perf

Author: greensheng

matching/order_book.go

@@ -289,17 +289,20 @@ func (o *orderBook) CancelOrder(order *models.Order) (logs []Log) {
 
 func (o *orderBook) Snapshot() orderBookSnapshot {
 	snapshot := orderBookSnapshot{
-		Orders:        []BookOrder{},
+		Orders:        make([]BookOrder, len(o.depths[models.SideSell].orders)+len(o.depths[models.SideBuy].orders)),
 		LogSeq:        o.logSeq,
 		TradeSeq:      o.tradeSeq,
 		OrderIdWindow: o.orderIdWindow,
 	}
 
+	i := 0
 	for _, order := range o.depths[models.SideSell].orders {
-		snapshot.Orders = append(snapshot.Orders, *order)
+		snapshot.Orders[i] = *order
+		i++
 	}
 	for _, order := range o.depths[models.SideBuy].orders {
-		snapshot.Orders = append(snapshot.Orders, *order)
+		snapshot.Orders[i] = *order
+		i++
 	}
 
 	return snapshot

pushing/order_book.go

@@ -145,8 +145,8 @@ func (s *orderBook) SnapshotLevel2(levels int) *OrderBookLevel2Snapshot {
 	snapshot := OrderBookLevel2Snapshot{
 		ProductId: s.productId,
 		Seq:       s.seq,
-		Asks:      [][3]interface{}{},
-		Bids:      [][3]interface{}{},
+		Asks:      make([][3]interface{}, utils.MinInt(levels, s.depths[models.SideBuy].Size())),
+		Bids:      make([][3]interface{}, utils.MinInt(levels, s.depths[models.SideSell].Size())),
 	}
 	for itr, i := s.depths[models.SideBuy].Iterator(), 0; itr.Next() && i < levels; i++ {
 		v := itr.Value().(*matching.PriceLevel)
@@ -165,10 +165,13 @@ func (s *orderBook) SnapshotFull() *OrderBookFullSnapshot {
 		Seq:       s.seq,
 		LogOffset: s.logOffset,
 		LogSeq:    s.logSeq,
-		Orders:    []matching.BookOrder{},
+		Orders:    make([]matching.BookOrder, len(s.orders)),
 	}
+
+	i := 0
 	for _, order := range s.orders {
-		snapshot.Orders = append(snapshot.Orders, *order)
+		snapshot.Orders[i] = *order
+		i++
 	}
 	return &snapshot
 }

utils/utils.go

@@ -65,6 +65,13 @@ func DToF64(d decimal.Decimal) float64 {
 	return f
 }
 
+func MinInt(a, b int) int {
+	if a <= b {
+		return a
+	}
+	return b
+}
+
 func SnakeCase(s string) string {
 	in := []rune(s)
 	isLower := func(idx int) bool {