This repository has been archived by the owner on Jun 8, 2020. It is now read-only.
[BitMex] Restore the Bitmex Execution reports code which was cut out of #191. #244
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#191 originally contained Bitmex execution report support. It had heavy overlap with some other urgent PRs, so maintaining a "roll up" of these PRs (which I did in #191) was the only practical way of managing the conflicts during the months when PRs weren't getting applied.
Now, however, things are moving and we are slowly clearing the backlog of urgent PRs.
This Bitmex functionality was mixed in with various other useful performance tweaks and bug fixes which we wanted to get merged urgently. However, we have been short of Bitmex testers/reviewers so this functionality was extracted from that PR with the intention of reapplying it later:
I hope I have correctly credited the original author in this squashed commit.
Note that this doesn't compile. If someone who uses Bitmex could pick this up and get it compiling, that'd be great.