feat(websockets): add orjson support (#1479)

* feat(websockets): add orjson support

* formatting

* update readme

* remove unused dependency

README.rst

@@ -78,6 +78,7 @@ Features
 - Porfolio Margin Trading
 - Vanilla Options
 - Proxy support
+- Orjson support for faster JSON parsing
 - Support other domains (.us, .jp, etc)
 
 Upgrading to v1.0.0+
@@ -274,14 +275,20 @@ for more information.
         await client.close_connection()
 
     if __name__ == "__main__":
-
         loop = asyncio.get_event_loop()
         loop.run_until_complete(main())
 
 
 The library is under `MIT license`, that means it's absolutely free for any developer to build commercial and opensource software on top of it, but use it at your own risk with no warranties, as is.
 
 
+Orjson support
+-------------------
+
+Python-binance also supports `orjson` for parsing JSON since it is much faster than the builtin library. This is especially important when using websockets because some exchanges return big messages that need to be parsed and dispatched as quickly as possible.
+
+However, `orjson` is not enabled by default because it is not supported by every python interpreter. If you want to opt-in, you just need to install it (`pip install orjson`) on your local environment. Python-binance will detect the installion and pick it up automatically.
+
 Star history
 ------------
 

binance/ws/reconnecting_websocket.py

@@ -7,6 +7,13 @@
 from asyncio import sleep
 from random import random
 
+# load orjson if available, otherwise default to json
+orjson = None
+try:
+    import orjson as orjson
+except ImportError:
+    pass
+
 try:
     from websockets.exceptions import ConnectionClosedError  # type: ignore
 except ImportError:
@@ -52,6 +59,16 @@ def __init__(
         self._handle_read_loop = None
         self._ws_kwargs = kwargs
 
+    def json_dumps(self, msg):
+        if orjson:
+            return orjson.dumps(msg)
+        return json.dumps(msg)
+
+    def json_loads(self, msg):
+        if orjson:
+            return orjson.loads(msg)
+        return json.loads(msg)
+
     async def __aenter__(self):
         await self.connect()
         return self
@@ -114,7 +131,7 @@ def _handle_message(self, evt):
             except (ValueError, OSError):
                 return None
         try:
-            return json.loads(evt)
+            return self.json_loads(evt)
         except ValueError:
             self._log.debug(f"error parsing evt json:{evt}")
             return None

binance/ws/websocket_api.py

@@ -1,6 +1,5 @@
 from typing import Dict
 import asyncio
-import json
 
 from websockets import WebSocketClientProtocol  # type: ignore
 
@@ -31,7 +30,7 @@ def _handle_message(self, msg):
             if parsed_msg["status"] != 200:
                 throwError = True
                 exception = BinanceAPIException(
-                    parsed_msg, parsed_msg["status"], json.dumps(parsed_msg["error"])
+                    parsed_msg, parsed_msg["status"], self.json_dumps(parsed_msg["error"])
                 )
         if req_id is not None and req_id in self._responses:
             if throwError and exception is not None:
@@ -102,7 +101,7 @@ async def request(self, id: str, payload: dict) -> dict:
                 raise BinanceWebsocketUnableToConnect(
                     "Trying to send request while WebSocket is not connected"
                 )
-            await self.ws.send(json.dumps(payload))
+            await self.ws.send(self.json_dumps(payload))
 
             # Wait for response
             response = await asyncio.wait_for(future, timeout=self.TIMEOUT)

requirements.txt

@@ -2,5 +2,4 @@ aiohttp
 dateparser
 pycryptodome
 requests
-ujson
 websockets