1# lws minimal ws client binance
2
3This connects to the binance ws server and monitors transactions with
4an eye on low latency.
5
6Latency seems to be associated with server-side coalescing at tls
7layer, and the coalescing at server side seems somewhat correlated to number
8of transactions per second, which seems to cause increased packet sizes from the
9server as a reaction.  The relationship is more complex probably according to what
10actually happens at the server backend, but it seems to be broadly related
11reliably.
12
13Typically when showing low latency at ~70msg/s, the messages on the wire are
14eg, ~70 byte packets containing small tls records
15
1610:14:40.682293 IP ec2-54-249-113-172.ap-northeast-1.compute.amazonaws.com.https > constance.42952: Flags [P.], seq 50846:50927, ack 1, win 11, options [nop,nop,TS val 366445630 ecr 3893437035], length 81
17
18under pressure from increased messages per second, the tls records increase above 2KB
19
2008:06:02.825160 IP ec2-54-249-113-172.ap-northeast-1.compute.amazonaws.com.https > constance.42688: Flags [.], seq 512319:513643, ack 1, win 11, options [nop,nop,TS val 3990208942 ecr 3885719233], length 1324
2108:06:02.825290 IP constance.42688 > ec2-54-249-113-172.ap-northeast-1.compute.amazonaws.com.https: Flags [.], ack 513643, win 14248, options [nop,nop,TS val 3885719479 ecr 3990208942], length 0
2208:06:02.891646 IP ec2-54-249-113-172.ap-northeast-1.compute.amazonaws.com.https > constance.42688: Flags [.], seq 513643:516291, ack 1, win 11, options [nop,nop,TS val 3990209006 ecr 3885719296], length 2648
23
24The larger the packets, the longer the first item in the packet had to
25wait before it was sent, and a tls record cannot be authenticated until
26all of it has been received.
27
28The example circumvents this somewhat by using `permessage_deflate`, which reduces
29the packet size before tls by applying compression, making even coalesced packets
30smaller, and a new option for adjusting how lws manages conflicting requirements to
31clear pending rx and allow interleaved tx, `LCCSCF_PRIORITIZE_READS` that causes the
32stream to prioritize handling any pending rx, not just pending at ssl layer, in one
33event loop trip.
34
35## build
36
37Lws must have been built with `LWS_ROLE_WS=1` and `LWS_WITHOUT_EXTENSIONS=0`
38
39```
40 $ cmake . && make
41```
42
43## Commandline Options
44
45Option|Meaning
46---|---
47-d|Set logging verbosity
48
49## usage
50
51```
52$ ./bin/lws-minimal-ws-client-binance
53[2020/08/23 10:22:49:3003] U: LWS minimal binance client
54[2020/08/23 10:22:49:3005] N: LWS: 4.0.99-v4.1.0-rc2-4-g3cf133aef, loglevel 1031
55[2020/08/23 10:22:49:3005] N: NET CLI SRV H1 H2 WS MQTT SS-JSON-POL SSPROX ASYNC_DNS IPv6-absent
56[2020/08/23 10:22:50:8243] N: checking client ext permessage-deflate
57[2020/08/23 10:22:50:8244] N: instantiating client ext permessage-deflate
58[2020/08/23 10:22:50:8244] U: callback_minimal: established
59[2020/08/23 10:22:51:8244] N: sul_hz_cb: price: min: 1160284¢, max: 1163794¢, avg: 1160516¢, (150 prices/s)
60[2020/08/23 10:22:51:8245] N: sul_hz_cb: elatency: min: 112ms, max: 547ms, avg: 259ms, (155 msg/s)
61[2020/08/23 10:22:52:8244] N: sul_hz_cb: price: min: 1160287¢, max: 1178845¢, avg: 1160897¢, (112 prices/s)
62[2020/08/23 10:22:52:8245] N: sul_hz_cb: elatency: min: 111ms, max: 226ms, avg: 152ms, (134 msg/s)
63[2020/08/23 10:22:53:8247] N: sul_hz_cb: price: min: 1160287¢, max: 1168005¢, avg: 1160806¢, (86 prices/s)
64[2020/08/23 10:22:53:8248] N: sul_hz_cb: elatency: min: 112ms, max: 476ms, avg: 287ms, (101 msg/s)
65[2020/08/23 10:22:54:8247] N: sul_hz_cb: price: min: 1160284¢, max: 1162780¢, avg: 1160698¢, (71 prices/s)
66...
67```
68