Measure Latency

# -*- coding: utf-8 -*-

import os
import sys


import ccxt  # noqa: E402


def print_supported_exchanges():
   print('Supported exchanges:')
   print(ccxt.exchanges)


def print_usage():
   print('Usage: python ', sys.argv[0], 'id', 'num_orders', 'symbol', 'side', 'amount', 'price')
   print_supported_exchanges()

def main():
   try:
       id = sys.argv[1]  # get exchange id from command line arguments
       # check if the exchange is supported by ccxt
       if id in ccxt.exchanges:
           print('Instantiating', id)
           # instantiate the exchange by id
           exchange = getattr(ccxt, id)({
               'apiKey': 'YOUR_API_KEY',
               'secret': 'YOUR_SECRET',
               # you have to disable the rate limiter to measure the real latency
               'enableRateLimit': False,
           })
           print('Loading', id, 'markets')
           # load all markets from the exchange
           markets = exchange.load_markets()
           print('Loaded', id, 'markets')
           num_orders = int(sys.argv[2])
           symbol = sys.argv[3]
           side = sys.argv[4]
           amount = float(sys.argv[5])
           price = float(sys.argv[6])
           if symbol in markets:
               print('Testing', symbol)
               results = []
               for i in range(0, num_orders):
                   timestamp = exchange.milliseconds()
                   order = exchange.create_order(symbol, 'limit', side, amount, price)
                   elapsed = exchange.milliseconds() - timestamp
                   canceled = exchange.cancel_order(order['id'], symbol)
                   results.append(elapsed)
                   print(elapsed, 'ms')
               sum = exchange.sum(*results)
               average = int(sum / len(results))
               print('Average:', average, 'ms')
       else:
           print('Exchange', id, ' not found')
           print_usage()
   except Exception as e:
       print(type(e).__name__, str(e))
       print_usage()

print('CCXT Version:', ccxt.__version__)
main()