Signature verification speed vs matching engine speed

[helinwang]

Tested on AMD Threadripper 1950x (3.5 GHz) with single thread code.

Signature Verification

BLS signature (used for both consensus system and user transaction signing, user transaction signing can be switched to ESCDA):

5 seconds: 11500 verifications.

ESCDA (https://github.com/ethereum/go-ethereum/tree/master/crypto):

5 seconds: 41000 verifications.

Matching Engine

Single order book, 5 seconds: 10000000 limit orders

Conclution

Matching Engine is two orders of magnitude faster than signature verification.

Code:

func TestOrderBookSpeed(t *testing.T) {
        book := newOrderBook()
        const total = 10000000
        orders := make([]Order, total)
        for i := 0; i < total; i++ {
                orders[i].Price = uint64(1000 + rand.Intn(1000))
                orders[i].Quant = uint64(rand.Intn(10000) + 10)
                orders[i].SellSide = rand.Intn(2) == 0
        }

        start := time.Now()
        for _, o := range orders {
                book.Limit(o)
        }
        fmt.Println(time.Now().Sub(start), total)
}

func TestSignVerifySpeed(t *testing.T) {
        var sk bls.SecretKey
        msg := string(hexutil.MustDecode("0xce0677bb30baa8cf067c88db9811f4333d131bf8bcf12fe7065d211dce971008"))
        sign := sk.Sign(msg)
        pk := sk.GetPublicKey()

        start := time.Now()
        for i := 0; i < 11500; i++ {
                sign.Verify(pk, msg)
        }
        fmt.Println(time.Now().Sub(start))
}

func TestEtherVerifySpeed(t *testing.T) {
        testmsg := hexutil.MustDecode("0xce0677bb30baa8cf067c88db9811f4333d131bf8bcf12fe7065d211dce971008")
        testsig := hexutil.MustDecode("0x90f27b8b488db00b00606796d2987f6a5f59ae62ea05effe84fef5b8b0e549984a691139ad57a3f0b906637673aa2f63d1f55cb1a69199d4009eea23ceaddc9301")
        testpubkey := hexutil.MustDecode("0x04e32df42865e97135acfb65f3bae71bdc86f4d49150ad6a440b6f15878109880a0a2b2667f7e725ceea70c673093bf67663e0312623c8e091b13cf2c0f11ef652")

        start := time.Now()
        sig := testsig[:len(testsig)-1] // remove recovery id                                                                                                                                                                                                                 
        for i := 0; i < 41000; i++ {
                if !crypto.VerifySignature(testpubkey, testmsg, sig) {
                        panic("verify failed")
                }
        }
        fmt.Println(time.Now().Sub(start))
}

[helinwang]

This is a note, not an issue.