## Summary Major architectural fixes enabling E2E testing through protocol translation layer and complete infrastructure resolution. Trading Service confirmed 100% implemented. ## Agents 168-172 Achievements **Agent 168** - Port Configuration Fix: - Fixed 3-layer port mismatch (tests→API Gateway→backends) - Test files: localhost:50051 → localhost:50050 - Result: Infrastructure 100% correct, E2E testing unblocked **Agent 169** - Root Cause Discovery: - Confirmed Trading Service 100% implemented (all 11 methods exist) - Identified protocol mismatch as root cause (TLI↔Trading proto) - Documented all method implementations and field mappings **Agent 170** - Protocol Translation Implementation: - Implemented TLI↔Trading proto translation layer (+227 lines) - Phase 2: 5 core methods (submit_order, cancel_order, get_order_status, get_account_info, get_positions) - Phase 4: 2 streaming methods (subscribe_market_data, subscribe_order_updates) - Dual proto compilation setup in build.rs **Agent 171** - Backend Port Fix: - Fixed API Gateway backend URLs (50051→50052, 50052→50053) - Discovered authentication forwarding blocker - Validated port connectivity working **Agent 172** - Authentication Forwarding: - Implemented auth metadata forwarding for all 7 translated methods - Fixed gRPC Request ownership patterns (metadata clone before into_inner) - Updated E2E test JWT secret for compliance (88-char base64) ## Files Modified ### API Gateway - `services/api_gateway/build.rs`: Dual proto compilation - `services/api_gateway/src/grpc/trading_proxy.rs`: +227 lines (translation + auth) - `services/api_gateway/src/main.rs`: Port configuration - `services/api_gateway/src/auth/interceptor.rs`: JWT validation - `services/api_gateway/src/grpc/backtesting_proxy.rs`: Port updates ### Integration Tests - `services/integration_tests/tests/trading_service_e2e.rs`: Port + JWT fixes - `services/integration_tests/tests/backtesting_service_e2e.rs`: Port fixes - `services/integration_tests/tests/ml_training_service_e2e.rs`: Port fixes ### Other Services - `services/backtesting_service/src/main.rs`: Port configuration - Multiple test files: Compliance, risk, pipeline tests ## Test Status - E2E baseline: 6/54 (11.1%) - Infrastructure: 100% fixed - Protocol translation: Implemented, validation pending JWT sync - Expected after validation: 13/54 (24.1%) with 7 methods working ## Technical Achievements - Protocol adapter pattern (TLI↔Trading proto) - gRPC metadata forwarding (5 auth headers) - Dual proto compilation architecture - Stream translation with unfold pattern - Zero-copy enum pass-through ## Remaining Work - JWT secret synchronization (in progress) - Agent 170 Phase 5: 15 extended methods - ML Training Service startup - Backtesting Service route implementation (9 methods) 🤖 Generated with [Claude Code](https://claude.com/claude-code) Co-Authored-By: Claude <noreply@anthropic.com>
600 lines
19 KiB
Rust
600 lines
19 KiB
Rust
//! Comprehensive throughput validation tests for trading service
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//!
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//! This module implements load tests to validate the trading system's capacity:
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//! - 10,000 orders/sec sustained load (60 seconds)
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//! - 50,000 orders/sec peak burst (10 seconds)
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//! - 1M concurrent market data updates (streaming)
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//! - Connection pool saturation (1000 concurrent clients)
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//!
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//! Run with: cargo test -p load_tests --release -- --nocapture
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use anyhow::{Context, Result};
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use dashmap::DashMap;
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use hdrhistogram::Histogram;
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use std::sync::atomic::{AtomicU64, AtomicUsize, Ordering};
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use std::sync::Arc;
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use std::time::{Duration, Instant};
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use sysinfo::{ProcessRefreshKind, RefreshKind, System};
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use tokio::sync::{mpsc, Barrier};
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use tokio::task::JoinSet;
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use tonic::transport::Channel;
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// Generated proto code
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pub mod trading {
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tonic::include_proto!("trading");
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}
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use trading::{
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trading_service_client::TradingServiceClient, OrderSide, OrderType, StreamMarketDataRequest,
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SubmitOrderRequest,
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};
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/// Test configuration
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const TRADING_SERVICE_URL: &str = "http://localhost:50052";
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const TEST_ACCOUNT_ID: &str = "load-test-account";
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/// Metrics collected during load tests
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#[derive(Debug)]
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pub struct LoadTestMetrics {
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/// Total requests sent
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pub total_requests: AtomicU64,
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/// Successful responses
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pub successful_requests: AtomicU64,
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/// Failed requests
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pub failed_requests: AtomicU64,
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/// Latency histogram (microseconds)
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pub latency_us: parking_lot::Mutex<Histogram<u64>>,
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/// Memory usage samples (bytes)
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pub memory_samples: parking_lot::Mutex<Vec<u64>>,
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/// Test start time
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pub start_time: Instant,
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}
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impl LoadTestMetrics {
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pub fn new() -> Self {
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Self {
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total_requests: AtomicU64::new(0),
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successful_requests: AtomicU64::new(0),
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failed_requests: AtomicU64::new(0),
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latency_us: parking_lot::Mutex::new(
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Histogram::<u64>::new_with_bounds(1, 60_000_000, 3).unwrap(),
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),
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memory_samples: parking_lot::Mutex::new(Vec::new()),
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start_time: Instant::now(),
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}
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}
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pub fn record_request(&self, duration: Duration, success: bool) {
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self.total_requests.fetch_add(1, Ordering::Relaxed);
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if success {
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self.successful_requests.fetch_add(1, Ordering::Relaxed);
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} else {
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self.failed_requests.fetch_add(1, Ordering::Relaxed);
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}
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let mut hist = self.latency_us.lock();
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let _ = hist.record(duration.as_micros() as u64);
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}
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pub fn record_memory(&self, bytes: u64) {
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self.memory_samples.lock().push(bytes);
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}
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pub fn report(&self) -> LoadTestReport {
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let elapsed = self.start_time.elapsed();
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let total = self.total_requests.load(Ordering::Relaxed);
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let successful = self.successful_requests.load(Ordering::Relaxed);
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let failed = self.failed_requests.load(Ordering::Relaxed);
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let hist = self.latency_us.lock();
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let p50 = hist.value_at_quantile(0.50);
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let p95 = hist.value_at_quantile(0.95);
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let p99 = hist.value_at_quantile(0.99);
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let max = hist.max();
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let throughput = total as f64 / elapsed.as_secs_f64();
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let error_rate = if total > 0 {
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(failed as f64 / total as f64) * 100.0
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} else {
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0.0
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};
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let memory_samples = self.memory_samples.lock();
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let avg_memory_mb = if !memory_samples.is_empty() {
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memory_samples.iter().sum::<u64>() as f64 / memory_samples.len() as f64 / 1_048_576.0
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} else {
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0.0
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};
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LoadTestReport {
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test_duration: elapsed,
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total_requests: total,
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successful_requests: successful,
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failed_requests: failed,
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throughput_per_sec: throughput,
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error_rate_percent: error_rate,
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latency_p50_us: p50,
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latency_p95_us: p95,
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latency_p99_us: p99,
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latency_max_us: max,
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avg_memory_mb,
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}
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}
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}
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#[derive(Debug, Clone)]
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pub struct LoadTestReport {
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pub test_duration: Duration,
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pub total_requests: u64,
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pub successful_requests: u64,
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pub failed_requests: u64,
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pub throughput_per_sec: f64,
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pub error_rate_percent: f64,
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pub latency_p50_us: u64,
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pub latency_p95_us: u64,
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pub latency_p99_us: u64,
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pub latency_max_us: u64,
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pub avg_memory_mb: f64,
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}
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impl LoadTestReport {
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pub fn print(&self, test_name: &str) {
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let separator = "=".repeat(80);
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println!("\n{separator}");
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println!("Load Test Report: {test_name}");
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println!("{separator}");
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let test_duration = self.test_duration;
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let total_requests = self.total_requests;
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let successful_requests = self.successful_requests;
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let failed_requests = self.failed_requests;
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let throughput_per_sec = self.throughput_per_sec;
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let error_rate_percent = self.error_rate_percent;
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let latency_p50_us = self.latency_p50_us;
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let latency_p95_us = self.latency_p95_us;
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let latency_p99_us = self.latency_p99_us;
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let latency_max_us = self.latency_max_us;
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let avg_memory_mb = self.avg_memory_mb;
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println!("Duration: {test_duration:?}");
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println!("Total Requests: {total_requests} (Success: {successful_requests}, Failed: {failed_requests})");
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println!("Throughput: {throughput_per_sec:.2} req/sec");
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println!("Error Rate: {error_rate_percent:.2}%");
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println!("\nLatency (microseconds):");
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println!(" P50: {latency_p50_us} μs");
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println!(" P95: {latency_p95_us} μs");
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println!(" P99: {latency_p99_us} μs");
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println!(" Max: {latency_max_us} μs");
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println!("\nMemory: {avg_memory_mb:.2} MB (avg)");
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println!("{separator}\n");
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}
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}
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/// Create authenticated gRPC client
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async fn create_client() -> Result<TradingServiceClient<Channel>> {
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let channel = Channel::from_static(TRADING_SERVICE_URL)
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.connect()
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.await
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.context("Failed to connect to trading service")?;
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Ok(TradingServiceClient::new(channel))
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}
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/// Submit a single order and measure latency
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async fn submit_order(
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client: &mut TradingServiceClient<Channel>,
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symbol: String,
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order_id: u64,
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) -> Result<Duration> {
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let start = Instant::now();
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let request = SubmitOrderRequest {
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symbol,
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side: OrderSide::Buy as i32,
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quantity: 100.0,
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order_type: OrderType::Market as i32,
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price: None,
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stop_price: None,
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account_id: TEST_ACCOUNT_ID.to_string(),
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metadata: std::collections::HashMap::new(),
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};
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let _ = client.submit_order(request).await?;
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Ok(start.elapsed())
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}
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/// Test 1: 10,000 orders/sec sustained load (60 seconds)
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#[tokio::test]
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#[ignore] // Run explicitly with --ignored
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async fn test_sustained_load_10k_orders() -> Result<()> {
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const TARGET_RPS: usize = 10_000;
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const DURATION_SECS: u64 = 60;
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const CONCURRENT_CLIENTS: usize = 100;
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println!("\n🚀 Starting Sustained Load Test: 10,000 orders/sec for 60s");
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let metrics = Arc::new(LoadTestMetrics::new());
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let mut join_set = JoinSet::new();
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// Spawn concurrent clients
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for client_id in 0..CONCURRENT_CLIENTS {
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let metrics = Arc::clone(&metrics);
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join_set.spawn(async move {
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let mut client = create_client().await?;
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let start = Instant::now();
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let mut order_count = 0u64;
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while start.elapsed().as_secs() < DURATION_SECS {
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let sym_id = client_id % 100;
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let symbol = format!("SYM{sym_id:04}");
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match submit_order(&mut client, symbol, order_count).await {
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Ok(duration) => metrics.record_request(duration, true),
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Err(e) => {
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tracing::warn!("Order failed: {:?}", e);
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metrics.record_request(Duration::from_micros(0), false);
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}
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}
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order_count += 1;
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// Rate limiting: each client sends ~100 orders/sec
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tokio::time::sleep(Duration::from_micros(10_000)).await;
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}
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Ok::<_, anyhow::Error>(())
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});
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}
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// Memory monitoring task
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let metrics_clone = Arc::clone(&metrics);
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let monitor_handle = tokio::spawn(async move {
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let mut sys = System::new_with_specifics(
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RefreshKind::everything().with_processes(ProcessRefreshKind::everything()),
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);
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for _ in 0..60 {
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tokio::time::sleep(Duration::from_secs(1)).await;
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sys.refresh_all();
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if let Some(process) = sys.process(sysinfo::get_current_pid().unwrap()) {
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metrics_clone.record_memory(process.memory());
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}
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}
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});
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// Wait for all clients
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while let Some(result) = join_set.join_next().await {
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if let Err(e) = result {
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tracing::error!("Client task failed: {:?}", e);
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}
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}
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monitor_handle.abort();
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// Generate report
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let report = metrics.report();
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report.print("Sustained Load: 10,000 orders/sec");
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// Assertions
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assert!(
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report.throughput_per_sec >= 9_000.0,
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"Throughput too low: {:.2} req/sec (expected >= 9,000)",
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report.throughput_per_sec
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);
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assert!(
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report.error_rate_percent < 1.0,
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"Error rate too high: {:.2}% (expected < 1%)",
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report.error_rate_percent
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);
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assert!(
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report.latency_p95_us < 10_000,
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"P95 latency too high: {} μs (expected < 10ms)",
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report.latency_p95_us
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);
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Ok(())
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}
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/// Test 2: 50,000 orders/sec peak burst (10 seconds)
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#[tokio::test]
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#[ignore]
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async fn test_peak_burst_50k_orders() -> Result<()> {
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const TARGET_RPS: usize = 50_000;
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const DURATION_SECS: u64 = 10;
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const CONCURRENT_CLIENTS: usize = 500;
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println!("\n🚀 Starting Peak Burst Test: 50,000 orders/sec for 10s");
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let metrics = Arc::new(LoadTestMetrics::new());
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let barrier = Arc::new(Barrier::new(CONCURRENT_CLIENTS));
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let mut join_set = JoinSet::new();
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// Spawn all clients at once for burst
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for client_id in 0..CONCURRENT_CLIENTS {
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let metrics = Arc::clone(&metrics);
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let barrier = Arc::clone(&barrier);
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join_set.spawn(async move {
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let mut client = create_client().await?;
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// Wait for all clients to be ready
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barrier.wait().await;
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let start = Instant::now();
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let mut order_count = 0u64;
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while start.elapsed().as_secs() < DURATION_SECS {
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let burst_id = client_id % 100;
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let symbol = format!("BURST{burst_id:04}");
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match submit_order(&mut client, symbol, order_count).await {
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Ok(duration) => metrics.record_request(duration, true),
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Err(e) => {
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tracing::warn!("Burst order failed: {:?}", e);
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metrics.record_request(Duration::from_micros(0), false);
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}
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}
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order_count += 1;
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// Each client sends ~100 orders/sec (500 clients * 100 = 50k/sec)
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tokio::time::sleep(Duration::from_micros(10_000)).await;
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}
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Ok::<_, anyhow::Error>(())
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});
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}
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// Wait for all clients
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while let Some(result) = join_set.join_next().await {
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if let Err(e) = result {
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tracing::error!("Burst client failed: {:?}", e);
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}
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}
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let report = metrics.report();
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report.print("Peak Burst: 50,000 orders/sec");
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// Assertions (more lenient for burst)
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assert!(
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report.throughput_per_sec >= 40_000.0,
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"Burst throughput too low: {:.2} req/sec (expected >= 40,000)",
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report.throughput_per_sec
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);
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assert!(
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report.error_rate_percent < 5.0,
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"Burst error rate too high: {:.2}% (expected < 5%)",
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report.error_rate_percent
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);
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Ok(())
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}
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/// Test 3: 1M concurrent market data updates (streaming)
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#[tokio::test]
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#[ignore]
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async fn test_1m_market_data_streaming() -> Result<()> {
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const NUM_STREAMS: usize = 1000;
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const UPDATES_PER_STREAM: usize = 1000;
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const DURATION_SECS: u64 = 30;
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println!("\n🚀 Starting Market Data Streaming: 1M updates across {NUM_STREAMS} streams");
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let metrics = Arc::new(LoadTestMetrics::new());
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let update_count = Arc::new(AtomicUsize::new(0));
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let mut join_set = JoinSet::new();
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for stream_id in 0..NUM_STREAMS {
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let metrics = Arc::clone(&metrics);
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let update_count = Arc::clone(&update_count);
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join_set.spawn(async move {
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let mut client = create_client().await?;
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let stream_sym_id = stream_id % 100;
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let symbols = vec![format!("STREAM{stream_sym_id:04}")];
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let request = StreamMarketDataRequest { symbols };
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let start = Instant::now();
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match client.stream_market_data(request).await {
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Ok(response) => {
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let mut stream = response.into_inner();
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let mut count = 0;
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while let Ok(Some(_event)) = stream.message().await {
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count += 1;
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update_count.fetch_add(1, Ordering::Relaxed);
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if count >= UPDATES_PER_STREAM || start.elapsed().as_secs() >= DURATION_SECS
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{
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break;
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}
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}
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metrics.record_request(start.elapsed(), true);
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}
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Err(e) => {
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tracing::warn!("Stream {} failed: {:?}", stream_id, e);
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metrics.record_request(start.elapsed(), false);
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}
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}
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Ok::<_, anyhow::Error>(())
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});
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}
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// Wait for all streams
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while let Some(result) = join_set.join_next().await {
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if let Err(e) = result {
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tracing::error!("Stream task failed: {:?}", e);
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}
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}
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let total_updates = update_count.load(Ordering::Relaxed);
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let report = metrics.report();
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println!("\n📊 Market Data Streaming Results:");
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println!("Total Updates Received: {total_updates}");
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println!("Active Streams: {NUM_STREAMS}");
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report.print("Market Data Streaming");
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// Assertions
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assert!(
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total_updates >= 900_000,
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"Not enough updates received: {} (expected >= 900k)",
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total_updates
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);
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Ok(())
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}
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/// Test 4: Connection pool saturation (1000 concurrent clients)
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#[tokio::test]
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#[ignore]
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async fn test_connection_pool_saturation() -> Result<()> {
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const NUM_CLIENTS: usize = 1000;
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const REQUESTS_PER_CLIENT: usize = 100;
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println!("\n🚀 Starting Connection Pool Saturation: {NUM_CLIENTS} concurrent clients");
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let metrics = Arc::new(LoadTestMetrics::new());
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let barrier = Arc::new(Barrier::new(NUM_CLIENTS));
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let mut join_set = JoinSet::new();
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// Create all clients simultaneously
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for client_id in 0..NUM_CLIENTS {
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let metrics = Arc::clone(&metrics);
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let barrier = Arc::clone(&barrier);
|
|
|
|
join_set.spawn(async move {
|
|
// Connect client
|
|
let connect_start = Instant::now();
|
|
let mut client = match create_client().await {
|
|
Ok(c) => {
|
|
metrics.record_request(connect_start.elapsed(), true);
|
|
c
|
|
}
|
|
Err(e) => {
|
|
tracing::error!("Client {} connection failed: {:?}", client_id, e);
|
|
metrics.record_request(connect_start.elapsed(), false);
|
|
return Ok::<_, anyhow::Error>(());
|
|
}
|
|
};
|
|
|
|
// Wait for all clients to connect
|
|
barrier.wait().await;
|
|
|
|
// Submit requests
|
|
for req_id in 0..REQUESTS_PER_CLIENT {
|
|
let pool_id = client_id % 100;
|
|
let symbol = format!("POOL{pool_id:04}");
|
|
match submit_order(&mut client, symbol, req_id as u64).await {
|
|
Ok(duration) => metrics.record_request(duration, true),
|
|
Err(e) => {
|
|
tracing::warn!("Client {} request {} failed: {:?}", client_id, req_id, e);
|
|
metrics.record_request(Duration::from_micros(0), false);
|
|
}
|
|
}
|
|
|
|
tokio::time::sleep(Duration::from_millis(10)).await;
|
|
}
|
|
|
|
Ok::<_, anyhow::Error>(())
|
|
});
|
|
}
|
|
|
|
// Wait for all clients
|
|
while let Some(result) = join_set.join_next().await {
|
|
if let Err(e) = result {
|
|
tracing::error!("Connection pool client failed: {:?}", e);
|
|
}
|
|
}
|
|
|
|
let report = metrics.report();
|
|
report.print("Connection Pool Saturation");
|
|
|
|
// Assertions
|
|
assert!(
|
|
report.error_rate_percent < 5.0,
|
|
"Connection pool error rate too high: {:.2}% (expected < 5%)",
|
|
report.error_rate_percent
|
|
);
|
|
assert!(
|
|
report.latency_p99_us < 100_000,
|
|
"P99 latency too high under pool saturation: {} μs (expected < 100ms)",
|
|
report.latency_p99_us
|
|
);
|
|
|
|
Ok(())
|
|
}
|
|
|
|
/// Integration test: Run all throughput tests sequentially
|
|
#[tokio::test]
|
|
#[ignore]
|
|
async fn test_comprehensive_throughput_suite() -> Result<()> {
|
|
let separator = "=".repeat(80);
|
|
println!("\n{separator}");
|
|
println!("🎯 Comprehensive Throughput Validation Suite");
|
|
println!("{separator}\n");
|
|
|
|
// Test 1: Sustained load
|
|
println!("Test 1/4: Sustained Load");
|
|
test_sustained_load_10k_orders().await?;
|
|
|
|
// Cool down
|
|
tokio::time::sleep(Duration::from_secs(5)).await;
|
|
|
|
// Test 2: Peak burst
|
|
println!("\nTest 2/4: Peak Burst");
|
|
test_peak_burst_50k_orders().await?;
|
|
|
|
// Cool down
|
|
tokio::time::sleep(Duration::from_secs(5)).await;
|
|
|
|
// Test 3: Market data streaming
|
|
println!("\nTest 3/4: Market Data Streaming");
|
|
test_1m_market_data_streaming().await?;
|
|
|
|
// Cool down
|
|
tokio::time::sleep(Duration::from_secs(5)).await;
|
|
|
|
// Test 4: Connection pool
|
|
println!("\nTest 4/4: Connection Pool Saturation");
|
|
test_connection_pool_saturation().await?;
|
|
|
|
let separator = "=".repeat(80);
|
|
println!("\n{separator}");
|
|
println!("✅ All throughput tests completed successfully!");
|
|
println!("{separator}\n");
|
|
|
|
Ok(())
|
|
}
|
|
|
|
#[cfg(test)]
|
|
mod tests {
|
|
use super::*;
|
|
|
|
#[test]
|
|
fn test_metrics_initialization() {
|
|
let metrics = LoadTestMetrics::new();
|
|
assert_eq!(metrics.total_requests.load(Ordering::Relaxed), 0);
|
|
assert_eq!(metrics.successful_requests.load(Ordering::Relaxed), 0);
|
|
assert_eq!(metrics.failed_requests.load(Ordering::Relaxed), 0);
|
|
}
|
|
|
|
#[test]
|
|
fn test_metrics_recording() {
|
|
let metrics = LoadTestMetrics::new();
|
|
|
|
metrics.record_request(Duration::from_micros(100), true);
|
|
metrics.record_request(Duration::from_micros(200), false);
|
|
|
|
assert_eq!(metrics.total_requests.load(Ordering::Relaxed), 2);
|
|
assert_eq!(metrics.successful_requests.load(Ordering::Relaxed), 1);
|
|
assert_eq!(metrics.failed_requests.load(Ordering::Relaxed), 1);
|
|
|
|
let report = metrics.report();
|
|
assert_eq!(report.total_requests, 2);
|
|
assert_eq!(report.error_rate_percent, 50.0);
|
|
}
|
|
}
|