Request package update & rate limit system expansion (#413)

* Initial rework of rework of requester - WIP

* Implementing and checking rate limits - WIP

* implemented coinbene rate limiting shenanigans

* add in remaining WIP

* fixy

* use authenticated rate limit

* drop ceiling as this can be done with a counter later

* add functionality to struct

* purge config options for rate limiting so as to keep things minimal

* prepare futures and swap rate limiting for implementation

* Address linter issues

* Addressed nits, fixed race

* fix linter issue

* remove global var as this was only setting when newrequester was called

* moved rate limit functionality into its own file

* Update Bitfinex with correct rate limit and test endpoints (WIP)

* finish off bitfinex adjustments

* fixes

* fix linter issues

* slowed rate for coinbasepro

* drop rate limit for huobi as the doc times have intermittent 429 issues.

* Set MACOSX_DEPLOYMENT_TARGET to remove linking warning

* Addr Thrasher nits

* Addr glorious nits

* unexport do request function

* fixed nitorinos

* Fixed something I missed

* move disabled rate limiter into loadexchange and use interface functionality

* Add temp quick fix
This commit is contained in:
Ryan O'Hara-Reid
2020-02-06 11:44:28 +11:00
committed by GitHub
parent 4625ef9b94
commit 0a84c5d97a
103 changed files with 3906 additions and 2581 deletions

View File

@@ -15,6 +15,7 @@ import (
"github.com/thrasher-corp/gocryptotrader/common/crypto"
"github.com/thrasher-corp/gocryptotrader/currency"
exchange "github.com/thrasher-corp/gocryptotrader/exchanges"
"github.com/thrasher-corp/gocryptotrader/exchanges/request"
)
const (
@@ -22,16 +23,10 @@ const (
noError = "0000"
// Public API
requestsPerSecondPublicAPI = 20
publicTicker = "/public/ticker/"
publicOrderBook = "/public/orderbook/"
publicTransactionHistory = "/public/transaction_history/"
// Private API
requestsPerSecondPrivateAPI = 10
privateAccInfo = "/info/account"
privateAccBalance = "/info/balance"
privateWalletAdd = "/info/wallet_address"
@@ -46,9 +41,6 @@ const (
privateKRWWithdraw = "/trade/krw_withdrawal"
privateMarketBuy = "/trade/market_buy"
privateMarketSell = "/trade/market_sell"
bithumbAuthRate = 10
bithumbUnauthRate = 20
)
// Bithumb is the overarching type across the Bithumb package
@@ -465,16 +457,14 @@ func (b *Bithumb) MarketSellOrder(currency string, units float64) (MarketSell, e
// SendHTTPRequest sends an unauthenticated HTTP request
func (b *Bithumb) SendHTTPRequest(path string, result interface{}) error {
return b.SendPayload(http.MethodGet,
path,
nil,
nil,
result,
false,
false,
b.Verbose,
b.HTTPDebugging,
b.HTTPRecording)
return b.SendPayload(&request.Item{
Method: http.MethodGet,
Path: path,
Result: result,
Verbose: b.Verbose,
HTTPDebugging: b.HTTPDebugging,
HTTPRecording: b.HTTPRecording,
})
}
// SendAuthenticatedHTTPRequest sends an authenticated HTTP request to bithumb
@@ -510,16 +500,18 @@ func (b *Bithumb) SendAuthenticatedHTTPRequest(path string, params url.Values, r
Message string `json:"message"`
}{}
err := b.SendPayload(http.MethodPost,
b.API.Endpoints.URL+path,
headers,
bytes.NewBufferString(payload),
&intermediary,
true,
true,
b.Verbose,
b.HTTPDebugging,
b.HTTPRecording)
err := b.SendPayload(&request.Item{
Method: http.MethodPost,
Path: b.API.Endpoints.URL + path,
Headers: headers,
Body: bytes.NewBufferString(payload),
Result: &intermediary,
AuthRequest: true,
NonceEnabled: true,
Verbose: b.Verbose,
HTTPDebugging: b.HTTPDebugging,
HTTPRecording: b.HTTPRecording,
Endpoint: request.Auth})
if err != nil {
return err
}

View File

@@ -104,9 +104,8 @@ func (b *Bithumb) SetDefaults() {
}
b.Requester = request.New(b.Name,
request.NewRateLimit(time.Second, bithumbAuthRate),
request.NewRateLimit(time.Second, bithumbUnauthRate),
common.NewHTTPClientWithTimeout(exchange.DefaultHTTPTimeout))
common.NewHTTPClientWithTimeout(exchange.DefaultHTTPTimeout),
SetRateLimit())
b.API.Endpoints.URLDefault = apiURL
b.API.Endpoints.URL = b.API.Endpoints.URLDefault

View File

@@ -0,0 +1,39 @@
package bithumb
import (
"time"
"github.com/thrasher-corp/gocryptotrader/exchanges/request"
"golang.org/x/time/rate"
)
// Exchange specific rate limit consts
const (
bithumbRateInterval = time.Second
bithumbAuthRate = 95
bithumbUnauthRate = 95
)
// RateLimit implements the request.Limiter interface
type RateLimit struct {
Auth *rate.Limiter
UnAuth *rate.Limiter
}
// Limit limits requests
func (r *RateLimit) Limit(f request.EndpointLimit) error {
if f == request.Auth {
time.Sleep(r.Auth.Reserve().Delay())
return nil
}
time.Sleep(r.UnAuth.Reserve().Delay())
return nil
}
// SetRateLimit returns the rate limit for the exchange
func SetRateLimit() *RateLimit {
return &RateLimit{
Auth: request.NewRateLimit(bithumbRateInterval, bithumbAuthRate),
UnAuth: request.NewRateLimit(bithumbRateInterval, bithumbUnauthRate),
}
}