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Add WebSocket API trading support for Bybit
#2129
Merged
Comparing
sunlei/bybit-add-ws-trading
(
029e646
) with
develop
(
2d572e2
)
CodSpeed Performance Gauge
0%
Improvements
0
Regressions
0
Untouched
52
New
0
Dropped
0
Ignored
0
Benchmarks
Passed
test_fast_mean
tests/performance_tests/test_perf_stats.py::test_fast_mean
CodSpeed Performance Gauge
+7%
24.5 µs
23 µs
test_create_quote_tick_raw
tests/performance_tests/test_perf_objects.py::test_create_quote_tick_raw
CodSpeed Performance Gauge
+6%
25.8 µs
24.3 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
+5%
25.5 ms
24.3 ms
test_execute_command
tests/performance_tests/test_perf_live_execution.py::TestLiveExecutionPerformance::test_execute_command
CodSpeed Performance Gauge
+5%
178.4 µs
169.9 µs
test_fast_std
tests/performance_tests/test_perf_stats.py::test_fast_std
CodSpeed Performance Gauge
+4%
25.7 µs
24.6 µs
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%
26.7 ms
25.6 ms
test_serialize_submit_order
tests/performance_tests/test_perf_serialization.py::TestSerializationPerformance::test_serialize_submit_order
CodSpeed Performance Gauge
+4%
111.7 µs
107.3 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
+4%
25 ms
24.1 ms
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%
25.4 ms
24.6 ms
test_pyo3_quote_to_legacy_cython
tests/performance_tests/test_perf_pyo3_conversion.py::test_pyo3_quote_to_legacy_cython
CodSpeed Performance Gauge
+3%
35.1 µs
34.3 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%
35.3 µs
34.4 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%
35.2 µs
34.3 µs
test_create_symbol
tests/performance_tests/test_perf_objects.py::test_create_symbol
CodSpeed Performance Gauge
+2%
26.4 µs
25.8 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%
35.1 µs
34.4 µs
test_limit_order_creation
tests/performance_tests/test_perf_order.py::TestOrderPerformance::test_limit_order_creation
CodSpeed Performance Gauge
+1%
156.7 µs
154.4 µs
test_create_trade_tick_from_raw
tests/performance_tests/test_perf_objects.py::test_create_trade_tick_from_raw
CodSpeed Performance Gauge
+1%
33.1 µs
32.8 µs
test_get_rate
tests/performance_tests/test_perf_xrate_calculator.py::test_get_rate
CodSpeed Performance Gauge
+1%
64.3 µs
63.7 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
+1%
214.7 ms
212.8 ms
test_submit_order
tests/performance_tests/test_perf_live_execution.py::TestLiveExecutionPerformance::test_submit_order
CodSpeed Performance Gauge
+1%
444.1 µs
440.6 µs
test_order_id_generator
tests/performance_tests/test_perf_order.py::TestOrderPerformance::test_order_id_generator
CodSpeed Performance Gauge
+1%
76.6 µs
76.1 µs
test_market_order_creation
tests/performance_tests/test_perf_order.py::TestOrderPerformance::test_market_order_creation
CodSpeed Performance Gauge
0%
146.5 µs
145.9 µs
test_create_bar
tests/performance_tests/test_perf_objects.py::test_create_bar
CodSpeed Performance Gauge
0%
15.5 µs
15.5 µs
test_is_limit_filled
tests/performance_tests/test_perf_fill_model.py::test_is_limit_filled
CodSpeed Performance Gauge
0%
16.4 µs
16.3 µs
test_create_quote_tick
tests/performance_tests/test_perf_objects.py::test_create_quote_tick
CodSpeed Performance Gauge
0%
56.6 µs
56.4 µs
test_np_std
tests/performance_tests/test_perf_stats.py::test_np_std
CodSpeed Performance Gauge
0%
141.8 µs
141.5 µs
test_venue_equality
tests/performance_tests/test_perf_identifiers.py::test_venue_equality
CodSpeed Performance Gauge
0%
13.3 µs
13.3 µs
test_create_instrument_id
tests/performance_tests/test_perf_objects.py::test_create_instrument_id
CodSpeed Performance Gauge
0%
13.6 µs
13.6 µs
test_nautilus_uuid_value
tests/performance_tests/test_perf_uuid.py::test_nautilus_uuid_value
CodSpeed Performance Gauge
0%
17.1 µs
17.1 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_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_np_mean
tests/performance_tests/test_perf_stats.py::test_np_mean
CodSpeed Performance Gauge
0%
90 µs
90.1 µs
test_live_clock_utc_now
tests/performance_tests/test_perf_clock.py::test_live_clock_utc_now
CodSpeed Performance Gauge
0%
55.1 µs
55.2 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_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_live_clock_timestamp_ms
tests/performance_tests/test_perf_clock.py::test_live_clock_timestamp_ms
CodSpeed Performance Gauge
0%
15.6 µs
15.7 µs
test_live_clock_timestamp_ns
tests/performance_tests/test_perf_clock.py::test_live_clock_timestamp_ns
CodSpeed Performance Gauge
0%
15.6 µs
15.7 µs
test_condition_type_or_none
tests/performance_tests/test_perf_correctness.py::test_condition_type_or_none
CodSpeed Performance Gauge
0%
12.4 µs
12.4 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
39.4 µs
test_create_trade_tick
tests/performance_tests/test_perf_objects.py::test_create_trade_tick
CodSpeed Performance Gauge
0%
57.1 µs
57.2 µs
test_logging
tests/performance_tests/test_perf_logger.py::test_logging
CodSpeed Performance Gauge
0%
446.3 ms
447.7 ms
test_live_clock_timestamp_us
tests/performance_tests/test_perf_clock.py::test_live_clock_timestamp_us
CodSpeed Performance Gauge
0%
15.7 µs
15.7 µs
test_condition_none
tests/performance_tests/test_perf_correctness.py::test_condition_none
CodSpeed Performance Gauge
0%
12.3 µs
12.3 µs
test_condition_true
tests/performance_tests/test_perf_correctness.py::test_condition_true
CodSpeed Performance Gauge
0%
12.1 µs
12.2 µs
test_live_clock_unix_timestamp
tests/performance_tests/test_perf_clock.py::test_live_clock_unix_timestamp
CodSpeed Performance Gauge
-1%
15 µs
15.1 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_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%
17.8 ms
18 ms
test_order_denied_to_dict
tests/performance_tests/test_perf_events.py::test_order_denied_to_dict
CodSpeed Performance Gauge
-3%
37.2 µs
38.3 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
-3%
46.5 µs
48 µs
test_advance_time
tests/performance_tests/test_perf_clock.py::test_advance_time
CodSpeed Performance Gauge
-3%
24.5 µs
25.3 µs
test_instrument_id_to_str
tests/performance_tests/test_perf_objects.py::test_instrument_id_to_str
CodSpeed Performance Gauge
-6%
21.6 µs
23.1 µs
test_make_nautilus_uuid
tests/performance_tests/test_perf_uuid.py::test_make_nautilus_uuid
CodSpeed Performance Gauge
-7%
21.8 µs
23.4 µs
test_make_builtin_uuid
tests/performance_tests/test_perf_uuid.py::test_make_builtin_uuid
CodSpeed Performance Gauge
-15%
46.3 µs
54.5 µs
Commits
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Base
develop
2d572e2
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Update tests
029e646
6 months ago
by sunlei
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