-
Notifications
You must be signed in to change notification settings - Fork 1
/
Copy pathex_binance_asio.cpp
225 lines (189 loc) · 6.91 KB
/
ex_binance_asio.cpp
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
#include <iostream>
#include <signal.h>
#include <string>
#include <format>
#include <chrono>
#include <exception>
#include <asio.hpp>
#include <asio/read_until.hpp>
#include <asio/awaitable.hpp>
#include <asio/co_spawn.hpp>
#include <asio/experimental/awaitable_operators.hpp>
#include <asio/ssl.hpp>
#include "ws_client/ws_client_async.hpp"
#include "ws_client/transport/AsioSocket.hpp"
#include "ws_client/PermessageDeflate.hpp"
using namespace ws_client;
using namespace std::chrono;
using namespace std::chrono_literals;
/**
* Quick and dirty way to extract a JSON property value.
* Returns property value of first occurence of "property_name": [property_value].
* Note that strings retain their quotes.
*/
std::string_view extract_json_property_value(
const std::string_view& json, const std::string& property_name
)
{
std::string searchKey = std::format("\"{}\":", property_name);
size_t startPos = json.find(searchKey);
if (startPos != std::string::npos)
{
startPos += searchKey.length(); // move past the property_name
size_t endPos = json.find_first_of(",}", startPos); // find the next comma or closing brace
if (endPos != std::string::npos)
return std::string_view(json).substr(startPos, endPos - startPos);
}
return "";
}
struct msg_stats
{
uint64_t counter{0};
size_t total_bytes{0};
double avg_latency{0};
void reset()
{
counter = 0;
total_bytes = 0;
avg_latency = 0;
}
};
asio::awaitable<expected<void, WSError>> run()
{
// websocketclient logger
ConsoleLogger logger{LogLevel::D};
// parse URL
WS_CO_TRY(url, URL::parse("wss://fstream.binance.com/ws"));
auto executor = co_await asio::this_coro::executor;
asio::ip::tcp::resolver resolver(executor);
auto endpoints = co_await resolver.async_resolve(url->host(), "https", asio::use_awaitable);
std::cout << "Connecting to " << url->host() << "... \n";
asio::ssl::context ctx(asio::ssl::context::sslv23);
ctx.set_default_verify_paths();
asio::ssl::stream<asio::ip::tcp::socket> socket(executor, ctx);
co_await asio::async_connect(socket.lowest_layer(), endpoints, asio::use_awaitable);
std::cout << "Connected\n";
socket.lowest_layer().set_option(asio::ip::tcp::no_delay(true));
socket.set_verify_mode(asio::ssl::verify_peer);
socket.set_verify_callback(asio::ssl::host_name_verification(url->host()));
co_await socket.async_handshake(asio::ssl::stream_base::client, asio::use_awaitable);
std::cout << "Handshake ok\n";
auto asio_socket = AsioSocket(&logger, std::move(socket));
// websocket client
auto client = WebSocketClientAsync<asio::awaitable, decltype(logger), decltype(asio_socket)>(
&logger, std::move(asio_socket)
);
// handshake handler
auto handshake = Handshake(&logger, *url);
// enable compression (permessage-deflate extension)
handshake.set_permessage_deflate({
.logger = &logger,
.server_max_window_bits = 15,
.client_max_window_bits = 15,
.server_no_context_takeover = true,
.client_no_context_takeover = true,
.decompress_buffer_size = 2 * 1024 * 1024, // 2 MB
.compress_buffer_size = 2 * 1024 * 1024 // 2 MB
});
// perform handshake
WS_CO_TRYV(co_await client.handshake(handshake, 5s)); // 5 sec timeout
// subscribe
std::string sub_msg = R"({
"method": "SUBSCRIBE",
"params": [
"btcusdt@depth@0ms",
"btcusdt@bookTicker",
"btcusdt@aggTrade",
"ethusdt@depth@0ms",
"ethusdt@bookTicker",
"ethusdt@aggTrade"
],
"id": 1
})";
Message msg(MessageType::text, sub_msg);
WS_CO_TRYV(co_await client.send_message(msg, {.compress = false}));
time_point<system_clock> last_msg;
msg_stats stats;
// allocate message buffer with 4 KiB initial size and 1 MiB max size
WS_CO_TRY(buffer, Buffer::create(4096, 1 * 1024 * 1024));
while (true)
{
++stats.counter;
// read message from server into buffer
variant<Message, PingFrame, PongFrame, CloseFrame, WSError> var =
co_await client.read_message(*buffer, 5s); // 5 sec timeout
if (auto msg = std::get_if<Message>(&var))
{
stats.total_bytes += msg->data.size();
auto ms = duration_cast<milliseconds>(system_clock::now().time_since_epoch()).count();
auto E = std::atoll(extract_json_property_value(msg->to_string_view(), "E").data());
auto latency = ms - E;
stats.avg_latency += static_cast<double>(latency);
auto t = system_clock::now();
if (t - last_msg > 1s)
{
stats.avg_latency /= static_cast<double>(stats.counter);
std::cout << std::setw(6) << stats.counter << " msg/s ";
std::cout << "avg latency " << std::setw(8) << stats.avg_latency << " ms ";
std::cout << "bytes recv " << stats.total_bytes << std::endl;
stats.reset();
last_msg = t;
}
}
else if (auto ping_frame = std::get_if<PingFrame>(&var))
{
logger.log<LogLevel::D, LogTopic::User>("Ping frame received");
WS_CO_TRYV(co_await client.send_pong_frame(ping_frame->payload_bytes()));
}
else if (std::get_if<PongFrame>(&var))
{
logger.log<LogLevel::D, LogTopic::User>("Pong frame received");
}
else if (auto close_frame = std::get_if<CloseFrame>(&var))
{
// server initiated close
if (close_frame->has_reason())
{
logger.log<LogLevel::I, LogTopic::User>(
std::format("Close frame received: {}", close_frame->get_reason())
);
}
else
logger.log<LogLevel::I, LogTopic::User>("Close frame received");
break;
}
else if (auto err = std::get_if<WSError>(&var))
{
// error occurred - must close connection
logger.log<LogLevel::E, LogTopic::User>(err->to_string());
WS_CO_TRYV(co_await client.close(err->close_with_code));
co_return expected<void, WSError>{};
}
}
co_return expected<void, WSError>{};
};
int main()
{
asio::io_context ctx;
auto exception_handler = [&](auto e_ptr)
{
if (e_ptr)
std::rethrow_exception(e_ptr);
};
auto client = []() -> asio::awaitable<void>
{
try
{
auto res = co_await run();
if (!res.has_value())
std::cerr << "Error: " << res.error() << std::endl;
}
catch (const std::exception& e)
{
std::cerr << "Exception: " << e.what() << std::endl;
}
};
asio::co_spawn(ctx, client, std::move(exception_handler));
ctx.run();
return 0;
}