go-binance-websocket

Binance websocket client with optimized latency

Optimized latency

Leveraging fast json deserializer and object pool for good base performance (i5 6-core): ~1000 ns/op or ~1M op/s

$ go test --bench=. --benchtime 30s --benchmem

BenchmarkBinanceMessageHandling-6  38260412  946 ns/op  128 B/op  8 allocs/op

Example

import (
	. "github.com/alexey-ernest/go-binance-websocket"
	"log"
)

func main() {
	ws := NewBinanceWs()
	messages := make(chan *Depth, 10)
	err, _ := ws.SubscribeDepth("btcusdt", func (d *Depth) {
		messages <- d
	})

	if err != nil {
		log.Fatalf("failed to connect to binance @depth websocket")
	}

	for m := range messages {
		log.Printf("%+v\n", m.RawDepth)
		m.DecrementReferenceCount() // return object back to the object pool
	}
}