Skip to content
New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

Sign up for GitHub

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Jump to bottom

111 http perf python fix #119

Merged
merged 13 commits into from
Nov 9, 2024
Merged

111 http perf python fix #119

merged 13 commits into from
Nov 9, 2024

Conversation

calumrussell
Copy link
Owner

@calumrussell calumrussell commented Nov 9, 2024 •
edited
Loading

Root issue

  • Reduce the number of clones in exchange/http
  • Use mem::take to reduce additional memory allocations
  • Fix bug with data ingest where input was unsorted
  • Fix bug with Python client that led to order inflation by adding order_ref_id to OrderResult
  • Fix bug with last tick in http
  • Fix bug with Python client where mid_price wasn't updating correctly which led to Cancel orders
  • Python reuses HTTP connection improving perf
  • Made logging levels more useful in Python

Doing 1666 ticks per second.

@calumrussell calumrussell merged commit a029b80 into main Nov 9, 2024
4 checks passed
@calumrussell calumrussell deleted the 111-http-perf-python-fix branch November 9, 2024 13:33
Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment
Reviewers
No reviews
Assignees
No one assigned
Labels
None yet
Projects
None yet
Milestone
No milestone
Development

Successfully merging this pull request may close these issues.
1 participant
@calumrussell