algoqt

mds = [convert_to_md(item) for item in items] convert_to_md is a function convert item to class MarketDepth ，which with BaseModel is 10~20 times slower than without BaseMode example: ``` from pydantic...

hi, could any one explain to me when use only bar data, the market price order will fill at what price ？ when on bar callback, i place a market...

> Hi [@algoqt](https://github.com/algoqt), which version of `binance_sdk_derivatives_trading_usds_futures` are you using? i use python 3.10 and binance-common 3.0.0 binance-sdk-derivatives-trading-usds-futures 1.4.0 binance-sdk-spot 2.1.0

``` um_configuration_ws_api = ConfigurationWebSocketAPI( api_key=api_key, api_secret=api_secret, stream_url=DERIVATIVES_TRADING_USDS_FUTURES_WS_API_PROD_URL, ) um_configuration_ws_stream = ConfigurationWebSocketStreams( stream_url=DERIVATIVES_TRADING_USDS_FUTURES_WS_STREAMS_PROD_URL, ) self.um_client = DerivativesTradingUsdsFutures(config_ws_api=um_configuration_ws_api ,config_ws_streams=um_configuration_ws_stream) ``` here is how i create the um_client . or is there a...

> [@algoqt](https://github.com/algoqt) Have you tried with the latest version of `binance_sdk_derivatives_trading_usds_futures` (`v1.6.0`)? use v1.6.0 it has data receive, but its dict type, not UserDataStreamEventsResponse result: data type: ,{'e': 'ORDER_TRADE_UPDATE', 'T':...

i think i found the problem: 1 : for spot , the msg is {'subscriptionId': 0, 'event': .....} so go to the code : ``` response_model = connection.response_types.get(subscription_id) payload =...