perf

Author: greensheng

matching/engine.go

@@ -221,7 +221,7 @@ func (e *Engine) runSnapshots() {
 
 for {
 select {
-case <-time.After(10 * time.Second):
+case <-time.After(30 * time.Second):
 // make a new snapshot request
 e.snapshotReqCh <- &Snapshot{
 OrderOffset: orderOffset,

matching/order_book.go

@@ -65,19 +65,6 @@ type orderBookSnapshot struct {
 OrderIdWindow Window
 }
 
-type depth struct {
-// 保存所有正在book上的order
-orders map[int64]*BookOrder
-
-// 价格优先的priceLevel队列，用于获取level2
-// Price -> *PriceLevel
-levels *treemap.Map
-
-// 价格优先，时间优先的订单队列，用于订单match
-// priceOrderIdKey -> orderId
-queue *treemap.Map
-}
-
 type PriceLevel struct {
 Price decimal.Decimal
 Size decimal.Decimal
@@ -341,6 +328,19 @@ func (o *orderBook) nextTradeSeq() int64 {
 return o.tradeSeq
 }
 
+type depth struct {
+// 保存所有正在book上的order
+orders map[int64]*BookOrder
+
+// 价格优先的priceLevel队列，用于获取level2
+// Price -> *PriceLevel
+levels *treemap.Map
+
+// 价格优先，时间优先的订单队列，用于订单match
+// priceOrderIdKey -> orderId
+queue *treemap.Map
+}
+
 func (d *depth) add(order BookOrder) {
 d.orders[order.OrderId] = &order
 

pushing/level2_stream.go

@@ -122,7 +122,7 @@ func (s *OrderBookStream) runApplier() {
 s.snapshotCh <- lastLevel2Snapshot
 }
 
-if lastFullSnapshot == nil || s.orderBook.seq-lastFullSnapshot.Seq > 1000 {
+if lastFullSnapshot == nil || s.orderBook.seq-lastFullSnapshot.Seq > 10000 {
 lastFullSnapshot = s.orderBook.SnapshotFull()
 s.snapshotCh <- lastFullSnapshot
 }