/* * lws-minimal-secure-streams-binance * * Written in 2010-2021 by Andy Green * Kutoga * * This file is made available under the Creative Commons CC0 1.0 * Universal Public Domain Dedication. * * This demonstrates a Secure Streams implementation of a client that connects * to binance ws server efficiently. * * Build lws with -DLWS_WITH_SECURE_STREAMS=1 -DLWS_WITHOUT_EXTENSIONS=0 * * "policy.json" contains all the information about endpoints, protocols and * connection validation, tagged by streamtype name. * * The example tries to load it from the cwd, it lives * in ./minimal-examples/secure-streams/minimal-secure-streams-binance dir, so * either run it from there, or copy the policy.json to your cwd. It's also * possible to put the policy json in the code as a string and pass that at * context creation time. */ #include #include #include #include extern int test_result; typedef struct range { uint64_t sum; uint64_t lowest; uint64_t highest; unsigned int samples; } range_t; LWS_SS_USER_TYPEDEF lws_sorted_usec_list_t sul_hz; /* 1hz summary dump */ range_t e_lat_range; range_t price_range; } binance_t; static void range_reset(range_t *r) { r->sum = r->highest = 0; r->lowest = 999999999999ull; r->samples = 0; } static uint64_t get_us_timeofday(void) { struct timeval tv; gettimeofday(&tv, NULL); return (uint64_t)((lws_usec_t)tv.tv_sec * LWS_US_PER_SEC) + (uint64_t)tv.tv_usec; } static uint64_t pennies(const char *s) { uint64_t price = (uint64_t)atoll(s) * 100; s = strchr(s, '.'); if (s && isdigit(s[1]) && isdigit(s[2])) price = price + (uint64_t)((10 * (s[1] - '0')) + (s[2] - '0')); return price; } static void sul_hz_cb(lws_sorted_usec_list_t *sul) { binance_t *bin = lws_container_of(sul, binance_t, sul_hz); /* * We are called once a second to dump statistics on the connection */ lws_sul_schedule(lws_ss_get_context(bin->ss), 0, &bin->sul_hz, sul_hz_cb, LWS_US_PER_SEC); if (bin->price_range.samples) lwsl_ss_user(lws_ss_from_user(bin), "price: min: %llu¢, max: %llu¢, avg: %llu¢, " "(%d prices/s)", (unsigned long long)bin->price_range.lowest, (unsigned long long)bin->price_range.highest, (unsigned long long)(bin->price_range.sum / bin->price_range.samples), bin->price_range.samples); if (bin->e_lat_range.samples) lwsl_ss_user(lws_ss_from_user(bin), "elatency: min: %llums, max: %llums, " "avg: %llums, (%d msg/s)", (unsigned long long)bin->e_lat_range.lowest / 1000, (unsigned long long)bin->e_lat_range.highest / 1000, (unsigned long long)(bin->e_lat_range.sum / bin->e_lat_range.samples) / 1000, bin->e_lat_range.samples); range_reset(&bin->e_lat_range); range_reset(&bin->price_range); test_result = 0; } static lws_ss_state_return_t binance_rx(void *userobj, const uint8_t *in, size_t len, int flags) { binance_t *bin = (binance_t *)userobj; uint64_t latency_us, now_us; char numbuf[16]; uint64_t price; const char *p; size_t alen; now_us = (uint64_t)get_us_timeofday(); p = lws_json_simple_find((const char *)in, len, "\"depthUpdate\"", &alen); if (!p) return LWSSSSRET_OK; p = lws_json_simple_find((const char *)in, len, "\"E\":", &alen); if (!p) { lwsl_err("%s: no E JSON\n", __func__); return LWSSSSRET_OK; } lws_strnncpy(numbuf, p, alen, sizeof(numbuf)); latency_us = now_us - ((uint64_t)atoll(numbuf) * LWS_US_PER_MS); if (latency_us < bin->e_lat_range.lowest) bin->e_lat_range.lowest = latency_us; if (latency_us > bin->e_lat_range.highest) bin->e_lat_range.highest = latency_us; bin->e_lat_range.sum += latency_us; bin->e_lat_range.samples++; p = lws_json_simple_find((const char *)in, len, "\"a\":[[\"", &alen); if (!p) return LWSSSSRET_OK; lws_strnncpy(numbuf, p, alen, sizeof(numbuf)); price = pennies(numbuf); if (price < bin->price_range.lowest) bin->price_range.lowest = price; if (price > bin->price_range.highest) bin->price_range.highest = price; bin->price_range.sum += price; bin->price_range.samples++; return LWSSSSRET_OK; } static lws_ss_state_return_t binance_state(void *userobj, void *h_src, lws_ss_constate_t state, lws_ss_tx_ordinal_t ack) { binance_t *bin = (binance_t *)userobj; lwsl_ss_info(bin->ss, "%s (%d), ord 0x%x", lws_ss_state_name((int)state), state, (unsigned int)ack); switch (state) { case LWSSSCS_CONNECTED: lws_sul_schedule(lws_ss_get_context(bin->ss), 0, &bin->sul_hz, sul_hz_cb, LWS_US_PER_SEC); range_reset(&bin->e_lat_range); range_reset(&bin->price_range); return LWSSSSRET_OK; case LWSSSCS_DISCONNECTED: lws_sul_cancel(&bin->sul_hz); break; default: break; } return LWSSSSRET_OK; } LWS_SS_INFO("binance", binance_t) .rx = binance_rx, .state = binance_state, };