mirror of
https://github.com/d0zingcat/gocryptotrader.git
synced 2026-05-13 23:16:45 +00:00
85ecd0d4b8
* 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
196 lines
9.9 KiB
Go
196 lines
9.9 KiB
Go
package binance
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import (
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"time"
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"github.com/thrasher-corp/gocryptotrader/exchanges/request"
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)
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const (
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// Binance limit rates
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// Global dictates the max rate limit for general request items which is
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// 1200 requests per minute
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spotInterval = time.Minute
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spotRequestRate = 6000
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// Order related limits which are segregated from the global rate limits
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// 100 requests per 10 seconds and max 100000 requests per day.
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spotOrderInterval = 10 * time.Second
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spotOrderRequestRate = 100
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cFuturesInterval = time.Minute
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cFuturesRequestRate = 2400
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cFuturesOrderInterval = time.Minute
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cFuturesOrderRequestRate = 1200
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uFuturesInterval = time.Minute
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uFuturesRequestRate = 2400
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uFuturesOrderInterval = time.Second * 10
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uFuturesOrderRequestRate = 300
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)
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// Binance Spot rate limits
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const (
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spotDefaultRate request.EndpointLimit = iota
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spotExchangeInfo
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spotHistoricalTradesRate
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spotOrderbookDepth500Rate
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spotOrderbookDepth100Rate
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spotOrderbookDepth1000Rate
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spotOrderbookDepth5000Rate
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spotOrderbookTickerAllRate
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spotTicker1Rate
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spotTicker20Rate
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spotTicker100Rate
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spotTickerAllRate
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spotOpenOrdersAllRate
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spotOpenOrdersSpecificRate
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spotOrderRate
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spotOrderQueryRate
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spotAllOrdersRate
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spotAccountInformationRate
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uFuturesDefaultRate
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uFuturesHistoricalTradesRate
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uFuturesSymbolOrdersRate
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uFuturesPairOrdersRate
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uFuturesCurrencyForceOrdersRate
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uFuturesAllForceOrdersRate
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uFuturesIncomeHistoryRate
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uFuturesOrderbook50Rate
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uFuturesOrderbook100Rate
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uFuturesOrderbook500Rate
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uFuturesOrderbook1000Rate
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uFuturesKline100Rate
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uFuturesKline500Rate
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uFuturesKline1000Rate
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uFuturesKlineMaxRate
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uFuturesTickerPriceHistoryRate
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uFuturesOrdersDefaultRate
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uFuturesGetAllOrdersRate
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uFuturesAccountInformationRate
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uFuturesOrderbookTickerAllRate
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uFuturesCountdownCancelRate
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uFuturesBatchOrdersRate
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uFuturesGetAllOpenOrdersRate
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cFuturesDefaultRate
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cFuturesHistoricalTradesRate
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cFuturesTickerPriceHistoryRate
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cFuturesIncomeHistoryRate
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cFuturesOrderbook50Rate
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cFuturesOrderbook100Rate
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cFuturesOrderbook500Rate
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cFuturesOrderbook1000Rate
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cFuturesKline500Rate
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cFuturesKline1000Rate
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cFuturesKlineMaxRate
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cFuturesIndexMarkPriceRate
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cFuturesBatchOrdersRate
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cFuturesCancelAllOrdersRate
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cFuturesGetAllOpenOrdersRate
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cFuturesAllForceOrdersRate
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cFuturesCurrencyForceOrdersRate
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cFuturesPairOrdersRate
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cFuturesSymbolOrdersRate
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cFuturesAccountInformationRate
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cFuturesOrderbookTickerAllRate
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cFuturesOrdersDefaultRate
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uFuturesMultiAssetMarginRate
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uFuturesSetMultiAssetMarginRate
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)
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// GetRateLimits returns the rate limit for the exchange
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func GetRateLimits() request.RateLimitDefinitions {
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spotDefaultLimiter := request.NewRateLimit(spotInterval, spotRequestRate)
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spotOrderLimiter := request.NewRateLimit(spotOrderInterval, spotOrderRequestRate)
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usdMarginedFuturesLimiter := request.NewRateLimit(uFuturesInterval, uFuturesRequestRate)
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usdMarginedFuturesOrdersLimiter := request.NewRateLimit(uFuturesOrderInterval, uFuturesOrderRequestRate)
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coinMarginedFuturesLimiter := request.NewRateLimit(cFuturesInterval, cFuturesRequestRate)
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coinMarginedFuturesOrdersLimiter := request.NewRateLimit(cFuturesOrderInterval, cFuturesOrderRequestRate)
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return request.RateLimitDefinitions{
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spotDefaultRate: request.GetRateLimiterWithWeight(spotDefaultLimiter, 1),
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spotOrderbookTickerAllRate: request.GetRateLimiterWithWeight(spotDefaultLimiter, 2),
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spotHistoricalTradesRate: request.GetRateLimiterWithWeight(spotDefaultLimiter, 5),
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spotOrderbookDepth100Rate: request.GetRateLimiterWithWeight(spotDefaultLimiter, 5),
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spotOrderbookDepth500Rate: request.GetRateLimiterWithWeight(spotDefaultLimiter, 25),
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spotOrderbookDepth1000Rate: request.GetRateLimiterWithWeight(spotDefaultLimiter, 50),
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spotOrderbookDepth5000Rate: request.GetRateLimiterWithWeight(spotDefaultLimiter, 250),
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spotAccountInformationRate: request.GetRateLimiterWithWeight(spotDefaultLimiter, 10),
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spotExchangeInfo: request.GetRateLimiterWithWeight(spotDefaultLimiter, 10),
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spotTicker1Rate: request.GetRateLimiterWithWeight(spotDefaultLimiter, 2),
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spotTicker20Rate: request.GetRateLimiterWithWeight(spotDefaultLimiter, 2),
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spotTicker100Rate: request.GetRateLimiterWithWeight(spotDefaultLimiter, 40),
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spotTickerAllRate: request.GetRateLimiterWithWeight(spotDefaultLimiter, 80),
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spotOrderRate: request.GetRateLimiterWithWeight(spotOrderLimiter, 1),
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spotOrderQueryRate: request.GetRateLimiterWithWeight(spotOrderLimiter, 2),
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spotOpenOrdersSpecificRate: request.GetRateLimiterWithWeight(spotOrderLimiter, 3),
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spotAllOrdersRate: request.GetRateLimiterWithWeight(spotOrderLimiter, 10),
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spotOpenOrdersAllRate: request.GetRateLimiterWithWeight(spotOrderLimiter, 40),
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uFuturesDefaultRate: request.GetRateLimiterWithWeight(usdMarginedFuturesLimiter, 1),
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uFuturesKline100Rate: request.GetRateLimiterWithWeight(usdMarginedFuturesLimiter, 1),
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uFuturesOrderbook50Rate: request.GetRateLimiterWithWeight(usdMarginedFuturesLimiter, 2),
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uFuturesOrderbook100Rate: request.GetRateLimiterWithWeight(usdMarginedFuturesLimiter, 5),
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uFuturesOrderbook500Rate: request.GetRateLimiterWithWeight(usdMarginedFuturesLimiter, 10),
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uFuturesOrderbook1000Rate: request.GetRateLimiterWithWeight(usdMarginedFuturesLimiter, 20),
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uFuturesKline500Rate: request.GetRateLimiterWithWeight(usdMarginedFuturesLimiter, 2),
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uFuturesOrderbookTickerAllRate: request.GetRateLimiterWithWeight(usdMarginedFuturesLimiter, 2),
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uFuturesKline1000Rate: request.GetRateLimiterWithWeight(usdMarginedFuturesLimiter, 5),
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uFuturesAccountInformationRate: request.GetRateLimiterWithWeight(usdMarginedFuturesLimiter, 5),
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uFuturesKlineMaxRate: request.GetRateLimiterWithWeight(usdMarginedFuturesLimiter, 10),
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uFuturesHistoricalTradesRate: request.GetRateLimiterWithWeight(usdMarginedFuturesLimiter, 20),
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uFuturesTickerPriceHistoryRate: request.GetRateLimiterWithWeight(usdMarginedFuturesLimiter, 40),
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uFuturesOrdersDefaultRate: request.GetRateLimiterWithWeight(usdMarginedFuturesOrdersLimiter, 1),
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uFuturesBatchOrdersRate: request.GetRateLimiterWithWeight(usdMarginedFuturesOrdersLimiter, 5),
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uFuturesGetAllOrdersRate: request.GetRateLimiterWithWeight(usdMarginedFuturesOrdersLimiter, 5),
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uFuturesCountdownCancelRate: request.GetRateLimiterWithWeight(usdMarginedFuturesOrdersLimiter, 10),
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uFuturesCurrencyForceOrdersRate: request.GetRateLimiterWithWeight(usdMarginedFuturesOrdersLimiter, 20),
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uFuturesSymbolOrdersRate: request.GetRateLimiterWithWeight(usdMarginedFuturesOrdersLimiter, 20),
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uFuturesIncomeHistoryRate: request.GetRateLimiterWithWeight(usdMarginedFuturesOrdersLimiter, 30),
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uFuturesPairOrdersRate: request.GetRateLimiterWithWeight(usdMarginedFuturesOrdersLimiter, 40),
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uFuturesGetAllOpenOrdersRate: request.GetRateLimiterWithWeight(usdMarginedFuturesOrdersLimiter, 40),
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uFuturesAllForceOrdersRate: request.GetRateLimiterWithWeight(usdMarginedFuturesOrdersLimiter, 50),
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cFuturesDefaultRate: request.GetRateLimiterWithWeight(coinMarginedFuturesLimiter, 1),
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cFuturesKline500Rate: request.GetRateLimiterWithWeight(coinMarginedFuturesLimiter, 2),
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cFuturesOrderbookTickerAllRate: request.GetRateLimiterWithWeight(coinMarginedFuturesLimiter, 2),
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cFuturesKline1000Rate: request.GetRateLimiterWithWeight(coinMarginedFuturesLimiter, 5),
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cFuturesAccountInformationRate: request.GetRateLimiterWithWeight(coinMarginedFuturesLimiter, 5),
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cFuturesKlineMaxRate: request.GetRateLimiterWithWeight(coinMarginedFuturesLimiter, 10),
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cFuturesIndexMarkPriceRate: request.GetRateLimiterWithWeight(coinMarginedFuturesLimiter, 10),
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cFuturesHistoricalTradesRate: request.GetRateLimiterWithWeight(coinMarginedFuturesLimiter, 20),
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cFuturesCurrencyForceOrdersRate: request.GetRateLimiterWithWeight(coinMarginedFuturesLimiter, 20),
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cFuturesTickerPriceHistoryRate: request.GetRateLimiterWithWeight(coinMarginedFuturesLimiter, 40),
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cFuturesAllForceOrdersRate: request.GetRateLimiterWithWeight(coinMarginedFuturesOrdersLimiter, 50),
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cFuturesOrdersDefaultRate: request.GetRateLimiterWithWeight(coinMarginedFuturesOrdersLimiter, 1),
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cFuturesBatchOrdersRate: request.GetRateLimiterWithWeight(coinMarginedFuturesOrdersLimiter, 5),
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cFuturesGetAllOpenOrdersRate: request.GetRateLimiterWithWeight(coinMarginedFuturesOrdersLimiter, 5),
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cFuturesCancelAllOrdersRate: request.GetRateLimiterWithWeight(coinMarginedFuturesOrdersLimiter, 10),
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cFuturesIncomeHistoryRate: request.GetRateLimiterWithWeight(coinMarginedFuturesOrdersLimiter, 20),
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cFuturesSymbolOrdersRate: request.GetRateLimiterWithWeight(coinMarginedFuturesOrdersLimiter, 20),
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cFuturesPairOrdersRate: request.GetRateLimiterWithWeight(coinMarginedFuturesOrdersLimiter, 40),
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cFuturesOrderbook50Rate: request.GetRateLimiterWithWeight(coinMarginedFuturesOrdersLimiter, 2),
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cFuturesOrderbook100Rate: request.GetRateLimiterWithWeight(coinMarginedFuturesOrdersLimiter, 5),
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cFuturesOrderbook500Rate: request.GetRateLimiterWithWeight(coinMarginedFuturesOrdersLimiter, 10),
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cFuturesOrderbook1000Rate: request.GetRateLimiterWithWeight(coinMarginedFuturesOrdersLimiter, 20),
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uFuturesMultiAssetMarginRate: request.GetRateLimiterWithWeight(usdMarginedFuturesLimiter, 30),
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uFuturesSetMultiAssetMarginRate: request.GetRateLimiterWithWeight(usdMarginedFuturesLimiter, 1),
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}
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}
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func openOrdersLimit(symbol string) request.EndpointLimit {
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if symbol == "" {
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return spotOpenOrdersAllRate
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}
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return spotOpenOrdersSpecificRate
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}
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func orderbookLimit(depth int) request.EndpointLimit {
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switch {
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case depth <= 100:
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return spotOrderbookDepth100Rate
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case depth <= 500:
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return spotOrderbookDepth500Rate
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case depth <= 1000:
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return spotOrderbookDepth1000Rate
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}
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return spotOrderbookDepth5000Rate
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}
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