jsonrpc_latency.py

# pip3 install python-dateutil websocket-client
import sys
import time
import json
import websocket
from dateutil.parser import parse as date_parse
from collections import deque

K=100
pack_buf = deque(maxlen=K)
pack_all_buf = deque(maxlen=K)
pack_rate_buf = deque(maxlen=K)
lat_buf = deque(maxlen=K)
epsilon=1e-7

def mean(q):
    return sum(q) / (len(q) + epsilon)

def on_message(ws, message):
    message = json.loads(message)["params"]["message"]
    times = [date_parse(m["exec_date"]) for m in message]
    lat_buf.extend([time.time() - times[-1].timestamp()])
    pack_all_buf.extend([(times[-1] - times[0]).total_seconds()])
    if not all([t == times[0] for t in times]):
        pack_buf.extend([(times[-1] - times[0]).total_seconds()])
        pack_rate_buf.extend([1])
    else:
        pack_rate_buf.extend([0])

    print("latency: %.4fs,  packed(all): %.4fs,  packed: %.4fs, packed rate: %d%%, K=%d" % (mean(lat_buf), mean(pack_all_buf), mean(pack_buf), mean(pack_rate_buf) * 100, K))

def on_open(ws):
    ws.send(json.dumps({"method": "subscribe", "params": {"channel": "lightning_executions_FX_BTC_JPY"}}))

if __name__ == "__main__":
    ws = websocket.WebSocketApp("wss://ws.lightstream.bitflyer.com/json-rpc",
                                on_message = on_message,
                                on_open = on_open)
    ws.run_forever()