Add support for 'concurrent_http' requests in Binance feeds#580
Merged
bmoscon merged 5 commits intobmoscon:masterfrom Jul 29, 2021
Merged
Add support for 'concurrent_http' requests in Binance feeds#580bmoscon merged 5 commits intobmoscon:masterfrom
bmoscon merged 5 commits intobmoscon:masterfrom
Conversation
bmoscon
requested changes
Jul 28, 2021
| try: | ||
| while True: | ||
| data = await self._read_address(address, header) | ||
| await asyncio.gather(self._queue.put(data), asyncio.sleep(self.sleep)) |
Owner
There was a problem hiding this comment.
im not sure why you are using gather here. You have already spawned a new task to run _poll_address, why create more tasks to put the data on the queue and then wait? cant you just await the queue.put and then await the sleep?
Author
There was a problem hiding this comment.
The rationale was to keep the callback time more uniform to the user specified sleep time. For example, if sleep was set to 1 second, and a request takes 0.2 seconds, each callback would have a latency of 1.2 seconds. Whereas by using gather the latency would more closely resemble specified sleep time.
Please let me know if you're not a fan of this approach and I will change the implementation.
bmoscon
approved these changes
Jul 29, 2021
This file contains hidden or bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
Sign up for free
to join this conversation on GitHub.
Already have an account?
Sign in to comment
2 participants
Add this suggestion to a batch that can be applied as a single commit.This suggestion is invalid because no changes were made to the code.Suggestions cannot be applied while the pull request is closed.Suggestions cannot be applied while viewing a subset of changes.Only one suggestion per line can be applied in a batch.Add this suggestion to a batch that can be applied as a single commit.Applying suggestions on deleted lines is not supported.You must change the existing code in this line in order to create a valid suggestion.Outdated suggestions cannot be applied.This suggestion has been applied or marked resolved.Suggestions cannot be applied from pending reviews.Suggestions cannot be applied on multi-line comments.Suggestions cannot be applied while the pull request is queued to merge.Suggestion cannot be applied right now. Please check back later.
concurrent_httprequests in Binance feeds: L2_BOOK, and OPEN_INTERESTexamples/demo_proxy.py->examples/demo_concurrent_proxy.pyPlease see output in
examples/demo_concurrent_proxy.pyto see performance improvements (no proxy necessary).