Full-Trade-Stream-Latency-Test

This code assumes your machine is using the EST timezone. We also recommend syncing your system clock with a time server located somewhere in NJ/NY.

import asyncio
import json
import time

import websockets


# This only works on Python 3.11, not 3.12!
async def stream_trades():
    async with websockets.connect('ws://127.0.0.1:25520/v1/events') as websocket:
        req = {}
        req['msg_type'] = 'STREAM_BULK'
        req['sec_type'] = 'OPTION'
        req['req_type'] = 'TRADE'
        req['add'] = True
        req['id'] = 0
        await websocket.send(req.__str__())
        count = 0
        while True:
            response = await websocket.recv()
            try:
                count += 1
                obj = json.loads(response)
                if obj['header']['type'] == "TRADE" and count % 100 == 0:
                    print('latency: ' + str(get_ms_of_day() - int(obj['trade']['ms_of_day'])))
            except Exception as e:
                print(e)
                print(response)
                exit(1)
            # print(response)


def get_ms_of_day():
    # Add + 1000 to this return statement if you experience negative latencies in the 900s.
    return (int(time.time() * 1000) % 86400000) - 14400000


asyncio.get_event_loop().run_until_complete(stream_trades())

latency: 3
latency: 47
latency: 25
latency: 16
latency: 4
latency: 20
latency: 18
latency: 17
latency: 37
latency: 21
latency: 5
latency: 48
latency: 26
latency: 38
latency: 47
latency: 1