How to rebuild a websocket service by golang and redis

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How to rebuild a websocket service by golang and redis LY @MaiCoin 2020.08.25

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BACKGROUND

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CRYPTOCURRENCY EXCHANGE

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API EVERYWHERE

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API EVERYWHERE /depth

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API EVERYWHERE /markets

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API EVERYWHERE /kline

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API EVERYWHERE /public_trades /private_orders

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Websocket v1 • Rails em-websocket • RabbitMQ • Ticker • Push when data changed • Order Book Push order book operation • Private channel • Account only

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Websocket v2 • Golang gorilla/websocket • Deploy with Rails • Ticker • Push when data changed Push data every 5 seconds • Order Book • Not production ready • Private channel • Not implement

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PAIN POINTS

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Too Many Requests Polling Every 3 seconds 6 requests 120 requests/minutes

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Slow Response Polling 1.5 seconds CDN issues

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Low priority New Features Bug fix Operations

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ARCHITECTURE

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At the Beginning

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Final RabbitMQ Worker Redis WebSocket Server WebSocket Client

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THE RIGHT WAY

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Good Infra Kubernetes Helm chart Jenkins Gitflowd Grafana Kibana Machine Management CI/CD Monitor/Log

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Reuse good Part Message Queue Codebase

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RABBITMQ https://codedestine.com/rabbitmq-headers-exchange/ Fanout Headers

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REDIS PUBSUB https://medium.com/@saurabh.singh0829/redis-pub-sub-implementation-f3208e4625c7 Topic Keep server simple Reduce memory Improve scalability

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PROBLEMS

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JSON Format [1,”b”,[…,…],true] Readability Small size {“event”:”orderbook”,”bids”:} {“e”:”orderbook”,”b”:}

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Authentication Ruby https://www.facebook.com/yhsiang/posts/10157307118952883 AES GCM Base64 Golang cipher text / encrypted_xx yDIBC ==\nxZyyc= nonce / encrypted_xx_iv gCkjsa ==\n

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Scalability

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REDIS https://rtfm.co.ua/en/redis-replication-part-1-overview-replication-vs-sharding-sentinel-vs-cluster-redis-topology/ Primary-replica Sentinel Cluster

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Kubernetes Metric server Kubernetes v1.6 Kubernetes v1.5 Client-go HPA CPU

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LOAD TESTING https://artillery.io/ Artillery Scenarios Ramp Up

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Achievement

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Reduce API Calls

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Lower latency Order book update latency 3ms Market trade update latency 291ms

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CONCLUSION

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RECAP Good Infra Reuse Good Part Design First

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