pikers
/
piker
3
0
Fork 0
Code Issues 5 Pull Requests 7 Packages Projects Releases Wiki Activity

Lower the paper engine order-cancel latency

basic_buy_bot
Tyler Goodlet 2023-05-29 17:48:03 -04:00
parent cb774e5a5d
commit 33c464524b
1 changed files with 3 additions and 3 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

6
piker/clearing/_paper_engine.py
View File

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