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Improve the performance of BaseToQuoteQuantums & BigRatMulPpm #1546

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merged 2 commits into from
May 20, 2024

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BrendanChou
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@BrendanChou BrendanChou commented May 20, 2024

Changelist

  • These are two of the most used function by the CPU at the moment.
  • BaseToQuoteQuantums optimized by about 80% and BigRatMulPpm optimized by about 20%
  • In a future PR, multiplyByPrice and FundingRateToIndex can be removed like in Remove logic of FundingRateToIndex #1528, but am keeping this PR small for now to ensure it can be backported if needed

Test Plan

  • New benchmark test for BaseToQuoteQuantums
  • Unit tests already exist for BaseToQuoteQuantums including rounding for negative numbers

Benchmark Results

Before:

BenchmarkBigRatMulPpm-4          	16975401	       382.0 ns/op	     208 B/op	       9 allocs/op
BenchmarkBaseToQuoteQuantums-4   	 3997749	      1518 ns/op	    1056 B/op	      36 allocs/op

After:

BenchmarkBigRatMulPpm-4          	22503729	       289.2 ns/op	     192 B/op	       7 allocs/op
BenchmarkBaseToQuoteQuantums-4   	19702170	       266.7 ns/op	     184 B/op	       7 allocs/op

BenchmarkBigRatMulPpm-4: 24.3% improvement
BenchmarkBaseToQuoteQuantums-4: 82.4% improvement

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Commits Files that changed from the base of the PR and between 3feb0df and 42b903e.

Walkthrough

The recent update includes enhancements to the testing suite of the protocol library. It introduces a new benchmark function in quantums_test.go to evaluate the lib.BaseToQuoteQuantums function's performance and correctness. Additionally, big_math_test.go now features expanded test coverage for multiplication scenarios involving big rational numbers with varying divisors.

Changes

File Change Summary
protocol/lib/quantums_test.go Added BenchmarkBaseToQuoteQuantums to test the performance and correctness of lib.BaseToQuoteQuantums.
protocol/lib/big_math_test.go Includes additional test cases for multiplication scenarios with different divisors for big rational numbers.

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@BrendanChou BrendanChou changed the title Improve the performance of BaseToQuoteQuantums Improve the performance of BaseToQuoteQuantums & BigRatMulPpm May 20, 2024
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Actionable comments posted: 0

Review Details

Configuration used: CodeRabbit UI
Review profile: CHILL

Commits Files that changed from the base of the PR and between 333df84 and 2910959.
Files selected for processing (1)
  • protocol/lib/quantums_test.go (2 hunks)
Additional Context Used
Path-based Instructions (1)
protocol/lib/quantums_test.go (1)

Pattern **/**: Do not include a walkthrough. For all comments on line changes that are longer than 15 lines, add a prefix to the comment of what lines you are commenting on (for example: "The changes from lines 100 to 200...". Add your comment to be on the last 15 lines of the chunk rather than adding your comment to the entire chunk.

Additional comments not posted (1)
protocol/lib/quantums_test.go (1)

225-250: LGTM! Ensure the expected result in the benchmark is accurate.

@BrendanChou BrendanChou force-pushed the bc/base-to-quote-quantums branch from 2910959 to 3feb0df Compare May 20, 2024 05:02
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Actionable comments posted: 0

Out of diff range and nitpick comments (1)
protocol/lib/big_math_test.go (1)

381-400: The new test cases for TestBigRatMulPpm effectively cover scenarios with common and no common divisors for both positive and negative inputs. The use of require.Equal ensures that the results are as expected.

Consider adding comments within the test cases to briefly explain the rationale behind each specific scenario, especially for the cases with no common divisor, to aid future maintainability.

Review Details

Configuration used: CodeRabbit UI
Review profile: CHILL

Commits Files that changed from the base of the PR and between 2910959 and 3feb0df.
Files selected for processing (2)
  • protocol/lib/big_math_test.go (1 hunks)
  • protocol/lib/quantums_test.go (2 hunks)
Files skipped from review as they are similar to previous changes (1)
  • protocol/lib/quantums_test.go
Additional Context Used
Path-based Instructions (1)
protocol/lib/big_math_test.go (1)

Pattern **/**: Do not include a walkthrough. For all comments on line changes that are longer than 15 lines, add a prefix to the comment of what lines you are commenting on (for example: "The changes from lines 100 to 200...". Add your comment to be on the last 15 lines of the chunk rather than adding your comment to the entire chunk.

Additional comments not posted (1)
protocol/lib/big_math_test.go (1)

Line range hint 1-400: The rest of the file remains unchanged and all existing tests are functioning as expected. No issues found.

@BrendanChou BrendanChou merged commit 3b5043e into main May 20, 2024
18 checks passed
@BrendanChou BrendanChou deleted the bc/base-to-quote-quantums branch May 20, 2024 14:59
chenyaoy pushed a commit that referenced this pull request May 20, 2024
)

* add benchmark for BaseToQuoteQuantums

* improve functions
@roy-dydx
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@Mergifyio backport release/protocol/v5.x

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mergify bot commented Jun 11, 2024

backport release/protocol/v5.x

✅ Backports have been created

mergify bot pushed a commit that referenced this pull request Jun 11, 2024
)

* add benchmark for BaseToQuoteQuantums

* improve functions

(cherry picked from commit 3b5043e)
roy-dydx pushed a commit that referenced this pull request Jun 11, 2024
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