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Add `execution.fast` support for Bybit

#2165Merged
Comparing
sunlei/bybit-execution-fast
(
6e4afd5
) with
develop
(
90563d7
)
CodSpeed Performance Gauge
-45%
Improvements
0
Regressions
1
Untouched
52
New
0
Dropped
0
Ignored
0

Benchmarks

Failed

test_condition_noneRegression
tests/performance_tests/test_perf_correctness.py::test_condition_none
CodSpeed Performance Gauge
-45%
12.2 µs
21.9 µs

Passed

test_order_denied_to_dict
tests/performance_tests/test_perf_events.py::test_order_denied_to_dict
CodSpeed Performance Gauge
+23%
41.9 µs
34.1 µs
test_symbol_equality
tests/performance_tests/test_perf_identifiers.py::test_symbol_equality
CodSpeed Performance Gauge
+6%
14 µs
13.3 µs
test_create_instrument_id
tests/performance_tests/test_perf_objects.py::test_create_instrument_id
CodSpeed Performance Gauge
+4%
14 µs
13.4 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
CodSpeed Performance Gauge
+3%
44.9 µs
43.7 µs
test_logging
tests/performance_tests/test_perf_logger.py::test_logging
CodSpeed Performance Gauge
+1%
292 ms
290.5 ms
test_np_std
tests/performance_tests/test_perf_stats.py::test_np_std
CodSpeed Performance Gauge
+1%
141.8 µs
141.1 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
0%
11.5 ms
11.5 ms
test_live_clock_timestamp_ms
tests/performance_tests/test_perf_clock.py::test_live_clock_timestamp_ms
CodSpeed Performance Gauge
0%
14 µs
13.9 µs
test_np_mean
tests/performance_tests/test_perf_stats.py::test_np_mean
CodSpeed Performance Gauge
0%
90.1 µs
89.9 µs
test_pyo3_trade_to_legacy_cython
tests/performance_tests/test_perf_pyo3_conversion.py::test_pyo3_trade_to_legacy_cython
CodSpeed Performance Gauge
0%
20.5 µs
20.5 µs
test_trade_tick_data_wrangler_process
tests/performance_tests/test_perf_wranglers.py::test_trade_tick_data_wrangler_process
CodSpeed Performance Gauge
0%
1.1 s
1.1 s
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
0%
10.8 ms
10.8 ms
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
0%
17.7 ms
17.6 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
0%
10.7 ms
10.7 ms
test_condition_valid_string
tests/performance_tests/test_perf_correctness.py::test_condition_valid_string
CodSpeed Performance Gauge
0%
16.6 µs
16.6 µs
test_nautilus_uuid_value
tests/performance_tests/test_perf_uuid.py::test_nautilus_uuid_value
CodSpeed Performance Gauge
0%
16.1 µs
16.1 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_nautilus_convert_to_snake_case
tests/performance_tests/test_perf_core.py::test_nautilus_convert_to_snake_case
CodSpeed Performance Gauge
0%
17.5 µs
17.5 µs
test_market_order_creation
tests/performance_tests/test_perf_order.py::TestOrderPerformance::test_market_order_creation
CodSpeed Performance Gauge
0%
131.2 µs
131.2 µs
test_limit_order_creation
tests/performance_tests/test_perf_order.py::TestOrderPerformance::test_limit_order_creation
CodSpeed Performance Gauge
0%
142.5 µs
142.6 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
0%
10.7 ms
10.7 ms
test_execute_command
tests/performance_tests/test_perf_live_execution.py::TestLiveExecutionPerformance::test_execute_command
CodSpeed Performance Gauge
0%
170.3 µs
170.6 µs
test_make_nautilus_uuid
tests/performance_tests/test_perf_uuid.py::test_make_nautilus_uuid
CodSpeed Performance Gauge
0%
16.7 µs
16.7 µs
test_is_limit_filled
tests/performance_tests/test_perf_fill_model.py::test_is_limit_filled
CodSpeed Performance Gauge
0%
16.2 µs
16.2 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%
200 ms
200.3 ms
test_serialize_submit_order
tests/performance_tests/test_perf_serialization.py::TestSerializationPerformance::test_serialize_submit_order
CodSpeed Performance Gauge
0%
104.7 µs
104.9 µs
test_live_clock_unix_timestamp
tests/performance_tests/test_perf_clock.py::test_live_clock_unix_timestamp
CodSpeed Performance Gauge
0%
13.4 µs
13.4 µs
test_pyo3_delta_to_legacy_cython
tests/performance_tests/test_perf_pyo3_conversion.py::test_pyo3_delta_to_legacy_cython
CodSpeed Performance Gauge
0%
20.4 µs
20.5 µs
test_order_id_generator
tests/performance_tests/test_perf_order.py::TestOrderPerformance::test_order_id_generator
CodSpeed Performance Gauge
0%
66.7 µs
66.9 µs
test_create_trade_tick
tests/performance_tests/test_perf_objects.py::test_create_trade_tick
CodSpeed Performance Gauge
0%
45.2 µs
45.4 µs
test_live_clock_utc_now
tests/performance_tests/test_perf_clock.py::test_live_clock_utc_now
CodSpeed Performance Gauge
0%
53.3 µs
53.5 µs
test_pyo3_quote_to_legacy_cython
tests/performance_tests/test_perf_pyo3_conversion.py::test_pyo3_quote_to_legacy_cython
CodSpeed Performance Gauge
0%
20.3 µs
20.4 µs
test_live_clock_timestamp_ns
tests/performance_tests/test_perf_clock.py::test_live_clock_timestamp_ns
CodSpeed Performance Gauge
0%
14 µs
14.1 µs
test_live_clock_timestamp_us
tests/performance_tests/test_perf_clock.py::test_live_clock_timestamp_us
CodSpeed Performance Gauge
0%
13.9 µs
14 µs
test_submit_order
tests/performance_tests/test_perf_live_execution.py::TestLiveExecutionPerformance::test_submit_order
CodSpeed Performance Gauge
0%
399.4 µs
401.1 µs
test_make_builtin_uuid
tests/performance_tests/test_perf_uuid.py::test_make_builtin_uuid
CodSpeed Performance Gauge
0%
46.2 µs
46.4 µs
test_is_stop_filled
tests/performance_tests/test_perf_fill_model.py::test_is_stop_filled
CodSpeed Performance Gauge
-1%
16.2 µs
16.3 µs
test_pyo3_bar_to_legacy_cython
tests/performance_tests/test_perf_pyo3_conversion.py::test_pyo3_bar_to_legacy_cython
CodSpeed Performance Gauge
-1%
20.5 µs
20.7 µs
test_create_bar
tests/performance_tests/test_perf_objects.py::test_create_bar
CodSpeed Performance Gauge
-1%
15.3 µs
15.3 µs
test_create_quote_tick
tests/performance_tests/test_perf_objects.py::test_create_quote_tick
CodSpeed Performance Gauge
-1%
45.6 µs
45.8 µs
test_instrument_id_to_str
tests/performance_tests/test_perf_objects.py::test_instrument_id_to_str
CodSpeed Performance Gauge
-1%
19.6 µs
19.7 µs
test_nautilus_uuid_from_value
tests/performance_tests/test_perf_uuid.py::test_nautilus_uuid_from_value
CodSpeed Performance Gauge
-1%
57.3 µs
57.7 µs
test_create_trade_tick_from_raw
tests/performance_tests/test_perf_objects.py::test_create_trade_tick_from_raw
CodSpeed Performance Gauge
-1%
28.8 µs
29 µs
test_condition_type_or_none
tests/performance_tests/test_perf_correctness.py::test_condition_type_or_none
CodSpeed Performance Gauge
-1%
12.3 µs
12.4 µs
test_create_quote_tick_raw
tests/performance_tests/test_perf_objects.py::test_create_quote_tick_raw
CodSpeed Performance Gauge
-1%
23.7 µs
23.9 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_advance_time
tests/performance_tests/test_perf_clock.py::test_advance_time
CodSpeed Performance Gauge
-1%
15.1 µs
15.3 µs
test_get_rate
tests/performance_tests/test_perf_xrate_calculator.py::test_get_rate
CodSpeed Performance Gauge
-1%
63.9 µs
64.5 µs
test_create_symbol
tests/performance_tests/test_perf_objects.py::test_create_symbol
CodSpeed Performance Gauge
-1%
18.9 µs
19.1 µs
test_fast_std
tests/performance_tests/test_perf_stats.py::test_fast_std
CodSpeed Performance Gauge
-2%
25.8 µs
26.5 µs
test_fast_mean
tests/performance_tests/test_perf_stats.py::test_fast_mean
CodSpeed Performance Gauge
-4%
23.5 µs
24.4 µs
test_condition_true
tests/performance_tests/test_perf_correctness.py::test_condition_true
CodSpeed Performance Gauge
-12%
12.1 µs
13.7 µs

Commits

Click on a commit to change the comparison range
Base
develop
90563d7
-45%
Add `execution.fast` support for Bybit
6e4afd5
5 months ago
by sunlei
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