sunlei/bybit-fix-instruments-info - Branch - nautechsystems/nautilus_trader

Fix instruments info retrieval for Bybit

#2134Merged

Comparing

sunlei/bybit-fix-instruments-info

(

e130239

) with

develop

(

9a2ed76

)

-1%

Improvements: 0

Regressions: 0

Untouched: 52

New: 0

Dropped: 0

Ignored: 0

Benchmarks

Passed

test_pyo3_delta_to_legacy_cython

tests/performance_tests/test_perf_pyo3_conversion.py::test_pyo3_delta_to_legacy_cython

+18%

41.2 µs

34.9 µs

test_fast_mean

tests/performance_tests/test_perf_stats.py::test_fast_mean

+3%

23.5 µs

22.8 µs

test_pyo3_trade_to_legacy_cython

tests/performance_tests/test_perf_pyo3_conversion.py::test_pyo3_trade_to_legacy_cython

+2%

35.7 µs

35 µs

test_nautilus_convert_to_snake_case

tests/performance_tests/test_perf_core.py::test_nautilus_convert_to_snake_case

+2%

40 µs

39.2 µs

test_logging

tests/performance_tests/test_perf_logger.py::test_logging

+1%

445.4 ms

442.8 ms

test_live_clock_timestamp_ms

tests/performance_tests/test_perf_clock.py::test_live_clock_timestamp_ms

+1%

15.4 µs

15.3 µs

test_create_bar

tests/performance_tests/test_perf_objects.py::test_create_bar

+1%

15.5 µs

15.4 µs

test_live_clock_unix_timestamp

tests/performance_tests/test_perf_clock.py::test_live_clock_unix_timestamp

15 µs

14.9 µs

test_create_trade_tick

tests/performance_tests/test_perf_objects.py::test_create_trade_tick

57.3 µs

57.1 µs

test_serialize_submit_order

tests/performance_tests/test_perf_serialization.py::TestSerializationPerformance::test_serialize_submit_order

108.8 µs

108.5 µs

test_make_nautilus_uuid

tests/performance_tests/test_perf_uuid.py::test_make_nautilus_uuid

23.9 µs

test_make_builtin_uuid

tests/performance_tests/test_perf_uuid.py::test_make_builtin_uuid

46.1 µs

46 µs

test_pyo3_quote_to_legacy_cython

tests/performance_tests/test_perf_pyo3_conversion.py::test_pyo3_quote_to_legacy_cython

34.8 µs

test_iteratively_advance_time

tests/performance_tests/test_perf_clock.py::test_iteratively_advance_time

26.9 ms

test_live_clock_timestamp_ns

tests/performance_tests/test_perf_clock.py::test_live_clock_timestamp_ns

15.4 µs

test_live_clock_timestamp_us

tests/performance_tests/test_perf_clock.py::test_live_clock_timestamp_us

15.4 µs

test_is_stop_filled

tests/performance_tests/test_perf_fill_model.py::test_is_stop_filled

16.1 µs

test_venue_equality

tests/performance_tests/test_perf_identifiers.py::test_venue_equality

13.3 µs

test_pyo3_bar_to_legacy_cython

tests/performance_tests/test_perf_pyo3_conversion.py::test_pyo3_bar_to_legacy_cython

34.9 µs

test_advance_time

tests/performance_tests/test_perf_clock.py::test_advance_time

24.4 µs

24.5 µs

test_create_quote_tick

tests/performance_tests/test_perf_objects.py::test_create_quote_tick

56.6 µs

56.7 µs

test_condition_valid_string

tests/performance_tests/test_perf_correctness.py::test_condition_valid_string

16.6 µs

16.7 µs

test_create_trade_tick_from_raw

tests/performance_tests/test_perf_objects.py::test_create_trade_tick_from_raw

32.5 µs

32.6 µs

test_create_symbol

tests/performance_tests/test_perf_objects.py::test_create_symbol

25.5 µs

25.6 µs

test_condition_type_or_none

tests/performance_tests/test_perf_correctness.py::test_condition_type_or_none

12.3 µs

test_condition_none

tests/performance_tests/test_perf_correctness.py::test_condition_none

12.2 µs

12.3 µs

test_condition_true

tests/performance_tests/test_perf_correctness.py::test_condition_true

12 µs

12.1 µs

test_instrument_id_to_str

tests/performance_tests/test_perf_objects.py::test_instrument_id_to_str

23.1 µs

test_trade_tick_data_wrangler_process

tests/performance_tests/test_perf_wranglers.py::test_trade_tick_data_wrangler_process

1.2 s

test_np_std

tests/performance_tests/test_perf_stats.py::test_np_std

140.5 µs

141 µs

test_submit_order

tests/performance_tests/test_perf_live_execution.py::TestLiveExecutionPerformance::test_submit_order

444.2 µs

445.9 µs

test_np_mean

tests/performance_tests/test_perf_stats.py::test_np_mean

89 µs

89.3 µs

test_execute_command

tests/performance_tests/test_perf_live_execution.py::TestLiveExecutionPerformance::test_execute_command

-1%

170.1 µs

171.1 µs

test_submit_order_end_to_end

tests/performance_tests/test_perf_live_execution.py::TestLiveExecutionPerformance::test_submit_order_end_to_end

-1%

219.4 ms

220.9 ms

test_nautilus_uuid_value

tests/performance_tests/test_perf_uuid.py::test_nautilus_uuid_value

-1%

16.8 µs

17 µs

test_is_limit_filled

tests/performance_tests/test_perf_fill_model.py::test_is_limit_filled

-1%

16.1 µs

16.2 µs

test_market_order_creation

tests/performance_tests/test_perf_order.py::TestOrderPerformance::test_market_order_creation

-1%

146.4 µs

147.5 µs

test_limit_order_creation

tests/performance_tests/test_perf_order.py::TestOrderPerformance::test_limit_order_creation

-1%

156.6 µs

158.3 µs

test_quote_tick_data_wrangler_process_tick_data

tests/performance_tests/test_perf_wranglers.py::test_quote_tick_data_wrangler_process_tick_data

-1%

17.6 ms

17.9 ms

test_pyo3_quotes_to_legacy_cython_list

tests/performance_tests/test_perf_pyo3_conversion.py::test_pyo3_quotes_to_legacy_cython_list

-1%

25.3 ms

25.6 ms

test_pyo3_bars_to_legacy_cython_list

tests/performance_tests/test_perf_pyo3_conversion.py::test_pyo3_bars_to_legacy_cython_list

-2%

25.6 ms

26 ms

test_pyo3_trades_to_legacy_cython_list

tests/performance_tests/test_perf_pyo3_conversion.py::test_pyo3_trades_to_legacy_cython_list

-2%

25.1 ms

25.6 ms

test_get_rate

tests/performance_tests/test_perf_xrate_calculator.py::test_get_rate

-2%

62.9 µs

64.2 µs

test_live_clock_utc_now

tests/performance_tests/test_perf_clock.py::test_live_clock_utc_now

-2%

54.9 µs

56.2 µs

test_pyo3_deltas_to_legacy_cython_list

tests/performance_tests/test_perf_pyo3_conversion.py::test_pyo3_deltas_to_legacy_cython_list

-2%

24.5 ms

25.2 ms

test_order_id_generator

tests/performance_tests/test_perf_order.py::TestOrderPerformance::test_order_id_generator

-2%

75.8 µs

77.7 µs

test_fast_std

tests/performance_tests/test_perf_stats.py::test_fast_std

-4%

24.5 µs

25.5 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

-4%

46.6 µs

48.6 µs

test_create_instrument_id

tests/performance_tests/test_perf_objects.py::test_create_instrument_id

-6%

13.5 µs

14.3 µs

test_create_quote_tick_raw

tests/performance_tests/test_perf_objects.py::test_create_quote_tick_raw

-6%

24.1 µs

25.6 µs

test_symbol_equality

tests/performance_tests/test_perf_identifiers.py::test_symbol_equality

-6%

13.2 µs

14.1 µs

test_order_denied_to_dict

tests/performance_tests/test_perf_events.py::test_order_denied_to_dict

-19%

37.3 µs

46.1 µs

Commits

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Base

develop

9a2ed76

-1%

Fix instrument info retrieval for Bybit

e130239

6 months ago

by sunlei

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