Benchmark: removeOwnOrdersFromBook performance using strings vs using numbers

Script Preparation code:

var fictStringOrderBook = {
  market: 'XRP-EUR',
  timestamp: Date.now(),
  nonceCW: 0,
  source: 'REST',
  bids: [
    ['0.18399', '3052.423937'],
    ['0.18381', '3222.189522'],
    ['0.1838', '1913.507669'],
    ['0.18377', '3289.219013'],
    ['0.18373', '2019.409876']
  ],
  asks: [
    ['0.184', '1534.998073'],
    ['0.18403', '2633.829475'],
    ['0.18412', '2452.407282'],
    ['0.18416', '2430.626048'],
    ['0.1842', '2043.582177']
  ]
}

var fictNumericOrderBook = {
  market: 'XRP-EUR',
  timestamp: Date.now(),
  nonceCW: 0,
  source: 'REST',
  bids: [
    [0.18399, 3052.423937],
    [0.18381, 3222.189522],
    [0.1838, 1913.507669],
    [0.18377, 3289.219013],
    [0.18373, 2019.409876]
  ],
  asks: [
    [0.184, 1534.998073],
    [0.18403, 2633.829475],
    [0.18412, 2452.407282],
    [0.18416, 2430.626048],
    [0.1842, 2043.582177]
  ]
}

var fictBaseMarketMakerOrder = {
  market: 'XRP-EUR',
  created: +new Date('2020-01-01T00:00:01.1Z'),
  updated: +new Date('2020-01-01T00:00:01.1Z'),
  status: 'new',
  orderType: 'limit',
  onHold: '0',
  onHoldCurrency: 'EUR',
  filledAmount: '0',
  filledAmountQuote: '0',
  feePaid: '0',
  feeCurrency: 'EUR',
  fills: [],
  selfTradePrevention: 'cancelNewest',
  visible: true,
  timeInForce: 'GTC',
  postOnly: true
}
      
var ownStringOrders = {
      bid: [
        {
          order: {
            ...fictBaseMarketMakerOrder,
            orderId: 'd1ff48b1-914e-4d5a-850c-f9d97c734aac',
            side: 'buy',
            amount: '312.507669',
            amountRemaining: '312.507669',
            price: '0.18381'
          },
          expectedAmountOld: null,
          expectedAmount: 312.507669,
          doNotChangeUntil: Date.now()
        }
      ],
      ask: [
        {
          order: {
            ...fictBaseMarketMakerOrder,
            orderId: '0865c62d-56e8-44f9-b929-38f79d51956f',
            side: 'sell',
            amount: '1534.998073',
            amountRemaining: '1534.998073',
            price: '0.184'
          },
          expectedAmountOld: null,
          expectedAmount: 1534.998073,
          doNotChangeUntil: Date.now()
        }
      ]
}

var ownNumericOrders = {
      bid: [
        {
          order: {
            ...fictBaseMarketMakerOrder,
            orderId: 'd1ff48b1-914e-4d5a-850c-f9d97c734aac',
            side: 'buy',
            amount: 312.507669,
            amountRemaining: 312.507669,
            price: 0.18381
          },
          expectedAmountOld: null,
          expectedAmount: 312.507669,
          doNotChangeUntil: Date.now()
        }
      ],
      ask: [
        {
          order: {
            ...fictBaseMarketMakerOrder,
            orderId: '0865c62d-56e8-44f9-b929-38f79d51956f',
            side: 'sell',
            amount: 1534.998073,
            amountRemaining: 1534.998073,
            price: 0.184
          },
          expectedAmountOld: null,
          expectedAmount: 1534.998073,
          doNotChangeUntil: Date.now()
        }
      ]
}
      
function round(number, decimals = 0) {
  const power = 10 ** decimals
  return Math.round(number * power) / power
}
      
function n(value, decimals = 11) {
	return round(Number(value), decimals) || 0
}

function s(value) {
  return (typeof value === 'number' ? numberToString(value) : `${value}`)
}

/**
 * Convert number to string, with possibility to define decimal precision.
 * When supplying a number >= 1e+21, the scientific notation is returned as a string.
 */
function numberToString(n, decimals) {
  return n < 1e-6 // JS scientific notation kicks in for numbers >= 1e+21 or < 1e-6.
    ? n.toFixed(decimals).replace(/\.?0+$/, '') // Remove trailing zeros.
    : `${n}`
}

function toQuantityString(amount) {
  return s(n(amount))
}

function removeOwnOrdersFromStringBook(book, ownOrders) { 
  	return {
  	bids: removeOwnOrdersFromBookStringSide(book.bids, ownOrders.bid),
  	asks: removeOwnOrdersFromBookStringSide(book.asks, ownOrders.ask)
	}
}

function removeOwnOrdersFromNumericBook(book, ownOrders) {
  return {
  bids: removeOwnOrdersFromBookNumericSide(book.bids, ownOrders.bid),
  asks: removeOwnOrdersFromBookNumericSide(book.asks, ownOrders.ask)
	}
}

function removeOwnOrdersFromBookStringSide(bookSide, ownOrdersForSide) {
  return bookSide.reduce(function(acc, currentLevel) {
    const [curPriceString, curQuantityString] = currentLevel
    const curPrice = n(curPriceString)
    const curQuantity = n(curQuantityString)

    const totalOwnOrderQuantityForPrice = ownOrdersForSide.reduce(
      function(acc, { order }) {
        return order && curPrice === n(order.price) ? acc + n(order.amountRemaining) : acc
      },
      0
    )

    const remainingQuantity = curQuantity - totalOwnOrderQuantityForPrice

    if (remainingQuantity > 0) {
      acc.push([curPriceString, toQuantityString(remainingQuantity)])
    }

    return acc
  }, [])
}

function removeOwnOrdersFromBookNumericSide(bookSide, ownOrdersForSide) {
  return bookSide.reduce(function(acc, currentLevel) {
    const [curPrice, curQuantity] = currentLevel

    const totalOwnOrderQuantityForPrice = ownOrdersForSide.reduce(
      	function(acc, { order }) {
        	return order && curPrice === order.price ? acc + order.amountRemaining : acc
		},
      0
    )

    const remainingQuantity = curQuantity - totalOwnOrderQuantityForPrice

    if (remainingQuantity > 0) {
      acc.push([curPrice, remainingQuantity])
    }

    return acc
  }, [])
}

Tests:

removeOwnOrdersFromBook using string orderBook and string orders
for (var i = 0; i < 1000; i++) { removeOwnOrdersFromStringBook(fictStringOrderBook, ownStringOrders) }
removeOwnOrdersFromBook using numeric orderBook and numeric orders
for (var i = 0; i < 1000; i++) { removeOwnOrdersFromNumericBook(fictNumericOrderBook, ownNumericOrders) }

Rendered benchmark preparation results:

Suite status: <idle, ready to run>

Previous results

Test case name	Result
removeOwnOrdersFromBook using string orderBook and string orders
removeOwnOrdersFromBook using numeric orderBook and numeric orders

Fastest: N/A

Slowest: N/A

Latest run results:

Run details: (Test run date: 4 years ago)

User agent: Mozilla/5.0 (Macintosh; Intel Mac OS X 10_15_5) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/84.0.4147.105 Safari/537.36

Browser/OS: Chrome 84 on Mac OS X 10.15.5

View result in a separate tab

Test name	Executions per second
removeOwnOrdersFromBook using string orderBook and string orders	31.4 Ops/sec
removeOwnOrdersFromBook using numeric orderBook and numeric orders	1367.3 Ops/sec

Autogenerated LLM Summary (model llama3.2:3b, generated one month ago):

LLMs can make mistakes. Check important info.

It looks like we have a JavaScript benchmarking scenario here!

To analyze the code, I'll need to identify some patterns and assumptions:

1. The `removeOwnOrdersFromBook` function is designed to remove own orders from an order book.
2. There are two implementations of this function: one that takes a string representation of the order book (`removeOwnOrdersFromStringBook`) and another that takes a numeric representation of the order book (`removeOwnOrdersFromNumericBook`).
3. The `n` function is used to parse string values as numbers, e.g., `n(amount)` converts a string `amount` to a number.
4. The `toQuantityString` function is used to convert a quantity (as a number) to a string representation in the format `<quantity>`.
5. The `fictStringOrderBook`, `fictNumericOrderBook`, `ownStringOrders`, and `ownNumericOrders` variables are placeholders for actual order book data.

To make an educated guess about the optimal implementation, I'll consider some factors:

1. Performance: How do the two implementations compare in terms of execution time?
2. Readability: Which implementation is easier to understand and maintain?
3. Code complexity: Are there any potential performance bottlenecks or areas for optimization?

Based on the provided code snippets, here are my observations:

**`removeOwnOrdersFromStringBook`**

* This implementation uses a `reduce` method, which can be a slow operation in JavaScript due to its iterative nature.
* The use of `n` function to parse string values as numbers and then perform arithmetic operations might introduce additional overhead.

**`removeOwnOrdersFromNumericBook`**

* This implementation also uses a `reduce` method, but it's more concise and arguably easier to understand than the first one.
* Since numeric values are being directly compared and added, there's potentially less overhead due to string parsing and formatting.

Without actual benchmarking results or more detailed code analysis, I'll make an educated guess:

**Optimal implementation:** `removeOwnOrdersFromNumericBook`

However, without additional context, such as the specific use case or requirements, this answer remains speculative.

Related benchmarks:

removeOwnOrdersFromBook performance using strings vs using numbers (version: 0)

Comparing performance of: removeOwnOrdersFromBook using string orderBook and string orders vs removeOwnOrdersFromBook using numeric orderBook and numeric orders

Created: 4 years ago by: Guest

Jump to the latest result

removeOwnOrdersFromBook using string orderBook and string orders

removeOwnOrdersFromBook using numeric orderBook and numeric orders

Suite status: <idle, ready to run>

Experimental features:

Fastest: N/A

Slowest: N/A

Autogenerated LLM Summary (model llama3.2:3b, generated one month ago):