bench

Overview ¶

Command bench measures order throughput and acknowledgement latency against a running exchange over real TCP:

bench -addr exchange:9878 -sessions 8 -window 32 -orders 100000 -out /results/raw/s8w32.json

Each session logs on, sends warm-up orders and waits for all of them to be acknowledged, then every session starts the measured phase together. Orders alternate buy and sell at one price, so they trade with each other and the book stays small. A session never has more than -window orders unacknowledged.

Ack latency is from just before the client hands a NewOrderSingle to the engine to the moment the engine hands the client its ExecutionReport New. Both ends are this process's clock, so no clock comparison between machines is involved. Percentiles are exact, by nearest rank, over every measured order.