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Transaction Replay #29

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Rjected opened this issue Jul 9, 2019 · 0 comments
Open

Transaction Replay #29

Rjected opened this issue Jul 9, 2019 · 0 comments
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feature New feature or request moonshot Ideas that would be really cool but might take some work to implement

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@Rjected
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Rjected commented Jul 9, 2019

Is your feature request related to a problem? Please describe.
It would be useful for simulations if transactions could be inferred from orderbook state changes from other exchanges, so the transactions could be replayed later. This would be useful for benchmarking especially, since it's realistic data with realistic timestamps.

Describe the solution you'd like
Potentially work out benchclient and create a new daemon (like opencxd but much more limited) since these orders would have to conform to our format and pass validation, so pubkeys, etc would most likely have to be filled in. This really just tests the matching engine so maybe a new daemon is all that's necessary, just remove validation.

Describe alternatives you've considered
This is sort of similar to backtesting but is more for benchmarking and simulations. Backtesting isn't quite what we want, since we might want to determine realistic overhead or hardware required for various operations and configurations.

Additional context
Collecting, timestamping, and replaying this data is generally helpful for testing.

@Rjected Rjected added feature New feature or request moonshot Ideas that would be really cool but might take some work to implement labels Jul 9, 2019
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Labels
feature New feature or request moonshot Ideas that would be really cool but might take some work to implement
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