wiki/examples/py/async-rtt.md
# -*- coding: utf-8 -*-
import os
import sys
from asyncio import run
from pprint import pprint
import ccxt.async_support as ccxt # noqa: E402
# or
# import ccxtpro as ccxt # if you're using ccxtpro
# WARNING!
# This example measures the round-trip time when placing orders with an exchange
# In order to measure the speed of requests it disables the rate-limiting
# Disabling the rate-limiter is required to do an accurate measurement
# If you keep running without a rate limiter for a long time the exchange will ban you
# In a live production system always use either the built-in rate limiter or make your own
async def main():
# the exchange instance has to be reused
# do not recreate the exchange before each call!
exchange = ccxt.binance({
'apiKey': 'YOUR_API_KEY',
'secret': 'YOUR_API_SECRET',
# 'uid': 'YOUR_UID', # some exchanges require this
# 'password': 'YOUR_API_PASSWORD', # some exchanges require this
# if you do not rate-limit your requests the exchange can ban you!
'enableRateLimit': False, # https://github.com/ccxt/ccxt/wiki/Manual#rate-limit
})
await exchange.load_markets() # https://github.com/ccxt/ccxt/wiki/Manual#loading-markets
# exchange.verbose = True # uncomment for debugging purposes if needed
symbol = 'BTC/USDC'
market = exchange.market(symbol)
ticker = await exchange.fetch_ticker(symbol)
amount = market['limits']['amount']['min']
# we will place limit buy order at 3/4 of the price to make sure they're not triggered
price = ticker['last'] * 0.8
amount = round(market['limits']['cost']['min'] / price, 4)
results = []
for i in range(0, 10):
started = exchange.milliseconds()
order = await exchange.create_order(symbol, 'limit', 'buy', amount, price)
ended = exchange.milliseconds()
elapsed = ended - started
results.append(elapsed)
await exchange.cancel_order(order['id'], order['symbol'])
pprint(order)
pprint(results)
rtt = int(sum(results) / len(results))
print('Successfully tested 10 orders, the average round-trip time per order is', rtt, 'milliseconds')
await exchange.close()
run(main())