No speedup using asyncio despite awaiting API response

Question

I am running a program that makes three different requests from a rest api. data, indicator, request functions all fetch data from BitMEX's api using a wrapper i've made.

I have used asyncio to try to speed up the process so that while i am waiting on a response from previous request, it can begin to make another one.

However, my asynchronous version is not running any quicker for some reason. The code works and as far as I know, I have set everything up correctly. But there could be something wrong with how I am setting up the coroutines?

Here is the asynchronous version:

import time
import asyncio

from bordemwrapper import BitMEXData, BitMEXFunctions


'''
asynchronous I/O
'''

async def data():
    data = BitMEXData().get_ohlcv(symbol='XBTUSD', timeframe='1h', 
                                  instances=25)
    await asyncio.sleep(0)
    return data

async def indicator():
    indicator = BitMEXData().get_indicator(symbol='XBTUSD', 
        timeframe='1h', indicator='RSI', period=20, source='close', 
        instances=25)
    await asyncio.sleep(0)
    return indicator

async def request():
    request = BitMEXFunctions().get_price()
    await asyncio.sleep(0)
    return request

async def chain():
    data_ = await data()
    indicator_ = await indicator()
    request_ = await request()
    return data_, indicator_, request_

async def main():
    await asyncio.gather(chain())

if __name__ == '__main__':
    start = time.perf_counter()
    asyncio.run(main())
    end = time.perf_counter()

    print('process finished in {} seconds'.format(end - start))

Answer 1

Unfortunately, asyncio isn't magic. Although you've put them in async functions, the BitMEXData().get_<foo> functions are not themselves async (i.e. you can't await them), and therefore block while they run. The concurrency in asyncio can only occur while awaiting something.

You'll need a library which makes the actual HTTP requests asynchronously, like aiohttp. It sounds like you wrote bordemwrapper yourself - you should rewrite the get_<foo> functions to use asynchronous HTTP requests. Feel free to submit a separate question if you need help with that.