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#370 Session timeout updated to 24hrs for international exchange #371

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License update

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coveralls commented Dec 31, 2020

Coverage Status

Coverage increased (+0.2%) to 95.322% when pulling 01719c6 on release/2.12.0 into 52b5732 on master.

…s-lays

add matchedLays and matchedBacks to streaming output
history updated
…l (currently fails)

definition added to runner in cache + removal of runnerDef dict
process_market_definition functionality added
market cache simplified with init removal
…een an update to the runner

tests added and fixed (basic reprocessed now definition is correct)

Reduces function calls by a factor of almost 2! and roughly 20%+ speedup:

Before: 4479413 function calls (4475727 primitive calls) in 1.733 seconds
After: 2839782 function calls (2836095 primitive calls) in 1.354 seconds
- only sort if required (sort is expensive)
- create local vars to limit lookups
listener updated with debug var to prevent expensive debug call
update_clk var added to remove the need to process clk/initialClk as they are not needed when backtesting
remove properties in stream and store as vars instead (quicker/less function calls)
additions of slots
minor update to snap
function order changed
race cache refactor to match market
remove RunnerChange class
2x speed improvement (0.4s->0.18s)
order/race optimisations (race 2x speed up)
best display fix (key change)
unique id update func added
copy added to prevent the raw book being modified
lightweight cleanup
serialise update
@liampauling liampauling changed the base branch from master to release/2.11.2 January 18, 2021 07:41
Base automatically changed from release/2.11.2 to master January 18, 2021 07:46
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