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docs/ccxt/wiki/examples/py/measure-latency.md

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+- [Measure Latency](./examples/py/)
+
+
+ ```python
+ # -*- coding: utf-8 -*-
+
+import os
+import sys
+
+
+import ccxt  # noqa: E402
+
+
+def print_supported_exchanges():
+    print('Supported exchanges:')
+    print(ccxt.exchanges)
+
+
+def print_usage():
+    print('Usage: python ', sys.argv[0], 'id', 'num_orders', 'symbol', 'side', 'amount', 'price')
+    print_supported_exchanges()
+
+def main():
+    try:
+        id = sys.argv[1]  # get exchange id from command line arguments
+        # check if the exchange is supported by ccxt
+        if id in ccxt.exchanges:
+            print('Instantiating', id)
+            # instantiate the exchange by id
+            exchange = getattr(ccxt, id)({
+                'apiKey': 'YOUR_API_KEY',
+                'secret': 'YOUR_SECRET',
+                # you have to disable the rate limiter to measure the real latency
+                'enableRateLimit': False,
+            })
+            print('Loading', id, 'markets')
+            # load all markets from the exchange
+            markets = exchange.load_markets()
+            print('Loaded', id, 'markets')
+            num_orders = int(sys.argv[2])
+            symbol = sys.argv[3]
+            side = sys.argv[4]
+            amount = float(sys.argv[5])
+            price = float(sys.argv[6])
+            if symbol in markets:
+                print('Testing', symbol)
+                results = []
+                for i in range(0, num_orders):
+                    timestamp = exchange.milliseconds()
+                    order = exchange.create_order(symbol, 'limit', side, amount, price)
+                    elapsed = exchange.milliseconds() - timestamp
+                    canceled = exchange.cancel_order(order['id'], symbol)
+                    results.append(elapsed)
+                    print(elapsed, 'ms')
+                sum = exchange.sum(*results)
+                average = int(sum / len(results))
+                print('Average:', average, 'ms')
+        else:
+            print('Exchange', id, ' not found')
+            print_usage()
+    except Exception as e:
+        print(type(e).__name__, str(e))
+        print_usage()
+
+print('CCXT Version:', ccxt.__version__)
+main()
+
+ 
+```