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PERFORMANCE.md

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Performance Test Results, Inserts Per Second

(newest results on top)

5 Level Depth BBO Only Order Book Only Note
2,062,158 2,139,950 2,494,532 Now testing on a modern laptop (2.4 GHZ i7).
1,231,959 1,273,510 1,506,066 Handling all or none order condition.
1,249,544 1,305,482 1,531,998 Remove callbacks_added method. Caller can invoke equivalent if necessary.
1,222,000 1,279,711 1,495,714 Use vector for callback container.
1,250,616 1,264,227 1,463,738 Union in callback. For clarity of purpose, not for performance.
1,267,135 1,270,188 1,469,246 Combine 2 fill callbacks into one.
1,233,894 1,237,154 1,434,354 Store excess depth levels in depth to speed repopulation.
58,936 153,839 1,500,874 Removed spuroious insert on accept of completely filled order.
38,878 124,756 1,495,744 Initial run with all 3 tests.