REST requests extremely slow

[alexanderkoumis]

This C++ API is slower than other Binance interfaces (python-binance) because of the poor performance of libcurl. I timed reading the ticker/allBookTicker endpoint from two small programs in both C++ (with this API) and python (using python-binance):

#include <chrono>
#include <cstdio>
#include <json/json.h>
#include "binacpp.h"

int main(int argc, char** argv) {
    std::string api_key = "";
    std::string api_secret = "";
    BinaCPP::init(api_key, api_secret);

    auto time_start = std::chrono::high_resolution_clock::now();

    Json::Value result;
    BinaCPP::get_allBookTickers( result );

    auto time_end = std::chrono::high_resolution_clock::now();
    auto time_elapsed = time_end - time_start

    double time = std::chrono::duration_cast<std::chrono::microseconds>(time_elapsed).count() / 1000000.0;
    printf("%f\n", time);

    return 0;
}

from time import time
from binance.client import Client

client = Client('', '')

time_start = time()
client.get_orderbook_tickers()
time_end = time()

print(time_end - time_start)

The Python example grabs the data almost always 3-4x faster than the C++ code, with the Python code running in about 200ms and the C++ version taking ~800ms. This line, calling out to the libcurl API, is the slowest part of the binacpp library function. Why is libcurl so much slower here than the Python requests package?

[alexanderkoumis]

This is because the CURL object is initialized/cleaned up for every single request. I made a modification to only perform the initialization once and it performed on par with the Python version. Pull request coming soon.

[alexanderkoumis]

Pull request merged