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Implement Binance TradeLite message support #2156

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Merged
merged 5 commits into from
Dec 31, 2024

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DeevsDeevs
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@DeevsDeevs DeevsDeevs commented Dec 31, 2024

Pull Request

  1. Add use_trade_lite option to BinanceExecClientConfig
  2. Add convert from BinanceFuturesTradeLiteMsg to BinanceFuturesOrderData
  3. Add calc of commissions based on event info and cached instrument

Type of change

  • New feature (non-breaking change which adds functionality)

How has this change been tested?

Tested in Live with and without TradeLite enabled, orders are filled without any problems, commissions' calculations are the same as reported by exchange

@DeevsDeevs DeevsDeevs marked this pull request as draft December 31, 2024 01:37
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codspeed-hq bot commented Dec 31, 2024

CodSpeed Performance Report

Merging #2156 will improve performances by 37.7%

Comparing DeevsDeevs:binance-tradelite (3d25791) with develop (ef4fe8e)

Summary

⚡ 1 improvements
✅ 51 untouched benchmarks

Benchmarks breakdown

Benchmark develop DeevsDeevs:binance-tradelite Change
test_create_symbol 27.2 µs 19.8 µs +37.7%

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Tested in Live with and without TradeLite enabled, orders are filled without any problems, commissions' calculations are the same as reported by exchange

@DeevsDeevs DeevsDeevs marked this pull request as ready for review December 31, 2024 02:38
@cjdsellers cjdsellers merged commit a5c5e64 into nautechsystems:develop Dec 31, 2024
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Many thanks! @DeevsDeevs

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2 participants