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Async feed processing in trader agent #167

Merged
merged 7 commits into from
Sep 17, 2023
Merged

Async feed processing in trader agent #167

merged 7 commits into from
Sep 17, 2023

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trizin
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@trizin trizin commented Sep 15, 2023 •
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Fixes #146

Changes proposed in this PR:

  • Async feed processing in trader agent.
    • Reducing the processing time for 10 pairs from 8 seconds to about a second!
  • Async do_trade function.
  • Subscriptions are checked at initialization and whenever a pair raises Not subscribed error.
  • Updated tests accordingly.

@trizin trizin linked an issue Sep 15, 2023 that may be closed by this pull request
[trader] Check subscriptions at start and use asyncio to process blocks #146
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@trizin trizin marked this pull request as ready for review September 15, 2023 13:51
@trizin trizin requested a review from trentmc September 15, 2023 13:51
@trizin trizin merged commit 7729236 into main Sep 17, 2023
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@trizin trizin deleted the issue146-trader-check-subscriptions-at-start-and-use-asyncio-to-process-blocks branch September 17, 2023 12:46
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@trentmc trentmc trentmc approved these changes

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[trader] Check subscriptions at start and use asyncio to process blocks
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@trizin @trentmc