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Fix account balance and order status parsing for dYdX(#2067)

Merged
Comparing
dydx-fix-enums
(
373e557
) with
develop
(
f153b99
)
0%
IMPROVEMENTS
0
REGRESSIONS
0
UNTOUCHED
52
NEW
0
DROPPED
0
IGNORED
0

Benchmarks

Passed

test_instrument_id_to_str
tests/performance_tests/test_perf_objects.py::test_instrument_id_to_str
+5%
26.8 µs
25.5 µs
test_create_trade_tick_from_raw
tests/performance_tests/test_perf_objects.py::test_create_trade_tick_from_raw
+3%
35.2 µs
34.1 µs
test_create_trade_tick
tests/performance_tests/test_perf_objects.py::test_create_trade_tick
+2%
63.5 µs
62.2 µs
test_get_rate
tests/performance_tests/test_perf_xrate_calculator.py::test_get_rate
+1%
71.8 µs
70.8 µs
test_live_clock_timestamp_us
tests/performance_tests/test_perf_clock.py::test_live_clock_timestamp_us
+1%
16.2 µs
16 µs
test_condition_true
tests/performance_tests/test_perf_correctness.py::test_condition_true
+1%
12.9 µs
12.8 µs
test_is_limit_filled
tests/performance_tests/test_perf_fill_model.py::test_is_limit_filled
+1%
17.1 µs
17 µs
test_is_stop_filled
tests/performance_tests/test_perf_fill_model.py::test_is_stop_filled
+1%
17.1 µs
17 µs
test_condition_valid_string
tests/performance_tests/test_perf_correctness.py::test_condition_valid_string
+1%
17.6 µs
17.5 µs
test_create_instrument_id
tests/performance_tests/test_perf_objects.py::test_create_instrument_id
+1%
14.4 µs
14.3 µs
test_live_clock_timestamp_ms
tests/performance_tests/test_perf_clock.py::test_live_clock_timestamp_ms
+1%
16.9 µs
16.8 µs
test_nautilus_uuid_value
tests/performance_tests/test_perf_uuid.py::test_nautilus_uuid_value
+1%
17.8 µs
17.7 µs
test_create_quote_tick
tests/performance_tests/test_perf_objects.py::test_create_quote_tick
0%
63.5 µs
63.2 µs
test_condition_type_or_none
tests/performance_tests/test_perf_correctness.py::test_condition_type_or_none
0%
13.9 µs
13.8 µs
test_symbol_equality
tests/performance_tests/test_perf_identifiers.py::test_symbol_equality
0%
13.9 µs
13.9 µs
test_advance_time
tests/performance_tests/test_perf_clock.py::test_advance_time
0%
25.7 µs
25.6 µs
test_create_symbol
tests/performance_tests/test_perf_objects.py::test_create_symbol
0%
26.8 µs
26.7 µs
test_live_clock_unix_timestamp
tests/performance_tests/test_perf_clock.py::test_live_clock_unix_timestamp
0%
17.2 µs
17.1 µs
test_submit_order_end_to_end
tests/performance_tests/test_perf_live_execution.py::TestLiveExecutionPerformance::test_submit_order_end_to_end
0%
258 ms
257.3 ms
test_nautilus_convert_to_snake_case
tests/performance_tests/test_perf_core.py::test_nautilus_convert_to_snake_case
0%
41.5 µs
41.4 µs
test_condition_none
tests/performance_tests/test_perf_correctness.py::test_condition_none
0%
12.7 µs
12.7 µs
test_create_bar
tests/performance_tests/test_perf_objects.py::test_create_bar
0%
16.5 µs
16.5 µs
test_trade_tick_data_wrangler_process
tests/performance_tests/test_perf_wranglers.py::test_trade_tick_data_wrangler_process
0%
1.4 s
1.4 s
test_submit_order
tests/performance_tests/test_perf_live_execution.py::TestLiveExecutionPerformance::test_submit_order
0%
495.7 µs
495.7 µs
test_iteratively_advance_time
tests/performance_tests/test_perf_clock.py::test_iteratively_advance_time
0%
27.6 ms
27.6 ms
test_make_builtin_uuid
tests/performance_tests/test_perf_uuid.py::test_make_builtin_uuid
0%
48.9 µs
48.9 µs
test_logging
tests/performance_tests/test_perf_logger.py::test_logging
0%
487.1 ms
487.4 ms
test_create_quote_tick_raw
tests/performance_tests/test_perf_objects.py::test_create_quote_tick_raw
0%
26.7 µs
26.7 µs
test_limit_order_creation
tests/performance_tests/test_perf_order.py::TestOrderPerformance::test_limit_order_creation
0%
168.3 µs
168.5 µs
test_make_nautilus_uuid
tests/performance_tests/test_perf_uuid.py::test_make_nautilus_uuid
0%
24.4 µs
24.5 µs
test_order_id_generator
tests/performance_tests/test_perf_order.py::TestOrderPerformance::test_order_id_generator
0%
80 µs
80.1 µs
test_live_clock_utc_now
tests/performance_tests/test_perf_clock.py::test_live_clock_utc_now
0%
65.8 µs
66 µs
test_venue_equality
tests/performance_tests/test_perf_identifiers.py::test_venue_equality
0%
13.9 µs
13.9 µs
test_np_std
tests/performance_tests/test_perf_stats.py::test_np_std
0%
175.8 µs
176.3 µs
test_live_clock_timestamp_ns
tests/performance_tests/test_perf_clock.py::test_live_clock_timestamp_ns
0%
16.1 µs
16.1 µs
test_order_denied_to_dict
tests/performance_tests/test_perf_events.py::test_order_denied_to_dict
0%
42 µs
42.1 µs
test_np_mean
tests/performance_tests/test_perf_stats.py::test_np_mean
0%
93.3 µs
93.8 µs
test_serialize_submit_order
tests/performance_tests/test_perf_serialization.py::TestSerializationPerformance::test_serialize_submit_order
-1%
119 µs
119.6 µs
test_market_order_creation
tests/performance_tests/test_perf_order.py::TestOrderPerformance::test_market_order_creation
-1%
155.8 µs
156.8 µs
test_quote_tick_data_wrangler_process_tick_data
tests/performance_tests/test_perf_wranglers.py::test_quote_tick_data_wrangler_process_tick_data
-1%
20.9 ms
21.1 ms
test_order_denied_to_dict_then_msgspec_to_json
tests/performance_tests/test_perf_events.py::test_order_denied_to_dict_then_msgspec_to_json
-1%
51.3 µs
51.7 µs
test_pyo3_trade_to_legacy_cython
tests/performance_tests/test_perf_pyo3_conversion.py::test_pyo3_trade_to_legacy_cython
-2%
35.6 µs
36.2 µs
test_pyo3_delta_to_legacy_cython
tests/performance_tests/test_perf_pyo3_conversion.py::test_pyo3_delta_to_legacy_cython
-2%
35.4 µs
36.1 µs
test_pyo3_bar_to_legacy_cython
tests/performance_tests/test_perf_pyo3_conversion.py::test_pyo3_bar_to_legacy_cython
-2%
35.5 µs
36.2 µs
test_pyo3_quote_to_legacy_cython
tests/performance_tests/test_perf_pyo3_conversion.py::test_pyo3_quote_to_legacy_cython
-2%
35.4 µs
36.1 µs
test_pyo3_bars_to_legacy_cython_list
tests/performance_tests/test_perf_pyo3_conversion.py::test_pyo3_bars_to_legacy_cython_list
-3%
27.4 ms
28.1 ms
test_pyo3_quotes_to_legacy_cython_list
tests/performance_tests/test_perf_pyo3_conversion.py::test_pyo3_quotes_to_legacy_cython_list
-3%
26.9 ms
27.8 ms
test_pyo3_deltas_to_legacy_cython_list
tests/performance_tests/test_perf_pyo3_conversion.py::test_pyo3_deltas_to_legacy_cython_list
-4%
26.2 ms
27.2 ms
test_fast_mean
tests/performance_tests/test_perf_stats.py::test_fast_mean
-4%
24 µs
25 µs
test_pyo3_trades_to_legacy_cython_list
tests/performance_tests/test_perf_pyo3_conversion.py::test_pyo3_trades_to_legacy_cython_list
-4%
27 ms
28.1 ms
test_fast_std
tests/performance_tests/test_perf_stats.py::test_fast_std
-4%
26.2 µs
27.3 µs
test_execute_command
tests/performance_tests/test_perf_live_execution.py::TestLiveExecutionPerformance::test_execute_command
-4%
192.2 µs
201.2 µs

Commits

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f153b99
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Fix account balance and order status parsing for dYdX
373e557
2 days ago
by davidsblom
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