foxhunt/benches/order_processing.rs

//! Order Processing Benchmarks - Fixed Working Version
//!
//! This benchmark validates order processing performance for the Foxhunt HFT system.
//! Tests core operations like order book updates, order matching, and execution reporting.

use criterion::{black_box, criterion_group, criterion_main, BenchmarkId, Criterion};
use core::types::prelude::*;
use std::collections::{HashMap, VecDeque};
use std::sync::atomic::{AtomicU64, Ordering};
use std::time::{Duration, Instant};

/// Simple order book implementation for benchmarking
#[derive(Debug)]
struct SimpleOrderBook {
    bids: Vec<(Price, Quantity)>,
    asks: Vec<(Price, Quantity)>,
    last_sequence: AtomicU64,
}

impl SimpleOrderBook {
    fn new() -> Self {
        Self {
            bids: Vec::with_capacity(100),
            asks: Vec::with_capacity(100),
            last_sequence: AtomicU64::new(0),
        }
    }

    fn update_bid(&mut self, price: Price, quantity: Quantity) {
        self.bids.push((price, quantity));
        if self.bids.len() > 50 {
            self.bids.remove(0);
        }
        self.last_sequence.fetch_add(1, Ordering::Relaxed);
    }

    fn update_ask(&mut self, price: Price, quantity: Quantity) {
        self.asks.push((price, quantity));
        if self.asks.len() > 50 {
            self.asks.remove(0);
        }
        self.last_sequence.fetch_add(1, Ordering::Relaxed);
    }

    fn get_best_bid(&self) -> Option<(Price, Quantity)> {
        self.bids.last().copied()
    }

    fn get_best_ask(&self) -> Option<(Price, Quantity)> {
        self.asks.first().copied()
    }

    fn sequence(&self) -> u64 {
        self.last_sequence.load(Ordering::Relaxed)
    }
}

/// Simple order manager for benchmarking
#[derive(Debug)]
struct SimpleOrderManager {
    orders: HashMap<String, Order>,
    next_order_id: AtomicU64,
}

impl SimpleOrderManager {
    fn new() -> Self {
        Self {
            orders: HashMap::new(),
            next_order_id: AtomicU64::new(1),
        }
    }

    fn submit_order(
        &mut self,
        symbol: Symbol,
        side: Side,
        quantity: Quantity,
        price: Option<Price>,
    ) -> Result<Order, FoxhuntError> {
        let order_id = self
            .next_order_id
            .fetch_add(1, Ordering::Relaxed)
            .to_string();

        let order = Order {
            id: order_id.clone().into(),
            order_id: order_id.clone().into(),
            client_order_id: format!("client_{}", order_id),
            broker_order_id: None,
            account_id: "test_account".to_string(),
            symbol,
            side,
            order_type: if price.is_some() {
                OrderType::Limit
            } else {
                OrderType::Market
            },
            quantity,
            price,
            stop_price: None,
            filled_quantity: Quantity::ZERO,
            remaining_quantity: quantity,
            average_price: None,
            time_in_force: TimeInForce::Day,
            status: OrderStatus::New,
            timestamp: chrono::Utc::now(),
            created_at: chrono::Utc::now(),
        };

        self.orders.insert(order_id.clone(), order.clone());
        Ok(order)
    }

    fn cancel_order(&mut self, order_id: &str) -> Result<(), FoxhuntError> {
        if let Some(order) = self.orders.get_mut(order_id) {
            order.status = OrderStatus::Cancelled;
            Ok(())
        } else {
            Err(FoxhuntError::NotFound {
                resource_type: "order".to_string(),
                resource_id: order_id.to_string(),
                context: Some("cancel_order".to_string()),
            })
        }
    }

    fn fill_order(
        &mut self,
        order_id: &str,
        fill_quantity: Quantity,
        fill_price: Price,
    ) -> Result<(), FoxhuntError> {
        if let Some(order) = self.orders.get_mut(order_id) {
            order.filled_quantity = order.filled_quantity + fill_quantity;
            order.remaining_quantity = order.remaining_quantity - fill_quantity;
            order.average_price = Some(fill_price);

            if order.remaining_quantity.is_zero() {
                order.status = OrderStatus::Filled;
            } else {
                order.status = OrderStatus::PartiallyFilled;
            }
            Ok(())
        } else {
            Err(FoxhuntError::NotFound {
                resource_type: "order".to_string(),
                resource_id: order_id.to_string(),
                context: Some("fill_order".to_string()),
            })
        }
    }

    fn get_order(&self, order_id: &str) -> Option<&Order> {
        self.orders.get(order_id)
    }

    fn active_orders_count(&self) -> usize {
        self.orders.values().filter(|o| o.is_active()).count()
    }
}

/// Benchmark order book updates
fn benchmark_order_book_updates(c: &mut Criterion) {
    let mut group = c.benchmark_group("order_book_updates");
    group.measurement_time(Duration::from_secs(5));

    // Test different batch sizes
    for batch_size in [1, 10, 100].iter() {
        group.bench_with_input(
            BenchmarkId::new("price_level_update", batch_size),
            batch_size,
            |b, &batch_size| {
                b.iter_custom(|iters| {
                    let mut total_duration = Duration::from_nanos(0);
                    let mut book = SimpleOrderBook::new();
                    let _symbol = Symbol::from_str("EURUSD");

                    for i in 0..iters {
                        let start = Instant::now();

                        // Process batch updates
                        for j in 0..batch_size {
                            let price_offset = (i * batch_size + j) as f64 * 0.0001;
                            let base_price = 1.1000 + price_offset;

                            let bid_price =
                                Price::from_f64(base_price - 0.0001).unwrap_or(Price::ZERO);
                            let ask_price =
                                Price::from_f64(base_price + 0.0001).unwrap_or(Price::ZERO);
                            let quantity =
                                Quantity::from_f64(1000.0 + j as f64).unwrap_or(Quantity::ZERO);

                            book.update_bid(bid_price, quantity);
                            book.update_ask(ask_price, quantity);
                        }

                        let end = Instant::now();
                        total_duration += end.duration_since(start);

                        // Verify book state
                        let _best_bid = book.get_best_bid();
                        let _best_ask = book.get_best_ask();
                        let _sequence = book.sequence();

                        black_box(&book);
                    }

                    total_duration
                });
            },
        );
    }

    group.finish();
}

/// Benchmark order management operations
fn benchmark_order_management(c: &mut Criterion) {
    let mut group = c.benchmark_group("order_management");
    group.measurement_time(Duration::from_secs(5));

    group.bench_function("order_submission", |b| {
        b.iter_custom(|iters| {
            let mut total_duration = Duration::from_nanos(0);
            let mut order_manager = SimpleOrderManager::new();
            let symbol = Symbol::from_str("EURUSD");

            for i in 0..iters {
                let start = Instant::now();

                let side = if i % 2 == 0 { Side::Buy } else { Side::Sell };
                let quantity = Quantity::from_f64(1000.0).unwrap_or(Quantity::ZERO);
                let price =
                    Some(Price::from_f64(1.1000 + (i as f64 * 0.0001)).unwrap_or(Price::ZERO));

                let result = order_manager.submit_order(symbol.clone(), side, quantity, price);

                let end = Instant::now();
                total_duration += end.duration_since(start);

                // Verify order was created
                if let Ok(order) = result {
                    assert_eq!(order.symbol, symbol);
                    assert_eq!(order.side, side);
                    assert_eq!(order.quantity, quantity);
                    black_box(order);
                } else {
                    panic!("Order submission failed");
                }
            }

            total_duration
        });
    });

    group.bench_function("order_cancellation", |b| {
        b.iter_custom(|iters| {
            let mut total_duration = Duration::from_nanos(0);
            let mut order_manager = SimpleOrderManager::new();
            let symbol = Symbol::from_str("EURUSD");

            // Pre-create orders to cancel
            let mut order_ids = Vec::new();
            for i in 0..iters {
                let quantity = Quantity::from_f64(1000.0).unwrap_or(Quantity::ZERO);
                let price = Some(Price::from_f64(1.1000).unwrap_or(Price::ZERO));

                if let Ok(order) =
                    order_manager.submit_order(symbol.clone(), Side::Buy, quantity, price)
                {
                    order_ids.push(order.id);
                }
            }

            for order_id in order_ids {
                let start = Instant::now();

                let result = order_manager.cancel_order(&order_id.to_string());

                let end = Instant::now();
                total_duration += end.duration_since(start);

                // Verify cancellation succeeded
                if result.is_err() {
                    panic!("Order cancellation failed for order {}", order_id);
                }

                black_box(&result);
            }

            total_duration
        });
    });

    group.bench_function("order_fill_processing", |b| {
        b.iter_custom(|iters| {
            let mut total_duration = Duration::from_nanos(0);
            let mut order_manager = SimpleOrderManager::new();
            let symbol = Symbol::from_str("EURUSD");

            // Pre-create orders to fill
            let mut order_ids = Vec::new();
            for _i in 0..iters {
                let quantity = Quantity::from_f64(1000.0).unwrap_or(Quantity::ZERO);
                let price = Some(Price::from_f64(1.1000).unwrap_or(Price::ZERO));

                if let Ok(order) =
                    order_manager.submit_order(symbol.clone(), Side::Buy, quantity, price)
                {
                    order_ids.push(order.id);
                }
            }

            for order_id in order_ids {
                let start = Instant::now();

                let fill_quantity = Quantity::from_f64(1000.0).unwrap_or(Quantity::ZERO);
                let fill_price = Price::from_f64(1.1001).unwrap_or(Price::ZERO);
                let result =
                    order_manager.fill_order(&order_id.to_string(), fill_quantity, fill_price);

                let end = Instant::now();
                total_duration += end.duration_since(start);

                // Verify fill processing succeeded
                if result.is_err() {
                    panic!("Order fill processing failed for order {}", order_id);
                }

                black_box(&result);
            }

            total_duration
        });
    });

    group.finish();
}

/// Benchmark atomic operations for lock-free structures
fn benchmark_atomic_operations(c: &mut Criterion) {
    let mut group = c.benchmark_group("atomic_operations");
    group.measurement_time(Duration::from_secs(3));

    group.bench_function("atomic_increment", |b| {
        b.iter_custom(|iters| {
            let mut total_duration = Duration::from_nanos(0);
            let counter = AtomicU64::new(0);

            for _i in 0..iters {
                let start = Instant::now();

                let _value = counter.fetch_add(1, Ordering::Relaxed);

                let end = Instant::now();
                total_duration += end.duration_since(start);
            }

            black_box(counter.load(Ordering::Relaxed));
            total_duration
        });
    });

    group.bench_function("atomic_compare_and_swap", |b| {
        b.iter_custom(|iters| {
            let mut total_duration = Duration::from_nanos(0);
            let counter = AtomicU64::new(0);

            for i in 0..iters {
                let start = Instant::now();

                let current = counter.load(Ordering::Relaxed);
                let _result = counter.compare_exchange_weak(
                    current,
                    current + 1,
                    Ordering::Relaxed,
                    Ordering::Relaxed,
                );

                let end = Instant::now();
                total_duration += end.duration_since(start);

                black_box(i);
            }

            total_duration
        });
    });

    group.finish();
}

/// Benchmark queue operations
fn benchmark_queue_operations(c: &mut Criterion) {
    let mut group = c.benchmark_group("queue_operations");
    group.measurement_time(Duration::from_secs(3));

    group.bench_function("queue_enqueue_dequeue", |b| {
        b.iter_custom(|iters| {
            let mut total_duration = Duration::from_nanos(0);
            let mut queue = VecDeque::with_capacity(1000);

            for i in 0..iters {
                let start = Instant::now();

                // Enqueue operation
                queue.push_back(i);

                // Dequeue operation (if queue not empty)
                if !queue.is_empty() {
                    let _value = queue.pop_front();
                }

                let end = Instant::now();
                total_duration += end.duration_since(start);
            }

            black_box(queue.len());
            total_duration
        });
    });

    group.finish();
}

/// Comprehensive order processing pipeline benchmark
fn benchmark_order_processing_pipeline(c: &mut Criterion) {
    let mut group = c.benchmark_group("order_processing_pipeline");
    group.measurement_time(Duration::from_secs(10));

    group.bench_function("complete_order_lifecycle", |b| {
        b.iter_custom(|iters| {
            let mut total_duration = Duration::from_nanos(0);
            let mut order_manager = SimpleOrderManager::new();
            let mut order_book = SimpleOrderBook::new();
            let symbol = Symbol::from_str("EURUSD");

            for i in 0..iters {
                let start = Instant::now();

                // 1. Submit order
                let side = if i % 2 == 0 { Side::Buy } else { Side::Sell };
                let quantity = Quantity::from_f64(1000.0).unwrap_or(Quantity::ZERO);
                let price = Price::from_f64(1.1000 + (i as f64 * 0.0001)).unwrap_or(Price::ZERO);

                let order = order_manager
                    .submit_order(symbol.clone(), side, quantity, Some(price))
                    .expect("Order submission failed");

                // 2. Update order book
                match side {
                    Side::Buy => order_book.update_bid(price, quantity),
                    Side::Sell => order_book.update_ask(price, quantity),
                }

                // 3. Simulate order matching and fill
                let fill_price = price;
                order_manager
                    .fill_order(&order.id.to_string(), quantity, fill_price)
                    .expect("Order fill failed");

                // 4. Verify order state
                let final_order = order_manager
                    .get_order(&order.id.to_string())
                    .expect("Order not found");
                assert_eq!(final_order.status, OrderStatus::Filled);

                let end = Instant::now();
                total_duration += end.duration_since(start);

                black_box(&final_order);
            }

            total_duration
        });
    });

    group.finish();
}

/// Performance metrics collection
fn benchmark_performance_metrics_collection(c: &mut Criterion) {
    let mut group = c.benchmark_group("performance_metrics");
    group.measurement_time(Duration::from_secs(3));

    group.bench_function("latency_measurement", |b| {
        b.iter_custom(|iters| {
            let mut total_duration = Duration::from_nanos(0);
            let mut latencies = Vec::with_capacity(iters as usize);

            for _i in 0..iters {
                let measurement_start = Instant::now();

                // Simulate some work (order book update)
                let start = Instant::now();
                let _price = Price::from_f64(1.1000).unwrap_or(Price::ZERO);
                let _quantity = Quantity::from_f64(1000.0).unwrap_or(Quantity::ZERO);
                let work_end = Instant::now();

                // Record latency
                let latency = work_end.duration_since(start);
                latencies.push(latency.as_nanos() as u64);

                let measurement_end = Instant::now();
                total_duration += measurement_end.duration_since(measurement_start);
            }

            // Calculate some basic statistics
            if !latencies.is_empty() {
                let avg_latency = latencies.iter().sum::<u64>() / latencies.len() as u64;
                let min_latency = *latencies.iter().min().unwrap_or(&0);
                let max_latency = *latencies.iter().max().unwrap_or(&0);

                black_box((avg_latency, min_latency, max_latency));
            }

            total_duration
        });
    });

    group.finish();
}

criterion_group!(
    order_processing_benches,
    benchmark_order_book_updates,
    benchmark_order_management,
    benchmark_atomic_operations,
    benchmark_queue_operations,
    benchmark_order_processing_pipeline,
    benchmark_performance_metrics_collection
);

criterion_main!(order_processing_benches);