Application for testing Qurrex matching module. User guide.

Transcription

1 Application for testing Qurrex matching module. User guide.

2 Table of contents Introduction... 2 System Requirements... 2 Preparation for work... 2 Test modes... 2 Test report... 3 Test results... 3 Test settings... 4 Interface description... 4 Main window... 4 Manual Settings mode... 5 Payload Settings... 5 Pricing Settings... 6 Trading Settings... 6 Money Settings... 7 Common settings... 8 Connection settings... 9 Source code... 9 Support... 9 Trademark Notices

3 Introduction The matching module is the central element of any exchange. He is responsible for processing, storing and aggregating incoming orders, processing requests for cancellation of bids, and generating transaction reports. The performance of the entire exchange, in general, depends on the performance of the matching module. The key feature of the matching module of Qurrex is its performance and scalability capabilities. During the internal testing phase, the matching module has already shown the performance of over 3 million transactions per second (without recording information about orders and transactions to the hard drive). Rich experience of the team in the building of exchange systems allowed to achieve results, which can not show any of the known to us crypto-exchanges at the moment. In order for everyone to be sure of this, we created an application to connect and send requests to the matching. This application will allow anyone to participate in testing Qurrex matching without having the programming skills. This document describes the application. System Requirements To run the application, the system must meet the following requirements: Microsoft Windows 7 and higher. Microsoft.NET Framework and higher. You can download the latest version of.net Framework from the official Microsoft site. Stable connection to the Internet. Recommended connection speed at least 100Mbps/s. Preparation for work To prepare your application for testing, follow these steps: 1. Make sure your computer meets the system requirements. In particular, this applies to connecting to the Internet. For example, sending 20,000 requests and receiving 40,000 responses per second requires an Internet speed of about 30 Mbps. Attention! It is not recommended to use mobile networks for connection due to possible instability of their work. 2. Close any unnecessary applications that are actively using the Internet or require a lot of performance, such as a browser, games, or torrent clients. 3. Specify the address to connect to the matching server in the Connection Settings window. Test modes To run the tests, select one of the test modes in the main window. You can use preset test modes or create your own test mode using the manual settings mode. 2

4 Preset modes can be divided into two types: Modes of imitation of trade; Modes with a changing load. When you hover the mouse over the mode button, a detailed description of the tests is displayed. Test report To open the latest test report, click on the Report tab in the main window and click the Open Report button. To open another report, select the end time of the test in the drop-down list. The report contains information about test settings and results. Test results The summary of the test results are contained on Test summary tab, which is opened by default. The following information is provided here: Elapsed - the total time of the test. Started - the test start time. Finished the end time of the test. Requests the total number of requests sent. Responses the total number of responses received. Exec Reports the total number of reports received about the transaction. Charts are plotted in the report to analyze the test results. The following graphs are displayed on the Latency tab: Latency (Request/Response roundtrip), ms values of delays in milliseconds. The chart presents 50, 90, 95 and 99 percentile delays for the specified time frame. Probability Distribution: Latency a chart of the density of the delay distribution during the test. The chart also displays 2, 25, 50, 75 and 98 percentile. 3

5 Requests/responses per 1 s a graph showing the change in the number of requests and responses per second, as well as the accumulated number of requests and responses and the number of requests waiting to be answered at that moment. Transactions per second (TPS) on server/average latency a graph showing the dependence of delays on the value of TPS on the server. Each point is the value of the TPS on the server on the x- axis and its corresponding arithmetic mean on the delay for this second, which measured in this application. TPS in application/average latency a chart showing the dependence of delays on the TPS value in the application. Each point is the number of requests sent per second on the x-axis and the corresponding arithmetic mean for the delay per second that measured in the application. The Execution reports tab shows a schedule for changing the price of transactions involving the customer during testing. The Server Statistics tab shows a chart for changing the number of active orders during testing. Test settings To view the test settings, click the Settings tab. The following information is provided here: Timeframe the value of the timeframe for charts in the report; Payload mode the used mode of load change; Server Connections the total number of established TCP-connections; Takers the number of connections acting as regular traders; Makers the number of connections acting as marketmakers; One-shot traders the number of connections acting as a trader, placing large orders for the market. Interface description Main window On the left side of the main window there are buttons for launching various test modes. For details, see. section Test modes. Below you can find the test stop button and the settings buttons. For more information, see sectionscommon settings andconnection settings. In the right part of the window are the Log and Report tabs. For more information about test results, see section Test results. 4

6 Manual Settings mode In this mode, you can create your own test algorithm using the settings in the application interface. To enter the manual settings mode, press the button. To run the test with the specified settings, click on the Start button. Payload Settings Load settings window, to change the frequency of sending requests. The following settings are available in this window: threads the number of threads to be created to send requests; connections the number of connections. The number of connections must be less than the number of threads. interval, ms the minimum interval between sending requests, specified in milliseconds. Payload mode selecting the load changes. The following types are available: o Fixed load the number of transactions per second does not change; o Sinusoidal - the load changes according to a sine curve (the sinusoidal period in milliseconds is additionally specified); o Growth gradual growth of the load until the maximum is reached (additionally set the period of time during which the maximum load will be reached, after which the load will remain maximal); o Stairs Up the mode of discrete ("ladder") load growth (additionally set the number of steps and the interval in seconds between the load change); o Stairs Down the mode of discrete ("ladder") reduction of load (additionally set the number of steps and the interval in seconds between the load change). 5

7 Pricing Settings Window of the price change mode settings in new orders. Three modes of price change are available: Fixed price fixed. The price value uses the settings displayed in the Money Management window. Sinusoidal price changes according to a sine curve. Additionally, the amplitude is set as a percentage of the average price and the period of sine in milliseconds. The price value uses the settings displayed in the Money Management window. Trading Settings Trading simulation Settings window. Because all connections to matching module are independent of each other, the test algorithm can simulate users with different roles, such as market makers, for each connection. The application implements algorithms with the following roles: 6 Market makers. These are algorithms that put bids for purchase below the market and for sale above the market, thus filling depth of market. The number of such connections is specified in the makers сount field.

8 Traders who put a market application with a large volume, thus executing a large number of applications in depth of market. The number of such connections is specified in the one-shot traders count field. Regular traders who are submitting purchase/sale orders at a price set based on the settings in the Money Settings and Pricing Settings Windows. All the connections that are not occupied by other roles appear in this role. You can set these roles in more detail in Setup Strategies settings. You can specify a percentage for different types of requests: NewOrder, Cancelorder, MassCancelRequest. The number of CancelOrder and MassCancelRequest should not exceed the number of NewOrder. In addition, in the percent of errors field, you can specify the number of erroneous NewOrder requests. In response to such a request will be sent to RejectReport. Money Settings In this window you can set general trading settings. The Contracts tab specifies the traded instruments and sets their configuration. We recommend that you use the default settings. On the Volumes tab you can set the minimum and maximum volume specified in the NewOrder. 7

9 Common settings In this window you can specify the settings used for all test modes. The window contains the following fields: test duration, sec the maximum duration of the test, after which the test will be stopped automatically (specified in seconds); charts timeframe, sec the value of the timeframe for charts in the report (specified in seconds); logging level the level of event log details (logging), which is displayed in the main window, the available values are: o Critical to display information only about critical errors; o Error all errors and additional information (recommended mode); o Verbose maximum verbose mode; It is not recommended to use this mode under heavy load, because it can cause the program to hang. save server statistics if activated, the program will prompt and save statistics from the server during tests. Activate this field to compare the load generated by the program itself with the overall load on the server. The address from which the statistics is saved is specified in the Connection Settings window. 8

10 Connection settings A window with settings for connecting to the matching server. The window contains the following fields: Matching URI the address of the matching server for connection, specified in the format IP: PORT, for example " :7777"; Server Status URI link to the Matching Statistics service. Source code The source code of the application is published on GitHub in the following repository: Support In our Telegram-chat or by matching@qurrex.com you can ask questions or report a problem. Trademark Notices Microsoft, Windows are Microsoft Corporation trademarks registered in the United States of America and other countries. 9