Lower the paper engine order-cancel latency
parent
cb774e5a5d
commit
33c464524b
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@ -124,7 +124,7 @@ class PaperBoi(Struct):
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# for dark orders since we want the dark_executed
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# to trigger first thus creating a lookup entry
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# in the broker trades event processing loop
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await trio.sleep(0.05)
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await trio.sleep(0.01)
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if (
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action == 'sell'
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@ -191,7 +191,7 @@ class PaperBoi(Struct):
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self._sells[symbol].pop(oid, None)
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# TODO: net latency model
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await trio.sleep(0.05)
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await trio.sleep(0.01)
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msg = BrokerdStatus(
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status='canceled',
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@ -224,7 +224,7 @@ class PaperBoi(Struct):
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'''
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# TODO: net latency model
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await trio.sleep(0.05)
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await trio.sleep(0.01)
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fill_time_ns = time.time_ns()
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fill_time_s = time.time()
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