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/*
* lws-minimal-secure-streams-binance
*
* Written in 2010-2021 by Andy Green <andy@warmcat.com>
* Kutoga <kutoga@user.github.invalid>
*
* This file is made available under the Creative Commons CC0 1.0
* Universal Public Domain Dedication.
*
* This demonstrates a Secure Streams implementation of a client that connects
* to binance ws server efficiently.
*
* Build lws with -DLWS_WITH_SECURE_STREAMS=1 -DLWS_WITHOUT_EXTENSIONS=0
*
* "policy.json" contains all the information about endpoints, protocols and
* connection validation, tagged by streamtype name.
*
* The example tries to load it from the cwd, it lives
* in ./minimal-examples/secure-streams/minimal-secure-streams-binance dir, so
* either run it from there, or copy the policy.json to your cwd. It's also
* possible to put the policy json in the code as a string and pass that at
* context creation time.
*/
#include <libwebsockets.h>
#include <string.h>
#include <signal.h>
#include <ctype.h>
static int interrupted;
typedef struct range {
uint64_t sum;
uint64_t lowest;
uint64_t highest;
unsigned int samples;
} range_t;
typedef struct binance {
struct lws_ss_handle *ss;
void *opaque_data;
lws_sorted_usec_list_t sul_hz; /* 1hz summary dump */
range_t e_lat_range;
range_t price_range;
} binance_t;
/****** Part 1 / 3: application data processing */
static void
range_reset(range_t *r)
{
r->sum = r->highest = 0;
r->lowest = 999999999999ull;
r->samples = 0;
}
static uint64_t
get_us_timeofday(void)
{
struct timeval tv;
gettimeofday(&tv, NULL);
return (uint64_t)((lws_usec_t)tv.tv_sec * LWS_US_PER_SEC) +
(uint64_t)tv.tv_usec;
}
static uint64_t
pennies(const char *s)
{
uint64_t price = (uint64_t)atoll(s) * 100;
s = strchr(s, '.');
if (s && isdigit(s[1]) && isdigit(s[2]))
price = price + (uint64_t)((10 * (s[1] - '0')) + (s[2] - '0'));
return price;
}
static void
sul_hz_cb(lws_sorted_usec_list_t *sul)
{
binance_t *bin = lws_container_of(sul, binance_t, sul_hz);
/*
* We are called once a second to dump statistics on the connection
*/
lws_sul_schedule(lws_ss_get_context(bin->ss), 0, &bin->sul_hz,
sul_hz_cb, LWS_US_PER_SEC);
if (bin->price_range.samples)
lwsl_notice("%s: price: min: %llu¢, max: %llu¢, avg: %llu¢, "
"(%d prices/s)\n", __func__,
(unsigned long long)bin->price_range.lowest,
(unsigned long long)bin->price_range.highest,
(unsigned long long)(bin->price_range.sum /
bin->price_range.samples),
bin->price_range.samples);
if (bin->e_lat_range.samples)
lwsl_notice("%s: elatency: min: %llums, max: %llums, "
"avg: %llums, (%d msg/s)\n", __func__,
(unsigned long long)bin->e_lat_range.lowest / 1000,
(unsigned long long)bin->e_lat_range.highest / 1000,
(unsigned long long)(bin->e_lat_range.sum /
bin->e_lat_range.samples) / 1000,
bin->e_lat_range.samples);
range_reset(&bin->e_lat_range);
range_reset(&bin->price_range);
}
/****** Part 2 / 3: communication */
static lws_ss_state_return_t
binance_rx(void *userobj, const uint8_t *in, size_t len, int flags)
{
binance_t *bin = (binance_t *)userobj;
uint64_t latency_us, now_us;
char numbuf[16];
uint64_t price;
const char *p;
size_t alen;
now_us = (uint64_t)get_us_timeofday();
p = lws_json_simple_find((const char *)in, len, "\"depthUpdate\"",
&alen);
if (!p)
return LWSSSSRET_OK;
p = lws_json_simple_find((const char *)in, len, "\"E\":", &alen);
if (!p) {
lwsl_err("%s: no E JSON\n", __func__);
return LWSSSSRET_OK;
}
lws_strnncpy(numbuf, p, alen, sizeof(numbuf));
latency_us = now_us - ((uint64_t)atoll(numbuf) * LWS_US_PER_MS);
if (latency_us < bin->e_lat_range.lowest)
bin->e_lat_range.lowest = latency_us;
if (latency_us > bin->e_lat_range.highest)
bin->e_lat_range.highest = latency_us;
bin->e_lat_range.sum += latency_us;
bin->e_lat_range.samples++;
p = lws_json_simple_find((const char *)in, len, "\"a\":[[\"", &alen);
if (!p)
return LWSSSSRET_OK;
lws_strnncpy(numbuf, p, alen, sizeof(numbuf));
price = pennies(numbuf);
if (price < bin->price_range.lowest)
bin->price_range.lowest = price;
if (price > bin->price_range.highest)
bin->price_range.highest = price;
bin->price_range.sum += price;
bin->price_range.samples++;
return LWSSSSRET_OK;
}
static lws_ss_state_return_t
binance_state(void *userobj, void *h_src, lws_ss_constate_t state,
lws_ss_tx_ordinal_t ack)
{
binance_t *bin = (binance_t *)userobj;
lwsl_ss_info(bin->ss, "%s (%d), ord 0x%x",
lws_ss_state_name((int)state), state, (unsigned int)ack);
switch (state) {
case LWSSSCS_CONNECTED:
lws_sul_schedule(lws_ss_get_context(bin->ss), 0, &bin->sul_hz,
sul_hz_cb, LWS_US_PER_SEC);
range_reset(&bin->e_lat_range);
range_reset(&bin->price_range);
return LWSSSSRET_OK;
case LWSSSCS_DISCONNECTED:
lws_sul_cancel(&bin->sul_hz);
break;
default:
break;
}
return LWSSSSRET_OK;
}
static const lws_ss_info_t ssi_binance = {
.handle_offset = offsetof(binance_t, ss),
.opaque_user_data_offset = offsetof(binance_t, opaque_data),
.rx = binance_rx,
.state = binance_state,
.user_alloc = sizeof(binance_t),
.streamtype = "binance", /* bind to corresponding policy */
};
/****** Part 3 / 3: init and event loop */
static const struct lws_extension extensions[] = {
{
"permessage-deflate", lws_extension_callback_pm_deflate,
"permessage-deflate" "; client_no_context_takeover"
"; client_max_window_bits"
},
{ NULL, NULL, NULL /* terminator */ }
};
static void
sigint_handler(int sig)
{
interrupted = 1;
}
int main(int argc, const char **argv)
{
struct lws_context_creation_info info;
struct lws_context *cx;
int n = 0;
signal(SIGINT, sigint_handler);
memset(&info, 0, sizeof info);
lws_cmdline_option_handle_builtin(argc, argv, &info);
lwsl_user("LWS minimal Secure Streams binance client\n");
info.options = LWS_SERVER_OPTION_DO_SSL_GLOBAL_INIT |
LWS_SERVER_OPTION_EXPLICIT_VHOSTS;
info.port = CONTEXT_PORT_NO_LISTEN; /* we do not run any server */
info.fd_limit_per_thread = 1 + 1 + 1;
info.extensions = extensions;
info.pss_policies_json = "policy.json"; /* literal JSON, or path */
cx = lws_create_context(&info);
if (!cx) {
lwsl_err("lws init failed\n");
return 1;
}
if (lws_ss_create(cx, 0, &ssi_binance, NULL, NULL, NULL, NULL)) {
lwsl_cx_err(cx, "failed to create secure stream");
interrupted = 1;
}
while (n >= 0 && !interrupted)
n = lws_service(cx, 0);
lws_context_destroy(cx);
lwsl_user("Completed\n");
return 0;
}
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