Comments (2)
The author of skiplist actually writes on its github repo that pyskiplist is deprecated by SortedContainers, which are faster and have smaller memory footprint.
Does your implementation store only 20 price levels? That could lead to inconsistent orderbook after a few diff updates. It would also explain better performance.
from orderbook.
closing as "wont do". If someone wants to open a PR with extensive tests and performance metrics, I might consider merging it, but I wont be doing this work
from orderbook.
Related Issues (17)
- error occured when pip install HOT 8
- Methods to return data as list HOT 4
- support .items() on orderbook sides
- Can we inherit this OrderBook? HOT 2
- how to use to_list? HOT 1
- SortedDict iteration behavior HOT 2
- Issues installing from source HOT 2
- please release v 0.6.0 HOT 1
- Wrong length of list in 'to_list' method HOT 1
- Installation Failure on MacBook with Apple M3 Max and macOS Sonoma 14.4.1 HOT 4
- Implementation Performance HOT 2
- Errors while creating many OrderBook instances HOT 4
- Build on windows fails HOT 1
- Checksum segmentation fault [kraken] HOT 3
- SortedDict has an unexpected behaviour after interrupted for-loops HOT 3
- How to remove a price? HOT 1
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from orderbook.