- It must run on node.js (latest LTS version)
- No binance/crypto related libraries allowed
- A maximum of 2 external libraries are allowed (the less the better) (Sub-dependencies do not count here)
- Execute below tasks on main-net (api.binance.com & wss://stream.binance.com)
- Unit tests/any form of testing for the below tasks is completely optional
- SPOT documentation available at https://binance-docs.github.io/apidocs/spot/en/#change-log
- Open 1 "empty" websocket and then LIVE SUB-scribe to 2 trade streams, 2 aggTrade streams and 2 kline streams
- at first, I implemented websocket frame management to send and receive websocket data, but I encountered issue for parsing multiple data in one message. So I have to use the lib ws to avoid re-implementing all the frame decode mechanic.
- to test with custom implementation, set
useWStofalsein theconfig.js
- Measure websocket event time => client receive time latency for each specific stream and print min/avg/max (optimize for high throughput) to console every 1 min
- I implemented two classes:
- Metric: a simple way to mesure the avg/min/max metrics by recording data of a given interval (1 minute), and calculate the values
- NodeMetric: I use histogram of nodejs
- Result: thoses two metrics have some similar results.
- I implemented two classes:
- recommanded nodejs version: >= 18
- lib used for program:
- ws
- libs for linter and typings:
- @typescript-eslint
- eslint
- typescript
- once checked out the project, do
npm iat the project root - to start the server:
npm start - logs are found in the console.