asyncio: Can I wrap a sync REST call in async?

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asyncio: Can I wrap a sync REST call in async? FTX fetch_position is a REST API call, it's not async and not awaitable. I tried below hoping if each call is 300ms, total not 300ms x3 = 900ms, but rather (wishful thinking) 300ms for all three using asyncio magic (Coorperative multi-tasking). But it didn't work. Overall took about 900ms. Am i doing something wrong here? Thanks!

async def _wrapper_fetch_position(exchange : ccxt.Exchange):
                pos = exchange.fetch_positions()
                return pos

import asyncio
import nest_asyncio
loop = asyncio.get_event_loop()
nest_asyncio.apply()
pos1 = loop.run_until_complete(_wrapper_fetch_position(exchange1))
pos2 = loop.run_until_complete(_wrapper_fetch_position(exchange2))
pos3 = loop.run_until_complete(_wrapper_fetch_position(exchange3))
python-asyncio python
1 Answers

Directly, no, you'll block the event loop and won't get concurrency. However, you can use multithreading with asyncio, wrapping sync calls in a thread with asyncio's to_thread coroutine. This delegates a blocking function to run in a separate thread backed by a ThreadPoolExecutor and returns an awaitable, so you can use it in await expressions just like it was non-blocking. Here is an example with the requests library to make 20 web requests, comparing synchronous with threads:

import asyncio
import time
import requests


def in_sequence():
    for i in range(20):
        requests.get('https://www.example.com')


async def with_threads():
    def make_request(): requests.get('https://www.example.com')
    reqs = [asyncio.to_thread(make_request) for _ in range(20)]
    await asyncio.gather(*reqs)


async def main():
    sequence_start = time.time()
    in_sequence()
    sequence_end = time.time()
    print(f'In sequence {sequence_end - sequence_start}')

    thread_start = time.time()
    await with_threads()
    thread_end = time.time()
    print(f'With threads {thread_end - thread_start}')


asyncio.run(main())

Running this on my machine, I get the following results, demonstrating the performance difference:

In sequence 1.9963197708129883
With threads 0.26117658615112305

If you want more control over the thread pool, you can manually create one and use asyncio's loop.run_in_executor method. See https://docs.python.org/3/library/asyncio-eventloop.html#asyncio.loop.run_in_executor for more details and an example on how to use this.

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