Skip to content

performance.md

Latest commit

 

History

History
48 lines (35 loc) · 2.07 KB

performance.md

File metadata and controls

48 lines (35 loc) · 2.07 KB

Performance Notes

This client aims to be more than a direct endpoint wrapper. The transport layer should make good default choices for low-latency trading services while staying predictable and easy to audit.

Current Behavior

HttpClient owns one persistent libcurl easy handle for the lifetime of the client.

That matters because libcurl can reuse state attached to an easy handle between requests:

  • warm per-client TCP connections
  • TLS session state
  • shared DNS and TLS session cache entries
  • socket keepalive settings

The handle is protected by a mutex. A single RestClient instance is therefore safe to call from multiple threads, but requests through that instance are serialized. This avoids unsafe concurrent use of one libcurl easy handle and keeps private request signing close to the actual network dispatch so recvWindow timestamps do not become stale while waiting for the handle.

HttpOptions configures the transport without replacing the simple constructor:

bybit::HttpOptions options;
options.connect_timeout_ms = 1000;
options.request_timeout_ms = 3000;
options.dns_cache_timeout_seconds = 600;
options.max_connections = 16;
options.share_dns_and_ssl_session_cache = true;
options.tcp_keepalive = true;
options.tcp_nodelay = true;
options.tcp_keepidle_seconds = 30;
options.tcp_keepintvl_seconds = 10;
options.proxy = "http://127.0.0.1:8080";
options.user_agent = "my-trading-service/1.0";

bybit::RestClient client{"KEY", "SECRET", "linear", options};

Practical Guidance

  • Reuse a RestClient instead of constructing one per request.
  • Use separate RestClient instances if you need parallel HTTP requests.
  • Prefer one client per API key, base URL, and category.
  • Keep recvWindow tight for trading systems, but large enough for your network conditions.
  • Run latency_benchmark to compare fresh-client requests with a reused public REST client.

Planned Work

  • Add explicit multi-handle support for concurrent request pipelines where it is worth the extra API surface.
  • Add testnet integration tests that can be enabled explicitly with credentials.