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[Bitmex] Performance, CPU load is heavy #219

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thermosym opened this issue Sep 11, 2018 · 0 comments

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thermosym commented Sep 11, 2018

Issues on previous implemnentation

The code use TreeMap as orderbook, the CPU load is heavy when subscribing on multiple CurrencyPairs
BitmexOrderbook maintain two Map structure, which is redundant

Please review and merge my PR #218

Flemingjp added the refactoring label

Flemingjp changed the title ~~Bitmex Performance, CPU load is heavy~~ [Bitmex] Performance, CPU load is heavy

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