Files
foxhunt/services/load_tests/tests/throughput_tests.rs
jgrusewski df64dbc04c 🚀 Wave 127 Phase 2: Protocol Translation + E2E Infrastructure (Agents 168-172)
## 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>
2025-10-08 19:35:59 +02:00

600 lines
19 KiB
Rust

//! Comprehensive throughput validation tests for trading service
//!
//! This module implements load tests to validate the trading system's capacity:
//! - 10,000 orders/sec sustained load (60 seconds)
//! - 50,000 orders/sec peak burst (10 seconds)
//! - 1M concurrent market data updates (streaming)
//! - Connection pool saturation (1000 concurrent clients)
//!
//! Run with: cargo test -p load_tests --release -- --nocapture
use anyhow::{Context, Result};
use dashmap::DashMap;
use hdrhistogram::Histogram;
use std::sync::atomic::{AtomicU64, AtomicUsize, Ordering};
use std::sync::Arc;
use std::time::{Duration, Instant};
use sysinfo::{ProcessRefreshKind, RefreshKind, System};
use tokio::sync::{mpsc, Barrier};
use tokio::task::JoinSet;
use tonic::transport::Channel;
// Generated proto code
pub mod trading {
tonic::include_proto!("trading");
}
use trading::{
trading_service_client::TradingServiceClient, OrderSide, OrderType, StreamMarketDataRequest,
SubmitOrderRequest,
};
/// Test configuration
const TRADING_SERVICE_URL: &str = "http://localhost:50052";
const TEST_ACCOUNT_ID: &str = "load-test-account";
/// Metrics collected during load tests
#[derive(Debug)]
pub struct LoadTestMetrics {
/// Total requests sent
pub total_requests: AtomicU64,
/// Successful responses
pub successful_requests: AtomicU64,
/// Failed requests
pub failed_requests: AtomicU64,
/// Latency histogram (microseconds)
pub latency_us: parking_lot::Mutex<Histogram<u64>>,
/// Memory usage samples (bytes)
pub memory_samples: parking_lot::Mutex<Vec<u64>>,
/// Test start time
pub start_time: Instant,
}
impl LoadTestMetrics {
pub fn new() -> Self {
Self {
total_requests: AtomicU64::new(0),
successful_requests: AtomicU64::new(0),
failed_requests: AtomicU64::new(0),
latency_us: parking_lot::Mutex::new(
Histogram::<u64>::new_with_bounds(1, 60_000_000, 3).unwrap(),
),
memory_samples: parking_lot::Mutex::new(Vec::new()),
start_time: Instant::now(),
}
}
pub fn record_request(&self, duration: Duration, success: bool) {
self.total_requests.fetch_add(1, Ordering::Relaxed);
if success {
self.successful_requests.fetch_add(1, Ordering::Relaxed);
} else {
self.failed_requests.fetch_add(1, Ordering::Relaxed);
}
let mut hist = self.latency_us.lock();
let _ = hist.record(duration.as_micros() as u64);
}
pub fn record_memory(&self, bytes: u64) {
self.memory_samples.lock().push(bytes);
}
pub fn report(&self) -> LoadTestReport {
let elapsed = self.start_time.elapsed();
let total = self.total_requests.load(Ordering::Relaxed);
let successful = self.successful_requests.load(Ordering::Relaxed);
let failed = self.failed_requests.load(Ordering::Relaxed);
let hist = self.latency_us.lock();
let p50 = hist.value_at_quantile(0.50);
let p95 = hist.value_at_quantile(0.95);
let p99 = hist.value_at_quantile(0.99);
let max = hist.max();
let throughput = total as f64 / elapsed.as_secs_f64();
let error_rate = if total > 0 {
(failed as f64 / total as f64) * 100.0
} else {
0.0
};
let memory_samples = self.memory_samples.lock();
let avg_memory_mb = if !memory_samples.is_empty() {
memory_samples.iter().sum::<u64>() as f64 / memory_samples.len() as f64 / 1_048_576.0
} else {
0.0
};
LoadTestReport {
test_duration: elapsed,
total_requests: total,
successful_requests: successful,
failed_requests: failed,
throughput_per_sec: throughput,
error_rate_percent: error_rate,
latency_p50_us: p50,
latency_p95_us: p95,
latency_p99_us: p99,
latency_max_us: max,
avg_memory_mb,
}
}
}
#[derive(Debug, Clone)]
pub struct LoadTestReport {
pub test_duration: Duration,
pub total_requests: u64,
pub successful_requests: u64,
pub failed_requests: u64,
pub throughput_per_sec: f64,
pub error_rate_percent: f64,
pub latency_p50_us: u64,
pub latency_p95_us: u64,
pub latency_p99_us: u64,
pub latency_max_us: u64,
pub avg_memory_mb: f64,
}
impl LoadTestReport {
pub fn print(&self, test_name: &str) {
let separator = "=".repeat(80);
println!("\n{separator}");
println!("Load Test Report: {test_name}");
println!("{separator}");
let test_duration = self.test_duration;
let total_requests = self.total_requests;
let successful_requests = self.successful_requests;
let failed_requests = self.failed_requests;
let throughput_per_sec = self.throughput_per_sec;
let error_rate_percent = self.error_rate_percent;
let latency_p50_us = self.latency_p50_us;
let latency_p95_us = self.latency_p95_us;
let latency_p99_us = self.latency_p99_us;
let latency_max_us = self.latency_max_us;
let avg_memory_mb = self.avg_memory_mb;
println!("Duration: {test_duration:?}");
println!("Total Requests: {total_requests} (Success: {successful_requests}, Failed: {failed_requests})");
println!("Throughput: {throughput_per_sec:.2} req/sec");
println!("Error Rate: {error_rate_percent:.2}%");
println!("\nLatency (microseconds):");
println!(" P50: {latency_p50_us} μs");
println!(" P95: {latency_p95_us} μs");
println!(" P99: {latency_p99_us} μs");
println!(" Max: {latency_max_us} μs");
println!("\nMemory: {avg_memory_mb:.2} MB (avg)");
println!("{separator}\n");
}
}
/// Create authenticated gRPC client
async fn create_client() -> Result<TradingServiceClient<Channel>> {
let channel = Channel::from_static(TRADING_SERVICE_URL)
.connect()
.await
.context("Failed to connect to trading service")?;
Ok(TradingServiceClient::new(channel))
}
/// Submit a single order and measure latency
async fn submit_order(
client: &mut TradingServiceClient<Channel>,
symbol: String,
order_id: u64,
) -> Result<Duration> {
let start = Instant::now();
let request = SubmitOrderRequest {
symbol,
side: OrderSide::Buy as i32,
quantity: 100.0,
order_type: OrderType::Market as i32,
price: None,
stop_price: None,
account_id: TEST_ACCOUNT_ID.to_string(),
metadata: std::collections::HashMap::new(),
};
let _ = client.submit_order(request).await?;
Ok(start.elapsed())
}
/// Test 1: 10,000 orders/sec sustained load (60 seconds)
#[tokio::test]
#[ignore] // Run explicitly with --ignored
async fn test_sustained_load_10k_orders() -> Result<()> {
const TARGET_RPS: usize = 10_000;
const DURATION_SECS: u64 = 60;
const CONCURRENT_CLIENTS: usize = 100;
println!("\n🚀 Starting Sustained Load Test: 10,000 orders/sec for 60s");
let metrics = Arc::new(LoadTestMetrics::new());
let mut join_set = JoinSet::new();
// Spawn concurrent clients
for client_id in 0..CONCURRENT_CLIENTS {
let metrics = Arc::clone(&metrics);
join_set.spawn(async move {
let mut client = create_client().await?;
let start = Instant::now();
let mut order_count = 0u64;
while start.elapsed().as_secs() < DURATION_SECS {
let sym_id = client_id % 100;
let symbol = format!("SYM{sym_id:04}");
match submit_order(&mut client, symbol, order_count).await {
Ok(duration) => metrics.record_request(duration, true),
Err(e) => {
tracing::warn!("Order failed: {:?}", e);
metrics.record_request(Duration::from_micros(0), false);
}
}
order_count += 1;
// Rate limiting: each client sends ~100 orders/sec
tokio::time::sleep(Duration::from_micros(10_000)).await;
}
Ok::<_, anyhow::Error>(())
});
}
// Memory monitoring task
let metrics_clone = Arc::clone(&metrics);
let monitor_handle = tokio::spawn(async move {
let mut sys = System::new_with_specifics(
RefreshKind::everything().with_processes(ProcessRefreshKind::everything()),
);
for _ in 0..60 {
tokio::time::sleep(Duration::from_secs(1)).await;
sys.refresh_all();
if let Some(process) = sys.process(sysinfo::get_current_pid().unwrap()) {
metrics_clone.record_memory(process.memory());
}
}
});
// Wait for all clients
while let Some(result) = join_set.join_next().await {
if let Err(e) = result {
tracing::error!("Client task failed: {:?}", e);
}
}
monitor_handle.abort();
// Generate report
let report = metrics.report();
report.print("Sustained Load: 10,000 orders/sec");
// Assertions
assert!(
report.throughput_per_sec >= 9_000.0,
"Throughput too low: {:.2} req/sec (expected >= 9,000)",
report.throughput_per_sec
);
assert!(
report.error_rate_percent < 1.0,
"Error rate too high: {:.2}% (expected < 1%)",
report.error_rate_percent
);
assert!(
report.latency_p95_us < 10_000,
"P95 latency too high: {} μs (expected < 10ms)",
report.latency_p95_us
);
Ok(())
}
/// Test 2: 50,000 orders/sec peak burst (10 seconds)
#[tokio::test]
#[ignore]
async fn test_peak_burst_50k_orders() -> Result<()> {
const TARGET_RPS: usize = 50_000;
const DURATION_SECS: u64 = 10;
const CONCURRENT_CLIENTS: usize = 500;
println!("\n🚀 Starting Peak Burst Test: 50,000 orders/sec for 10s");
let metrics = Arc::new(LoadTestMetrics::new());
let barrier = Arc::new(Barrier::new(CONCURRENT_CLIENTS));
let mut join_set = JoinSet::new();
// Spawn all clients at once for burst
for client_id in 0..CONCURRENT_CLIENTS {
let metrics = Arc::clone(&metrics);
let barrier = Arc::clone(&barrier);
join_set.spawn(async move {
let mut client = create_client().await?;
// Wait for all clients to be ready
barrier.wait().await;
let start = Instant::now();
let mut order_count = 0u64;
while start.elapsed().as_secs() < DURATION_SECS {
let burst_id = client_id % 100;
let symbol = format!("BURST{burst_id:04}");
match submit_order(&mut client, symbol, order_count).await {
Ok(duration) => metrics.record_request(duration, true),
Err(e) => {
tracing::warn!("Burst order failed: {:?}", e);
metrics.record_request(Duration::from_micros(0), false);
}
}
order_count += 1;
// Each client sends ~100 orders/sec (500 clients * 100 = 50k/sec)
tokio::time::sleep(Duration::from_micros(10_000)).await;
}
Ok::<_, anyhow::Error>(())
});
}
// Wait for all clients
while let Some(result) = join_set.join_next().await {
if let Err(e) = result {
tracing::error!("Burst client failed: {:?}", e);
}
}
let report = metrics.report();
report.print("Peak Burst: 50,000 orders/sec");
// Assertions (more lenient for burst)
assert!(
report.throughput_per_sec >= 40_000.0,
"Burst throughput too low: {:.2} req/sec (expected >= 40,000)",
report.throughput_per_sec
);
assert!(
report.error_rate_percent < 5.0,
"Burst error rate too high: {:.2}% (expected < 5%)",
report.error_rate_percent
);
Ok(())
}
/// Test 3: 1M concurrent market data updates (streaming)
#[tokio::test]
#[ignore]
async fn test_1m_market_data_streaming() -> Result<()> {
const NUM_STREAMS: usize = 1000;
const UPDATES_PER_STREAM: usize = 1000;
const DURATION_SECS: u64 = 30;
println!("\n🚀 Starting Market Data Streaming: 1M updates across {NUM_STREAMS} streams");
let metrics = Arc::new(LoadTestMetrics::new());
let update_count = Arc::new(AtomicUsize::new(0));
let mut join_set = JoinSet::new();
for stream_id in 0..NUM_STREAMS {
let metrics = Arc::clone(&metrics);
let update_count = Arc::clone(&update_count);
join_set.spawn(async move {
let mut client = create_client().await?;
let stream_sym_id = stream_id % 100;
let symbols = vec![format!("STREAM{stream_sym_id:04}")];
let request = StreamMarketDataRequest { symbols };
let start = Instant::now();
match client.stream_market_data(request).await {
Ok(response) => {
let mut stream = response.into_inner();
let mut count = 0;
while let Ok(Some(_event)) = stream.message().await {
count += 1;
update_count.fetch_add(1, Ordering::Relaxed);
if count >= UPDATES_PER_STREAM || start.elapsed().as_secs() >= DURATION_SECS
{
break;
}
}
metrics.record_request(start.elapsed(), true);
}
Err(e) => {
tracing::warn!("Stream {} failed: {:?}", stream_id, e);
metrics.record_request(start.elapsed(), false);
}
}
Ok::<_, anyhow::Error>(())
});
}
// Wait for all streams
while let Some(result) = join_set.join_next().await {
if let Err(e) = result {
tracing::error!("Stream task failed: {:?}", e);
}
}
let total_updates = update_count.load(Ordering::Relaxed);
let report = metrics.report();
println!("\n📊 Market Data Streaming Results:");
println!("Total Updates Received: {total_updates}");
println!("Active Streams: {NUM_STREAMS}");
report.print("Market Data Streaming");
// Assertions
assert!(
total_updates >= 900_000,
"Not enough updates received: {} (expected >= 900k)",
total_updates
);
Ok(())
}
/// Test 4: Connection pool saturation (1000 concurrent clients)
#[tokio::test]
#[ignore]
async fn test_connection_pool_saturation() -> Result<()> {
const NUM_CLIENTS: usize = 1000;
const REQUESTS_PER_CLIENT: usize = 100;
println!("\n🚀 Starting Connection Pool Saturation: {NUM_CLIENTS} concurrent clients");
let metrics = Arc::new(LoadTestMetrics::new());
let barrier = Arc::new(Barrier::new(NUM_CLIENTS));
let mut join_set = JoinSet::new();
// Create all clients simultaneously
for client_id in 0..NUM_CLIENTS {
let metrics = Arc::clone(&metrics);
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);
}
}