transaq-connector/bench/Bench.hs

{-# LANGUAGE OverloadedRecordDot #-}
{-# LANGUAGE QuasiQuotes         #-}

import           Criterion.Main
import qualified Data.ByteString          as BS
import           Data.Text.Encoding
import           Data.Text.Encoding.Error
import           Safe
import           Text.RawString.QQ
import           Text.XML.Light.Input     (parseXMLDoc)
import           Transaq
import           Transaq.Parsing

validClient =
    [r|
    <client id="FOO">
        <type>TYPE</type>
        <currency>CURRENCY</currency>
        <market>MARKET</market>
        <union>UNION</union>
        <forts_acc>FORTS_ACC</forts_acc>
    </client>
    |] :: BS.ByteString

validCandleKinds =
    [r|
    <candlekinds>
        <kind>
        <id>4</id>
        <period>600</period>
        <name>M10</name>
        </kind>
        <kind>
        <id>5</id>
        <period>900</period>
        <name>M15</name>
        </kind>
    </candlekinds>
    |] :: BS.ByteString

validCandles =
      [r|
        <candles secid="12" period="1" status="0" board="foo" seccode="bar">
          <candle date="05.01.2024 12:30:00.123" open="41.3" high="42" low="40" close="41.6" volume="1234" oi="78" />
          <candle date="05.01.2024 12:30:01.123" open="40.3" high="44" low="40" close="41.8" volume="1234" />
          <candle date="05.01.2024 12:30:02.123" open="40.3" high="44" low="40" close="41.8" volume="1234" />
          <candle date="05.01.2024 12:30:03.123" open="40.3" high="44" low="40" close="41.8" volume="1234" />
        </candles>
        |] :: BS.ByteString

validServerStatus =
    [r|<server_status id="22" connected="true" recover="true" server_tz="TZ" sys_ver="42" build="51" /> |] :: BS.ByteString

validMarkets =
    [r|
    <markets>
        <market id="1">FOO</market>
        <market id="2">BAR</market>
    </markets>
    |] :: BS.ByteString

validSecurities =
  [r|
    <securities>
      <security secid="1" active="true">
        <seccode>SECCODE</seccode>
        <instrclass>CLASS</instrclass>
        <board>BOARD</board>
        <market>15</market>
        <currency>CURRENCY</currency>
        <shortname>SHORTNAME</shortname>
        <decimals>3</decimals>
        <minstep>0.1</minstep>
        <lotsize>10</lotsize>
        <lotdivider>1</lotdivider>
        <point_cost>6.28</point_cost>
        <optmask usecredit="yes" bymarket="no" nosplit="yes" fok="no" ioc="no" />
        <sectype>SECTYPE</sectype>
        <sec_tz>SECTZ</sec_tz>
        <quotestype>1</quotestype>
        <MIC>FOO</MIC>
        <currencyid>CURRENCYID</currencyid>
      </security>
    </securities>
    |] :: BS.ByteString

validAllTrades =
  [r|
    <alltrades>
      <trade secid="1">
        <seccode>SEC1</seccode>
        <tradeno>14</tradeno>
        <time>05.01.2024 19:34:18.234</time>
        <board>BOARD</board>
        <price>12.34</price>
        <quantity>10</quantity>
        <buysell>B</buysell>
        <openinterest>100</openinterest>
        <period>N</period>
      </trade>
      <trade secid="2">
        <seccode>SEC2</seccode>
        <tradeno>15</tradeno>
        <time>05.01.2024 19:34:19.234</time>
        <board>BOARD</board>
        <price>12.35</price>
        <quantity>11</quantity>
        <buysell>S</buysell>
        <openinterest>200</openinterest>
        <period>N</period>
      </trade>
    </alltrades>
    |] :: BS.ByteString

parseDom :: BS.ByteString -> Maybe TransaqResponse
parseDom d = parseXMLDoc (decodeUtf8With lenientDecode d) >>= fromXml

parseSax :: BS.ByteString -> Maybe TransaqResponse
parseSax = headMay . parseTransaqResponses

main = defaultMain
  [
    bgroup "DOM"
    [
      bench "<client>" $ whnf parseDom validClient
    , bench "<candlekinds>" $ whnf parseDom validCandleKinds
    , bench "<candles>" $ whnf parseDom validCandles
    , bench "<server_status>" $ whnf parseDom validServerStatus
    , bench "<markets>" $ whnf parseDom validMarkets
    , bench "<securities>" $ whnf parseDom validSecurities
    , bench "<alltrades>" $ whnf parseDom validAllTrades
    ]
  , bgroup "SAX"
    [
      bench "<client>" $ whnf parseSax validClient
    , bench "<candlekinds>" $ whnf parseSax validCandleKinds
    , bench "<candles>" $ whnf parseSax validCandles
    , bench "<server_status>" $ whnf parseSax validServerStatus
    , bench "<markets>" $ whnf parseSax validMarkets
    , bench "<securities>" $ whnf parseSax validSecurities
    , bench "<alltrades>" $ whnf parseSax validAllTrades
    ]
  ]