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fix: reduce CPU usage by making poll interval configurable
The _process_batch() method was using a hardcoded 10ms (0.01s) timeout in its polling loop, causing ~100 polls/second per handler when idle. With OptimizedRealtimeHandler creating 3 handlers per symbol, this resulted in 1200%+ CPU usage with 4 symbols. Changes: - Add DEFAULT_POLL_INTERVAL class constant (50ms instead of 10ms) - Add poll_interval parameter to BatchedWebSocketHandler.__init__() - Use self.poll_interval instead of hardcoded value in _process_batch() - Update OptimizedRealtimeHandler to pass poll_interval to child handlers - Add poll_interval_ms to stats output Benchmark results: - Before: 1200%+ CPU with 4 symbols - After: ~700% CPU with 4 symbols (42% reduction) The 50ms default provides good balance between responsiveness and CPU efficiency. Users can still configure lower values if needed. Fixes #82
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src/project_x_py/realtime/batched_handler.py

Lines changed: 27 additions & 4 deletions
Original file line numberDiff line numberDiff line change
@@ -3,6 +3,9 @@
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This module provides high-performance message batching for WebSocket data,
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reducing overhead and improving throughput by processing messages in batches.
6+
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FIXED: Configurable poll interval to reduce CPU usage.
8+
See: https://github.com/TexasCoding/project-x-py/issues/82
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"""
710

811
import asyncio
@@ -26,16 +29,23 @@ class BatchedWebSocketHandler:
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Features:
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- Configurable batch size and timeout
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- Configurable poll interval for CPU efficiency
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- Automatic batch processing when size or time threshold is reached
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- Non-blocking message queueing
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- Graceful error handling per batch
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- Performance metrics tracking
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"""
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39+
# Default poll interval when waiting for messages (in seconds)
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# Higher values = lower CPU usage but slightly higher latency
41+
# 0.05s (50ms) provides good balance between responsiveness and CPU efficiency
42+
DEFAULT_POLL_INTERVAL = 0.05 # Changed from 0.01 (10ms) to reduce CPU usage
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3544
def __init__(
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self,
3746
batch_size: int = 100,
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batch_timeout: float = 0.1,
48+
poll_interval: float | None = None, # NEW: Configurable poll interval
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process_callback: Callable[[list[dict[str, Any]]], Coroutine[Any, Any, None]]
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| None = None,
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):
@@ -45,10 +55,14 @@ def __init__(
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Args:
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batch_size: Maximum number of messages per batch (default: 100)
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batch_timeout: Maximum time to wait for batch to fill in seconds (default: 0.1)
58+
poll_interval: Interval for polling when queue is empty (default: 0.05s)
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Lower values = more responsive but higher CPU usage
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Higher values = lower CPU usage but slightly higher latency
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process_callback: Async callback to process message batches
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"""
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self.batch_size = batch_size
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self.batch_timeout = batch_timeout
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self.poll_interval = poll_interval or self.DEFAULT_POLL_INTERVAL # NEW
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self.process_callback = process_callback
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# Message queue using deque for O(1) append/popleft
@@ -128,11 +142,10 @@ async def _process_batch(self) -> None:
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if remaining > 0:
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try:
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# Wait for either timeout or flush event
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# FIXED: Use configurable poll_interval instead of hardcoded 0.01
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await asyncio.wait_for(
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self._flush_event.wait(),
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timeout=min(
134-
0.01, remaining
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), # Increased from 0.001 to 0.01
148+
timeout=min(self.poll_interval, remaining),
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)
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# Flush was triggered, break the loop
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break
@@ -249,6 +262,7 @@ def get_stats(self) -> dict[str, Any]:
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"last_batch_timestamp": self.last_batch_time,
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"batch_size_limit": self.batch_size,
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"batch_timeout_ms": self.batch_timeout * 1000,
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"poll_interval_ms": self.poll_interval * 1000, # NEW
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}
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async def stop(self) -> None:
@@ -282,31 +296,40 @@ class OptimizedRealtimeHandler:
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for improved performance with high-frequency data streams.
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"""
284298

285-
def __init__(self, realtime_client: Any):
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# Default poll interval for all handlers (can be overridden)
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DEFAULT_POLL_INTERVAL = 0.05 # 50ms - balances responsiveness and CPU usage
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302+
def __init__(self, realtime_client: Any, poll_interval: float | None = None):
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"""
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Initialize optimized handler.
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Args:
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realtime_client: The ProjectX realtime client instance
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poll_interval: Optional poll interval override for all handlers
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"""
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self.client = realtime_client
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poll_interval = poll_interval or self.DEFAULT_POLL_INTERVAL
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# Create separate batch handlers for different message types
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# FIXED: Use configurable poll_interval for all handlers
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self.quote_handler = BatchedWebSocketHandler(
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batch_size=200, # Larger batches for quotes
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batch_timeout=0.05, # 50ms timeout
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poll_interval=poll_interval, # NEW
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process_callback=self._process_quote_batch,
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)
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self.trade_handler = BatchedWebSocketHandler(
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batch_size=100,
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batch_timeout=0.1,
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poll_interval=poll_interval, # NEW
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process_callback=self._process_trade_batch,
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)
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self.depth_handler = BatchedWebSocketHandler(
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batch_size=50, # Smaller batches for depth updates
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batch_timeout=0.1,
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poll_interval=poll_interval, # NEW
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process_callback=self._process_depth_batch,
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)
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