MOD: Increase symbol chunk size

Author: threecgreen

CHANGELOG.md

@@ -7,6 +7,7 @@
 - Added `kDbnVersion` constants to each version namespace: `v1`, `v2`, and `v3`
 - Added `kUndefStatQuantity` constants to each version namespace
 - Added new off-market publishers for Eurex, and European Energy Exchange (EEX)
+- Increased live subscription symbol chunking size
 
 ## 0.34.2 - 2025-05-06
 

src/live_blocking.cpp

@@ -113,16 +113,16 @@ void LiveBlocking::Subscribe(std::string_view sub_msg,
                              const std::vector<std::string>& symbols,
                              bool use_snapshot) {
   static constexpr auto kMethodName = "Live::Subscribe";
-  constexpr std::ptrdiff_t kSymbolMaxChunkSize = 128;
+  constexpr std::ptrdiff_t kSymbolMaxChunkSize = 500;
 
   if (symbols.empty()) {
     throw InvalidArgumentError{kMethodName, "symbols",
                                "must contain at least one symbol"};
   }
   auto symbols_it = symbols.begin();
   while (symbols_it != symbols.end()) {
-    const auto chunk_size =
-        std::min(kSymbolMaxChunkSize, std::distance(symbols_it, symbols.end()));
+    const auto distance_from_end = std::distance(symbols_it, symbols.end());
+    const auto chunk_size = std::min(kSymbolMaxChunkSize, distance_from_end);
 
     std::ostringstream chunked_sub_msg;
     chunked_sub_msg << sub_msg << "|symbols="

tests/src/live_blocking_tests.cpp

@@ -107,7 +107,7 @@ TEST_F(LiveBlockingTests, TestSubscriptionChunkingUnixNanos) {
   constexpr auto kTsOut = false;
   constexpr auto kDataset = dataset::kXnasItch;
   const auto kSymbol = "TEST";
-  const std::size_t kSymbolCount = 1000;
+  const std::size_t kSymbolCount = 1001;
   const auto kSchema = Schema::Ohlcv1M;
   const auto kSType = SType::RawSymbol;
 
@@ -117,9 +117,9 @@ TEST_F(LiveBlockingTests, TestSubscriptionChunkingUnixNanos) {
         self.Accept();
         self.Authenticate();
         std::size_t i{};
-        while (i < 1000) {
+        while (i < kSymbolCount) {
           const auto chunk_size =
-              std::min(static_cast<std::size_t>(128), kSymbolCount - i);
+              std::min(static_cast<std::size_t>(500), kSymbolCount - i);
           const std::vector<std::string> symbols_chunk(chunk_size, kSymbol);
           self.Subscribe(symbols_chunk, kSchema, kSType);
           i += chunk_size;
@@ -162,7 +162,7 @@ TEST_F(LiveBlockingTests, TestSubscriptionChunkingStringStart) {
   constexpr auto kTsOut = false;
   constexpr auto kDataset = dataset::kXnasItch;
   const auto kSymbol = "TEST";
-  const std::size_t kSymbolCount = 1000;
+  const std::size_t kSymbolCount = 1001;
   const auto kSchema = Schema::Ohlcv1M;
   const auto kSType = SType::RawSymbol;
   const auto kStart = "2020-01-01T00:00:00";
@@ -174,9 +174,9 @@ TEST_F(LiveBlockingTests, TestSubscriptionChunkingStringStart) {
         self.Accept();
         self.Authenticate();
         std::size_t i{};
-        while (i < 1000) {
+        while (i < kSymbolCount) {
           const auto chunk_size =
-              std::min(static_cast<std::size_t>(128), kSymbolCount - i);
+              std::min(static_cast<std::size_t>(500), kSymbolCount - i);
           const std::vector<std::string> symbols_chunk(chunk_size, kSymbol);
           self.Subscribe(symbols_chunk, kSchema, kSType, kStart);
           i += chunk_size;
@@ -195,7 +195,7 @@ TEST_F(LiveBlockingTests, TestSubscribeSnapshot) {
   constexpr auto kTsOut = false;
   constexpr auto kDataset = dataset::kXnasItch;
   const auto kSymbol = "TEST";
-  const std::size_t kSymbolCount = 1000;
+  const std::size_t kSymbolCount = 1001;
   const auto kSchema = Schema::Ohlcv1M;
   const auto kSType = SType::RawSymbol;
   const auto kUseSnapshot = true;
@@ -207,9 +207,9 @@ TEST_F(LiveBlockingTests, TestSubscribeSnapshot) {
         self.Accept();
         self.Authenticate();
         std::size_t i{};
-        while (i < 1000) {
+        while (i < kSymbolCount) {
           const auto chunk_size =
-              std::min(static_cast<std::size_t>(128), kSymbolCount - i);
+              std::min(static_cast<std::size_t>(500), kSymbolCount - i);
           const std::vector<std::string> symbols_chunk(chunk_size, kSymbol);
           self.SubscribeWithSnapshot(symbols_chunk, kSchema, kSType);
           i += chunk_size;

tests/src/mock_lsg_server.cpp

@@ -54,7 +54,7 @@ void MockLsgServer::Accept() {
 }
 
 std::string MockLsgServer::Receive() {
-  std::string received(1024, 0);
+  std::string received(static_cast<std::size_t>(32 * 1024), 0);
   char c{};
   std::size_t read_size{};
   // Read char by char until newline
@@ -68,8 +68,8 @@ std::string MockLsgServer::Receive() {
     }
     c = received[read_size];
     ++read_size;
-  } while (c != '\n' && read_size < 1024);
-  if (read_size == 1024) {
+  } while (c != '\n' && read_size < received.size());
+  if (read_size == received.size()) {
     throw TcpError{{}, "Overran buffer in MockLsgServer"};
   }
   received.resize(read_size);