From 85ecd0d4b848c3410690d4f0286e915652599bb9 Mon Sep 17 00:00:00 2001 From: Scott Date: Wed, 13 Nov 2024 15:32:08 +1100 Subject: [PATCH] Binance: update orderbook and ticker rate limits (#1697) * updates some rate limits * WOAH FRIDAY FAILURES * remove secret code, DONT LOOK * types.Number, rv ob num, fr changes * ever so slight neaten * Remove FundingRateInfo for CMF only * revert to using the funding rate intervals --- exchanges/binance/binance.go | 45 +- exchanges/binance/binance_cfutures.go | 6 +- exchanges/binance/binance_test.go | 13 +- exchanges/binance/binance_types.go | 44 +- exchanges/binance/binance_ufutures.go | 6 +- exchanges/binance/binance_wrapper.go | 105 +- exchanges/binance/ratelimit.go | 36 +- exchanges/binance/ratelimit_test.go | 12 +- exchanges/binance/testdata/http.json | 95291 ++++++++++++++++-------- exchanges/binance/ufutures_types.go | 14 +- 10 files changed, 66367 insertions(+), 29205 deletions(-) diff --git a/exchanges/binance/binance.go b/exchanges/binance/binance.go index 2e8aa80b..789a71b0 100644 --- a/exchanges/binance/binance.go +++ b/exchanges/binance/binance.go @@ -135,7 +135,6 @@ func (b *Binance) GetOrderBook(ctx context.Context, obd OrderBookDataRequestPara } params.Set("symbol", symbol) params.Set("limit", strconv.Itoa(obd.Limit)) - var resp OrderBookData if err := b.SendHTTPRequest(ctx, exchange.RestSpotSupplementary, @@ -491,29 +490,53 @@ func (b *Binance) GetAveragePrice(ctx context.Context, symbol currency.Pair) (Av // GetPriceChangeStats returns price change statistics for the last 24 hours // // symbol: string of currency pair -func (b *Binance) GetPriceChangeStats(ctx context.Context, symbol currency.Pair) (PriceChangeStats, error) { +func (b *Binance) GetPriceChangeStats(ctx context.Context, symbol currency.Pair) (*PriceChangeStats, error) { resp := PriceChangeStats{} params := url.Values{} - rateLimit := spotPriceChangeAllRate + rateLimit := spotTickerAllRate if !symbol.IsEmpty() { - rateLimit = spotDefaultRate + rateLimit = spotTicker1Rate symbolValue, err := b.FormatSymbol(symbol, asset.Spot) if err != nil { - return resp, err + return nil, err } params.Set("symbol", symbolValue) } path := priceChange + "?" + params.Encode() - return resp, b.SendHTTPRequest(ctx, - exchange.RestSpotSupplementary, path, rateLimit, &resp) + return &resp, b.SendHTTPRequest(ctx, exchange.RestSpotSupplementary, path, rateLimit, &resp) } // GetTickers returns the ticker data for the last 24 hrs -func (b *Binance) GetTickers(ctx context.Context) ([]PriceChangeStats, error) { +func (b *Binance) GetTickers(ctx context.Context, symbols ...currency.Pair) ([]PriceChangeStats, error) { var resp []PriceChangeStats - return resp, b.SendHTTPRequest(ctx, - exchange.RestSpotSupplementary, priceChange, spotPriceChangeAllRate, &resp) + symbolLength := len(symbols) + params := url.Values{} + var rl request.EndpointLimit + switch { + case symbolLength == 1: + rl = spotTicker1Rate + case symbolLength > 1 && symbolLength <= 20: + rl = spotTicker20Rate + case symbolLength > 20 && symbolLength <= 100: + rl = spotTicker100Rate + case symbolLength > 100, symbolLength == 0: + rl = spotTickerAllRate + } + path := priceChange + if symbolLength > 0 { + symbolValues := make([]string, symbolLength) + for i := range symbols { + symbolValue, err := b.FormatSymbol(symbols[i], asset.Spot) + if err != nil { + return resp, err + } + symbolValues[i] = "\"" + symbolValue + "\"" + } + params.Set("symbols", "["+strings.Join(symbolValues, ",")+"]") + path += "?" + params.Encode() + } + return resp, b.SendHTTPRequest(ctx, exchange.RestSpotSupplementary, path, rl, &resp) } // GetLatestSpotPrice returns latest spot price of symbol @@ -522,7 +545,7 @@ func (b *Binance) GetTickers(ctx context.Context) ([]PriceChangeStats, error) { func (b *Binance) GetLatestSpotPrice(ctx context.Context, symbol currency.Pair) (SymbolPrice, error) { resp := SymbolPrice{} params := url.Values{} - rateLimit := spotSymbolPriceAllRate + rateLimit := spotTickerAllRate if !symbol.IsEmpty() { rateLimit = spotDefaultRate symbolValue, err := b.FormatSymbol(symbol, asset.Spot) diff --git a/exchanges/binance/binance_cfutures.go b/exchanges/binance/binance_cfutures.go index 229f0189..80189845 100644 --- a/exchanges/binance/binance_cfutures.go +++ b/exchanges/binance/binance_cfutures.go @@ -94,16 +94,14 @@ func (b *Binance) GetFuturesOrderbook(ctx context.Context, symbol currency.Pair, params.Set("limit", strconv.FormatInt(limit, 10)) } - rateBudget := cFuturesDefaultRate + rateBudget := cFuturesOrderbook1000Rate switch { case limit == 5, limit == 10, limit == 20, limit == 50: rateBudget = cFuturesOrderbook50Rate case limit >= 100 && limit < 500: rateBudget = cFuturesOrderbook100Rate - case limit >= 500 && limit < 1000: + case limit == 0, limit >= 500 && limit < 1000: rateBudget = cFuturesOrderbook500Rate - case limit == 1000: - rateBudget = cFuturesOrderbook1000Rate } var data OrderbookData diff --git a/exchanges/binance/binance_test.go b/exchanges/binance/binance_test.go index 5058b267..78a2ca4d 100644 --- a/exchanges/binance/binance_test.go +++ b/exchanges/binance/binance_test.go @@ -1192,11 +1192,14 @@ func TestGetPriceChangeStats(t *testing.T) { func TestGetTickers(t *testing.T) { t.Parallel() - _, err := b.GetTickers(context.Background()) - if err != nil { - t.Error("Binance TestGetTickers error", err) - } + require.NoError(t, err) + + resp, err := b.GetTickers(context.Background(), + currency.NewPair(currency.BTC, currency.USDT), + currency.NewPair(currency.ETH, currency.USDT)) + require.NoError(t, err) + require.Len(t, resp, 2) } func TestGetLatestSpotPrice(t *testing.T) { @@ -2819,7 +2822,7 @@ func TestUpdateOrderExecutionLimits(t *testing.T) { } } -func TestGetFundingRates(t *testing.T) { +func TestGetHistoricalFundingRates(t *testing.T) { t.Parallel() s, e := getTime() _, err := b.GetHistoricalFundingRates(context.Background(), &fundingrate.HistoricalRatesRequest{ diff --git a/exchanges/binance/binance_types.go b/exchanges/binance/binance_types.go index 5c11d99e..a70ad4c5 100644 --- a/exchanges/binance/binance_types.go +++ b/exchanges/binance/binance_types.go @@ -300,8 +300,8 @@ type IndexMarkPrice struct { IndexPrice types.Number `json:"indexPrice"` EstimatedSettlePrice types.Number `json:"estimatedSettlePrice"` LastFundingRate types.Number `json:"lastFundingRate"` - NextFundingTime int64 `json:"nextFundingTime"` - Time int64 `json:"time"` + NextFundingTime types.Time `json:"nextFundingTime"` + Time types.Time `json:"time"` } // CandleStick holds kline data @@ -327,25 +327,27 @@ type AveragePrice struct { // PriceChangeStats contains statistics for the last 24 hours trade type PriceChangeStats struct { - Symbol string `json:"symbol"` - PriceChange float64 `json:"priceChange,string"` - PriceChangePercent float64 `json:"priceChangePercent,string"` - WeightedAvgPrice float64 `json:"weightedAvgPrice,string"` - PrevClosePrice float64 `json:"prevClosePrice,string"` - LastPrice float64 `json:"lastPrice,string"` - LastQty float64 `json:"lastQty,string"` - BidPrice float64 `json:"bidPrice,string"` - AskPrice float64 `json:"askPrice,string"` - OpenPrice float64 `json:"openPrice,string"` - HighPrice float64 `json:"highPrice,string"` - LowPrice float64 `json:"lowPrice,string"` - Volume float64 `json:"volume,string"` - QuoteVolume float64 `json:"quoteVolume,string"` - OpenTime time.Time `json:"openTime"` - CloseTime time.Time `json:"closeTime"` - FirstID int64 `json:"firstId"` - LastID int64 `json:"lastId"` - Count int64 `json:"count"` + Symbol string `json:"symbol"` + PriceChange types.Number `json:"priceChange"` + PriceChangePercent types.Number `json:"priceChangePercent"` + WeightedAvgPrice types.Number `json:"weightedAvgPrice"` + PrevClosePrice types.Number `json:"prevClosePrice"` + LastPrice types.Number `json:"lastPrice"` + LastQty types.Number `json:"lastQty"` + BidPrice types.Number `json:"bidPrice"` + AskPrice types.Number `json:"askPrice"` + BidQuantity types.Number `json:"bidQty"` + AskQuantity types.Number `json:"askQty"` + OpenPrice types.Number `json:"openPrice"` + HighPrice types.Number `json:"highPrice"` + LowPrice types.Number `json:"lowPrice"` + Volume types.Number `json:"volume"` + QuoteVolume types.Number `json:"quoteVolume"` + OpenTime time.Time `json:"openTime"` + CloseTime time.Time `json:"closeTime"` + FirstID int64 `json:"firstId"` + LastID int64 `json:"lastId"` + Count int64 `json:"count"` } // SymbolPrice holds basic symbol price diff --git a/exchanges/binance/binance_ufutures.go b/exchanges/binance/binance_ufutures.go index 075f99a5..38bbfe6d 100644 --- a/exchanges/binance/binance_ufutures.go +++ b/exchanges/binance/binance_ufutures.go @@ -102,16 +102,14 @@ func (b *Binance) UFuturesOrderbook(ctx context.Context, symbol currency.Pair, l params.Set("limit", strLimit) } - rateBudget := uFuturesDefaultRate + rateBudget := uFuturesOrderbook1000Rate switch { case limit == 5, limit == 10, limit == 20, limit == 50: rateBudget = uFuturesOrderbook50Rate case limit >= 100 && limit < 500: rateBudget = uFuturesOrderbook100Rate - case limit >= 500 && limit < 1000: + case limit == 0, limit >= 500 && limit < 1000: rateBudget = uFuturesOrderbook500Rate - case limit == 1000: - rateBudget = uFuturesOrderbook1000Rate } var data OrderbookData diff --git a/exchanges/binance/binance_wrapper.go b/exchanges/binance/binance_wrapper.go index 261ed151..475f2748 100644 --- a/exchanges/binance/binance_wrapper.go +++ b/exchanges/binance/binance_wrapper.go @@ -378,15 +378,15 @@ func (b *Binance) UpdateTickers(ctx context.Context, a asset.Item) error { } err = ticker.ProcessTicker(&ticker.Price{ - Last: tick[y].LastPrice, - High: tick[y].HighPrice, - Low: tick[y].LowPrice, - Bid: tick[y].BidPrice, - Ask: tick[y].AskPrice, - Volume: tick[y].Volume, - QuoteVolume: tick[y].QuoteVolume, - Open: tick[y].OpenPrice, - Close: tick[y].PrevClosePrice, + Last: tick[y].LastPrice.Float64(), + High: tick[y].HighPrice.Float64(), + Low: tick[y].LowPrice.Float64(), + Bid: tick[y].BidPrice.Float64(), + Ask: tick[y].AskPrice.Float64(), + Volume: tick[y].Volume.Float64(), + QuoteVolume: tick[y].QuoteVolume.Float64(), + Open: tick[y].OpenPrice.Float64(), + Close: tick[y].PrevClosePrice.Float64(), Pair: pairFmt, ExchangeName: b.Name, AssetType: a, @@ -435,13 +435,13 @@ func (b *Binance) UpdateTickers(ctx context.Context, a asset.Item) error { return err } err = ticker.ProcessTicker(&ticker.Price{ - Last: tick[y].LastPrice, - High: tick[y].HighPrice, - Low: tick[y].LowPrice, - Volume: tick[y].Volume, - QuoteVolume: tick[y].QuoteVolume, - Open: tick[y].OpenPrice, - Close: tick[y].PrevClosePrice, + Last: tick[y].LastPrice.Float64(), + High: tick[y].HighPrice.Float64(), + Low: tick[y].LowPrice.Float64(), + Volume: tick[y].Volume.Float64(), + QuoteVolume: tick[y].QuoteVolume.Float64(), + Open: tick[y].OpenPrice.Float64(), + Close: tick[y].PrevClosePrice.Float64(), Pair: cp, ExchangeName: b.Name, AssetType: a, @@ -468,15 +468,15 @@ func (b *Binance) UpdateTicker(ctx context.Context, p currency.Pair, a asset.Ite return nil, err } err = ticker.ProcessTicker(&ticker.Price{ - Last: tick.LastPrice, - High: tick.HighPrice, - Low: tick.LowPrice, - Bid: tick.BidPrice, - Ask: tick.AskPrice, - Volume: tick.Volume, - QuoteVolume: tick.QuoteVolume, - Open: tick.OpenPrice, - Close: tick.PrevClosePrice, + Last: tick.LastPrice.Float64(), + High: tick.HighPrice.Float64(), + Low: tick.LowPrice.Float64(), + Bid: tick.BidPrice.Float64(), + Ask: tick.AskPrice.Float64(), + Volume: tick.Volume.Float64(), + QuoteVolume: tick.QuoteVolume.Float64(), + Open: tick.OpenPrice.Float64(), + Close: tick.PrevClosePrice.Float64(), Pair: p, ExchangeName: b.Name, AssetType: a, @@ -510,13 +510,13 @@ func (b *Binance) UpdateTicker(ctx context.Context, p currency.Pair, a asset.Ite return nil, err } err = ticker.ProcessTicker(&ticker.Price{ - Last: tick[0].LastPrice, - High: tick[0].HighPrice, - Low: tick[0].LowPrice, - Volume: tick[0].Volume, - QuoteVolume: tick[0].QuoteVolume, - Open: tick[0].OpenPrice, - Close: tick[0].PrevClosePrice, + Last: tick[0].LastPrice.Float64(), + High: tick[0].HighPrice.Float64(), + Low: tick[0].LowPrice.Float64(), + Volume: tick[0].Volume.Float64(), + QuoteVolume: tick[0].QuoteVolume.Float64(), + Open: tick[0].OpenPrice.Float64(), + Close: tick[0].PrevClosePrice.Float64(), Pair: p, ExchangeName: b.Name, AssetType: a, @@ -2002,7 +2002,6 @@ func (b *Binance) GetLatestFundingRates(ctx context.Context, r *fundingrate.Late if err != nil { return nil, err } - mp, err = b.UGetMarkPrice(ctx, fPair) if err != nil { return nil, err @@ -2026,7 +2025,7 @@ func (b *Binance) GetLatestFundingRates(ctx context.Context, r *fundingrate.Late if !isPerp { continue } - var fundingRateFrequency int64 + var fundingRateFrequency int64 = 8 for x := range fri { if fri[x].Symbol != mp[i].Symbol { continue @@ -2034,14 +2033,15 @@ func (b *Binance) GetLatestFundingRates(ctx context.Context, r *fundingrate.Late fundingRateFrequency = fri[x].FundingIntervalHours break } - nft := time.UnixMilli(mp[i].NextFundingTime) + nft := mp[i].NextFundingTime.Time() + cft := nft.Add(-time.Hour * time.Duration(fundingRateFrequency)) rate := fundingrate.LatestRateResponse{ TimeChecked: time.Now(), Exchange: b.Name, Asset: r.Asset, Pair: cp, LatestRate: fundingrate.Rate{ - Time: time.UnixMilli(mp[i].Time).Truncate(time.Hour * time.Duration(fundingRateFrequency)), + Time: cft, Rate: decimal.NewFromFloat(mp[i].LastFundingRate), }, } @@ -2055,17 +2055,16 @@ func (b *Binance) GetLatestFundingRates(ctx context.Context, r *fundingrate.Late } return resp, nil case asset.CoinMarginedFutures: - var mp []IndexMarkPrice - mp, err = b.GetIndexAndMarkPrice(ctx, fPair.String(), "") - if err != nil { - return nil, err - } var fri []FundingRateInfoResponse fri, err = b.GetFundingRateInfo(ctx) if err != nil { return nil, err } - + var mp []IndexMarkPrice + mp, err = b.GetIndexAndMarkPrice(ctx, fPair.String(), "") + if err != nil { + return nil, err + } resp := make([]fundingrate.LatestRateResponse, 0, len(mp)) for i := range mp { var cp currency.Pair @@ -2081,7 +2080,7 @@ func (b *Binance) GetLatestFundingRates(ctx context.Context, r *fundingrate.Late if !isPerp { continue } - var fundingRateFrequency int64 + var fundingRateFrequency int64 = 8 for x := range fri { if fri[x].Symbol != mp[i].Symbol { continue @@ -2089,14 +2088,15 @@ func (b *Binance) GetLatestFundingRates(ctx context.Context, r *fundingrate.Late fundingRateFrequency = fri[x].FundingIntervalHours break } - nft := time.UnixMilli(mp[i].NextFundingTime) + nft := mp[i].NextFundingTime.Time() + cft := nft.Add(-time.Hour * time.Duration(fundingRateFrequency)) rate := fundingrate.LatestRateResponse{ TimeChecked: time.Now(), Exchange: b.Name, Asset: r.Asset, Pair: cp, LatestRate: fundingrate.Rate{ - Time: time.UnixMilli(mp[i].Time).Truncate(time.Duration(fundingRateFrequency) * time.Hour), + Time: cft, Rate: mp[i].LastFundingRate.Decimal(), }, } @@ -2148,7 +2148,7 @@ func (b *Binance) GetHistoricalFundingRates(ctx context.Context, r *fundingrate. if err != nil { return nil, err } - var fundingRateFrequency int64 + var fundingRateFrequency int64 = 8 fps := fPair.String() for x := range fri { if fri[x].Symbol != fps { @@ -2180,10 +2180,10 @@ func (b *Binance) GetHistoricalFundingRates(ctx context.Context, r *fundingrate. return nil, err } pairRate.LatestRate = fundingrate.Rate{ - Time: time.UnixMilli(mp[len(mp)-1].Time).Truncate(time.Duration(fundingRateFrequency) * time.Hour), + Time: mp[len(mp)-1].Time.Time().Truncate(time.Duration(fundingRateFrequency) * time.Hour), Rate: decimal.NewFromFloat(mp[len(mp)-1].LastFundingRate), } - pairRate.TimeOfNextRate = time.UnixMilli(mp[len(mp)-1].NextFundingTime) + pairRate.TimeOfNextRate = mp[len(mp)-1].NextFundingTime.Time() if r.IncludePayments { var income []UAccountIncomeHistory income, err = b.UAccountIncomeHistory(ctx, fPair, "FUNDING_FEE", int64(requestLimit), r.StartDate, r.EndDate) @@ -2214,7 +2214,7 @@ func (b *Binance) GetHistoricalFundingRates(ctx context.Context, r *fundingrate. if err != nil { return nil, err } - var fundingRateFrequency int64 + var fundingRateFrequency int64 = 8 fps := fPair.String() for x := range fri { if fri[x].Symbol != fps { @@ -2246,10 +2246,10 @@ func (b *Binance) GetHistoricalFundingRates(ctx context.Context, r *fundingrate. return nil, err } pairRate.LatestRate = fundingrate.Rate{ - Time: time.UnixMilli(mp[len(mp)-1].Time).Truncate(time.Duration(fundingRateFrequency) * time.Hour), + Time: mp[len(mp)-1].NextFundingTime.Time().Add(-time.Hour * time.Duration(fundingRateFrequency)), Rate: mp[len(mp)-1].LastFundingRate.Decimal(), } - pairRate.TimeOfNextRate = time.UnixMilli(mp[len(mp)-1].NextFundingTime) + pairRate.TimeOfNextRate = mp[len(mp)-1].NextFundingTime.Time() if r.IncludePayments { var income []FuturesIncomeHistoryData income, err = b.FuturesIncomeHistory(ctx, fPair, "FUNDING_FEE", r.StartDate, r.EndDate, int64(requestLimit)) @@ -2259,7 +2259,7 @@ func (b *Binance) GetHistoricalFundingRates(ctx context.Context, r *fundingrate. for j := range income { for x := range pairRate.FundingRates { tt := time.UnixMilli(income[j].Timestamp) - tt = tt.Truncate(time.Duration(fundingRateFrequency) * time.Hour) + tt = tt.Truncate(8 * time.Hour) if !tt.Equal(pairRate.FundingRates[x].Time) { continue } @@ -2897,7 +2897,6 @@ func (b *Binance) GetFuturesContractDetails(ctx context.Context, item asset.Item if err != nil { return nil, err } - ei, err := b.UExchangeInfo(ctx) if err != nil { return nil, err diff --git a/exchanges/binance/ratelimit.go b/exchanges/binance/ratelimit.go index 616a084a..332075ac 100644 --- a/exchanges/binance/ratelimit.go +++ b/exchanges/binance/ratelimit.go @@ -11,19 +11,19 @@ const ( // Global dictates the max rate limit for general request items which is // 1200 requests per minute spotInterval = time.Minute - spotRequestRate = 1200 + spotRequestRate = 6000 // Order related limits which are segregated from the global rate limits // 100 requests per 10 seconds and max 100000 requests per day. spotOrderInterval = 10 * time.Second spotOrderRequestRate = 100 cFuturesInterval = time.Minute - cFuturesRequestRate = 6000 + cFuturesRequestRate = 2400 cFuturesOrderInterval = time.Minute cFuturesOrderRequestRate = 1200 uFuturesInterval = time.Minute uFuturesRequestRate = 2400 - uFuturesOrderInterval = time.Minute - uFuturesOrderRequestRate = 1200 + uFuturesOrderInterval = time.Second * 10 + uFuturesOrderRequestRate = 300 ) // Binance Spot rate limits @@ -32,11 +32,14 @@ const ( spotExchangeInfo spotHistoricalTradesRate spotOrderbookDepth500Rate + spotOrderbookDepth100Rate spotOrderbookDepth1000Rate spotOrderbookDepth5000Rate spotOrderbookTickerAllRate - spotPriceChangeAllRate - spotSymbolPriceAllRate + spotTicker1Rate + spotTicker20Rate + spotTicker100Rate + spotTickerAllRate spotOpenOrdersAllRate spotOpenOrdersSpecificRate spotOrderRate @@ -104,14 +107,17 @@ func GetRateLimits() request.RateLimitDefinitions { return request.RateLimitDefinitions{ spotDefaultRate: request.GetRateLimiterWithWeight(spotDefaultLimiter, 1), spotOrderbookTickerAllRate: request.GetRateLimiterWithWeight(spotDefaultLimiter, 2), - spotSymbolPriceAllRate: request.GetRateLimiterWithWeight(spotDefaultLimiter, 2), spotHistoricalTradesRate: request.GetRateLimiterWithWeight(spotDefaultLimiter, 5), - spotOrderbookDepth500Rate: request.GetRateLimiterWithWeight(spotDefaultLimiter, 5), - spotOrderbookDepth1000Rate: request.GetRateLimiterWithWeight(spotDefaultLimiter, 10), + spotOrderbookDepth100Rate: request.GetRateLimiterWithWeight(spotDefaultLimiter, 5), + spotOrderbookDepth500Rate: request.GetRateLimiterWithWeight(spotDefaultLimiter, 25), + spotOrderbookDepth1000Rate: request.GetRateLimiterWithWeight(spotDefaultLimiter, 50), + spotOrderbookDepth5000Rate: request.GetRateLimiterWithWeight(spotDefaultLimiter, 250), spotAccountInformationRate: request.GetRateLimiterWithWeight(spotDefaultLimiter, 10), spotExchangeInfo: request.GetRateLimiterWithWeight(spotDefaultLimiter, 10), - spotPriceChangeAllRate: request.GetRateLimiterWithWeight(spotDefaultLimiter, 40), - spotOrderbookDepth5000Rate: request.GetRateLimiterWithWeight(spotDefaultLimiter, 50), + spotTicker1Rate: request.GetRateLimiterWithWeight(spotDefaultLimiter, 2), + spotTicker20Rate: request.GetRateLimiterWithWeight(spotDefaultLimiter, 2), + spotTicker100Rate: request.GetRateLimiterWithWeight(spotDefaultLimiter, 40), + spotTickerAllRate: request.GetRateLimiterWithWeight(spotDefaultLimiter, 80), spotOrderRate: request.GetRateLimiterWithWeight(spotOrderLimiter, 1), spotOrderQueryRate: request.GetRateLimiterWithWeight(spotOrderLimiter, 2), spotOpenOrdersSpecificRate: request.GetRateLimiterWithWeight(spotOrderLimiter, 3), @@ -120,14 +126,14 @@ func GetRateLimits() request.RateLimitDefinitions { uFuturesDefaultRate: request.GetRateLimiterWithWeight(usdMarginedFuturesLimiter, 1), uFuturesKline100Rate: request.GetRateLimiterWithWeight(usdMarginedFuturesLimiter, 1), uFuturesOrderbook50Rate: request.GetRateLimiterWithWeight(usdMarginedFuturesLimiter, 2), + uFuturesOrderbook100Rate: request.GetRateLimiterWithWeight(usdMarginedFuturesLimiter, 5), + uFuturesOrderbook500Rate: request.GetRateLimiterWithWeight(usdMarginedFuturesLimiter, 10), + uFuturesOrderbook1000Rate: request.GetRateLimiterWithWeight(usdMarginedFuturesLimiter, 20), uFuturesKline500Rate: request.GetRateLimiterWithWeight(usdMarginedFuturesLimiter, 2), uFuturesOrderbookTickerAllRate: request.GetRateLimiterWithWeight(usdMarginedFuturesLimiter, 2), - uFuturesOrderbook100Rate: request.GetRateLimiterWithWeight(usdMarginedFuturesLimiter, 5), uFuturesKline1000Rate: request.GetRateLimiterWithWeight(usdMarginedFuturesLimiter, 5), uFuturesAccountInformationRate: request.GetRateLimiterWithWeight(usdMarginedFuturesLimiter, 5), - uFuturesOrderbook500Rate: request.GetRateLimiterWithWeight(usdMarginedFuturesLimiter, 10), uFuturesKlineMaxRate: request.GetRateLimiterWithWeight(usdMarginedFuturesLimiter, 10), - uFuturesOrderbook1000Rate: request.GetRateLimiterWithWeight(usdMarginedFuturesLimiter, 20), uFuturesHistoricalTradesRate: request.GetRateLimiterWithWeight(usdMarginedFuturesLimiter, 20), uFuturesTickerPriceHistoryRate: request.GetRateLimiterWithWeight(usdMarginedFuturesLimiter, 40), uFuturesOrdersDefaultRate: request.GetRateLimiterWithWeight(usdMarginedFuturesOrdersLimiter, 1), @@ -178,7 +184,7 @@ func openOrdersLimit(symbol string) request.EndpointLimit { func orderbookLimit(depth int) request.EndpointLimit { switch { case depth <= 100: - return spotDefaultRate + return spotOrderbookDepth100Rate case depth <= 500: return spotOrderbookDepth500Rate case depth <= 1000: diff --git a/exchanges/binance/ratelimit_test.go b/exchanges/binance/ratelimit_test.go index 4c72898a..4b50e8d9 100644 --- a/exchanges/binance/ratelimit_test.go +++ b/exchanges/binance/ratelimit_test.go @@ -21,11 +21,11 @@ func TestRateLimit_Limit(t *testing.T) { Deadline time.Time }{ "Open Orders": {Expected: spotOpenOrdersSpecificRate, Limit: openOrdersLimit(symbol)}, - "Orderbook Depth 5": {Expected: spotDefaultRate, Limit: orderbookLimit(5)}, - "Orderbook Depth 10": {Expected: spotDefaultRate, Limit: orderbookLimit(10)}, - "Orderbook Depth 20": {Expected: spotDefaultRate, Limit: orderbookLimit(20)}, - "Orderbook Depth 50": {Expected: spotDefaultRate, Limit: orderbookLimit(50)}, - "Orderbook Depth 100": {Expected: spotDefaultRate, Limit: orderbookLimit(100)}, + "Orderbook Depth 5": {Expected: spotOrderbookDepth100Rate, Limit: orderbookLimit(5)}, + "Orderbook Depth 10": {Expected: spotOrderbookDepth100Rate, Limit: orderbookLimit(10)}, + "Orderbook Depth 20": {Expected: spotOrderbookDepth100Rate, Limit: orderbookLimit(20)}, + "Orderbook Depth 50": {Expected: spotOrderbookDepth100Rate, Limit: orderbookLimit(50)}, + "Orderbook Depth 100": {Expected: spotOrderbookDepth100Rate, Limit: orderbookLimit(100)}, "Orderbook Depth 500": {Expected: spotOrderbookDepth500Rate, Limit: orderbookLimit(500)}, "Orderbook Depth 1000": {Expected: spotOrderbookDepth1000Rate, Limit: orderbookLimit(1000)}, "Orderbook Depth 5000": {Expected: spotOrderbookDepth5000Rate, Limit: orderbookLimit(5000)}, @@ -63,7 +63,7 @@ func TestRateLimit_LimitStatic(t *testing.T) { testTable := map[string]request.EndpointLimit{ "Default": spotDefaultRate, "Historical Trades": spotHistoricalTradesRate, - "All Price Changes": spotPriceChangeAllRate, + "All Price Changes": spotTickerAllRate, "All Orders": spotAllOrdersRate, } diff --git a/exchanges/binance/testdata/http.json b/exchanges/binance/testdata/http.json index 4ebbb353..ad52d2ce 100644 --- a/exchanges/binance/testdata/http.json +++ b/exchanges/binance/testdata/http.json @@ -19639,6 +19639,818 @@ "queryString": "limit=1000\u0026symbol=BTCUSDT", "bodyParams": "", 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EstimatedSettlePrice float64 `json:"estimatedSettlePrice,string"` + NextFundingTime types.Time `json:"nextFundingTime"` + Time types.Time `json:"time"` } // FundingRateInfoResponse stores funding rate info