0x09-f Integration Test: Full Acceptance
🇺🇸 English | 🇨🇳 中文
🇺🇸 English
📦 Code Changes: View Diff
Core Objective: Perform comprehensive integration testing on all 0x09 features using historical datasets to establish a reproducible acceptance baseline.
Background
Phase 0x09 delivered multiple key features:
| Chapter | Feature | Status |
|---|---|---|
| 0x09-a | Gateway HTTP API | ✅ |
| 0x09-b | Settlement Persistence | ✅ |
| 0x09-c | WebSocket Push | ✅ |
| 0x09-d | K-Line Aggregation | ✅ |
| 0x09-e | Order Book Depth | ✅ |
We now need to integrate and verify these features to ensure end-to-end correctness.
Test Scope
1. Pipeline Correctness
| Test | Dataset | Verification Point |
|---|---|---|
| Single vs Multi-Thread | 100K | Output Identical |
| Single vs Multi-Thread | 1.3M | Output Identical |
2. Settlement Persistence
| Test | Verification Point |
|---|---|
| Orders Table | Status changes recorded correctly |
| Trades Table | Trade data integrity |
| Balances Table | Final balances match |
3. HTTP API
| Endpoint | Verification Point |
|---|---|
| POST /create_order | Success |
| POST /cancel_order | Correct execution |
| GET /orders | Correct list |
| GET /trades | Record integrity |
| GET /depth | Bids/Asks ordered |
Acceptance Criteria
1. Pipeline Correctness (Must Pass All)
- Output diff between Single-Thread and Multi-Thread is empty.
- Final balances match exactly.
- Trade counts match exactly.
2. Settlement Persistence (Must Pass All)
- Orders Row Count == Total Orders.
- Trades Row Count == Total Trades.
- Final Balances match precisely (100% consistency for avail/frozen).
Important
Consistency Requirement: Core assets (avail, frozen) and order status (filled_qty, status) must be 100% consistent.
3. Performance Baseline
- Record 100K and 1.3M TPS.
- Record P99 Latency.
Test Artifacts & Baseline
Baseline Generation
After testing, organize the following for regression testing:
- 100K Output:
baseline/100k/ - 1.3M Output:
baseline/1.3m/ - Performance Metrics:
docs/src/perf-history/
Regression Testing
Use scripts to automatically compare against baseline:
./scripts/test_pipeline_compare.sh 100k
./scripts/test_integration_full.sh
Large Dataset Testing Notes
Important
Special attention needed for 1.3M dataset tests:
- Output Redirection: Must redirect output to file to avoid IDE freezing.
- Execution Time: Multi-thread mode is slower (~100s vs 16s) due to persistence overhead.
- Balance Events: “Lock events != Accepted orders” is expected (due to cancels).
- Push Queue Overflow:
[PUSH] queue fullwarnings are expected under high load.
Test Report (2025-12-21)
Performance Baseline
| Version | Time | Rate | vs Baseline |
|---|---|---|---|
| Baseline (urllib) | 576s | 174/s | - |
| HTTP Keep-Alive | 117s | 857/s | +393% |
| Optimized (Current) | 69s | 1,435/s | +725% |
Pipeline Correctness (1.3M) ✅
- Core balances consistent.
- Trade count matches (667,567).
- Balance final state 100% MATCH.
Settlement Persistence (100K)
- Orders: 100% MATCH (filled_qty, status).
- Trades: 100% MATCH.
- Balances: 100% MATCH.
Conclusion: All 0x09 features (Persistence & Gateway) are production-ready.
🇨🇳 中文
📦 代码变更: 查看 Diff
本节核心目标:使用历史数据集对所有 0x09 功能进行全面集成测试,建立可重复的验收基线。
背景
Phase 0x09 实现了多个关键功能:
| 章节 | 功能 | 状态 |
|---|---|---|
| 0x09-a | Gateway HTTP API | ✅ |
| 0x09-b | Settlement Persistence | ✅ |
| 0x09-c | WebSocket Push | ✅ |
| 0x09-d | K-Line Aggregation | ✅ |
| 0x09-e | Order Book Depth | ✅ |
现需将这些功能整合验证,确保系统端到端正确性。
测试范围
1. Pipeline 正确性
| 测试 | 数据集 | 验证点 |
|---|---|---|
| 单线程 vs 多线程 | 100K | 输出完全一致 |
| 单线程 vs 多线程 | 1.3M | 输出完全一致 |
2. Settlement 持久化
| 测试 | 验证点 |
|---|---|
| Orders 表 | 状态变更正确记录 |
| Trades 表 | 成交数据完整 |
| Balances 表 | 最终余额一致 |
3. HTTP API
验证 create_order, cancel_order, orders, trades, depth 等接口。
验收标准
1. Pipeline 正确性 (必须全部通过)
- 100K/1.3M 输出对比为空。
- 余额最终状态一致。
- 成交数量一致。
2. Settlement 持久化 (必须全部通过)
- Orders/Trades 记录数匹配。
- Balances 最终值 100% 匹配。
Important
一致性要求:核心资产 (avail, frozen) 和订单状态 (filled_qty, status) 必须 100% 一致。
3. 性能基线
- 记录 100K 和 1.3M TPS。
- 记录 P99 延迟。
测试产物与基线
基线生成与回归
使用 baseline/ 目录存储基线数据,并使用 test_pipeline_compare.sh 进行自动化回归测试。
大数据集测试注意事项
Important
运行 1.3M 数据集测试时需要特别注意:
- 输出重定向:必须重定向到文件。
- 执行时间:多线程模式较慢是正常的。
- Balance Events:Lock 事件数不等于订单数是正常的。
- Push Queue 溢出:高压下队列满警告是正常的。
测试报告 (2025-12-21)
性能基线
当前优化后 TPS 为 1,435/s,相比基线提升 725%。
Pipeline 正确性 (1.3M) ✅
- 成交数量匹配 (667,567)。
- 余额最终状态 100% MATCH。
Settlement 持久化 (100K)
- Orders, Trades, Balances 均为 100% MATCH。
结论:0x09 阶段的所有持久化与网关功能已具备生产级稳定性。