Hello.
I wrote a code in Python that extracts data from the FTX exchange using their API.
I am running the code in an AWS instance (free plan, t2.micro), located very closeby to the servers of the exchange.
The code is essentially an infinite loop. At each step, it sends 3 'GET' requests, elaborates the response, and then goes to the next step.
For the first few hundred iterations, the latency (defined below at the end of the post) for each block of three requests is of the order of 0.3seconds. After some time, it starts to grow up, reaching values from 2 to 5 seconds. In my local computer, located in the US, the latency is pretty constant at 1 second.
There are no ratelimits in the FTX API for GET requests, so I should not expect any limit from the server. Is AWS limiting the rate of GET requests that I can make?
I am trying to understand the origin of this extra-latency. To do so, I have monitored the https data traffic with tcpdump and I have modified the python script so that it stops as soon as it experiences a latency > 2 seconds. In this way, I can isolate the last packets in the tcpdump output and try to understand the origin of the delay.
However, I really don't know how to read the output (I uploaded it here https://pastebin.com/tAhcicPU).
Can anyone help me to understand the origin of the latency?
104.18.33.31.443 is the IP of FTX server
172.31.9.8 is the IP of the machine where my code runs
Definition of latency used here: I post the relevant part of the code where I compute the latency
latency=0
for pair in pairList: # pairList = ['BTC/USD','ETH/BTC','ETH/USD']
api=requests.get(f'https://ftx.com/api/markets/{pair}/orderbook?depth={20}')
latency+=api.elapsed.total_seconds()
return latency
So, it is the total sum of the latency returned by the requests.get for each request.
