fast_json/Tests/TestBinanceBenchmark.mq5

//+------------------------------------------------------------------+
//|                                      TestBinanceBenchmark.mq5    |
//|                                                       AI-Toolkit |
//|                                                                  |
//| Benchmark: fast_json vs JAson on REAL Binance API Responses       |
//| Downloads live JSON via WebRequest, then benchmarks parse/serial  |
//|                                                                  |
//| IMPORTANT: Add https://api.binance.com to                        |
//|   Tools > Options > Expert Advisors > Allow WebRequest for URLs  |
//+------------------------------------------------------------------+
#property script_show_inputs
#include "../fast_json.mqh"
#include <JAson.mqh>

input int InpLoops = 10000;         // Benchmark Loops per payload
input string InpSymbol = "BTCUSDT"; // Symbol

//+------------------------------------------------------------------+
//| Download JSON from URL via WebRequest                            |
//+------------------------------------------------------------------+
string HttpGet(string url) {
  char post[];
  char result[];
  string headers;
  string cookie = "";
  string referer = "";
  int timeout = 5000;

  ResetLastError();
  int res = WebRequest("GET", url, cookie, referer, timeout, post, 0, result,
                       headers);
  if (res == -1) {
    int err = GetLastError();
    PrintFormat("WebRequest FAILED: %s (Error %d)", url, err);
    if (err == 4014)
      Print(">>> Add https://api.binance.com to Tools > Options > Expert "
            "Advisors > Allow WebRequest");
    return "";
  }
  if (res != 200) {
    PrintFormat("HTTP %d: %s", res, url);
    return "";
  }
  return CharArrayToString(result, 0, WHOLE_ARRAY, CP_UTF8);
}

//+------------------------------------------------------------------+
//| Benchmark a single payload: fast_json vs JAson                   |
//+------------------------------------------------------------------+
void BenchPayload(string label, string json, int loops) {
  if (json == "") {
    PrintFormat("  [%s] SKIPPED — empty payload", label);
    return;
  }

  int bytes = StringLen(json);
  PrintFormat("  [%s] %d bytes", label, bytes);

  // --- fast_json ---
  CJson fj;
  ulong t0, fj_parse, fj_ser;
  string dummy = "";

  // Warmup
  fj.Parse(json);

  // Parse
  t0 = GetMicrosecondCount();
  for (int i = 0; i < loops; i++)
    fj.Parse(json);
  fj_parse = GetMicrosecondCount() - t0;

  // Serialize
  t0 = GetMicrosecondCount();
  for (int i = 0; i < loops; i++)
    dummy = fj.Serialize();
  fj_ser = GetMicrosecondCount() - t0;

  // --- JAson ---
  CJAson ja;
  ulong ja_parse, ja_ser;

  // Warmup
  ja.Deserialize(json);

  // Parse
  t0 = GetMicrosecondCount();
  for (int i = 0; i < loops; i++)
    ja.Deserialize(json);
  ja_parse = GetMicrosecondCount() - t0;

  // Serialize
  t0 = GetMicrosecondCount();
  for (int i = 0; i < loops; i++)
    dummy = ja.Serialize();
  ja_ser = GetMicrosecondCount() - t0;

  // --- Results ---
  double parse_speedup = (ja_parse > 0) ? (double)ja_parse / fj_parse : 0;
  double ser_speedup = (ja_ser > 0) ? (double)ja_ser / fj_ser : 0;
  double total_speedup = (double)(ja_parse + ja_ser) / (fj_parse + fj_ser);

  PrintFormat("    fast_json  | Parse: %6d us (%5.1f us/op) | Serialize: %6d "
              "us (%5.1f us/op)",
              fj_parse, (double)fj_parse / loops, fj_ser,
              (double)fj_ser / loops);
  PrintFormat("    JAson      | Parse: %6d us (%5.1f us/op) | Serialize: %6d "
              "us (%5.1f us/op)",
              ja_parse, (double)ja_parse / loops, ja_ser,
              (double)ja_ser / loops);
  PrintFormat("    Speedup    | Parse: %.1fx | Serialize: %.1fx | Total: %.1fx",
              parse_speedup, ser_speedup, total_speedup);
  Print("  ────────────────────────────────────────────────");
}

//+------------------------------------------------------------------+
//| Script entry point                                               |
//+------------------------------------------------------------------+
void OnStart() {
  Print("══════════════════════════════════════════════════");
  Print("  BINANCE LIVE BENCHMARK — fast_json v3.7.0 vs JAson");
  Print("  Symbol: ", InpSymbol, " | Loops: ", InpLoops);
  Print("══════════════════════════════════════════════════");
  Print("");

  string base = "https://api.binance.com/api/v3/";

  //--- 1. Download all payloads first
  Print("Downloading live data from Binance API...");

  string klines =
      HttpGet(base + "klines?symbol=" + InpSymbol + "&interval=1h&limit=100");
  string depth = HttpGet(base + "depth?symbol=" + InpSymbol + "&limit=100");
  string trades = HttpGet(base + "trades?symbol=" + InpSymbol + "&limit=100");
  string ticker = HttpGet(base + "ticker/24hr?symbol=" + InpSymbol);

  if (klines == "" && depth == "" && trades == "" && ticker == "") {
    Print("ALL downloads failed. Check WebRequest permissions.");
    Print(">>> Tools > Options > Expert Advisors > Allow WebRequest");
    Print(">>> Add: https://api.binance.com");
    return;
  }

  Print("Download complete. Starting benchmark...");
  Print("");

  //--- 2. Benchmark each payload type
  // Klines: Array of arrays, heavy numeric (timestamps + OHLCV as strings)
  // ~100 candles × 12 fields = 1200 values
  Print("━━━ 1. KLINES (Array of Arrays — OHLCV) ━━━");
  BenchPayload("Klines 100x1H", klines, InpLoops);

  // Depth: Object with 2 arrays of arrays (bids/asks), pure numeric strings
  // 100 bid levels + 100 ask levels × 2 fields = 400 values
  Print("━━━ 2. ORDER BOOK DEPTH (Bids/Asks) ━━━");
  BenchPayload("Depth L100", depth, InpLoops);

  // Trades: Array of objects with mixed types (id, price, qty, bool, timestamp)
  // 100 trades × 7 fields = 700 values
  Print("━━━ 3. RECENT TRADES (Array of Objects) ━━━");
  BenchPayload("Trades 100", trades, InpLoops);

  // Ticker24hr: Single flat object with many numeric string fields
  // ~20 fields, small but diverse
  Print("━━━ 4. TICKER 24HR (Flat Object) ━━━");
  BenchPayload("Ticker24hr", ticker, InpLoops);

  //--- 3. Summary
  Print("");
  Print("══════════════════════════════════════════════════");
  Print("  Benchmark complete. All data sourced LIVE from");
  Print("  Binance REST API. No synthetic/hardcoded payloads.");
  Print("══════════════════════════════════════════════════");
}

/*

══════════════════════════════════════════════════
  BINANCE LIVE BENCHMARK — fast_json v3.4.1 vs JAson
  Symbol: BTCUSDT | Loops: 10000
══════════════════════════════════════════════════

Downloading live data from Binance API...
Download complete. Starting benchmark...

━━━ 1. KLINES (Array of Arrays — OHLCV) ━━━
  [Klines 100x1H] 17788 bytes
    fast_json  | Parse: 647507 us ( 64.8 us/op) | Serialize: 607825 us ( 60.8 us/op)
    JAson      | Parse: 23768546 us (2376.9 us/op) | Serialize: 28581753 us (2858.2 us/op)
    Speedup    | Parse: 36.7x | Serialize: 47.0x | Total: 41.7x
  ────────────────────────────────────────────────
━━━ 2. ORDER BOOK DEPTH (Bids/Asks) ━━━
  [Depth L100] 6446 bytes
    fast_json  | Parse: 298848 us ( 29.9 us/op) | Serialize: 234277 us ( 23.4 us/op)
    JAson      | Parse: 12638947 us (1263.9 us/op) | Serialize: 21846688 us (2184.7 us/op)
    Speedup    | Parse: 42.3x | Serialize: 93.3x | Total: 64.7x
  ────────────────────────────────────────────────
━━━ 3. RECENT TRADES (Array of Objects) ━━━
  [Trades 100] 14734 bytes
    fast_json  | Parse: 1383672 us (138.4 us/op) | Serialize: 1648019 us (164.8 us/op)
    JAson      | Parse: 50189472 us (5018.9 us/op) | Serialize: 19787449 us (1978.7 us/op)
    Speedup    | Parse: 36.3x | Serialize: 12.0x | Total: 23.1x
  ────────────────────────────────────────────────
━━━ 4. TICKER 24HR (Flat Object) ━━━
  [Ticker24hr] 556 bytes
    fast_json  | Parse:  21403 us (  2.1 us/op) | Serialize:  22978 us (  2.3 us/op)
    JAson      | Parse: 444254 us ( 44.4 us/op) | Serialize: 221482 us ( 22.1 us/op)
    Speedup    | Parse: 20.8x | Serialize: 9.6x | Total: 15.0x
  ────────────────────────────────────────────────

══════════════════════════════════════════════════
  Benchmark complete. All data sourced LIVE from
  Binance REST API. No synthetic/hardcoded payloads.
══════════════════════════════════════════════════

//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+


══════════════════════════════════════════════════
  BINANCE LIVE BENCHMARK — fast_json v3.4.1 vs JAson
  Symbol: BTCUSDT | Loops: 10000
══════════════════════════════════════════════════

Downloading live data from Binance API...
Download complete. Starting benchmark...

━━━ 1. KLINES (Array of Arrays — OHLCV) ━━━
  [Klines 100x1H] 17790 bytes
    fast_json  | Parse: 661143 us ( 66.1 us/op) | Serialize: 572607 us ( 57.3 us/op)
    JAson      | Parse: 22307001 us (2230.7 us/op) | Serialize: 26518872 us (2651.9 us/op)
    Speedup    | Parse: 33.7x | Serialize: 46.3x | Total: 39.6x
  ────────────────────────────────────────────────
━━━ 2. ORDER BOOK DEPTH (Bids/Asks) ━━━
  [Depth L100] 6446 bytes
    fast_json  | Parse: 260455 us ( 26.0 us/op) | Serialize: 192279 us ( 19.2 us/op)
    JAson      | Parse: 5424845 us (542.5 us/op) | Serialize: 6373021 us (637.3 us/op)
    Speedup    | Parse: 20.8x | Serialize: 33.1x | Total: 26.1x
  ────────────────────────────────────────────────
━━━ 3. RECENT TRADES (Array of Objects) ━━━
  [Trades 100] 14629 bytes
    fast_json  | Parse: 604014 us ( 60.4 us/op) | Serialize: 543447 us ( 54.3 us/op)
    JAson      | Parse: 16181770 us (1618.2 us/op) | Serialize: 18988997 us (1898.9 us/op)
    Speedup    | Parse: 26.8x | Serialize: 34.9x | Total: 30.7x
  ────────────────────────────────────────────────
━━━ 4. TICKER 24HR (Flat Object) ━━━
  [Ticker24hr] 556 bytes
    fast_json  | Parse:  18924 us (  1.9 us/op) | Serialize:  21739 us (  2.2 us/op)
    JAson      | Parse: 565130 us ( 56.5 us/op) | Serialize: 212420 us ( 21.2 us/op)
    Speedup    | Parse: 29.9x | Serialize: 9.8x | Total: 19.1x
  ────────────────────────────────────────────────

══════════════════════════════════════════════════
  Benchmark complete. All data sourced LIVE from
  Binance REST API. No synthetic/hardcoded payloads.
══════════════════════════════════════════════════


*/