Financial Data API Comparison: Real-Time Quotes Interface Performance Testing

Financial data interface card into a dog? Try this proxy IP plug-in

Engaged in quantitative trading old iron is not recently by the real-time market interface whole broken defense? Latency soared to 500ms +, packet loss rate is comparable to the Spring Festival ticket, the critical moment off the chain who can stand. Today, we will teach you to use the proxy IP this magic weapon to the data interface to open the light, test and compare the performance of the common financial API on the market.

First, why proxy IP can cure interface procrastination?

Many quantitative teams connect directly to the data source in a bare-bones manner, resulting in ascene of a mass overturningThe exchange interface has a concurrency limit. Exchange interfaces have concurrency limits, and high-frequency requests from the same IP are blacked out in minutes. Using ipipgo's proxy IP pool is like opening a splitter hang:

• 500,000+ dynamic residential IP rotations
• Automatic switching of access geography
• Request header masquerades as a normal browser

The last time I did a stress test for a private equity firm, the QPS of a single interface went from 200 to 3000, and the latency stabilized within 80ms.

Second, the actual test four diamond interface performance

Third, ipipgo practical configuration guide

Take Python as an example of a three-step access secret technique:

import requests
proxies = {
    'http': 'http://user:pass@gateway.ipipgo.com:9020',
    'https': 'http://user:pass@gateway.ipipgo.com:9020'
}
response = requests.get('API address', proxies=proxies, timeout=3)

focus onRemember to openlong connection modeThe first thing you need to do is not to create a new connection for every request. It is recommended to work with connection pooling settings, reuse rate increase 60% is not a dream.

IV. A Complete Guide to Avoiding Pitfalls

Pit 1: Proxies are slower than direct connections?
Eighty percent of them are using data center IPs, to pick ipipgo'sResidential Dynamic IPThe delay can be reduced by 3-5 times

Pit 2: Sudden massive failure?
Check IP purity, ipipgo's survival detection automatically kicks out lapsed nodes every 15 minutes

Pit 3: Certificate Reporting Errors?
Switch to HTTPS proxy channel, don't use plaintext HTTP protocol to transmit sensitive data

QA First Aid Kit

Q: Does proxying IPs increase costs?
A: ipipgo billing by the amount of success, than self-built agent pool to save 60% operation and maintenance costs

Q: Do I need to maintain my own IP pool?
A: No need at all, their IP pool is automatically updated hourly with 20% nodes

Q: Can you carry sudden traffic?
A: the actual test can carry 8000 + concurrency per second, the last double eleven market fluctuations stable

Lastly, to tell the truth, the choice of proxy service provider is like looking for a partner, don't just look at the price. ipipgoIntelligent Routingrespond in singingRequest coloringTechnology that can fool the exchange's anti-crawl system. Now new users send 10G traffic packages, wool should be gripped.