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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:

ChapterFeatureStatus
0x09-aGateway HTTP API
0x09-bSettlement Persistence
0x09-cWebSocket Push
0x09-dK-Line Aggregation
0x09-eOrder Book Depth

We now need to integrate and verify these features to ensure end-to-end correctness.


Test Scope

1. Pipeline Correctness

TestDatasetVerification Point
Single vs Multi-Thread100KOutput Identical
Single vs Multi-Thread1.3MOutput Identical

2. Settlement Persistence

TestVerification Point
Orders TableStatus changes recorded correctly
Trades TableTrade data integrity
Balances TableFinal balances match

3. HTTP API

EndpointVerification Point
POST /create_orderSuccess
POST /cancel_orderCorrect execution
GET /ordersCorrect list
GET /tradesRecord integrity
GET /depthBids/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:

  1. Output Redirection: Must redirect output to file to avoid IDE freezing.
  2. Execution Time: Multi-thread mode is slower (~100s vs 16s) due to persistence overhead.
  3. Balance Events: “Lock events != Accepted orders” is expected (due to cancels).
  4. Push Queue Overflow: [PUSH] queue full warnings are expected under high load.

Test Report (2025-12-21)

Performance Baseline

VersionTimeRatevs Baseline
Baseline (urllib)576s174/s-
HTTP Keep-Alive117s857/s+393%
Optimized (Current)69s1,435/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-aGateway HTTP API
0x09-bSettlement Persistence
0x09-cWebSocket Push
0x09-dK-Line Aggregation
0x09-eOrder 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:

  1. 输出重定向:必须重定向到文件。
  2. 执行时间:多线程模式较慢是正常的。
  3. Balance Events:Lock 事件数不等于订单数是正常的。
  4. 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。