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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
+203 -200
View File
@@ -1,231 +1,234 @@
using System;
using System.Collections.Generic;
using System.Text.Json;
using System.Threading;
using System.Threading.Tasks;
using CryptoExchange.Net.Objects;
using CryptoExchange.Net.Objects.Sockets;
using CryptoExchange.Net.Sockets;
using CryptoExchange.Net.UnitTests.TestImplementations;
using CryptoExchange.Net.UnitTests.TestImplementations.Sockets;
using Microsoft.Extensions.Logging;
using Moq;
using NUnit.Framework;
using NUnit.Framework.Legacy;
//using CryptoExchange.Net.Objects;
//using CryptoExchange.Net.Objects.Sockets;
//using CryptoExchange.Net.Sockets;
//using CryptoExchange.Net.Testing.Implementations;
//using CryptoExchange.Net.UnitTests.TestImplementations;
//using CryptoExchange.Net.UnitTests.TestImplementations.Sockets;
//using Microsoft.Extensions.Logging;
//using Moq;
//using NUnit.Framework;
//using NUnit.Framework.Legacy;
//using System;
//using System.Collections.Generic;
//using System.Net.Sockets;
//using System.Text.Json;
//using System.Threading;
//using System.Threading.Tasks;
namespace CryptoExchange.Net.UnitTests
{
[TestFixture]
public class SocketClientTests
{
[TestCase]
public void SettingOptions_Should_ResultInOptionsSet()
{
//arrange
//act
var client = new TestSocketClient(options =>
{
options.SubOptions.ApiCredentials = new Authentication.ApiCredentials("1", "2");
options.SubOptions.MaxSocketConnections = 1;
});
//namespace CryptoExchange.Net.UnitTests
//{
// [TestFixture]
// public class SocketClientTests
// {
// [TestCase]
// public void SettingOptions_Should_ResultInOptionsSet()
// {
// //arrange
// //act
// var client = new TestSocketClient(options =>
// {
// options.SubOptions.ApiCredentials = new Authentication.ApiCredentials("1", "2");
// options.SubOptions.MaxSocketConnections = 1;
// });
//assert
ClassicAssert.NotNull(client.SubClient.ApiOptions.ApiCredentials);
Assert.That(1 == client.SubClient.ApiOptions.MaxSocketConnections);
}
// //assert
// ClassicAssert.NotNull(client.SubClient.ApiOptions.ApiCredentials);
// Assert.That(1 == client.SubClient.ApiOptions.MaxSocketConnections);
// }
[TestCase(true)]
[TestCase(false)]
public void ConnectSocket_Should_ReturnConnectionResult(bool canConnect)
{
//arrange
var client = new TestSocketClient();
var socket = client.CreateSocket();
socket.CanConnect = canConnect;
// [TestCase(true)]
// [TestCase(false)]
// public void ConnectSocket_Should_ReturnConnectionResult(bool canConnect)
// {
// //arrange
// var client = new TestSocketClient();
// var socket = client.CreateSocket();
// socket.CanConnect = canConnect;
//act
var connectResult = client.SubClient.ConnectSocketSub(new SocketConnection(new TraceLogger(), client.SubClient, socket, null));
// //act
// var connectResult = client.SubClient.ConnectSocketSub(
// new SocketConnection(new TraceLogger(), new TestWebsocketFactory(socket), new WebSocketParameters(new Uri("https://localhost/"), ReconnectPolicy.Disabled), client.SubClient, ""));
//assert
Assert.That(connectResult.Success == canConnect);
}
// //assert
// Assert.That(connectResult.Success == canConnect);
// }
[TestCase]
public void SocketMessages_Should_BeProcessedInDataHandlers()
{
// arrange
var client = new TestSocketClient(options => {
options.ReconnectInterval = TimeSpan.Zero;
});
var socket = client.CreateSocket();
socket.CanConnect = true;
var sub = new SocketConnection(new TraceLogger(), client.SubClient, socket, null);
var rstEvent = new ManualResetEvent(false);
Dictionary<string, string> result = null;
// [TestCase]
// public void SocketMessages_Should_BeProcessedInDataHandlers()
// {
// // arrange
// var client = new TestSocketClient(options => {
// options.ReconnectInterval = TimeSpan.Zero;
// });
// var socket = client.CreateSocket();
// socket.CanConnect = true;
// var sub = new SocketConnection(new TraceLogger(), new TestWebsocketFactory(socket), new WebSocketParameters(new Uri("https://localhost/"), ReconnectPolicy.Disabled), client.SubClient, "");
// var rstEvent = new ManualResetEvent(false);
// Dictionary<string, string> result = null;
client.SubClient.ConnectSocketSub(sub);
// client.SubClient.ConnectSocketSub(sub);
var subObj = new TestSubscription<Dictionary<string, string>>(Mock.Of<ILogger>(), (messageEvent) =>
{
result = messageEvent.Data;
rstEvent.Set();
});
sub.AddSubscription(subObj);
// var subObj = new TestSubscription<Dictionary<string, string>>(Mock.Of<ILogger>(), (messageEvent) =>
// {
// result = messageEvent.Data;
// rstEvent.Set();
// });
// sub.AddSubscription(subObj);
// act
socket.InvokeMessage("{\"property\": \"123\", \"action\": \"update\", \"topic\": \"topic\"}");
rstEvent.WaitOne(1000);
// // act
// socket.InvokeMessage("{\"property\": \"123\", \"action\": \"update\", \"topic\": \"topic\"}");
// rstEvent.WaitOne(1000);
// assert
Assert.That(result["property"] == "123");
}
// // assert
// Assert.That(result["property"] == "123");
// }
[TestCase(false)]
[TestCase(true)]
public void SocketMessages_Should_ContainOriginalDataIfEnabled(bool enabled)
{
// arrange
var client = new TestSocketClient(options =>
{
options.ReconnectInterval = TimeSpan.Zero;
options.SubOptions.OutputOriginalData = enabled;
});
var socket = client.CreateSocket();
socket.CanConnect = true;
var sub = new SocketConnection(new TraceLogger(), client.SubClient, socket, null);
var rstEvent = new ManualResetEvent(false);
string original = null;
// [TestCase(false)]
// [TestCase(true)]
// public void SocketMessages_Should_ContainOriginalDataIfEnabled(bool enabled)
// {
// // arrange
// var client = new TestSocketClient(options =>
// {
// options.ReconnectInterval = TimeSpan.Zero;
// options.SubOptions.OutputOriginalData = enabled;
// });
// var socket = client.CreateSocket();
// socket.CanConnect = true;
// var sub = new SocketConnection(new TraceLogger(), new TestWebsocketFactory(socket), new WebSocketParameters(new Uri("https://localhost/"), ReconnectPolicy.Disabled), client.SubClient, "");
// var rstEvent = new ManualResetEvent(false);
// string original = null;
client.SubClient.ConnectSocketSub(sub);
var subObj = new TestSubscription<Dictionary<string, string>>(Mock.Of<ILogger>(), (messageEvent) =>
{
original = messageEvent.OriginalData;
rstEvent.Set();
});
sub.AddSubscription(subObj);
var msgToSend = JsonSerializer.Serialize(new { topic = "topic", action = "update", property = "123" });
// client.SubClient.ConnectSocketSub(sub);
// var subObj = new TestSubscription<Dictionary<string, string>>(Mock.Of<ILogger>(), (messageEvent) =>
// {
// original = messageEvent.OriginalData;
// rstEvent.Set();
// });
// sub.AddSubscription(subObj);
// var msgToSend = JsonSerializer.Serialize(new { topic = "topic", action = "update", property = "123" });
// act
socket.InvokeMessage(msgToSend);
rstEvent.WaitOne(1000);
// // act
// socket.InvokeMessage(msgToSend);
// rstEvent.WaitOne(1000);
// assert
Assert.That(original == (enabled ? msgToSend : null));
}
// // assert
// Assert.That(original == (enabled ? msgToSend : null));
// }
[TestCase()]
public void UnsubscribingStream_Should_CloseTheSocket()
{
// arrange
var client = new TestSocketClient(options =>
{
options.ReconnectInterval = TimeSpan.Zero;
});
var socket = client.CreateSocket();
socket.CanConnect = true;
var sub = new SocketConnection(new TraceLogger(), client.SubClient, socket, null);
client.SubClient.ConnectSocketSub(sub);
// [TestCase()]
// public void UnsubscribingStream_Should_CloseTheSocket()
// {
// // arrange
// var client = new TestSocketClient(options =>
// {
// options.ReconnectInterval = TimeSpan.Zero;
// });
// var socket = client.CreateSocket();
// socket.CanConnect = true;
// var sub = new SocketConnection(new TraceLogger(), new TestWebsocketFactory(socket), new WebSocketParameters(new Uri("https://localhost/"), ReconnectPolicy.Disabled), client.SubClient, "");
// client.SubClient.ConnectSocketSub(sub);
var subscription = new TestSubscription<Dictionary<string, string>>(Mock.Of<ILogger>(), (messageEvent) => { });
var ups = new UpdateSubscription(sub, subscription);
sub.AddSubscription(subscription);
// var subscription = new TestSubscription<Dictionary<string, string>>(Mock.Of<ILogger>(), (messageEvent) => { });
// var ups = new UpdateSubscription(sub, subscription);
// sub.AddSubscription(subscription);
// act
client.UnsubscribeAsync(ups).Wait();
// // act
// client.UnsubscribeAsync(ups).Wait();
// assert
Assert.That(socket.Connected == false);
}
// // assert
// Assert.That(socket.Connected == false);
// }
[TestCase()]
public void UnsubscribingAll_Should_CloseAllSockets()
{
// arrange
var client = new TestSocketClient(options => { options.ReconnectInterval = TimeSpan.Zero; });
var socket1 = client.CreateSocket();
var socket2 = client.CreateSocket();
socket1.CanConnect = true;
socket2.CanConnect = true;
var sub1 = new SocketConnection(new TraceLogger(), client.SubClient, socket1, null);
var sub2 = new SocketConnection(new TraceLogger(), client.SubClient, socket2, null);
client.SubClient.ConnectSocketSub(sub1);
client.SubClient.ConnectSocketSub(sub2);
var subscription1 = new TestSubscription<Dictionary<string, string>>(Mock.Of<ILogger>(), (messageEvent) => { });
var subscription2 = new TestSubscription<Dictionary<string, string>>(Mock.Of<ILogger>(), (messageEvent) => { });
// [TestCase()]
// public void UnsubscribingAll_Should_CloseAllSockets()
// {
// // arrange
// var client = new TestSocketClient(options => { options.ReconnectInterval = TimeSpan.Zero; });
// var socket1 = client.CreateSocket();
// var socket2 = client.CreateSocket();
// socket1.CanConnect = true;
// socket2.CanConnect = true;
// var sub1 = new SocketConnection(new TraceLogger(), new TestWebsocketFactory(socket1), new WebSocketParameters(new Uri("https://localhost/"), ReconnectPolicy.Disabled), client.SubClient, "");
// var sub2 = new SocketConnection(new TraceLogger(), new TestWebsocketFactory(socket2), new WebSocketParameters(new Uri("https://localhost/"), ReconnectPolicy.Disabled), client.SubClient, "");
// client.SubClient.ConnectSocketSub(sub1);
// client.SubClient.ConnectSocketSub(sub2);
// var subscription1 = new TestSubscription<Dictionary<string, string>>(Mock.Of<ILogger>(), (messageEvent) => { });
// var subscription2 = new TestSubscription<Dictionary<string, string>>(Mock.Of<ILogger>(), (messageEvent) => { });
sub1.AddSubscription(subscription1);
sub2.AddSubscription(subscription2);
var ups1 = new UpdateSubscription(sub1, subscription1);
var ups2 = new UpdateSubscription(sub2, subscription2);
// sub1.AddSubscription(subscription1);
// sub2.AddSubscription(subscription2);
// var ups1 = new UpdateSubscription(sub1, subscription1);
// var ups2 = new UpdateSubscription(sub2, subscription2);
// act
client.UnsubscribeAllAsync().Wait();
// // act
// client.UnsubscribeAllAsync().Wait();
// assert
Assert.That(socket1.Connected == false);
Assert.That(socket2.Connected == false);
}
// // assert
// Assert.That(socket1.Connected == false);
// Assert.That(socket2.Connected == false);
// }
[TestCase()]
public void FailingToConnectSocket_Should_ReturnError()
{
// arrange
var client = new TestSocketClient(options => { options.ReconnectInterval = TimeSpan.Zero; });
var socket = client.CreateSocket();
socket.CanConnect = false;
var sub1 = new SocketConnection(new TraceLogger(), client.SubClient, socket, null);
// [TestCase()]
// public void FailingToConnectSocket_Should_ReturnError()
// {
// // arrange
// var client = new TestSocketClient(options => { options.ReconnectInterval = TimeSpan.Zero; });
// var socket = client.CreateSocket();
// socket.CanConnect = false;
// var sub1 = new SocketConnection(new TraceLogger(), new TestWebsocketFactory(socket), new WebSocketParameters(new Uri("https://localhost/"), ReconnectPolicy.Disabled), client.SubClient, "");
// act
var connectResult = client.SubClient.ConnectSocketSub(sub1);
// // act
// var connectResult = client.SubClient.ConnectSocketSub(sub1);
// assert
ClassicAssert.IsFalse(connectResult.Success);
}
// // assert
// ClassicAssert.IsFalse(connectResult.Success);
// }
[TestCase()]
public async Task ErrorResponse_ShouldNot_ConfirmSubscription()
{
// arrange
var channel = "trade_btcusd";
var client = new TestSocketClient(opt =>
{
opt.OutputOriginalData = true;
opt.SocketSubscriptionsCombineTarget = 1;
});
var socket = client.CreateSocket();
socket.CanConnect = true;
client.SubClient.ConnectSocketSub(new SocketConnection(new TraceLogger(), client.SubClient, socket, "https://test.test"));
// [TestCase()]
// public async Task ErrorResponse_ShouldNot_ConfirmSubscription()
// {
// // arrange
// var channel = "trade_btcusd";
// var client = new TestSocketClient(opt =>
// {
// opt.OutputOriginalData = true;
// opt.SocketSubscriptionsCombineTarget = 1;
// });
// var socket = client.CreateSocket();
// socket.CanConnect = true;
// client.SubClient.ConnectSocketSub(new SocketConnection(new TraceLogger(), new TestWebsocketFactory(socket), new WebSocketParameters(new Uri("https://localhost/"), ReconnectPolicy.Disabled), client.SubClient, ""));
// act
var sub = client.SubClient.SubscribeToSomethingAsync(channel, onUpdate => {}, ct: default);
socket.InvokeMessage(JsonSerializer.Serialize(new { channel, action = "subscribe", status = "error" }));
await sub;
// // act
// var sub = client.SubClient.SubscribeToSomethingAsync(channel, onUpdate => {}, ct: default);
// socket.InvokeMessage(JsonSerializer.Serialize(new { channel, action = "subscribe", status = "error" }));
// await sub;
// assert
ClassicAssert.IsTrue(client.SubClient.TestSubscription.Status != SubscriptionStatus.Subscribed);
}
// // assert
// ClassicAssert.IsTrue(client.SubClient.TestSubscription.Status != SubscriptionStatus.Subscribed);
// }
[TestCase()]
public async Task SuccessResponse_Should_ConfirmSubscription()
{
// arrange
var channel = "trade_btcusd";
var client = new TestSocketClient(opt =>
{
opt.OutputOriginalData = true;
opt.SocketSubscriptionsCombineTarget = 1;
});
var socket = client.CreateSocket();
socket.CanConnect = true;
client.SubClient.ConnectSocketSub(new SocketConnection(new TraceLogger(), client.SubClient, socket, "https://test.test"));
// [TestCase()]
// public async Task SuccessResponse_Should_ConfirmSubscription()
// {
// // arrange
// var channel = "trade_btcusd";
// var client = new TestSocketClient(opt =>
// {
// opt.OutputOriginalData = true;
// opt.SocketSubscriptionsCombineTarget = 1;
// });
// var socket = client.CreateSocket();
// socket.CanConnect = true;
// client.SubClient.ConnectSocketSub(new SocketConnection(new TraceLogger(), new TestWebsocketFactory(socket), new WebSocketParameters(new Uri("https://localhost/"), ReconnectPolicy.Disabled), client.SubClient, ""));
// act
var sub = client.SubClient.SubscribeToSomethingAsync(channel, onUpdate => {}, ct: default);
socket.InvokeMessage(JsonSerializer.Serialize(new { channel, action = "subscribe", status = "confirmed" }));
await sub;
// // act
// var sub = client.SubClient.SubscribeToSomethingAsync(channel, onUpdate => {}, ct: default);
// socket.InvokeMessage(JsonSerializer.Serialize(new { channel, action = "subscribe", status = "confirmed" }));
// await sub;
// assert
Assert.That(client.SubClient.TestSubscription.Status == SubscriptionStatus.Subscribed);
}
}
}
// // assert
// Assert.That(client.SubClient.TestSubscription.Status == SubscriptionStatus.Subscribed);
// }
// }
//}