Add benchmark suite for engine and replay throughput#47
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What changed
Why
After #46, the old scalar-only benchmark story was stale. This PR makes the performance boundary visible: the direct C++ batch path is genuinely faster, while the current audited Replay path still pays for per-event gateway and valuation behavior. It also records the next intended performance step: boundary-batched replay that lets C++ run independently until Python must observe a fill, instruction boundary, or configured inspection point.
Local benchmark results
Using
--cycles 20000 --repeats 3 --warmups 1on this machine:A private research feed-path smoke comparison on the same broad mixed workload shape measured about
1.7M events/s; it is not apples-to-apples with public audited Replay, but it confirms where the public replay bridge still needs work.Validation
python -m ruff check .python -m pytestpython -m benchmarks.engine_throughput --cycles 20000 --repeats 3 --warmups 1python -m benchmarks.replay_throughput --cycles 20000 --repeats 3 --warmups 1