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Add max_reconnection_tries to data client config for dYdX
(
#2066
)
Merged
Comparing
dydx-stop-limit-retries
(
bc0f890
) with
develop
(
35cf1a9
)
+1%
IMPROVEMENTS
0
REGRESSIONS
0
UNTOUCHED
52
NEW
0
DROPPED
0
IGNORED
0
Benchmarks
Passed
test_pyo3_trades_to_legacy_cython_list
tests/performance_tests/test_perf_pyo3_conversion.py::test_pyo3_trades_to_legacy_cython_list
+6%
28.7 ms
27 ms
test_pyo3_bar_to_legacy_cython
tests/performance_tests/test_perf_pyo3_conversion.py::test_pyo3_bar_to_legacy_cython
+5%
37.4 µs
35.5 µs
test_pyo3_trade_to_legacy_cython
tests/performance_tests/test_perf_pyo3_conversion.py::test_pyo3_trade_to_legacy_cython
+5%
37.2 µs
35.3 µs
test_pyo3_deltas_to_legacy_cython_list
tests/performance_tests/test_perf_pyo3_conversion.py::test_pyo3_deltas_to_legacy_cython_list
+5%
27.9 ms
26.5 ms
test_pyo3_quotes_to_legacy_cython_list
tests/performance_tests/test_perf_pyo3_conversion.py::test_pyo3_quotes_to_legacy_cython_list
+5%
28.4 ms
27.1 ms
test_make_nautilus_uuid
tests/performance_tests/test_perf_uuid.py::test_make_nautilus_uuid
+4%
25.5 µs
24.4 µs
test_pyo3_bars_to_legacy_cython_list
tests/performance_tests/test_perf_pyo3_conversion.py::test_pyo3_bars_to_legacy_cython_list
+4%
28.6 ms
27.5 ms
test_pyo3_delta_to_legacy_cython
tests/performance_tests/test_perf_pyo3_conversion.py::test_pyo3_delta_to_legacy_cython
+3%
36.5 µs
35.4 µs
test_pyo3_quote_to_legacy_cython
tests/performance_tests/test_perf_pyo3_conversion.py::test_pyo3_quote_to_legacy_cython
+3%
36.3 µs
35.4 µs
test_symbol_equality
tests/performance_tests/test_perf_identifiers.py::test_symbol_equality
+1%
14.1 µs
13.9 µs
test_create_instrument_id
tests/performance_tests/test_perf_objects.py::test_create_instrument_id
+1%
14.4 µs
14.3 µs
test_is_limit_filled
tests/performance_tests/test_perf_fill_model.py::test_is_limit_filled
+1%
17.2 µs
17 µs
test_create_trade_tick_from_raw
tests/performance_tests/test_perf_objects.py::test_create_trade_tick_from_raw
+1%
34.4 µs
34 µs
test_condition_none
tests/performance_tests/test_perf_correctness.py::test_condition_none
+1%
12.8 µs
12.7 µs
test_create_bar
tests/performance_tests/test_perf_objects.py::test_create_bar
+1%
16.6 µs
16.4 µs
test_nautilus_uuid_value
tests/performance_tests/test_perf_uuid.py::test_nautilus_uuid_value
+1%
17.9 µs
17.7 µs
test_serialize_submit_order
tests/performance_tests/test_perf_serialization.py::TestSerializationPerformance::test_serialize_submit_order
+1%
120.8 µs
119.9 µs
test_live_clock_timestamp_ns
tests/performance_tests/test_perf_clock.py::test_live_clock_timestamp_ns
+1%
16.2 µs
16.1 µs
test_live_clock_unix_timestamp
tests/performance_tests/test_perf_clock.py::test_live_clock_unix_timestamp
+1%
17.2 µs
17 µs
test_condition_true
tests/performance_tests/test_perf_correctness.py::test_condition_true
+1%
12.8 µs
12.7 µs
test_is_stop_filled
tests/performance_tests/test_perf_fill_model.py::test_is_stop_filled
+1%
17.2 µs
17.1 µs
test_condition_type_or_none
tests/performance_tests/test_perf_correctness.py::test_condition_type_or_none
+1%
14 µs
13.9 µs
test_venue_equality
tests/performance_tests/test_perf_identifiers.py::test_venue_equality
+1%
14 µs
13.9 µs
test_quote_tick_data_wrangler_process_tick_data
tests/performance_tests/test_perf_wranglers.py::test_quote_tick_data_wrangler_process_tick_data
0%
21.5 ms
21.4 ms
test_nautilus_convert_to_snake_case
tests/performance_tests/test_perf_core.py::test_nautilus_convert_to_snake_case
0%
41.6 µs
41.4 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%
51.5 µs
51.3 µs
test_live_clock_timestamp_us
tests/performance_tests/test_perf_clock.py::test_live_clock_timestamp_us
0%
16.2 µs
16.1 µs
test_condition_valid_string
tests/performance_tests/test_perf_correctness.py::test_condition_valid_string
0%
17.6 µs
17.5 µs
test_make_builtin_uuid
tests/performance_tests/test_perf_uuid.py::test_make_builtin_uuid
0%
49 µs
48.9 µs
test_create_trade_tick
tests/performance_tests/test_perf_objects.py::test_create_trade_tick
0%
62.4 µs
62.3 µs
test_advance_time
tests/performance_tests/test_perf_clock.py::test_advance_time
0%
25.7 µs
25.7 µs
test_create_symbol
tests/performance_tests/test_perf_objects.py::test_create_symbol
0%
26.9 µs
26.8 µs
test_logging
tests/performance_tests/test_perf_logger.py::test_logging
0%
489.1 ms
488.2 ms
test_live_clock_timestamp_ms
tests/performance_tests/test_perf_clock.py::test_live_clock_timestamp_ms
0%
17 µs
16.9 µs
test_get_rate
tests/performance_tests/test_perf_xrate_calculator.py::test_get_rate
0%
71.4 µs
71.4 µs
test_order_denied_to_dict
tests/performance_tests/test_perf_events.py::test_order_denied_to_dict
0%
42 µs
42 µs
test_submit_order_end_to_end
tests/performance_tests/test_perf_live_execution.py::TestLiveExecutionPerformance::test_submit_order_end_to_end
0%
257.5 ms
257.4 ms
test_limit_order_creation
tests/performance_tests/test_perf_order.py::TestOrderPerformance::test_limit_order_creation
0%
168.6 µs
168.5 µs
test_submit_order
tests/performance_tests/test_perf_live_execution.py::TestLiveExecutionPerformance::test_submit_order
0%
494.5 µs
494.2 µs
test_np_std
tests/performance_tests/test_perf_stats.py::test_np_std
0%
176.1 µs
176.1 µs
test_create_quote_tick_raw
tests/performance_tests/test_perf_objects.py::test_create_quote_tick_raw
0%
26.8 µs
26.8 µs
test_iteratively_advance_time
tests/performance_tests/test_perf_clock.py::test_iteratively_advance_time
0%
27.6 ms
27.6 ms
test_live_clock_utc_now
tests/performance_tests/test_perf_clock.py::test_live_clock_utc_now
0%
66.1 µs
66.1 µs
test_create_quote_tick
tests/performance_tests/test_perf_objects.py::test_create_quote_tick
0%
63.2 µs
63.3 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_fast_mean
tests/performance_tests/test_perf_stats.py::test_fast_mean
0%
25.6 µs
25.7 µs
test_order_id_generator
tests/performance_tests/test_perf_order.py::TestOrderPerformance::test_order_id_generator
0%
80.1 µs
80.2 µs
test_market_order_creation
tests/performance_tests/test_perf_order.py::TestOrderPerformance::test_market_order_creation
0%
157.1 µs
157.7 µs
test_np_mean
tests/performance_tests/test_perf_stats.py::test_np_mean
-1%
93.5 µs
94.3 µs
test_fast_std
tests/performance_tests/test_perf_stats.py::test_fast_std
-1%
27.9 µs
28.3 µs
test_instrument_id_to_str
tests/performance_tests/test_perf_objects.py::test_instrument_id_to_str
-4%
25.7 µs
26.7 µs
test_execute_command
tests/performance_tests/test_perf_live_execution.py::TestLiveExecutionPerformance::test_execute_command
-5%
190.8 µs
201.3 µs
Commits
Click on a commit to change the comparison range
base
develop
35cf1a9
+1%
Add max_reconnection_tries to data client config for dYdX and support stop limit and stop market orders
bc0f890
3 days ago
by davidsblom
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