The canaries wake up when there is enough light and they go to sleep while there is still a bit of light. They are super sweet while sleeping and they almost always sleeping in the highest perch. They normally take care of their feathers before they go to sleep. Then they get fluffy, get in one leg and finally turn their head backwards and place it under their back feathers. They are like a small fluffy ball!
They sleep with one leg inside their feathers because they loose less heat like that. Heat preservation is also the reason they become fluffy. They isolate better like this.
If you have them in a place with artificial light, you should cover them cause they need to rest according to the natural night. You can have a blanket just for your birds and their cage.
Here is a video of them sleeping!
Yannis and Stella @Apollon, Naxos 