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mirror of https://github.com/JKorf/CryptoExchange.Net.git synced 2026-08-18 03:43:00 +00:00

Websocket performance update (#261)

Performance update:

Authentication
	Added Ed25519 signing support for NET8.0 and newer
	Added static methods on ApiCredentials to create credentials of a specific type
	Added static ApiCredentials.ReadFromFile method to read a key from file
	Added required abstract SupportedCredentialTypes property on AuthenticationProvider base class

General Performance
	Added checks before logging statements to prevent overhead of building the log string if logging is not needed	
	Added ExchangeHelpers.ProcessQueuedAsync method to process updates async
	Replaced locking object types from object to Lock in NET9.0 and newer 
	Replaced some Task response types with ValueTask to prevent allocation overhead on hot paths
	Updated Json ArrayConverter to reduce some allocation overhead 
	Updated Json BoolConverter to prevent boxing
	Updated Json DateTimeConverter to prevent boxing
	Updated Json EnumConverter caching to reduce lookup overhead
	Updated ExtensionMethods.CreateParamString to reduce allocations
	Updated ExtensionMethods.AppendPath to reduce overhead	

REST 
	Refactored REST message processing to separate IRestMessageHandler instance
	Split RestApiClient.PrepareAsync into CheckTimeSync and RateLimitAsync
	Updated IRequest.Accept type from string to MediaTypeWithQualityHeaderValue to prevent creation on each request
	Updated IRequest.GetHeaders response type from KeyValuePair<string, string[]>[] to HttpRequestHeaders to prevent additional mapping
	Updated IResponse.ResponseHeaders type from KeyValuePair<string, string[]>[] to HttpResponseHeaders to prevent additional mapping
	Updated WebCallResult RequestHeaders and ResponseHeaders types to HttpRequestHeaders and HttpResponseHeaders	
	Removed unnecessary empty dictionary initializations for each request
	Removed CallResult creation in internal methods to prevent having to create multiple versions for different result types 

Socket
	Added HighPerformance websocket client implementation which significantly reduces memory overhead and improves speed but with certain limitations
	Added MaxIndividualSubscriptionsPerConnection setting in SocketApiClient to limit the number of individual stream subscriptions on a connection
	Added SocketIndividualSubscriptionCombineTarget option to set the target number of individual stream subscriptions per connection
	Added new websocket message handling logic which is faster and reduces memory allocation
	Added UseUpdatedDeserialization option to toggle between updated deserialization and old deserialization 
	Added Exchange property to DataEvent to prevent additional mapping overhead for Shared apis
	Refactored message callback to be sync instead of async to prevent async overhead
	Refactored CryptoExchangeWebSocketClient.IncomingKbps calculation to significantly reduce overhead
	Moved websocket client creation from SocketApiClient to SocketConnection	
	Removed DataEvent.As and DataEvent.ToCallResult methods in favor of single ToType method
	Removed DataEvent creation on lower levels to prevent having to create multiple versions for different result types
	Removed Subscription<TSubResponse, TUnsubResponse> as its no longer used

Other
	Added null check to ParameterCollection for required parameters 
	Added Net10.0 target framework
	Updated dependency versions
	Updated Shared asset aliases check to be culture invariant
	Updated Error string representation
	Updated some namespaces
	Updated SymbolOrderBook processing of buffered updates to prevent additional allocation
	Removed ExchangeEvent type which is no longer needed
	Removed unused usings
This commit is contained in:
Jan Korf
2025-12-16 11:27:49 +01:00
committed by GitHub
parent f125bc88b0
commit d079796020
238 changed files with 5061 additions and 2066 deletions
@@ -0,0 +1,348 @@
using CryptoExchange.Net.Converters.MessageParsing.DynamicConverters;
using System;
using System.Collections.Generic;
using System.Diagnostics.CodeAnalysis;
using System.Linq;
using System.Net.WebSockets;
using System.Text;
using System.Text.Json;
namespace CryptoExchange.Net.Converters.SystemTextJson.MessageHandlers
{
/// <summary>
/// JSON WebSocket message handler, sequentially read the JSON and looks for specific predefined fields to identify the message
/// </summary>
public abstract class JsonSocketMessageHandler : ISocketMessageHandler
{
/// <summary>
/// The serializer options to use
/// </summary>
public abstract JsonSerializerOptions Options { get; }
/// <summary>
/// Message evaluators
/// </summary>
protected abstract MessageTypeDefinition[] TypeEvaluators { get; }
private readonly SearchResult _searchResult = new();
private bool _hasArraySearches;
private bool _initialized;
private int _maxSearchDepth;
private MessageTypeDefinition? _topEvaluator;
private List<MessageEvalutorFieldReference>? _searchFields;
private Dictionary<Type, Func<object, string?>>? _baseTypeMapping;
private Dictionary<Type, Func<object, string?>>? _mapping;
/// <summary>
/// Add a mapping of a specific object of a type to a specific topic
/// </summary>
/// <typeparam name="T">Type to get topic for</typeparam>
/// <param name="mapping">The topic retrieve delegate</param>
protected void AddTopicMapping<T>(Func<T, string?> mapping)
{
_mapping ??= new Dictionary<Type, Func<object, string?>>();
_mapping.Add(typeof(T), x => mapping((T)x));
}
private void InitializeConverter()
{
if (_initialized)
return;
_maxSearchDepth = int.MinValue;
_searchFields = new List<MessageEvalutorFieldReference>();
foreach (var evaluator in TypeEvaluators)
{
_topEvaluator ??= evaluator;
foreach (var field in evaluator.Fields)
{
var overlapping = _searchFields.Where(otherField =>
{
if (field is PropertyFieldReference propRef
&& otherField.Field is PropertyFieldReference otherPropRef)
{
return field.Depth == otherPropRef.Depth && propRef.PropertyName.SequenceEqual(otherPropRef.PropertyName);
}
else if (field is ArrayFieldReference arrayRef
&& otherField.Field is ArrayFieldReference otherArrayPropRef)
{
return field.Depth == otherArrayPropRef.Depth && arrayRef.ArrayIndex == otherArrayPropRef.ArrayIndex;
}
return false;
}).ToList();
if (overlapping.Any())
{
foreach (var overlap in overlapping)
overlap.OverlappingField = true;
}
List<MessageEvalutorFieldReference>? existingSameSearchField = new();
if (field is ArrayFieldReference arrayField)
{
_hasArraySearches = true;
existingSameSearchField = _searchFields.Where(x =>
x.Field is ArrayFieldReference arrayFieldRef
&& arrayFieldRef.ArrayIndex == arrayField.ArrayIndex
&& arrayFieldRef.Depth == arrayField.Depth
&& arrayFieldRef.Constraint == null && arrayField.Constraint == null).ToList();
}
else if (field is PropertyFieldReference propField)
{
existingSameSearchField = _searchFields.Where(x =>
x.Field is PropertyFieldReference propFieldRef
&& propFieldRef.PropertyName.SequenceEqual(propField.PropertyName)
&& propFieldRef.Depth == propField.Depth
&& propFieldRef.Constraint == null && propFieldRef.Constraint == null).ToList();
}
foreach(var sameSearchField in existingSameSearchField)
{
if (sameSearchField.SkipReading == true
&& (evaluator.TypeIdentifierCallback != null || field.Constraint != null))
{
sameSearchField.SkipReading = false;
}
if (evaluator.ForceIfFound)
{
if (evaluator.Fields.Length > 1 || sameSearchField.ForceEvaluator != null)
throw new Exception("Invalid config");
//sameSearchField.ForceEvaluator = evaluator;
}
}
_searchFields.Add(new MessageEvalutorFieldReference(field)
{
SkipReading = evaluator.TypeIdentifierCallback == null && field.Constraint == null,
ForceEvaluator = !existingSameSearchField.Any() ? evaluator.ForceIfFound ? evaluator : null : null,
OverlappingField = overlapping.Any()
});
if (field.Depth > _maxSearchDepth)
_maxSearchDepth = field.Depth;
}
}
_initialized = true;
}
/// <inheritdoc />
public virtual string? GetTopicFilter(object deserializedObject)
{
if (_mapping == null)
return null;
// Cache the found type for future
var currentType = deserializedObject.GetType();
if (_baseTypeMapping != null)
{
if (_baseTypeMapping.TryGetValue(currentType, out var typeMapping))
return typeMapping(deserializedObject);
}
var mappedBase = false;
while (currentType != null)
{
if (_mapping.TryGetValue(currentType, out var mapping))
{
if (mappedBase)
{
_baseTypeMapping ??= new Dictionary<Type, Func<object, string?>>();
_baseTypeMapping.Add(deserializedObject.GetType(), mapping);
}
return mapping(deserializedObject);
}
mappedBase = true;
currentType = currentType.BaseType;
}
return null;
}
/// <inheritdoc />
public virtual string? GetTypeIdentifier(ReadOnlySpan<byte> data, WebSocketMessageType? webSocketMessageType)
{
InitializeConverter();
int? arrayIndex = null;
_searchResult.Clear();
var reader = new Utf8JsonReader(data);
while (reader.Read())
{
if ((reader.TokenType == JsonTokenType.StartArray
|| reader.TokenType == JsonTokenType.StartObject)
&& reader.CurrentDepth == _maxSearchDepth)
{
// There is no field we need to search for on a depth deeper than this, skip
reader.Skip();
continue;
}
if (reader.TokenType == JsonTokenType.StartArray)
arrayIndex = -1;
else if (reader.TokenType == JsonTokenType.EndArray)
arrayIndex = null;
else if (arrayIndex != null)
arrayIndex++;
if (reader.TokenType == JsonTokenType.PropertyName
|| arrayIndex != null && _hasArraySearches)
{
bool written = false;
string? value = null;
byte[]? propName = null;
foreach (var field in _searchFields!)
{
if (field.Field.Depth != reader.CurrentDepth)
continue;
bool readArrayValues = false;
if (field.Field is PropertyFieldReference propFieldRef)
{
if (propName == null)
{
if (reader.TokenType != JsonTokenType.PropertyName)
continue;
if (!reader.ValueTextEquals(propFieldRef.PropertyName))
continue;
propName = propFieldRef.PropertyName;
readArrayValues = propFieldRef.ArrayValues;
reader.Read();
}
else if (!propFieldRef.PropertyName.SequenceEqual(propName))
{
continue;
}
}
else if (field.Field is ArrayFieldReference arrayFieldRef)
{
if (propName != null)
continue;
if (reader.TokenType == JsonTokenType.PropertyName)
continue;
if (arrayFieldRef.ArrayIndex != arrayIndex)
continue;
}
if (!field.SkipReading)
{
if (value == null)
{
if (readArrayValues)
{
if (reader.TokenType != JsonTokenType.StartArray)
// error
return null;
var sb = new StringBuilder();
reader.Read();// Read start array
bool first = true;
while(reader.TokenType != JsonTokenType.EndArray)
{
if (!first)
sb.Append(",");
first = false;
sb.Append(reader.GetString());
reader.Read();
}
value = first ? null : sb.ToString();
}
else
{
switch (reader.TokenType)
{
case JsonTokenType.Number:
value = reader.GetDecimal().ToString();
break;
case JsonTokenType.String:
value = reader.GetString()!;
break;
case JsonTokenType.True:
case JsonTokenType.False:
value = reader.GetBoolean().ToString()!;
break;
case JsonTokenType.Null:
value = null;
break;
case JsonTokenType.StartObject:
case JsonTokenType.StartArray:
value = null;
break;
default:
continue;
}
}
}
if (field.Field.Constraint != null
&& !field.Field.Constraint(value))
{
continue;
}
}
_searchResult.Write(field.Field, value);
if (field.ForceEvaluator != null)
{
if (field.ForceEvaluator.StaticIdentifier != null)
return field.ForceEvaluator.StaticIdentifier;
// Force the immediate return upon encountering this field
return field.ForceEvaluator.GetMessageType(_searchResult);
}
written = true;
if (!field.OverlappingField)
break;
}
if (!written)
continue;
if (_topEvaluator!.Satisfied(_searchResult))
return _topEvaluator.GetMessageType(_searchResult);
if (_searchFields.Count == _searchResult.Count)
break;
}
}
foreach (var evaluator in TypeEvaluators)
{
if (evaluator.Satisfied(_searchResult))
return evaluator.GetMessageType(_searchResult);
}
return null;
}
/// <inheritdoc />
#if NET5_0_OR_GREATER
[UnconditionalSuppressMessage("AssemblyLoadTrimming", "IL3050:RequiresUnreferencedCode", Justification = "JsonSerializerOptions provided here has TypeInfoResolver set")]
[UnconditionalSuppressMessage("AssemblyLoadTrimming", "IL2026:RequiresUnreferencedCode", Justification = "JsonSerializerOptions provided here has TypeInfoResolver set")]
#endif
public virtual object Deserialize(ReadOnlySpan<byte> data, Type type)
{
#pragma warning disable IL2026 // Members annotated with 'RequiresUnreferencedCodeAttribute' require dynamic access otherwise can break functionality when trimming application code
#pragma warning disable IL3050 // Calling members annotated with 'RequiresDynamicCodeAttribute' may break functionality when AOT compiling.
return JsonSerializer.Deserialize(data, type, Options)!;
#pragma warning restore IL3050 // Calling members annotated with 'RequiresDynamicCodeAttribute' may break functionality when AOT compiling.
#pragma warning restore IL2026 // Members annotated with 'RequiresUnreferencedCodeAttribute' require dynamic access otherwise can break functionality when trimming application code
}
}
}