⚡ Batch fetch kalshi markets in _sell_bet_positions to fix N+1 query issue - #5
⚡ Batch fetch kalshi markets in _sell_bet_positions to fix N+1 query issue#5j8asic wants to merge 1 commit into
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Replaces the N+1 query pattern inside the _sell_bet_positions loop with a single batched fetch using Kalshi's /markets?tickers= endpoint. This dramatically improves performance when selling multi-leg bets or when holding multiple positions. Co-authored-by: j8asic <10575972+j8asic@users.noreply.github.com>
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💡 What: The optimization implemented
Replaced the
kalshi._get(f"/markets/{ticker}")loop inside_sell_bet_positionswith a single batched fetch using the Kalshi/markets?tickers=...endpoint before entering the ticker loop. We extract all potential tickers fromkalshi_ids, batch-fetch their current prices in one API call, store them in a dictionary, and then retrieve them natively from memory in the loop.🎯 Why: The performance problem it solves
The original code suffered from an N+1 query problem, making a separate HTTP request for every single market ticker and side pair we held a position in. With network delays, selling positions for a bet with multiple legs (or just multiple sides of the same ticker) sequentially introduces significant unnecessary latency, which is problematic when taking/exiting positions on a live order book where prices change quickly.
📊 Measured Improvement:
A baseline benchmark (
benchmark_sell_positions.py) was created to simulate holding positions in 5 tickers (across 2 sides, so 10 total checks).kalshi._getcalls simulated at 50ms each)kalshi._getcall simulated at 50ms)PR created automatically by Jules for task 7070254410738313747 started by @j8asic