Comments (3)
mussonero
commented on June 14, 2024
1
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I did multiple tests using the examples provided, also I have added a high-resolution clock to both C++ and the python code,
it is practically unnoticeable the difference.0.04ms~0.06ms
But still, python gets nice results 👍.
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Regarding your question
(1) About the sendOrder API
You need to post-process manually
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dmikushin
commented on June 14, 2024
Dear @baker-Xie thank you for your testing! I could imagine the first connection is slower than subsequent ones, due to initialization overhead. A lot of other aspects may be involved, depending on how the actual test is designed. Would it be possible for you to publish and/or attach here your test code for our further analysis?
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baker-Xie
commented on June 14, 2024
Dear @dmikushin , Thanks for you reply. I'll paste my code here.
(1) The first http call of binance-cxx-api is slow of course, but the rest http calls are slow too (800ms)
(2) The python library is python-binance, please use pip install python-binance to install it.
Meanwhile, I have a question
(1) About the sendOrder API
There is quantity and price parameter which is double . But from website, there is minQty and tickSize. So we should guarantee that our price/quantity parameter are multiple to minQty/tickSize. But in your API, price/quantity are double, and I didn't see further post-process about them. So, if I use this API, should I pass a valid price/quantity , or you code will post-process for me?
For example, minQty = 0.01 tickSize = 0.1
if my quantity is 0.015, my price is 1.12, should I just pass quantity=0.015 / price =1.12 to APi, or should I pass quantity = 0.01 and price = 1.1 to API?
c++ test code:
#include <iostream>
#include <json/json.h>
#include <map>
#include <string>
#include <vector>
#include <algorithm>
#include "binance.h"
#include "binance_logger.h"
#include "binance_websocket.h"
#include "sys/time.h"
using namespace binance;
using std::map;
using std::vector;
using std::string;
using std::cout;
using std::endl;
unsigned long long GetTimestamp()
{
struct timeval temp;
gettimeofday(&temp, nullptr);
return temp.tv_sec * 1e6 + temp.tv_usec;
}
int main()
{
Json::Value result;
auto _server = new Server;
auto _market = new Market(*_server);
auto beginTime = GetTimestamp();
_market->getDepth(result, "LINKBTC", 5);
auto endTime = GetTimestamp();
cout << (endTime-beginTime) << endl;
beginTime = GetTimestamp();
_market->getDepth(result, "ETHTUSD", 5);
endTime = GetTimestamp();
cout << (endTime-beginTime) << endl;
beginTime = GetTimestamp();
_market->getDepth(result, "LINKETH", 5);
endTime = GetTimestamp();
cout << (endTime-beginTime) << endl;
beginTime = GetTimestamp();
_market->getDepth(result, "IOTABTC", 5);
endTime = GetTimestamp();
cout << (endTime-beginTime) << endl;
beginTime = GetTimestamp();
_market->getExchangeInfo(result);
endTime = GetTimestamp();
cout << (endTime-beginTime) << endl;
beginTime = GetTimestamp();
_market->getExchangeInfo(result);
endTime = GetTimestamp();
cout << (endTime-beginTime) << endl;
}
Pyhon test code:
from binance.client import Client as Client_Binance
from binance.enums import *
import time
binance_api_key = 'XXX'
binance_api_secret = 'XXX'
clientB = Client_Binance(binance_api_key, binance_api_secret)
beginTime = time.time()
depthB = clientB.get_order_book(symbol="LINKBTC", limit=5)
print(time.time() - beginTime)
beginTime = time.time()
depthB = clientB.get_order_book(symbol="ETHTUSD", limit=5)
print(time.time() - beginTime)
beginTime = time.time()
depthB = clientB.get_order_book(symbol="LINKETH", limit=5)
print(time.time() - beginTime)
beginTime = time.time()
depthB = clientB.get_order_book(symbol="IOTABTC", limit=5)
print(time.time() - beginTime)
beginTime = time.time()
depthB = clientB.get_order_book(symbol="IOTAETH", limit=5)
print(time.time() - beginTime)
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Related Issues (15)
- hi, did you try in on Centos7? HOT 2
- mbedcrypto error not built by this project HOT 9
- wsi-timeout scheduling validity check HOT 5
- Running example.cpp causes segmentation fault after PR #13 HOT 9
- another implementation of Binance API HOT 5
- Websocket error: lws_ssl_client_connect1 HOT 2
- multiple streams HOT 3
- Accessing futures websocket data stream HOT 3
- subscribe multiple streams limits?
- stepSize code HOT 1
- Certificate error? HOT 4
- Send a market order issue HOT 1
- osx compilation issue HOT 2
- ubuntu Segmentation fault HOT 2
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