Improve request package and adjust bitfinex rate limiter

Fixes: https://github.com/thrasher-/gocryptotrader/issues/147

exchanges/bitfinex/bitfinex_test.go

@@ -35,8 +35,8 @@ func TestSetup(t *testing.T) {
 	}
 	b.AuthenticatedAPISupport = true
 	// custom rate limit for testing
-	b.Requester.SetRateLimit(true, time.Second*20, 1)
-	b.Requester.SetRateLimit(false, time.Second*20, 1)
+	b.Requester.SetRateLimit(true, time.Millisecond*300, 1)
+	b.Requester.SetRateLimit(false, time.Millisecond*300, 1)
 }
 
 func TestGetPlatformStatus(t *testing.T) {

exchanges/request/request.go

@@ -15,14 +15,20 @@ import (
 
 var supportedMethods = []string{"GET", "POST", "HEAD", "PUT", "DELETE", "OPTIONS", "CONNECT"}
 
+const (
+	maxRequestJobs = 50
+)
+
 // Requester struct for the request client
 type Requester struct {
-	HTTPClient  *http.Client
-	UnauthLimit *RateLimit
-	AuthLimit   *RateLimit
-	Name        string
-	Cycle       time.Time
-	m           sync.Mutex
+	HTTPClient    *http.Client
+	UnauthLimit   *RateLimit
+	AuthLimit     *RateLimit
+	Name          string
+	Cycle         time.Time
+	m             sync.Mutex
+	Jobs          chan Job
+	WorkerStarted bool
 }
 
 // RateLimit struct
@@ -33,6 +39,25 @@ type RateLimit struct {
 	Mutex    sync.Mutex
 }
 
+// JobResult holds a request job result
+type JobResult struct {
+	Error  error
+	Result interface{}
+}
+
+// Job holds a request job
+type Job struct {
+	Request     *http.Request
+	Method      string
+	Path        string
+	Headers     map[string]string
+	Body        io.Reader
+	Result      interface{}
+	JobResult   chan *JobResult
+	AuthRequest bool
+	Verbose     bool
+}
+
 // NewRateLimit creates a new RateLimit
 func NewRateLimit(d time.Duration, rate int) *RateLimit {
 	return &RateLimit{Duration: d, Rate: rate}
@@ -124,7 +149,7 @@ func (r *Requester) IncrementRequests(auth bool) {
 		return
 	}
 
-	reqs := r.AuthLimit.GetRequests()
+	reqs := r.UnauthLimit.GetRequests()
 	reqs++
 	r.UnauthLimit.SetRequests(reqs)
 }
@@ -170,6 +195,7 @@ func New(name string, authLimit, unauthLimit *RateLimit, httpRequester *http.Cli
 		UnauthLimit: unauthLimit,
 		AuthLimit:   authLimit,
 		Name:        name,
+		Jobs:        make(chan Job, maxRequestJobs),
 	}
 }
 
@@ -189,6 +215,8 @@ func (r *Requester) IsValidCycle(auth bool) bool {
 			return true
 		}
 	}
+
+	r.StartCycle()
 	return false
 }
 
@@ -208,7 +236,7 @@ func (r *Requester) checkRequest(method, path string, body io.Reader, headers ma
 // DoRequest performs a HTTP/HTTPS request with the supplied params
 func (r *Requester) DoRequest(req *http.Request, method, path string, headers map[string]string, body io.Reader, result interface{}, authRequest, verbose bool) error {
 	if verbose {
-		log.Printf("%s exchange request path: %s", r.Name, path)
+		log.Printf("%s exchange request path: %s requires rate limiter: %v", r.Name, path, r.RequiresRateLimiter())
 	}
 
 	resp, err := r.HTTPClient.Do(req)
@@ -244,6 +272,46 @@ func (r *Requester) DoRequest(req *http.Request, method, path string, headers ma
 	return nil
 }
 
+func (r *Requester) worker() {
+	for {
+		for x := range r.Jobs {
+			if !r.IsRateLimited(x.AuthRequest) {
+				r.IncrementRequests(x.AuthRequest)
+
+				err := r.DoRequest(x.Request, x.Method, x.Path, x.Headers, x.Body, x.Result, x.AuthRequest, x.Verbose)
+				x.JobResult <- &JobResult{
+					Error:  err,
+					Result: x.Result,
+				}
+			} else {
+				limit := r.GetRateLimit(x.AuthRequest)
+				diff := limit.GetDuration() - time.Since(r.Cycle)
+				if x.Verbose {
+					log.Printf("%s request. Rate limited! Sleeping for %v", r.Name, diff)
+				}
+				time.Sleep(diff)
+
+				for {
+					if !r.IsRateLimited(x.AuthRequest) {
+						r.IncrementRequests(x.AuthRequest)
+
+						if x.Verbose {
+							log.Printf("%s request. No longer rate limited! Doing request", r.Name)
+						}
+
+						err := r.DoRequest(x.Request, x.Method, x.Path, x.Headers, x.Body, x.Result, x.AuthRequest, x.Verbose)
+						x.JobResult <- &JobResult{
+							Error:  err,
+							Result: x.Result,
+						}
+						break
+					}
+				}
+			}
+		}
+	}
+}
+
 // SendPayload handles sending HTTP/HTTPS requests
 func (r *Requester) SendPayload(method, path string, headers map[string]string, body io.Reader, result interface{}, authRequest, verbose bool) error {
 	if r == nil || r.Name == "" {
@@ -267,33 +335,44 @@ func (r *Requester) SendPayload(method, path string, headers map[string]string,
 		return r.DoRequest(req, method, path, headers, body, result, authRequest, verbose)
 	}
 
+	if len(r.Jobs) == maxRequestJobs {
+		return errors.New("max request jobs reached")
+	}
+
 	r.m.Lock()
-	if r.Cycle.IsZero() || !r.IsValidCycle(authRequest) {
+	if !r.WorkerStarted {
 		r.StartCycle()
+		r.WorkerStarted = true
+		go r.worker()
 	}
 	r.m.Unlock()
 
-	if !r.IsRateLimited(authRequest) && r.IsValidCycle(authRequest) {
-		r.IncrementRequests(authRequest)
-		return r.DoRequest(req, method, path, headers, body, result, authRequest, verbose)
+	jobResult := make(chan *JobResult)
+
+	newJob := Job{
+		Request:     req,
+		Method:      method,
+		Path:        path,
+		Headers:     headers,
+		Body:        body,
+		Result:      result,
+		JobResult:   jobResult,
+		AuthRequest: authRequest,
+		Verbose:     verbose,
 	}
 
-	r.m.Lock()
-	for r.IsRateLimited(authRequest) {
-		limit := r.GetRateLimit(authRequest)
-		diff := limit.GetDuration() - time.Since(r.Cycle)
-		log.Printf("%s IS RATE LIMITED. SLEEPING FOR %v", r.Name, diff)
-		time.Sleep(diff)
-
-		if !r.IsValidCycle(authRequest) {
-			r.StartCycle()
-		}
-
-		if !r.IsRateLimited(authRequest) && r.IsValidCycle(authRequest) {
-			r.IncrementRequests(authRequest)
-			r.m.Unlock()
-			return r.DoRequest(req, method, path, headers, body, result, authRequest, verbose)
-		}
+	if verbose {
+		log.Printf("%s request. Attaching new job.", r.Name)
 	}
-	return nil
+	r.Jobs <- newJob
+
+	if verbose {
+		log.Printf("%s request. Waiting for job to complete.", r.Name)
+	}
+	resp := <-newJob.JobResult
+
+	if verbose {
+		log.Printf("%s request. Job complete.", r.Name)
+	}
+	return resp.Error
 }