From d802aab59839e3a4d85c5f4746562e7c39f10c78 Mon Sep 17 00:00:00 2001
From: Jonathan Strong <jonathan.strong@gmail.com>
Date: Fri, 17 Apr 2020 17:00:56 -0400
Subject: [PATCH] use integer masking to speed up row filtering a lot

---
 src/binary-serialization.rs | 49 ++++++++++++++++++++++++++-----------
 src/encoding.rs             | 21 ++++++++++------
 2 files changed, 49 insertions(+), 21 deletions(-)

diff --git a/src/binary-serialization.rs b/src/binary-serialization.rs
index 6de8c03..b1b8100 100644
--- a/src/binary-serialization.rs
+++ b/src/binary-serialization.rs
@@ -100,24 +100,45 @@ fn easy_query<W>(
     let mut gdax_amount = 0.0;
     let mut n_gdax = 0;
 
+    const MASK          : i32 = i32::from_le_bytes([ 255,            255,           255,           0]);
+    const BMEX_BTC_USD  : i32 = i32::from_le_bytes([ e!(bmex) as u8, c!(btc) as u8, c!(usd) as u8, 0 ]);
+    const GDAX_BTC_USD  : i32 = i32::from_le_bytes([ e!(gdax) as u8, c!(btc) as u8, c!(usd) as u8, 0 ]);
+
     macro_rules! update { // in macro to avoid repeating code once outside loop, and again in loop body
         ($trade:ident) => {{
-            match ($trade.exch(), $trade.base(), $trade.quote()) {
-                (Ok(e!(bmex)), Ok(c!(btc)), Ok(c!(usd))) => {
-                    bmex_total += $trade.price() * $trade.amount();
-                    bmex_amount += $trade.amount();
-                    n_bmex += 1;
-                }
 
-                (Ok(e!(gdax)), Ok(c!(btc)), Ok(c!(usd))) => {
-                    gdax_total += $trade.price() * $trade.amount();
-                    gdax_amount += $trade.amount();
-                    n_gdax += 1;
+            let meta_sans_side: i32 = $trade.meta_i32() & MASK; 
 
-                }
-                
-                _ => {}
-            }
+            let is_bmex_btc_usd: f64 = (meta_sans_side == BMEX_BTC_USD) as u8 as f64;
+
+            let is_gdax_btc_usd: f64 = (meta_sans_side == GDAX_BTC_USD) as u8 as f64;
+
+            let amount = $trade.amount();
+            let total = $trade.price() * amount;
+
+            bmex_total += is_bmex_btc_usd * total;
+            bmex_amount += is_bmex_btc_usd * amount;
+            n_bmex += is_bmex_btc_usd as usize * 1;
+
+            gdax_total += is_gdax_btc_usd * total;
+            gdax_amount += is_gdax_btc_usd * amount;
+            n_gdax += is_gdax_btc_usd as usize * 1;
+
+
+            //match ($trade.exch(), $trade.base(), $trade.quote()) {
+            //    (Ok(e!(bmex)), Ok(c!(btc)), Ok(c!(usd))) => {
+            //        n_bmex += 1;
+            //    }
+
+            //    (Ok(e!(gdax)), Ok(c!(btc)), Ok(c!(usd))) => {
+            //        gdax_total += $trade.price() * $trade.amount();
+            //        gdax_amount += $trade.amount();
+            //        n_gdax += 1;
+
+            //    }
+            //    
+            //    _ => {}
+            //}
         }}
     }
 
diff --git a/src/encoding.rs b/src/encoding.rs
index ddaa748..809823a 100644
--- a/src/encoding.rs
+++ b/src/encoding.rs
@@ -183,13 +183,6 @@ impl<'a> PackedTradeData<'a> {
     pub fn base(&self) -> Result<Currency, markets::crypto::Error> {
         Currency::try_from(self.0[BASE_OFFSET])
     }
-    #[inline]
-    pub fn ticker(&self) -> Ticker {
-        Ticker {
-            base: self.base().unwrap(),
-            quote: self.quote().unwrap(),
-        }
-    }
 
     #[inline]
     pub fn quote(&self) -> Result<Currency, markets::crypto::Error> {
@@ -204,6 +197,20 @@ impl<'a> PackedTradeData<'a> {
         }
     }
 
+    #[inline]
+    pub fn ticker(&self) -> Ticker {
+        Ticker {
+            base: self.base().unwrap(),
+            quote: self.quote().unwrap(),
+        }
+    }
+
+    #[inline]
+    pub unsafe fn meta_i32(&self) -> i32 {
+        i32::from_le_bytes((&self.0[..4]).try_into().unwrap())
+    }
+
+
     #[inline]
     pub fn time(&self) -> u64 {
         u64::from_le_bytes(