Websockets Posts

WebSockets is a great technology with many applications beyond the front end. I have a feeling that websocket APIs will become far more common in the web ecosphere.

I really like this example of how to interact with a WebSockets api with just-released Lomond 0.1.5.

Get the code from Lomond repos on Github.

This connects to the gdax websocket server and periodically prints the latest BTC price information. If you change the text "ticker" to "level2" it will spew out information on every trade. You could use this as the foundation for algorithmic trading or to keep an eye on your retirement fund (good luck).

Lomond is a websocket client library sponsored by Dataplicity. It has a focus on robustness and ease of use. continue reading…

I recently I had the opportunity to speed up some Websocket code that was a major bottleneck. The final solution was 60X (!) faster than the first pass, and an interesting exercise in optimizing inner loops.

When you send data via a websocket it is masked with a randomly generated four byte key. This masking provides protection from certain exploits against proxies (details here). The algorithm is super simple; essentially each byte in the payload is XORed with a corresponding byte from the key.

The first version of my XOR mask function looked this:

That's the kind of unfussy and elegant code you want to write for a job interview. If that's the solution that first came to mind, then you know your Python. Alas, this code is as slow as it is beautiful. continue reading…