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Fix live databento venue conversion for GLBX

#2124Merged
Comparing
faysou:databento-3
(
e54bdaa
) with
develop
(
81e4566
)
CodSpeed Performance Gauge
0%
Improvements
0
Regressions
0
Untouched
52
New
0
Dropped
0
Ignored
0

Benchmarks

Passed

test_get_rate
tests/performance_tests/test_perf_xrate_calculator.py::test_get_rate
CodSpeed Performance Gauge
+11%
70.9 µs
64 µs
test_instrument_id_to_str
tests/performance_tests/test_perf_objects.py::test_instrument_id_to_str
CodSpeed Performance Gauge
+6%
23.3 µs
22 µs
test_live_clock_timestamp_us
tests/performance_tests/test_perf_clock.py::test_live_clock_timestamp_us
CodSpeed Performance Gauge
+5%
16.4 µs
15.6 µs
test_create_bar
tests/performance_tests/test_perf_objects.py::test_create_bar
CodSpeed Performance Gauge
+4%
16.2 µs
15.6 µs
test_condition_valid_string
tests/performance_tests/test_perf_correctness.py::test_condition_valid_string
CodSpeed Performance Gauge
+4%
17.4 µs
16.8 µs
test_live_clock_utc_now
tests/performance_tests/test_perf_clock.py::test_live_clock_utc_now
CodSpeed Performance Gauge
+2%
56.5 µs
55.3 µs
test_create_trade_tick
tests/performance_tests/test_perf_objects.py::test_create_trade_tick
CodSpeed Performance Gauge
+2%
58.4 µs
57.4 µs
test_order_denied_to_dict
tests/performance_tests/test_perf_events.py::test_order_denied_to_dict
CodSpeed Performance Gauge
+2%
38.2 µs
37.7 µs
test_serialize_submit_order
tests/performance_tests/test_perf_serialization.py::TestSerializationPerformance::test_serialize_submit_order
CodSpeed Performance Gauge
+1%
110.1 µs
108.5 µs
test_create_trade_tick_from_raw
tests/performance_tests/test_perf_objects.py::test_create_trade_tick_from_raw
CodSpeed Performance Gauge
+1%
33.7 µs
33.2 µs
test_quote_tick_data_wrangler_process_tick_data
tests/performance_tests/test_perf_wranglers.py::test_quote_tick_data_wrangler_process_tick_data
CodSpeed Performance Gauge
+1%
17.9 ms
17.8 ms
test_create_quote_tick
tests/performance_tests/test_perf_objects.py::test_create_quote_tick
CodSpeed Performance Gauge
0%
57.3 µs
57.1 µs
test_trade_tick_data_wrangler_process
tests/performance_tests/test_perf_wranglers.py::test_trade_tick_data_wrangler_process
CodSpeed Performance Gauge
0%
1.2 s
1.2 s
test_order_id_generator
tests/performance_tests/test_perf_order.py::TestOrderPerformance::test_order_id_generator
CodSpeed Performance Gauge
0%
76.7 µs
76.6 µs
test_execute_command
tests/performance_tests/test_perf_live_execution.py::TestLiveExecutionPerformance::test_execute_command
CodSpeed Performance Gauge
0%
179 µs
178.8 µs
test_live_clock_unix_timestamp
tests/performance_tests/test_perf_clock.py::test_live_clock_unix_timestamp
CodSpeed Performance Gauge
0%
15.1 µs
15.1 µs
test_is_stop_filled
tests/performance_tests/test_perf_fill_model.py::test_is_stop_filled
CodSpeed Performance Gauge
0%
16.3 µs
16.3 µs
test_create_instrument_id
tests/performance_tests/test_perf_objects.py::test_create_instrument_id
CodSpeed Performance Gauge
0%
13.5 µs
13.5 µs
test_iteratively_advance_time
tests/performance_tests/test_perf_clock.py::test_iteratively_advance_time
CodSpeed Performance Gauge
0%
26.9 ms
26.9 ms
test_fast_std
tests/performance_tests/test_perf_stats.py::test_fast_std
CodSpeed Performance Gauge
0%
25.9 µs
25.9 µs
test_make_builtin_uuid
tests/performance_tests/test_perf_uuid.py::test_make_builtin_uuid
CodSpeed Performance Gauge
0%
46.3 µs
46.4 µs
test_advance_time
tests/performance_tests/test_perf_clock.py::test_advance_time
CodSpeed Performance Gauge
0%
24.5 µs
24.6 µs
test_submit_order_end_to_end
tests/performance_tests/test_perf_live_execution.py::TestLiveExecutionPerformance::test_submit_order_end_to_end
CodSpeed Performance Gauge
0%
214.1 ms
214.7 ms
test_limit_order_creation
tests/performance_tests/test_perf_order.py::TestOrderPerformance::test_limit_order_creation
CodSpeed Performance Gauge
0%
155.6 µs
156.2 µs
test_symbol_equality
tests/performance_tests/test_perf_identifiers.py::test_symbol_equality
CodSpeed Performance Gauge
0%
13.3 µs
13.3 µs
test_market_order_creation
tests/performance_tests/test_perf_order.py::TestOrderPerformance::test_market_order_creation
CodSpeed Performance Gauge
0%
145.1 µs
145.8 µs
test_logging
tests/performance_tests/test_perf_logger.py::test_logging
CodSpeed Performance Gauge
0%
443.4 ms
445.5 ms
test_nautilus_convert_to_snake_case
tests/performance_tests/test_perf_core.py::test_nautilus_convert_to_snake_case
CodSpeed Performance Gauge
-1%
39.3 µs
39.5 µs
test_is_limit_filled
tests/performance_tests/test_perf_fill_model.py::test_is_limit_filled
CodSpeed Performance Gauge
-1%
16.3 µs
16.4 µs
test_make_nautilus_uuid
tests/performance_tests/test_perf_uuid.py::test_make_nautilus_uuid
CodSpeed Performance Gauge
-1%
21.8 µs
21.9 µs
test_venue_equality
tests/performance_tests/test_perf_identifiers.py::test_venue_equality
CodSpeed Performance Gauge
-1%
13.3 µs
13.4 µs
test_condition_true
tests/performance_tests/test_perf_correctness.py::test_condition_true
CodSpeed Performance Gauge
-1%
12.2 µs
12.3 µs
test_np_std
tests/performance_tests/test_perf_stats.py::test_np_std
CodSpeed Performance Gauge
-1%
141.2 µs
142.3 µs
test_live_clock_timestamp_ms
tests/performance_tests/test_perf_clock.py::test_live_clock_timestamp_ms
CodSpeed Performance Gauge
-1%
15.5 µs
15.6 µs
test_submit_order
tests/performance_tests/test_perf_live_execution.py::TestLiveExecutionPerformance::test_submit_order
CodSpeed Performance Gauge
-1%
441.3 µs
444.7 µs
test_nautilus_uuid_value
tests/performance_tests/test_perf_uuid.py::test_nautilus_uuid_value
CodSpeed Performance Gauge
-1%
17 µs
17.1 µs
test_condition_type_or_none
tests/performance_tests/test_perf_correctness.py::test_condition_type_or_none
CodSpeed Performance Gauge
-1%
12.4 µs
12.5 µs
test_create_quote_tick_raw
tests/performance_tests/test_perf_objects.py::test_create_quote_tick_raw
CodSpeed Performance Gauge
-1%
25.7 µs
26 µs
test_np_mean
tests/performance_tests/test_perf_stats.py::test_np_mean
CodSpeed Performance Gauge
-1%
89.5 µs
90.5 µs
test_live_clock_timestamp_ns
tests/performance_tests/test_perf_clock.py::test_live_clock_timestamp_ns
CodSpeed Performance Gauge
-1%
15.5 µs
15.7 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
CodSpeed Performance Gauge
-1%
46.6 µs
47.2 µs
test_condition_none
tests/performance_tests/test_perf_correctness.py::test_condition_none
CodSpeed Performance Gauge
-2%
12.2 µs
12.4 µs
test_pyo3_quote_to_legacy_cython
tests/performance_tests/test_perf_pyo3_conversion.py::test_pyo3_quote_to_legacy_cython
CodSpeed Performance Gauge
-2%
34.4 µs
35.2 µs
test_pyo3_bar_to_legacy_cython
tests/performance_tests/test_perf_pyo3_conversion.py::test_pyo3_bar_to_legacy_cython
CodSpeed Performance Gauge
-2%
34.6 µs
35.4 µs
test_pyo3_delta_to_legacy_cython
tests/performance_tests/test_perf_pyo3_conversion.py::test_pyo3_delta_to_legacy_cython
CodSpeed Performance Gauge
-2%
34.4 µs
35.2 µs
test_pyo3_trade_to_legacy_cython
tests/performance_tests/test_perf_pyo3_conversion.py::test_pyo3_trade_to_legacy_cython
CodSpeed Performance Gauge
-2%
34.4 µs
35.2 µs
test_fast_mean
tests/performance_tests/test_perf_stats.py::test_fast_mean
CodSpeed Performance Gauge
-3%
24 µs
24.7 µs
test_create_symbol
tests/performance_tests/test_perf_objects.py::test_create_symbol
CodSpeed Performance Gauge
-3%
25.6 µs
26.4 µs
test_pyo3_trades_to_legacy_cython_list
tests/performance_tests/test_perf_pyo3_conversion.py::test_pyo3_trades_to_legacy_cython_list
CodSpeed Performance Gauge
-3%
24.2 ms
25 ms
test_pyo3_quotes_to_legacy_cython_list
tests/performance_tests/test_perf_pyo3_conversion.py::test_pyo3_quotes_to_legacy_cython_list
CodSpeed Performance Gauge
-4%
24.2 ms
25.2 ms
test_pyo3_bars_to_legacy_cython_list
tests/performance_tests/test_perf_pyo3_conversion.py::test_pyo3_bars_to_legacy_cython_list
CodSpeed Performance Gauge
-4%
25.2 ms
26.3 ms
test_pyo3_deltas_to_legacy_cython_list
tests/performance_tests/test_perf_pyo3_conversion.py::test_pyo3_deltas_to_legacy_cython_list
CodSpeed Performance Gauge
-5%
24 ms
25.3 ms

Commits

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Base
develop
81e4566
0%
Fix live databento venue conversion for GLBX
e54bdaa
6 months ago
by faysou
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