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Add `execution.fast` support for Bybit

#2165Merged
Comparing
sunlei/bybit-execution-fast
(
6e4afd5
) with
develop
(
90563d7
)
CodSpeed Performance Gauge
-45%
Regression
1
Untouched
52

Benchmarks

53 total
test_condition_none
tests/performance_tests/test_perf_correctness.py
CodSpeed Performance Gauge
-45%
12.2 µs21.9 µs
test_order_denied_to_dict
tests/performance_tests/test_perf_events.py
CodSpeed Performance Gauge
+23%
41.9 µs34.1 µs
test_symbol_equality
tests/performance_tests/test_perf_identifiers.py
CodSpeed Performance Gauge
+6%
14 µs13.3 µs
test_create_instrument_id
tests/performance_tests/test_perf_objects.py
CodSpeed Performance Gauge
+4%
14 µs13.4 µs
test_order_denied_to_dict_then_msgspec_to_json
tests/performance_tests/test_perf_events.py
CodSpeed Performance Gauge
+3%
44.9 µs43.7 µs
test_logging
tests/performance_tests/test_perf_logger.py
CodSpeed Performance Gauge
+1%
292 ms290.5 ms
test_np_std
tests/performance_tests/test_perf_stats.py
CodSpeed Performance Gauge
+1%
141.8 µs141.1 µs
test_pyo3_bars_to_legacy_cython_list
tests/performance_tests/test_perf_pyo3_conversion.py
CodSpeed Performance Gauge
0%
11.5 ms11.5 ms
test_live_clock_timestamp_ms
tests/performance_tests/test_perf_clock.py
CodSpeed Performance Gauge
0%
14 µs13.9 µs
test_np_mean
tests/performance_tests/test_perf_stats.py
CodSpeed Performance Gauge
0%
90.1 µs89.9 µs
test_pyo3_trade_to_legacy_cython
tests/performance_tests/test_perf_pyo3_conversion.py
CodSpeed Performance Gauge
0%
20.5 µs20.5 µs
test_trade_tick_data_wrangler_process
tests/performance_tests/test_perf_wranglers.py
CodSpeed Performance Gauge
0%
1.1 s1.1 s
test_pyo3_trades_to_legacy_cython_list
tests/performance_tests/test_perf_pyo3_conversion.py
CodSpeed Performance Gauge
0%
10.8 ms10.8 ms
test_quote_tick_data_wrangler_process_tick_data
tests/performance_tests/test_perf_wranglers.py
CodSpeed Performance Gauge
0%
17.7 ms17.6 ms
test_pyo3_deltas_to_legacy_cython_list
tests/performance_tests/test_perf_pyo3_conversion.py
CodSpeed Performance Gauge
0%
10.7 ms10.7 ms
test_condition_valid_string
tests/performance_tests/test_perf_correctness.py
CodSpeed Performance Gauge
0%
16.6 µs16.6 µs
test_nautilus_uuid_value
tests/performance_tests/test_perf_uuid.py
CodSpeed Performance Gauge
0%
16.1 µs16.1 µs
test_iteratively_advance_time
tests/performance_tests/test_perf_clock.py
CodSpeed Performance Gauge
0%
26.9 ms26.9 ms
test_nautilus_convert_to_snake_case
tests/performance_tests/test_perf_core.py
CodSpeed Performance Gauge
0%
17.5 µs17.5 µs
test_market_order_creation
tests/performance_tests/test_perf_order.py::TestOrderPerformance
CodSpeed Performance Gauge
0%
131.2 µs131.2 µs
test_limit_order_creation
tests/performance_tests/test_perf_order.py::TestOrderPerformance
CodSpeed Performance Gauge
0%
142.5 µs142.6 µs
test_pyo3_quotes_to_legacy_cython_list
tests/performance_tests/test_perf_pyo3_conversion.py
CodSpeed Performance Gauge
0%
10.7 ms10.7 ms
test_execute_command
tests/performance_tests/test_perf_live_execution.py::TestLiveExecutionPerformance
CodSpeed Performance Gauge
0%
170.3 µs170.6 µs
test_make_nautilus_uuid
tests/performance_tests/test_perf_uuid.py
CodSpeed Performance Gauge
0%
16.7 µs16.7 µs
test_is_limit_filled
tests/performance_tests/test_perf_fill_model.py
CodSpeed Performance Gauge
0%
16.2 µs16.2 µs

Commits

Click on a commit to change the comparison range
Base
develop
90563d7
-44.55%
Add `execution.fast` support for Bybit
6e4afd5
1 year ago
by sunlei
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