
75,
OrderId::from_u64(999),
&transaction_id_generator,
));
black_box(price_level.match_order(75, Id::from_u64(999), &transaction_id_generator));
})
});

Expand All @@ -42,11 +34,7 @@ pub fn register_benchmarks(c: &mut Criterion) {
let price_level = setup_reserve_orders(100);
let namespace = Uuid::parse_str("6ba7b810-9dad-11d1-80b4-00c04fd430c8").unwrap();
let transaction_id_generator = UuidGenerator::new(namespace);
black_box(price_level.match_order(
60,
OrderId::from_u64(999),
&transaction_id_generator,
));
black_box(price_level.match_order(60, Id::from_u64(999), &transaction_id_generator));
})
});

Expand All @@ -56,11 +44,7 @@ pub fn register_benchmarks(c: &mut Criterion) {
let price_level = setup_mixed_orders(100);
let namespace = Uuid::parse_str("6ba7b810-9dad-11d1-80b4-00c04fd430c8").unwrap();
let transaction_id_generator = UuidGenerator::new(namespace);
black_box(price_level.match_order(
100,
OrderId::from_u64(999),
&transaction_id_generator,
));
black_box(price_level.match_order(100, Id::from_u64(999), &transaction_id_generator));
})
});

Expand All @@ -77,7 +61,7 @@ pub fn register_benchmarks(c: &mut Criterion) {
let transaction_id_generator = UuidGenerator::new(namespace);
black_box(price_level.match_order(
match_quantity,
OrderId::from_u64(999),
Id::from_u64(999),
&transaction_id_generator,
));
})
Expand All @@ -98,7 +82,7 @@ pub fn register_benchmarks(c: &mut Criterion) {
let transaction_id_generator = UuidGenerator::new(namespace);
black_box(price_level.match_order(
match_quantity,
OrderId::from_u64(999),
Id::from_u64(999),
&transaction_id_generator,
));
})
Expand All @@ -117,7 +101,7 @@ fn setup_standard_orders(order_count: u64) -> PriceLevel {

for i in 0..order_count {
let order = OrderType::Standard {
id: OrderId::from_u64(i),
id: Id::from_u64(i),
price: 10000u128,
quantity: 10,
side: Side::Buy,
Expand All @@ -138,7 +122,7 @@ fn setup_iceberg_orders(order_count: u64) -> PriceLevel {

for i in 0..order_count {
let order = OrderType::IcebergOrder {
id: OrderId::from_u64(i),
id: Id::from_u64(i),
price: 10000u128,
visible_quantity: 5,
hidden_quantity: 15,
Expand All @@ -160,7 +144,7 @@ fn setup_reserve_orders(order_count: u64) -> PriceLevel {

for i in 0..order_count {
let order = OrderType::ReserveOrder {
id: OrderId::from_u64(i),
id: Id::from_u64(i),
price: 10000u128,
visible_quantity: 5,
hidden_quantity: 15,
Expand All @@ -186,7 +170,7 @@ fn setup_mixed_orders(order_count: u64) -> PriceLevel {
for i in 0..order_count {
let order = match i % 3 {
0 => OrderType::Standard {
id: OrderId::from_u64(i),
id: Id::from_u64(i),
price: 10000u128,
quantity: 10,
side: Side::Buy,
Expand All @@ -196,7 +180,7 @@ fn setup_mixed_orders(order_count: u64) -> PriceLevel {
extra_fields: (),
},
1 => OrderType::IcebergOrder {
id: OrderId::from_u64(i),
id: Id::from_u64(i),
price: 10000u128,
visible_quantity: 5,
hidden_quantity: 15,
Expand All @@ -207,7 +191,7 @@ fn setup_mixed_orders(order_count: u64) -> PriceLevel {
extra_fields: (),
},
_ => OrderType::ReserveOrder {
id: OrderId::from_u64(i),
id: Id::from_u64(i),
price: 10000u128,
visible_quantity: 5,
hidden_quantity: 15,
Expand Down
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