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Reject long term market orders for dYdX
(
#2059
)
Merged
Comparing
dydx-reject-long-term-market-orders
(
9e6afac
) with
develop
(
cf25e5c
)
0%
IMPROVEMENTS
0
REGRESSIONS
0
UNTOUCHED
52
NEW
0
DROPPED
0
IGNORED
0
Benchmarks
Passed
test_fast_std
tests/performance_tests/test_perf_stats.py::test_fast_std
+5%
27.5 µs
26.1 µs
test_instrument_id_to_str
tests/performance_tests/test_perf_objects.py::test_instrument_id_to_str
+4%
26.7 µs
25.6 µs
test_pyo3_bars_to_legacy_cython_list
tests/performance_tests/test_perf_pyo3_conversion.py::test_pyo3_bars_to_legacy_cython_list
0%
27.2 ms
27.1 ms
test_pyo3_trades_to_legacy_cython_list
tests/performance_tests/test_perf_pyo3_conversion.py::test_pyo3_trades_to_legacy_cython_list
0%
27 ms
26.9 ms
test_order_id_generator
tests/performance_tests/test_perf_order.py::TestOrderPerformance::test_order_id_generator
0%
80.1 µs
79.9 µs
test_limit_order_creation
tests/performance_tests/test_perf_order.py::TestOrderPerformance::test_limit_order_creation
0%
168.5 µs
168.1 µs
test_live_clock_timestamp_us
tests/performance_tests/test_perf_clock.py::test_live_clock_timestamp_us
0%
16.3 µs
16.2 µs
test_logging
tests/performance_tests/test_perf_logger.py::test_logging
0%
491.6 ms
490.9 ms
test_create_trade_tick_from_raw
tests/performance_tests/test_perf_objects.py::test_create_trade_tick_from_raw
0%
34.1 µs
34.1 µs
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
0%
51.4 µs
51.3 µs
test_pyo3_bar_to_legacy_cython
tests/performance_tests/test_perf_pyo3_conversion.py::test_pyo3_bar_to_legacy_cython
0%
35.4 µs
35.4 µs
test_np_std
tests/performance_tests/test_perf_stats.py::test_np_std
0%
176.6 µs
176.5 µs
test_order_denied_to_dict
tests/performance_tests/test_perf_events.py::test_order_denied_to_dict
0%
42 µs
42 µs
test_pyo3_quotes_to_legacy_cython_list
tests/performance_tests/test_perf_pyo3_conversion.py::test_pyo3_quotes_to_legacy_cython_list
0%
27.1 ms
27.1 ms
test_np_mean
tests/performance_tests/test_perf_stats.py::test_np_mean
0%
94.4 µs
94.3 µs
test_create_quote_tick
tests/performance_tests/test_perf_objects.py::test_create_quote_tick
0%
63.1 µs
63.1 µs
test_pyo3_deltas_to_legacy_cython_list
tests/performance_tests/test_perf_pyo3_conversion.py::test_pyo3_deltas_to_legacy_cython_list
0%
26.5 ms
26.5 ms
test_execute_command
tests/performance_tests/test_perf_live_execution.py::TestLiveExecutionPerformance::test_execute_command
0%
191 µs
191 µs
test_live_clock_utc_now
tests/performance_tests/test_perf_clock.py::test_live_clock_utc_now
0%
66.3 µs
66.3 µs
test_iteratively_advance_time
tests/performance_tests/test_perf_clock.py::test_iteratively_advance_time
0%
27.6 ms
27.6 ms
test_pyo3_quote_to_legacy_cython
tests/performance_tests/test_perf_pyo3_conversion.py::test_pyo3_quote_to_legacy_cython
0%
35.6 µs
35.6 µs
test_condition_none
tests/performance_tests/test_perf_correctness.py::test_condition_none
0%
12.7 µs
12.7 µs
test_create_trade_tick
tests/performance_tests/test_perf_objects.py::test_create_trade_tick
0%
62.2 µs
62.2 µs
test_market_order_creation
tests/performance_tests/test_perf_order.py::TestOrderPerformance::test_market_order_creation
0%
155.6 µs
155.7 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_create_symbol
tests/performance_tests/test_perf_objects.py::test_create_symbol
0%
26.5 µs
26.5 µs
test_submit_order_end_to_end
tests/performance_tests/test_perf_live_execution.py::TestLiveExecutionPerformance::test_submit_order_end_to_end
0%
257.2 ms
257.5 ms
test_pyo3_trade_to_legacy_cython
tests/performance_tests/test_perf_pyo3_conversion.py::test_pyo3_trade_to_legacy_cython
0%
35.6 µs
35.6 µs
test_pyo3_delta_to_legacy_cython
tests/performance_tests/test_perf_pyo3_conversion.py::test_pyo3_delta_to_legacy_cython
0%
35.5 µs
35.5 µs
test_condition_type_or_none
tests/performance_tests/test_perf_correctness.py::test_condition_type_or_none
0%
13.9 µs
13.9 µs
test_condition_true
tests/performance_tests/test_perf_correctness.py::test_condition_true
0%
12.8 µs
12.9 µs
test_nautilus_convert_to_snake_case
tests/performance_tests/test_perf_core.py::test_nautilus_convert_to_snake_case
0%
41.2 µs
41.3 µs
test_advance_time
tests/performance_tests/test_perf_clock.py::test_advance_time
0%
27 µs
27 µs
test_fast_mean
tests/performance_tests/test_perf_stats.py::test_fast_mean
0%
25 µs
25.1 µs
test_get_rate
tests/performance_tests/test_perf_xrate_calculator.py::test_get_rate
0%
71.1 µs
71.3 µs
test_condition_valid_string
tests/performance_tests/test_perf_correctness.py::test_condition_valid_string
0%
17.5 µs
17.6 µs
test_submit_order
tests/performance_tests/test_perf_live_execution.py::TestLiveExecutionPerformance::test_submit_order
0%
494.6 µs
496.2 µs
test_is_stop_filled
tests/performance_tests/test_perf_fill_model.py::test_is_stop_filled
0%
17.1 µs
17.1 µs
test_make_nautilus_uuid
tests/performance_tests/test_perf_uuid.py::test_make_nautilus_uuid
0%
24.3 µs
24.4 µs
test_make_builtin_uuid
tests/performance_tests/test_perf_uuid.py::test_make_builtin_uuid
0%
48.8 µs
49 µs
test_create_instrument_id
tests/performance_tests/test_perf_objects.py::test_create_instrument_id
0%
14.2 µs
14.3 µs
test_venue_equality
tests/performance_tests/test_perf_identifiers.py::test_venue_equality
0%
13.9 µs
13.9 µs
test_nautilus_uuid_value
tests/performance_tests/test_perf_uuid.py::test_nautilus_uuid_value
0%
17.7 µs
17.8 µs
test_is_limit_filled
tests/performance_tests/test_perf_fill_model.py::test_is_limit_filled
-1%
17.1 µs
17.2 µs
test_create_bar
tests/performance_tests/test_perf_objects.py::test_create_bar
-1%
16.4 µs
16.5 µs
test_live_clock_timestamp_ns
tests/performance_tests/test_perf_clock.py::test_live_clock_timestamp_ns
-1%
16.1 µs
16.2 µs
test_live_clock_timestamp_ms
tests/performance_tests/test_perf_clock.py::test_live_clock_timestamp_ms
-1%
17 µs
17.1 µs
test_symbol_equality
tests/performance_tests/test_perf_identifiers.py::test_symbol_equality
-1%
13.9 µs
14 µs
test_live_clock_unix_timestamp
tests/performance_tests/test_perf_clock.py::test_live_clock_unix_timestamp
-1%
17.2 µs
17.3 µs
test_serialize_submit_order
tests/performance_tests/test_perf_serialization.py::TestSerializationPerformance::test_serialize_submit_order
-3%
119 µs
122.3 µs
test_quote_tick_data_wrangler_process_tick_data
tests/performance_tests/test_perf_wranglers.py::test_quote_tick_data_wrangler_process_tick_data
-3%
20.9 ms
21.5 ms
test_create_quote_tick_raw
tests/performance_tests/test_perf_objects.py::test_create_quote_tick_raw
-6%
25.1 µs
26.6 µs
Commits
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base
develop
cf25e5c
0%
Reject long term market orders for dYdX
9e6afac
8 days ago
by davidsblom
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