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Strategy tracing / profiling #338

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liampauling opened this issue Dec 1, 2020 · 0 comments
Open

Strategy tracing / profiling #338

liampauling opened this issue Dec 1, 2020 · 0 comments

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@liampauling
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Sentry style tracing to allow profiling of strategies:

  • Order count
  • Function calls
  • Latency per process_market_book calls
  • Use Event object
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