⚡️ Speed up method bitvavo.parse_trade by 10%
#56
+4,617
−2,529
Conversation
This file contains hidden or bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
The optimized code achieves a **10% speedup** by implementing several targeted performance optimizations in the frequently-called `safe_*` utility methods used throughout trade parsing:
**Key Optimizations:**
1. **Fast-path dictionary access**: The most significant improvement comes from replacing `Exchange.key_exists()` calls with direct `dictionary.get()` access in `safe_string`, `safe_integer`, `safe_value`, and `safe_string_2`. This eliminates expensive function call overhead and multiple dictionary lookups per operation.
2. **Simplified `iso8601` formatting**: Restructured the datetime formatting logic to avoid redundant string operations. The original code used `strftime('%Y-%m-%dT%H:%M:%S.%f')[:-6]` then concatenated more strings, while the optimized version uses `strftime('%Y-%m-%dT%H:%M:%S.')` directly and formats milliseconds separately, reducing string manipulation overhead.
3. **Dictionary merge optimization**: In the constructor, replaced `self.deep_extend(current, value)` with simple dict unpacking `{**current, **value}` for dictionary merging, which is significantly faster in Python.
4. **Reduced type checking overhead**: The optimizations add `isinstance(dictionary, dict)` checks to use the fast path for common dictionary operations, avoiding the generic `key_exists` method that handles multiple container types.
**Performance Impact by Method:**
- `safe_string`: 25% faster (1.33ms → 0.99ms)
- `safe_integer`: 25% faster (274μs → 206μs)
- `safe_value`: 40% faster (397μs → 238μs)
- `safe_string_2`: 71% faster (217μs → 64μs)
- `iso8601`: 13% faster (826μs → 718μs)
**Test Case Benefits:**
The optimizations show consistent 8-16% improvements across all test scenarios, with the largest gains in cases involving:
- Missing fields (14-16% faster) - benefits from optimized null handling
- Basic trade parsing (9-12% faster) - benefits from reduced dictionary access overhead
- Large-scale batch processing - cumulative effect of per-operation savings
These optimizations are particularly valuable given that `parse_trade` and the underlying `safe_*` methods are called frequently in trading applications for processing market data feeds, making even small per-call improvements significant at scale.
Sign up for free
to join this conversation on GitHub.
Already have an account?
Sign in to comment
Add this suggestion to a batch that can be applied as a single commit.
This suggestion is invalid because no changes were made to the code.
Suggestions cannot be applied while the pull request is closed.
Suggestions cannot be applied while viewing a subset of changes.
Only one suggestion per line can be applied in a batch.
Add this suggestion to a batch that can be applied as a single commit.
Applying suggestions on deleted lines is not supported.
You must change the existing code in this line in order to create a valid suggestion.
Outdated suggestions cannot be applied.
This suggestion has been applied or marked resolved.
Suggestions cannot be applied from pending reviews.
Suggestions cannot be applied on multi-line comments.
Suggestions cannot be applied while the pull request is queued to merge.
Suggestion cannot be applied right now. Please check back later.
📄 10% (0.10x) speedup for
bitvavo.parse_tradeinpython/ccxt/bitvavo.py⏱️ Runtime :
2.67 milliseconds→2.42 milliseconds(best of62runs)📝 Explanation and details
The optimized code achieves a 10% speedup by implementing several targeted performance optimizations in the frequently-called
safe_*utility methods used throughout trade parsing:Key Optimizations:
Fast-path dictionary access: The most significant improvement comes from replacing
Exchange.key_exists()calls with directdictionary.get()access insafe_string,safe_integer,safe_value, andsafe_string_2. This eliminates expensive function call overhead and multiple dictionary lookups per operation.Simplified
iso8601formatting: Restructured the datetime formatting logic to avoid redundant string operations. The original code usedstrftime('%Y-%m-%dT%H:%M:%S.%f')[:-6]then concatenated more strings, while the optimized version usesstrftime('%Y-%m-%dT%H:%M:%S.')directly and formats milliseconds separately, reducing string manipulation overhead.Dictionary merge optimization: In the constructor, replaced
self.deep_extend(current, value)with simple dict unpacking{**current, **value}for dictionary merging, which is significantly faster in Python.Reduced type checking overhead: The optimizations add
isinstance(dictionary, dict)checks to use the fast path for common dictionary operations, avoiding the generickey_existsmethod that handles multiple container types.Performance Impact by Method:
safe_string: 25% faster (1.33ms → 0.99ms)safe_integer: 25% faster (274μs → 206μs)safe_value: 40% faster (397μs → 238μs)safe_string_2: 71% faster (217μs → 64μs)iso8601: 13% faster (826μs → 718μs)Test Case Benefits:
The optimizations show consistent 8-16% improvements across all test scenarios, with the largest gains in cases involving:
These optimizations are particularly valuable given that
parse_tradeand the underlyingsafe_*methods are called frequently in trading applications for processing market data feeds, making even small per-call improvements significant at scale.✅ Correctness verification report:
🌀 Generated Regression Tests and Runtime
To edit these changes
git checkout codeflash/optimize-bitvavo.parse_trade-mhwshds7and push.