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Use yapic.json instead of json for 1.5x to 2x performance gain #237

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merged 3 commits into from
Apr 21, 2020
Merged

Use yapic.json instead of json for 1.5x to 2x performance gain #237

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5a26aa6
use yapic.json instead of json for 1.5x to 2x performance gain; decod…
vincentmele Apr 6, 2020
91eb10c
Correct setup.py to require yapic.json, not yapic
vincentmele Apr 14, 2020
5cbdff2
remove decoding zlibbed data to strings as yapic.json now supports by…
vincentmele Apr 18, 2020
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2 changes: 1 addition & 1 deletion cryptofeed/backends/elastic.py
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associated with this software.
'''
import logging
import json
from yapic import json
import itertools

from cryptofeed.backends.http import HTTPCallback
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2 changes: 1 addition & 1 deletion cryptofeed/backends/kafka.py
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associated with this software.
'''
import asyncio
import json
from yapic import json

from aiokafka import AIOKafkaProducer

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2 changes: 1 addition & 1 deletion cryptofeed/backends/postgres.py
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associated with this software.
'''
from datetime import datetime as dt
import json
from yapic import json

import asyncpg

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2 changes: 1 addition & 1 deletion cryptofeed/backends/rabbitmq.py
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Please see the LICENSE file for the terms and conditions
associated with this software.
'''
import json
from yapic import json
import asyncio

import aio_pika
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2 changes: 1 addition & 1 deletion cryptofeed/backends/redis.py
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Please see the LICENSE file for the terms and conditions
associated with this software.
'''
import json
from yapic import json

import aioredis

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2 changes: 1 addition & 1 deletion cryptofeed/backends/socket.py
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'''
import logging
import asyncio
import json
from yapic import json
from textwrap import wrap

from cryptofeed.backends.backend import BackendBookCallback, BackendBookDeltaCallback, BackendFundingCallback, BackendTickerCallback, BackendTradeCallback, BackendOpenInterestCallback
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2 changes: 1 addition & 1 deletion cryptofeed/backends/zmq.py
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Please see the LICENSE file for the terms and conditions
associated with this software.
'''
import json
from yapic import json

import zmq
import zmq.asyncio
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2 changes: 1 addition & 1 deletion cryptofeed/exchange/binance.py
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Please see the LICENSE file for the terms and conditions
associated with this software.
'''
import json
from yapic import json
import logging
from decimal import Decimal
from collections import defaultdict
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2 changes: 1 addition & 1 deletion cryptofeed/exchange/bitcoincom.py
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Please see the LICENSE file for the terms and conditions
associated with this software.
'''
import json
from yapic import json
import logging
from decimal import Decimal

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2 changes: 1 addition & 1 deletion cryptofeed/exchange/bitfinex.py
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Please see the LICENSE file for the terms and conditions
associated with this software.
'''
import json
from yapic import json
import logging
from decimal import Decimal
from collections import defaultdict
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2 changes: 1 addition & 1 deletion cryptofeed/exchange/bitmax.py
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Please see the LICENSE file for the terms and conditions
associated with this software.
'''
import json
from yapic import json
import logging
from decimal import Decimal

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2 changes: 1 addition & 1 deletion cryptofeed/exchange/bitmex.py
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Please see the LICENSE file for the terms and conditions
associated with this software.
'''
import json
from yapic import json
import logging
from collections import defaultdict
from decimal import Decimal
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2 changes: 1 addition & 1 deletion cryptofeed/exchange/bitstamp.py
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Please see the LICENSE file for the terms and conditions
associated with this software.
'''
import json
from yapic import json
import logging
from decimal import Decimal
import asyncio
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2 changes: 1 addition & 1 deletion cryptofeed/exchange/bittrex.py
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@@ -1,5 +1,5 @@
import logging
import json
from yapic import json
from decimal import Decimal
import requests
import zlib
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2 changes: 1 addition & 1 deletion cryptofeed/exchange/bybit.py
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associated with this software.
'''
import logging
import json
from yapic import json
from decimal import Decimal

from sortedcontainers import SortedDict as sd
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2 changes: 1 addition & 1 deletion cryptofeed/exchange/coinbase.py
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associated with this software.
'''
import asyncio
import json
from yapic import json
import logging
from decimal import Decimal
import time
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2 changes: 1 addition & 1 deletion cryptofeed/exchange/deribit.py
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@@ -1,5 +1,5 @@
import logging
import json
from yapic import json
import requests

from cryptofeed.feed import Feed
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2 changes: 1 addition & 1 deletion cryptofeed/exchange/dsx.py
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Please see the LICENSE file for the terms and conditions
associated with this software.
'''
import json
from yapic import json
import logging
from decimal import Decimal

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2 changes: 1 addition & 1 deletion cryptofeed/exchange/exx.py
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Please see the LICENSE file for the terms and conditions
associated with this software.
'''
import json
from yapic import json
import logging
from decimal import Decimal

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2 changes: 1 addition & 1 deletion cryptofeed/exchange/ftx.py
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Please see the LICENSE file for the terms and conditions
associated with this software.
'''
import json
from yapic import json
import logging
from decimal import Decimal

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2 changes: 1 addition & 1 deletion cryptofeed/exchange/gemini.py
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Please see the LICENSE file for the terms and conditions
associated with this software.
'''
import json
from yapic import json
import logging
from decimal import Decimal

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2 changes: 1 addition & 1 deletion cryptofeed/exchange/hitbtc.py
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Please see the LICENSE file for the terms and conditions
associated with this software.
'''
import json
from yapic import json
import logging
from decimal import Decimal

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4 changes: 2 additions & 2 deletions cryptofeed/exchange/huobi.py
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associated with this software.
'''
import logging
import json
from yapic import json
from decimal import Decimal
import zlib

Expand Down Expand Up @@ -74,7 +74,7 @@ async def _trade(self, msg: dict, timestamp: float):

async def message_handler(self, msg: str, timestamp: float):
# unzip message
msg = zlib.decompress(msg, 16 + zlib.MAX_WBITS)
msg = zlib.decompress(msg, 16 + zlib.MAX_WBITS).decode(encoding='utf-8', errors='strict')
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@bmoscon bmoscon Apr 14, 2020 •
edited

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@vincentmele looks like the library has been updated to do byte parsing, so you should be able to remove this and require the latest version of the library in setup.py

msg = json.loads(msg, parse_float=Decimal)

# Huobi sends a ping evert 5 seconds and will disconnect us if we do not respond to it
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4 changes: 2 additions & 2 deletions cryptofeed/exchange/huobi_dm.py
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Expand Up @@ -24,7 +24,7 @@

'''
import logging
import json
from yapic import json
from decimal import Decimal
import zlib

Expand Down Expand Up @@ -113,7 +113,7 @@ async def _trade(self, msg: dict, timestamp: float):

async def message_handler(self, msg: str, timestamp: float):
# unzip message
msg = zlib.decompress(msg, 16 + zlib.MAX_WBITS)
msg = zlib.decompress(msg, 16 + zlib.MAX_WBITS).decode(encoding='utf-8', errors='strict')
msg = json.loads(msg, parse_float=Decimal)

# Huobi sends a ping evert 5 seconds and will disconnect us if we do not respond to it
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2 changes: 1 addition & 1 deletion cryptofeed/exchange/kraken.py
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Please see the LICENSE file for the terms and conditions
associated with this software.
'''
import json
from yapic import json
import logging
from decimal import Decimal

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2 changes: 1 addition & 1 deletion cryptofeed/exchange/kraken_futures.py
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Please see the LICENSE file for the terms and conditions
associated with this software.
'''
import json
from yapic import json
import logging
import requests
from decimal import Decimal
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4 changes: 2 additions & 2 deletions cryptofeed/exchange/okcoin.py
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Please see the LICENSE file for the terms and conditions
associated with this software.
'''
import json
from yapic import json
import logging
from decimal import Decimal
import zlib
Expand Down Expand Up @@ -134,7 +134,7 @@ async def _book(self, msg: dict, timestamp: float):
async def message_handler(self, msg: str, timestamp: float):
# DEFLATE compression, no header
msg = zlib.decompress(msg, -15)
msg = json.loads(msg, parse_float=Decimal)
msg = json.loads(msg, parse_float=Decimal).decode(encoding='utf-8', errors='strict')

if 'event' in msg:
if msg['event'] == 'error':
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2 changes: 1 addition & 1 deletion cryptofeed/exchange/poloniex.py
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Please see the LICENSE file for the terms and conditions
associated with this software.
'''
import json
from yapic import json
import logging
from decimal import Decimal
import time
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2 changes: 1 addition & 1 deletion cryptofeed/exchange/upbit.py
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@@ -1,5 +1,5 @@
import logging
import json
from yapic import json
from decimal import Decimal

import requests
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2 changes: 1 addition & 1 deletion cryptofeed/rest/bitfinex.py
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'''
import time
from time import sleep
import json
from yapic import json
import hashlib
import hmac
import logging
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2 changes: 1 addition & 1 deletion cryptofeed/rest/coinbase.py
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associated with this software.
'''
import time
import json
from yapic import json
import hashlib
import hmac
import requests
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2 changes: 1 addition & 1 deletion cryptofeed/rest/gemini.py
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Expand Up @@ -2,7 +2,7 @@
import hashlib
import hmac
import requests
import json
from yapic import json
import base64
import logging
from decimal import Decimal
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2 changes: 1 addition & 1 deletion docs/exchange.md
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Expand Up @@ -121,7 +121,7 @@ async def _trade(self, msg):

async def message_handler(self, msg, timestamp):
# unzip message
msg = zlib.decompress(msg, 16+zlib.MAX_WBITS)
msg = zlib.decompress(msg, 16+zlib.MAX_WBITS).decode(encoding='utf-8', errors='strict')
msg = json.loads(msg, parse_float=Decimal)

# Huobi sends a ping evert 5 seconds and will disconnect us if we do not respond to it
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2 changes: 1 addition & 1 deletion examples/demo_tcp.py
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'''
import asyncio
from multiprocessing import Process
import json
from yapic import json
from decimal import Decimal

from cryptofeed.backends.socket import TradeSocket, BookDeltaSocket, BookSocket
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2 changes: 1 addition & 1 deletion examples/demo_udp.py
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'''
from multiprocessing import Process
import socket
import json
from yapic import json

from cryptofeed.backends.socket import TradeSocket, BookSocket, BookDeltaSocket
from cryptofeed import FeedHandler
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2 changes: 1 addition & 1 deletion examples/demo_uds.py
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'''
import asyncio
from multiprocessing import Process
import json
from yapic import json
from decimal import Decimal
import os

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2 changes: 1 addition & 1 deletion examples/demo_zmq.py
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associated with this software.
'''
from multiprocessing import Process
import json
from yapic import json

from cryptofeed.backends.zmq import BookZMQ, TickerZMQ
from cryptofeed import FeedHandler
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3 changes: 2 additions & 1 deletion setup.py
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Expand Up @@ -54,7 +54,8 @@ def run_tests(self):
"aiohttp",
"aiodns",
"cchardet",
"aiofile"
"aiofile",
'yapic.json'
],
extras_require={
'redis': ['aioredis'],
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2 changes: 1 addition & 1 deletion tools/check_raw_dump.py
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associated with this software.
'''
import sys
import json
from yapic import json


def main(filename):
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2 changes: 1 addition & 1 deletion tools/tools.py
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'''
from urllib.request import urlopen
import requests
import json
from yapic import json


"""
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