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gnosis / dex-services / 4991 / 3
31%
master: 31%

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DEFAULT BRANCH: master
Ran 31 Aug 2020 06:07AM UTC
Files 97
Run time 6s
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31 Aug 2020 06:07AM UTC coverage: 28.137% (+0.07%) from 28.067%
OPEN_SOLVER_VERSION=v0.0.12 PRIVATE_SOLVER_VERSION=v0.8.4

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Use integer weights (#1374)

I got super curious and decided to implement @fedgiac 's awesome idea of mapping the logarithmic weights into integer space. This is done by use fixed-point numbers to represent the logarithms instead of `f64`.

### Test Plan

Added new unit tests.

Benchmarks show a performance regression of about +80% more time to reduce an orderbook, and around 30% more time to estimate prices:

<details><summary>Benchmarks</summary>

```
     Running /var/home/nlordell/Developer/dex-service-alt/target/release/deps/pricegraph-656df3332885b719
Gnuplot not found, using plotters backend
Benchmarking Pricegraph::read: Warming up for 3.0000 s
Warning: Unable to complete 50 samples in 5.0s. You may wish to increase target time to 8.2s, enable flat sampling, or reduce sample count to 20.
Pricegraph::read        time:   [6.4003 ms 6.4073 ms 6.4162 ms]                             
                        change: [+75.985% +76.767% +77.634%] (p = 0.00 < 0.05)
                        Performance has regressed.
Found 6 outliers among 50 measurements (12.00%)
  2 (4.00%) low mild
  4 (8.00%) high severe

Benchmarking Pricegraph::transitive_orderbook/5298183: Warming up for 3.0000 s
Warning: Unable to complete 50 samples in 5.0s. You may wish to increase target time to 8.0s, enable flat sampling, or reduce sample count to 20.
Pricegraph::transitive_orderbook/5298183                                                                            
                        time:   [6.2604 ms 6.2714 ms 6.2886 ms]
                        change: [+82.277% +83.122% +84.217%] (p = 0.00 < 0.05)
                        Performance has regressed.
Found 4 outliers among 50 measurements (8.00%)
  4 (8.00%) high severe

Pricegraph::estimate_limit_price/100000000000000000                                                                            
                        time:   [48.818 us 48.951 us 49.162 us]
                        chan... (continued)

13096 of 53435 branches covered (24.51%)

Branch coverage included in aggregate %.

3449 of 5366 relevant lines covered (64.28%)

61989.28 hits per line

Source Files on job 4991.3 (OPEN_SOLVER_VERSION=v0.0.12 PRIVATE_SOLVER_VERSION=v0.8.4)
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  • Changed 34
  • Source Changed 2
  • Coverage Changed 34
Coverage ∆ File Lines Relevant Covered Missed Hits/Line Branch Hits Branch Misses
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