/* * pico-sspc-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 is a version of minimal-secure-streams-binance that uses a custom * SS Serialization transport. */ #include #include #include #include extern uint64_t get_us_timeofday(void); typedef struct range { uint64_t sum; uint64_t lowest; uint64_t highest; unsigned int samples; } range_t; LWS_SS_USER_TYPEDEF uint64_t data_in; uint64_t data_in_last_sec; lws_sorted_usec_list_t sul_hz; /* 1hz summary dump */ char msgbuf[10240]; size_t msg_len; range_t e_lat_range; range_t price_range; } binance_t; /* * Rest of the file is Binance application SS processing (UNCHANGED from * minimal-secure-streams-binance) */ static void range_reset(range_t *r) { r->sum = r->highest = 0; r->lowest = 999999999999ull; r->samples = 0; } 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_user("%s: price: min: %llu¢, max: %llu¢, avg: %llu¢, " "(%d prices/s)\n", __func__, (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_user("%s: elatency: min: %lums, max: %lums, " "avg: %lums, (%d msg/s, %lu KiBytes/s SS RX)\n", __func__, (unsigned long)(bin->e_lat_range.lowest / 1000), (unsigned long)(bin->e_lat_range.highest / 1000), (unsigned long)((bin->e_lat_range.sum / bin->e_lat_range.samples) / 1000), bin->e_lat_range.samples, (unsigned long)((bin->data_in - bin->data_in_last_sec) / 1024)); range_reset(&bin->e_lat_range); range_reset(&bin->price_range); bin->data_in_last_sec = bin->data_in; } 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, l1; const uint8_t *msg; char numbuf[20]; uint64_t price; const char *p; size_t alen; bin->data_in += len; msg = bin->msgbuf; if (flags & LWSSS_FLAG_SOM) { bin->msg_len = 0; if (flags & LWSSS_FLAG_EOM) { msg = in; bin->msg_len = len; goto handle; } } if (bin->msg_len + len < sizeof(bin->msgbuf)) { memcpy(bin->msgbuf + bin->msg_len, in, len); bin->msg_len += len; } /* assemble a full message */ if (!(flags & LWSSS_FLAG_EOM)) return LWSSSSRET_OK; handle: //lwsl_notice("%s: chunk len %d\n", __func__, (int)len); now_us = (uint64_t)get_us_timeofday(); //lwsl_notice("%s: now_us adjusted %llu\n", __func__, now_us); p = lws_json_simple_find(msg, bin->msg_len, "\"depthUpdate\"", &alen); if (!p) return LWSSSSRET_OK; p = lws_json_simple_find(msg, bin->msg_len, "\"E\":", &alen); if (!p) { lwsl_err("%s: no E JSON\n", __func__); return LWSSSSRET_OK; } lws_strnncpy(numbuf, p, alen, sizeof(numbuf)); l1 = ((uint64_t)atoll(numbuf) * LWS_US_PER_MS); latency_us = now_us - l1; 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(msg, bin->msg_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, };