⚡️ Speed up method digifinex.parse_margin_modification by 15%
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The optimization achieves a **15% speedup** by eliminating expensive function calls in hot paths, specifically optimizing the `safe_string` and `safe_integer` methods that are heavily used in data parsing operations. **Key optimizations:** 1. **Inlined key existence checks**: The original code called `Exchange.key_exists()` for every dictionary/list access, which added significant overhead (1394ns per hit in `safe_string`). The optimized version directly uses `isinstance()` checks and `key in dictionary` operations, reducing per-hit time to 232-310ns - a **3-4x improvement**. 2. **Fast-path type checking in `safe_integer`**: Added early returns for already-integer values and optimized float-to-int conversion, avoiding unnecessary `int(float(value))` calls when the value is already the correct type. 3. **Eliminated redundant function calls**: In `parse_margin_modification`, moved repeated method calls (`safe_symbol`, `safe_number`) to variables to avoid recomputation during dictionary construction. 4. **Minor guard improvement**: Added a safety check `name and name[0] != '_'` to prevent potential edge cases in the camelCase conversion loop. **Performance impact by test type:** - **Basic parsing operations**: 9-13% faster across all test cases - **Missing field scenarios**: Up to 18-23% faster (benefits from faster null/empty checks) - **Large-scale operations**: 14-15% consistent improvement, making this optimization particularly valuable for high-throughput parsing scenarios The optimizations are especially effective for CCXT's use case where `parse_margin_modification` and similar parsing methods are called frequently with dictionary data from API responses, making the reduced overhead in dictionary access patterns highly beneficial.
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📄 15% (0.15x) speedup for
digifinex.parse_margin_modificationinpython/ccxt/digifinex.py⏱️ Runtime :
6.80 milliseconds→5.89 milliseconds(best of23runs)📝 Explanation and details
The optimization achieves a 15% speedup by eliminating expensive function calls in hot paths, specifically optimizing the
safe_stringandsafe_integermethods that are heavily used in data parsing operations.Key optimizations:
Inlined key existence checks: The original code called
Exchange.key_exists()for every dictionary/list access, which added significant overhead (1394ns per hit insafe_string). The optimized version directly usesisinstance()checks andkey in dictionaryoperations, reducing per-hit time to 232-310ns - a 3-4x improvement.Fast-path type checking in
safe_integer: Added early returns for already-integer values and optimized float-to-int conversion, avoiding unnecessaryint(float(value))calls when the value is already the correct type.Eliminated redundant function calls: In
parse_margin_modification, moved repeated method calls (safe_symbol,safe_number) to variables to avoid recomputation during dictionary construction.Minor guard improvement: Added a safety check
name and name[0] != '_'to prevent potential edge cases in the camelCase conversion loop.Performance impact by test type:
The optimizations are especially effective for CCXT's use case where
parse_margin_modificationand similar parsing methods are called frequently with dictionary data from API responses, making the reduced overhead in dictionary access patterns highly beneficial.✅ Correctness verification report:
🌀 Generated Regression Tests and Runtime
import pytest
from ccxt.digifinex import digifinex
function to test (minimal stub for test context)
class Market(dict):
pass
from ccxt.digifinex import digifinex
-------------------- UNIT TESTS --------------------
@pytest.fixture
def exchange():
return digifinex()
@pytest.fixture
def default_market():
# Simulate a typical market dict
return Market({'symbol': 'BTC/USDT', 'settle': 'USDT', 'type': 'swap'})
-------------------- BASIC TEST CASES --------------------
def test_basic_add_margin(exchange, default_market):
# Test a normal "add" margin modification
data = {
"instrument_id": "BTCUSDTPERP",
"side": "long",
"type": 1,
"amount": "3.6834"
}
codeflash_output = exchange.parse_margin_modification(data, default_market); result = codeflash_output # 13.2μs -> 12.0μs (9.80% faster)
def test_basic_reduce_margin(exchange, default_market):
# Test a normal "reduce" margin modification
data = {
"instrument_id": "BTCUSDTPERP",
"side": "short",
"type": 2,
"amount": "1.5"
}
codeflash_output = exchange.parse_margin_modification(data, default_market); result = codeflash_output # 13.0μs -> 11.6μs (12.6% faster)
def test_basic_numeric_amount(exchange, default_market):
# Test with amount as float instead of string
data = {
"instrument_id": "BTCUSDTPERP",
"side": "long",
"type": 1,
"amount": 2.0
}
codeflash_output = exchange.parse_margin_modification(data, default_market); result = codeflash_output # 13.4μs -> 12.8μs (4.64% faster)
def test_missing_amount_field(exchange, default_market):
# Amount missing should result in None
data = {
"instrument_id": "BTCUSDTPERP",
"side": "long",
"type": 1
}
codeflash_output = exchange.parse_margin_modification(data, default_market); result = codeflash_output # 12.8μs -> 10.9μs (17.4% faster)
def test_amount_is_zero(exchange, default_market):
# Amount is zero string
data = {
"instrument_id": "BTCUSDTPERP",
"side": "long",
"type": 1,
"amount": "0"
}
codeflash_output = exchange.parse_margin_modification(data, default_market); result = codeflash_output # 13.0μs -> 11.7μs (11.0% faster)
def test_type_is_string(exchange, default_market):
# Type is string "1"
data = {
"instrument_id": "BTCUSDTPERP",
"side": "long",
"type": "1",
"amount": "1.0"
}
codeflash_output = exchange.parse_margin_modification(data, default_market); result = codeflash_output # 12.6μs -> 11.8μs (7.14% faster)
def test_type_is_none(exchange, default_market):
# Type is missing, should default to 'reduce'
data = {
"instrument_id": "BTCUSDTPERP",
"side": "long",
"amount": "1.0"
}
codeflash_output = exchange.parse_margin_modification(data, default_market); result = codeflash_output # 12.8μs -> 11.5μs (10.6% faster)
def test_amount_is_invalid_string(exchange, default_market):
# Amount is not a valid number
data = {
"instrument_id": "BTCUSDTPERP",
"side": "long",
"type": 1,
"amount": "not_a_number"
}
codeflash_output = exchange.parse_margin_modification(data, default_market); result = codeflash_output # 13.9μs -> 12.6μs (11.0% faster)
def test_instrument_id_is_none(exchange, default_market):
# instrument_id missing
data = {
"side": "long",
"type": 1,
"amount": "3.6834"
}
codeflash_output = exchange.parse_margin_modification(data, default_market); result = codeflash_output # 13.3μs -> 11.8μs (13.1% faster)
def test_instrument_id_empty_string(exchange, default_market):
# instrument_id is empty string
data = {
"instrument_id": "",
"side": "long",
"type": 1,
"amount": "3.6834"
}
codeflash_output = exchange.parse_margin_modification(data, default_market); result = codeflash_output # 12.3μs -> 11.3μs (9.33% faster)
def test_type_is_unexpected_value(exchange, default_market):
# type is an unexpected value (e.g. 999)
data = {
"instrument_id": "BTCUSDTPERP",
"side": "long",
"type": 999,
"amount": "3.6834"
}
codeflash_output = exchange.parse_margin_modification(data, default_market); result = codeflash_output # 12.8μs -> 11.5μs (11.0% faster)
def test_amount_is_negative(exchange, default_market):
# Amount is negative
data = {
"instrument_id": "BTCUSDTPERP",
"side": "long",
"type": 1,
"amount": "-5.0"
}
codeflash_output = exchange.parse_margin_modification(data, default_market); result = codeflash_output # 13.0μs -> 11.6μs (12.2% faster)
def test_amount_is_large_int(exchange, default_market):
# Amount is a large integer
data = {
"instrument_id": "BTCUSDTPERP",
"side": "long",
"type": 1,
"amount": "1000000000"
}
codeflash_output = exchange.parse_margin_modification(data, default_market); result = codeflash_output # 12.8μs -> 11.5μs (11.2% faster)
def test_amount_is_none(exchange, default_market):
# Amount is explicitly None
data = {
"instrument_id": "BTCUSDTPERP",
"side": "long",
"type": 1,
"amount": None
}
codeflash_output = exchange.parse_margin_modification(data, default_market); result = codeflash_output # 12.1μs -> 10.9μs (11.3% faster)
-------------------- LARGE SCALE TEST CASES --------------------
def test_large_scale_many_modifications(exchange, default_market):
# Test with 1000 modifications
for i in range(1000):
amount = str(i * 0.01)
data = {
"instrument_id": "BTCUSDTPERP",
"side": "long" if i % 2 == 0 else "short",
"type": 1 if i % 2 == 0 else 2,
"amount": amount
}
codeflash_output = exchange.parse_margin_modification(data, default_market); result = codeflash_output # 3.58ms -> 3.12ms (14.8% faster)
expected_type = 'add' if data['type'] == 1 else 'reduce'
def test_large_scale_randomized(exchange, default_market):
# Randomized type and amount, but deterministic for test
for i in range(500):
data = {
"instrument_id": "BTCUSDTPERP",
"side": "long" if i % 3 == 0 else "short",
"type": 1 if i % 4 == 0 else 2,
"amount": str(i)
}
codeflash_output = exchange.parse_margin_modification(data, default_market); result = codeflash_output # 1.76ms -> 1.54ms (14.7% faster)
expected_type = 'add' if data['type'] == 1 else 'reduce'
def test_large_scale_missing_fields(exchange, default_market):
# Large scale with missing amount and type fields
for i in range(200):
data = {
"instrument_id": "BTCUSDTPERP",
"side": "long"
# type and amount missing
}
codeflash_output = exchange.parse_margin_modification(data, default_market); result = codeflash_output # 712μs -> 579μs (22.8% faster)
def test_large_scale_varied_market(exchange):
# Test with varied market objects
for i in range(100):
market = Market({'symbol': f'COIN{i}/USDT', 'settle': 'USDT', 'type': 'swap'})
data = {
"instrument_id": f"COIN{i}USDTPERP",
"side": "long",
"type": 1,
"amount": str(i)
}
codeflash_output = exchange.parse_margin_modification(data, market); result = codeflash_output # 373μs -> 321μs (15.9% faster)
codeflash_output is used to check that the output of the original code is the same as that of the optimized code.
#------------------------------------------------
import pytest
from ccxt.digifinex import digifinex
--- Test cases ---
@pytest.fixture
def exchange():
return digifinex()
-------- Basic Test Cases --------
def test_basic_add_margin(exchange):
# Typical add margin modification
data = {
"instrument_id": "BTCUSDTPERP",
"side": "long",
"type": 1,
"amount": "3.6834"
}
market = {"symbol": "BTC/USDT:USDT", "settle": "USDT"}
codeflash_output = exchange.parse_margin_modification(data, market); result = codeflash_output # 12.4μs -> 11.3μs (10.3% faster)
def test_basic_reduce_margin(exchange):
# Typical reduce margin modification
data = {
"instrument_id": "ETHUSDTPERP",
"side": "short",
"type": 2,
"amount": "1.5"
}
market = {"symbol": "ETH/USDT:USDT", "settle": "USDT"}
codeflash_output = exchange.parse_margin_modification(data, market); result = codeflash_output # 12.5μs -> 11.3μs (10.1% faster)
def test_basic_with_integer_amount(exchange):
# Amount as integer string
data = {
"instrument_id": "BTCUSDTPERP",
"side": "long",
"type": 1,
"amount": "10"
}
market = {"symbol": "BTC/USDT:USDT", "settle": "USDT"}
codeflash_output = exchange.parse_margin_modification(data, market); result = codeflash_output # 12.5μs -> 11.3μs (10.7% faster)
def test_basic_with_float_type(exchange):
# Type as float string
data = {
"instrument_id": "BTCUSDTPERP",
"side": "long",
"type": "1.0",
"amount": "2.5"
}
market = {"symbol": "BTC/USDT:USDT", "settle": "USDT"}
codeflash_output = exchange.parse_margin_modification(data, market); result = codeflash_output # 12.4μs -> 11.3μs (9.64% faster)
-------- Edge Test Cases --------
def test_missing_amount(exchange):
# Amount missing, should be None
data = {
"instrument_id": "BTCUSDTPERP",
"side": "long",
"type": 1
}
market = {"symbol": "BTC/USDT:USDT", "settle": "USDT"}
codeflash_output = exchange.parse_margin_modification(data, market); result = codeflash_output # 12.4μs -> 10.4μs (18.9% faster)
def test_amount_is_empty_string(exchange):
# Amount is empty string, should be None
data = {
"instrument_id": "BTCUSDTPERP",
"side": "long",
"type": 1,
"amount": ""
}
market = {"symbol": "BTC/USDT:USDT", "settle": "USDT"}
codeflash_output = exchange.parse_margin_modification(data, market); result = codeflash_output # 11.9μs -> 10.6μs (12.1% faster)
def test_amount_is_invalid_string(exchange):
# Amount is invalid string, should be None
data = {
"instrument_id": "BTCUSDTPERP",
"side": "long",
"type": 1,
"amount": "notanumber"
}
market = {"symbol": "BTC/USDT:USDT", "settle": "USDT"}
codeflash_output = exchange.parse_margin_modification(data, market); result = codeflash_output # 14.1μs -> 12.7μs (11.1% faster)
def test_type_is_missing(exchange):
# Type missing, should default to 'reduce'
data = {
"instrument_id": "BTCUSDTPERP",
"side": "long",
"amount": "1.0"
}
market = {"symbol": "BTC/USDT:USDT", "settle": "USDT"}
codeflash_output = exchange.parse_margin_modification(data, market); result = codeflash_output # 12.3μs -> 10.9μs (12.8% faster)
def test_type_is_invalid(exchange):
# Type is invalid string, should default to 'reduce'
data = {
"instrument_id": "BTCUSDTPERP",
"side": "long",
"type": "abc",
"amount": "1.0"
}
market = {"symbol": "BTC/USDT:USDT", "settle": "USDT"}
codeflash_output = exchange.parse_margin_modification(data, market); result = codeflash_output # 13.6μs -> 13.2μs (3.12% faster)
def test_type_is_zero(exchange):
# Type is 0, should be reduce
data = {
"instrument_id": "BTCUSDTPERP",
"side": "long",
"type": 0,
"amount": "1.0"
}
market = {"symbol": "BTC/USDT:USDT", "settle": "USDT"}
codeflash_output = exchange.parse_margin_modification(data, market); result = codeflash_output # 12.3μs -> 11.2μs (9.54% faster)
def test_instrument_id_is_none(exchange):
# instrument_id is None, symbol should be None
data = {
"instrument_id": None,
"side": "long",
"type": 1,
"amount": "1.0"
}
market = {"symbol": "BTC/USDT:USDT", "settle": "USDT"}
codeflash_output = exchange.parse_margin_modification(data, market); result = codeflash_output # 12.8μs -> 11.3μs (13.5% faster)
def test_all_optional_fields(exchange):
# Check that status, timestamp, datetime, total are always None
data = {
"instrument_id": "BTCUSDTPERP",
"side": "long",
"type": 1,
"amount": "1.0"
}
market = {"symbol": "BTC/USDT:USDT", "settle": "USDT"}
codeflash_output = exchange.parse_margin_modification(data, market); result = codeflash_output # 12.5μs -> 11.1μs (12.4% faster)
def test_amount_is_zero(exchange):
# Amount is zero string
data = {
"instrument_id": "BTCUSDTPERP",
"side": "long",
"type": 1,
"amount": "0"
}
market = {"symbol": "BTC/USDT:USDT", "settle": "USDT"}
codeflash_output = exchange.parse_margin_modification(data, market); result = codeflash_output # 12.4μs -> 11.0μs (13.4% faster)
def test_amount_is_negative(exchange):
# Negative amount
data = {
"instrument_id": "BTCUSDTPERP",
"side": "long",
"type": 1,
"amount": "-5.25"
}
market = {"symbol": "BTC/USDT:USDT", "settle": "USDT"}
codeflash_output = exchange.parse_margin_modification(data, market); result = codeflash_output # 12.5μs -> 11.4μs (10.0% faster)
def test_amount_is_large_float(exchange):
# Large float amount
data = {
"instrument_id": "BTCUSDTPERP",
"side": "long",
"type": 1,
"amount": "123456789.123456789"
}
market = {"symbol": "BTC/USDT:USDT", "settle": "USDT"}
codeflash_output = exchange.parse_margin_modification(data, market); result = codeflash_output # 13.9μs -> 12.6μs (10.3% faster)
def test_large_batch_modifications(exchange):
# Test with a large batch of modifications
market = {"symbol": "BTC/USDT:USDT", "settle": "USDT"}
batch = []
for i in range(500): # reasonable size for unit test
data = {
"instrument_id": f"BTCUSDTPERP_{i}",
"side": "long" if i % 2 == 0 else "short",
"type": 1 if i % 2 == 0 else 2,
"amount": str(i * 0.01)
}
batch.append(data)
results = [exchange.parse_margin_modification(d, market) for d in batch]
for i, result in enumerate(results):
pass
def test_large_batch_with_missing_fields(exchange):
# Some entries missing fields
market = {"symbol": "BTC/USDT:USDT", "settle": "USDT"}
batch = []
for i in range(250):
# Half missing amount, half missing type
if i % 2 == 0:
data = {
"instrument_id": f"BTCUSDTPERP_{i}",
"side": "long"
# missing type, missing amount
}
else:
data = {
"instrument_id": f"BTCUSDTPERP_{i}",
"side": "short",
"type": 2,
"amount": str(i * 0.01)
}
batch.append(data)
results = [exchange.parse_margin_modification(d, market) for d in batch]
for i, result in enumerate(results):
if i % 2 == 0:
pass
else:
pass
def test_performance_large_scale(exchange):
# Performance: should not take long for 1000 entries
import time
market = {"symbol": "BTC/USDT:USDT", "settle": "USDT"}
batch = []
for i in range(1000):
data = {
"instrument_id": f"BTCUSDTPERP_{i}",
"side": "long",
"type": 1,
"amount": str(i * 0.001)
}
batch.append(data)
start = time.time()
results = [exchange.parse_margin_modification(d, market) for d in batch]
elapsed = time.time() - start
codeflash_output is used to check that the output of the original code is the same as that of the optimized code.
To edit these changes
git checkout codeflash/optimize-digifinex.parse_margin_modification-mhudfswzand push.