WebSocket Relay Server for Binance Futures Data

Project Overview

This project implements a WebSocket relay server to collect real-time data from Binance Futures WebSocket streams for the top 150 USDT perpetual pairs based on 24-hour trading volume. The server efficiently relays this data to multiple clients in real time, allowing clients to subscribe to specific coin symbols.

The solution is designed with a focus on minimal latency, high throughput, dynamic subscription handling, and robust data integrity.

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Features

• Real-time Data Relay: Fetches and relays live cryptocurrency price updates for top USDT perpetual pairs (e.g., BTCUSDT, ETHUSDT).
• Dynamic Client Subscriptions: Clients can subscribe to specific coin symbols and only receive relevant updates.
• High Throughput & Low Latency: Optimized to ensure minimal delays between the Binance WebSocket and end-users.
• Scalable Architecture: Designed to handle large volumes of data and multiple simultaneous client connections.
• Performance Benchmarking Client: Includes a WebSocket client for comparing the server's performance with other implementations.

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How It Works

1. Data Collection:

   • Connects to Binance Futures WebSocket streams to fetch the top 150 USDT perpetual pairs based on 24-hour trading volume.
   • Processes and parses the incoming data efficiently.

2. Data Relay:

   • Acts as a relay server to push real-time data to connected clients.
   • Filters data based on client subscriptions to specific coin symbols.

3. Dynamic Subscriptions:

   • Clients can dynamically subscribe or unsubscribe to coin symbols without disrupting the server.

4. Benchmarking Client:

   • A WebSocket client is included to benchmark the server’s performance against other WebSocket implementations, comparing metrics such as latency and throughput.

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Installation

Prerequisites

• Go should be installed.

Steps

1. Clone this repository:

   git clone https://github.com/ahmetG23/binance-relay-server.git
   cd websocket-relay-server

2. Run the server:

   Run the following commands and wait until see the message "Server started at localhost:8080".

   cd server
   go install
   go run main.go

3. Run the client:

   On a new terminal:

   cd client
   go install
   go run main.go

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Usage

Server

1. Start the server to establish a connection with Binance Futures WebSocket and prepare for client connections.
2. The server automatically retrieves the top 150 USDT perpetual pairs based on 24-hour trading volume.

Clients

1. Connect to the WebSocket relay server as described above.
2. Receive real-time updates for the subscribed coin symbols.

Testing

To test the first data receive time elapse, you can run the client with the following commands:

cd client
go test -bench=.

An example output is as follows (showing that the project receives data faster than getting data directly from Binance):

ORIGINAL first receive time elapse: 1.443661958s
SERVER first receive time elapse: 1.3844005s

Acknowledgments

• Binance for providing the Futures WebSocket API.

Notes

Please refer to the comments in the codes for more detailed information about the implementation.