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Fix databento venue conversion for GLBX

#2121Merged
Comparing
faysou:databento-id2
(
eacbd85
) with
develop
(
4ef754f
)
CodSpeed Performance Gauge
-37%
Improvements
0
Regressions
1
Untouched
51
New
0
Dropped
0
Ignored
0

Benchmarks

Failed

test_is_limit_filledRegression
tests/performance_tests/test_perf_fill_model.py::test_is_limit_filled
CodSpeed Performance Gauge
-37%
16.2 µs
25.7 µs

Passed

test_live_clock_utc_now
tests/performance_tests/test_perf_clock.py::test_live_clock_utc_now
CodSpeed Performance Gauge
+15%
63.2 µs
55 µs
test_live_clock_unix_timestamp
tests/performance_tests/test_perf_clock.py::test_live_clock_unix_timestamp
CodSpeed Performance Gauge
+10%
16.5 µs
15 µs
test_instrument_id_to_str
tests/performance_tests/test_perf_objects.py::test_instrument_id_to_str
CodSpeed Performance Gauge
+6%
23 µs
21.7 µs
test_condition_type_or_none
tests/performance_tests/test_perf_correctness.py::test_condition_type_or_none
CodSpeed Performance Gauge
+5%
13.1 µs
12.5 µs
test_live_clock_timestamp_ms
tests/performance_tests/test_perf_clock.py::test_live_clock_timestamp_ms
CodSpeed Performance Gauge
+4%
16.2 µs
15.6 µs
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
+3%
24.5 ms
23.8 ms
test_create_trade_tick_from_raw
tests/performance_tests/test_perf_objects.py::test_create_trade_tick_from_raw
CodSpeed Performance Gauge
+3%
33.5 µs
32.6 µs
test_create_trade_tick
tests/performance_tests/test_perf_objects.py::test_create_trade_tick
CodSpeed Performance Gauge
+2%
58.2 µs
57 µs
test_create_quote_tick
tests/performance_tests/test_perf_objects.py::test_create_quote_tick
CodSpeed Performance Gauge
+2%
57.4 µs
56.5 µs
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
+1%
24.3 ms
23.9 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
CodSpeed Performance Gauge
+1%
46.9 µs
46.4 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
+1%
24.8 ms
24.5 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
+1%
25.4 ms
25.2 ms
test_get_rate
tests/performance_tests/test_perf_xrate_calculator.py::test_get_rate
CodSpeed Performance Gauge
+1%
64.2 µs
63.7 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
17.7 ms
test_create_quote_tick_raw
tests/performance_tests/test_perf_objects.py::test_create_quote_tick_raw
CodSpeed Performance Gauge
+1%
25.9 µs
25.7 µs
test_np_mean
tests/performance_tests/test_perf_stats.py::test_np_mean
CodSpeed Performance Gauge
0%
90.2 µs
89.9 µs
test_logging
tests/performance_tests/test_perf_logger.py::test_logging
CodSpeed Performance Gauge
0%
447.1 ms
445.5 ms
test_fast_mean
tests/performance_tests/test_perf_stats.py::test_fast_mean
CodSpeed Performance Gauge
0%
23.9 µs
23.9 µs
test_fast_std
tests/performance_tests/test_perf_stats.py::test_fast_std
CodSpeed Performance Gauge
0%
25.8 µs
25.7 µs
test_nautilus_convert_to_snake_case
tests/performance_tests/test_perf_core.py::test_nautilus_convert_to_snake_case
CodSpeed Performance Gauge
0%
39.3 µs
39.2 µs
test_submit_order
tests/performance_tests/test_perf_live_execution.py::TestLiveExecutionPerformance::test_submit_order
CodSpeed Performance Gauge
0%
442.9 µs
442.2 µs
test_np_std
tests/performance_tests/test_perf_stats.py::test_np_std
CodSpeed Performance Gauge
0%
141.5 µs
141.3 µs
test_condition_valid_string
tests/performance_tests/test_perf_correctness.py::test_condition_valid_string
CodSpeed Performance Gauge
0%
16.7 µs
16.7 µs
test_serialize_submit_order
tests/performance_tests/test_perf_serialization.py::TestSerializationPerformance::test_serialize_submit_order
CodSpeed Performance Gauge
0%
109.5 µs
109.4 µs
test_order_denied_to_dict
tests/performance_tests/test_perf_events.py::test_order_denied_to_dict
CodSpeed Performance Gauge
0%
37.2 µs
37.2 µs
test_market_order_creation
tests/performance_tests/test_perf_order.py::TestOrderPerformance::test_market_order_creation
CodSpeed Performance Gauge
0%
145.5 µs
145.4 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%
214.4 ms
214.4 ms
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_advance_time
tests/performance_tests/test_perf_clock.py::test_advance_time
CodSpeed Performance Gauge
0%
24.4 µs
24.4 µs
test_order_id_generator
tests/performance_tests/test_perf_order.py::TestOrderPerformance::test_order_id_generator
CodSpeed Performance Gauge
0%
76.8 µs
76.9 µs
test_pyo3_bar_to_legacy_cython
tests/performance_tests/test_perf_pyo3_conversion.py::test_pyo3_bar_to_legacy_cython
CodSpeed Performance Gauge
0%
34.5 µs
34.5 µs
test_live_clock_timestamp_us
tests/performance_tests/test_perf_clock.py::test_live_clock_timestamp_us
CodSpeed Performance Gauge
0%
15.5 µs
15.5 µs
test_live_clock_timestamp_ns
tests/performance_tests/test_perf_clock.py::test_live_clock_timestamp_ns
CodSpeed Performance Gauge
0%
15.5 µs
15.5 µs
test_make_nautilus_uuid
tests/performance_tests/test_perf_uuid.py::test_make_nautilus_uuid
CodSpeed Performance Gauge
0%
21.8 µs
21.8 µs
test_create_symbol
tests/performance_tests/test_perf_objects.py::test_create_symbol
CodSpeed Performance Gauge
0%
25.9 µs
26 µs
test_pyo3_delta_to_legacy_cython
tests/performance_tests/test_perf_pyo3_conversion.py::test_pyo3_delta_to_legacy_cython
CodSpeed Performance Gauge
0%
34.3 µs
34.4 µs
test_nautilus_uuid_value
tests/performance_tests/test_perf_uuid.py::test_nautilus_uuid_value
CodSpeed Performance Gauge
0%
16.9 µs
17 µs
test_make_builtin_uuid
tests/performance_tests/test_perf_uuid.py::test_make_builtin_uuid
CodSpeed Performance Gauge
0%
46.1 µs
46.3 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_execute_command
tests/performance_tests/test_perf_live_execution.py::TestLiveExecutionPerformance::test_execute_command
CodSpeed Performance Gauge
0%
170 µs
170.7 µs
test_condition_none
tests/performance_tests/test_perf_correctness.py::test_condition_none
CodSpeed Performance Gauge
0%
12.2 µs
12.3 µs
test_symbol_equality
tests/performance_tests/test_perf_identifiers.py::test_symbol_equality
CodSpeed Performance Gauge
-1%
13.2 µs
13.3 µs
test_venue_equality
tests/performance_tests/test_perf_identifiers.py::test_venue_equality
CodSpeed Performance Gauge
-1%
13.2 µs
13.3 µs
test_pyo3_quote_to_legacy_cython
tests/performance_tests/test_perf_pyo3_conversion.py::test_pyo3_quote_to_legacy_cython
CodSpeed Performance Gauge
-1%
34.2 µs
34.5 µs
test_pyo3_trade_to_legacy_cython
tests/performance_tests/test_perf_pyo3_conversion.py::test_pyo3_trade_to_legacy_cython
CodSpeed Performance Gauge
-1%
34.4 µs
34.6 µs
test_limit_order_creation
tests/performance_tests/test_perf_order.py::TestOrderPerformance::test_limit_order_creation
CodSpeed Performance Gauge
-1%
156.2 µs
157.4 µs
test_condition_true
tests/performance_tests/test_perf_correctness.py::test_condition_true
CodSpeed Performance Gauge
-1%
12.1 µs
12.2 µs
test_create_bar
tests/performance_tests/test_perf_objects.py::test_create_bar
CodSpeed Performance Gauge
-4%
15.5 µs
16.2 µs
test_is_stop_filled
tests/performance_tests/test_perf_fill_model.py::test_is_stop_filled
CodSpeed Performance Gauge
-9%
16.2 µs
17.7 µs

Commits

Click on a commit to change the comparison range
Base
develop
4ef754f
0%
Fix databento venue conversion for GLBX
bb8d103
6 months ago
by faysou
-37%
Add start as params for databento market data subscriptions
eacbd85
6 months ago
by faysou
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