mirror of
https://github.com/d0zingcat/gocryptotrader.git
synced 2026-05-13 23:16:45 +00:00
981a08af83
* bybit: cherry-pickable * bybit: implement fee fetching v5 * bybit: update to use nullable type * bybit: fix some tests * bybit: spell check fix * remove redunant asset dec, and rm output * rm comment code * linter: fixerinos woooo * bybit: constrict rate limit on public spot to v5 * exchanges/bybit/limits: update (CHERRY PICK ME) * glorious: nIIIIIIIIIIIIIIITS * glorious: nits continued * updated comment * update even more * RM LINE! * glorious: nits * Update exchanges/sharedtestvalues/sharedtestvalues.go Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io> * fix --------- Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io> Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>
371 lines
15 KiB
Go
371 lines
15 KiB
Go
package bybit
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import (
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"context"
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"fmt"
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"time"
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"github.com/thrasher-corp/gocryptotrader/exchanges/request"
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"golang.org/x/time/rate"
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)
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const (
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// See: https://bybit-exchange.github.io/docs/v5/rate-limit
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spotInterval = time.Second * 5
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spotRequestRate = 120
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futuresPublicInterval = time.Second
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futuresRequestRate = 50
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spotPrivateInterval = time.Second
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spotPrivateRequestRate = 20
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spotPrivateFeeRequestRate = 10
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futuresInterval = time.Minute
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futuresDefaultRateCount = 100
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futuresOrderRate = 100
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futuresOrderListRate = 600
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futuresExecutionRate = 120
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futuresPositionRateCount = 75
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futuresPositionListRate = 120
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futuresFundingRate = 120
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futuresWalletRate = 120
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futuresAccountRate = 600
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usdcPerpetualPublicRate = 50
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usdcPerpetualCancelAllRate = 1
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usdcPerpetualPrivateRate = 5
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usdcPerpetualInterval = time.Second
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)
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const (
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publicSpotRate request.EndpointLimit = iota
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publicFuturesRate
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privateSpotRate
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privateFeeRate
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cFuturesDefaultRate
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cFuturesCancelActiveOrderRate
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cFuturesCancelAllActiveOrderRate
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cFuturesCreateConditionalOrderRate
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cFuturesCancelConditionalOrderRate
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cFuturesReplaceActiveOrderRate
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cFuturesReplaceConditionalOrderRate
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cFuturesCreateOrderRate
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cFuturesCancelAllConditionalOrderRate
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cFuturesGetActiveOrderRate
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cFuturesGetConditionalOrderRate
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cFuturesGetRealtimeOrderRate
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cFuturesTradeRate
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cFuturesSetLeverageRate
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cFuturesUpdateMarginRate
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cFuturesSetTradingRate
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cFuturesSwitchPositionRate
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cFuturesGetTradingFeeRate
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cFuturesPositionRate
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cFuturesWalletBalanceRate
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cFuturesLastFundingFeeRate
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cFuturesPredictFundingRate
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cFuturesWalletFundRecordRate
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cFuturesWalletWithdrawalRate
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cFuturesAPIKeyInfoRate
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uFuturesDefaultRate
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uFuturesCreateOrderRate
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uFuturesCancelOrderRate
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uFuturesCancelAllOrderRate
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uFuturesCreateConditionalOrderRate
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uFuturesCancelConditionalOrderRate
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uFuturesCancelAllConditionalOrderRate
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uFuturesSetLeverageRate
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uFuturesSwitchMargin
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uFuturesSwitchPosition
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uFuturesSetMarginRate
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uFuturesSetTradingStopRate
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uFuturesUpdateMarginRate
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uFuturesPositionRate
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uFuturesGetClosedTradesRate
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uFuturesGetTradesRate
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uFuturesGetActiveOrderRate
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uFuturesGetActiveRealtimeOrderRate
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uFuturesGetConditionalOrderRate
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uFuturesGetConditionalRealtimeOrderRate
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uFuturesGetMyLastFundingFeeRate
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uFuturesPredictFundingRate
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futuresDefaultRate
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futuresCancelOrderRate
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futuresCreateOrderRate
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futuresReplaceOrderRate
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futuresCancelAllOrderRate
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futuresCancelAllConditionalOrderRate
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futuresReplaceConditionalOrderRate
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futuresCancelConditionalOrderRate
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futuresCreateConditionalOrderRate
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futuresGetActiveOrderRate
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futuresGetConditionalOrderRate
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futuresGetActiveRealtimeOrderRate
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futuresGetConditionalRealtimeOrderRate
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futuresGetTradeRate
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futuresSetLeverageRate
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futuresUpdateMarginRate
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futuresSetTradingStopRate
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futuresSwitchPositionModeRate
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futuresSwitchMarginRate
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futuresSwitchPositionRate
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futuresPositionRate
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usdcPublicRate
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usdcCancelAllOrderRate
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usdcPlaceOrderRate
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usdcModifyOrderRate
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usdcCancelOrderRate
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usdcGetOrderRate
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usdcGetOrderHistoryRate
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usdcGetTradeHistoryRate
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usdcGetTransactionRate
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usdcGetWalletRate
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usdcGetAssetRate
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usdcGetMarginRate
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usdcGetPositionRate
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usdcSetLeverageRate
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usdcGetSettlementRate
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usdcSetRiskRate
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usdcGetPredictedFundingRate
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)
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// RateLimit implements the request.Limiter interface
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type RateLimit struct {
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SpotRate *rate.Limiter
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FuturesRate *rate.Limiter
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PrivateSpotRate *rate.Limiter
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PrivateFeeRate *rate.Limiter
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CMFuturesDefaultRate *rate.Limiter
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CMFuturesOrderRate *rate.Limiter
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CMFuturesOrderListRate *rate.Limiter
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CMFuturesExecutionRate *rate.Limiter
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CMFuturesPositionRate *rate.Limiter
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CMFuturesPositionListRate *rate.Limiter
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CMFuturesFundingRate *rate.Limiter
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CMFuturesWalletRate *rate.Limiter
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CMFuturesAccountRate *rate.Limiter
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UFuturesDefaultRate *rate.Limiter
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UFuturesOrderRate *rate.Limiter
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UFuturesPositionRate *rate.Limiter
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UFuturesPositionListRate *rate.Limiter
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UFuturesOrderListRate *rate.Limiter
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UFuturesFundingRate *rate.Limiter
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FuturesDefaultRate *rate.Limiter
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FuturesOrderRate *rate.Limiter
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FuturesOrderListRate *rate.Limiter
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FuturesExecutionRate *rate.Limiter
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FuturesPositionRate *rate.Limiter
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FuturesPositionListRate *rate.Limiter
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USDCPublic *rate.Limiter
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USDCPlaceOrderRate *rate.Limiter
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USDCModifyOrderRate *rate.Limiter
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USDCCancelOrderRate *rate.Limiter
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USDCCancelAllOrderRate *rate.Limiter
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USDCGetOrderRate *rate.Limiter
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USDCGetOrderHistoryRate *rate.Limiter
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USDCGetTradeHistoryRate *rate.Limiter
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USDCGetTransactionRate *rate.Limiter
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USDCGetWalletRate *rate.Limiter
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USDCGetAssetRate *rate.Limiter
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USDCGetMarginRate *rate.Limiter
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USDCGetPositionRate *rate.Limiter
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USDCSetLeverageRate *rate.Limiter
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USDCGetSettlementRate *rate.Limiter
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USDCSetRiskRate *rate.Limiter
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USDCGetPredictedFundingRate *rate.Limiter
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}
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// Limit executes rate limiting functionality for Binance
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func (r *RateLimit) Limit(ctx context.Context, f request.EndpointLimit) error {
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var limiter *rate.Limiter
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var tokens int
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switch f {
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case publicSpotRate:
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limiter, tokens = r.SpotRate, 1
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case privateSpotRate:
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limiter, tokens = r.PrivateSpotRate, 1
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case privateFeeRate:
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limiter, tokens = r.PrivateFeeRate, 1
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case cFuturesDefaultRate:
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limiter, tokens = r.CMFuturesDefaultRate, 1
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case cFuturesCancelActiveOrderRate, cFuturesCreateConditionalOrderRate, cFuturesCancelConditionalOrderRate, cFuturesReplaceActiveOrderRate,
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cFuturesReplaceConditionalOrderRate, cFuturesCreateOrderRate:
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limiter, tokens = r.CMFuturesOrderRate, 1
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case cFuturesCancelAllActiveOrderRate, cFuturesCancelAllConditionalOrderRate:
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limiter, tokens = r.CMFuturesOrderRate, 10
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case cFuturesGetActiveOrderRate, cFuturesGetConditionalOrderRate, cFuturesGetRealtimeOrderRate:
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limiter, tokens = r.CMFuturesOrderListRate, 1
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case cFuturesTradeRate:
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limiter, tokens = r.CMFuturesExecutionRate, 1
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case cFuturesSetLeverageRate, cFuturesUpdateMarginRate, cFuturesSetTradingRate, cFuturesSwitchPositionRate, cFuturesGetTradingFeeRate:
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limiter, tokens = r.CMFuturesPositionRate, 1
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case cFuturesPositionRate, cFuturesWalletBalanceRate:
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limiter, tokens = r.CMFuturesPositionListRate, 1
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case cFuturesLastFundingFeeRate, cFuturesPredictFundingRate:
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limiter, tokens = r.CMFuturesFundingRate, 1
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case cFuturesWalletFundRecordRate, cFuturesWalletWithdrawalRate:
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limiter, tokens = r.CMFuturesWalletRate, 1
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case cFuturesAPIKeyInfoRate:
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limiter, tokens = r.CMFuturesAccountRate, 1
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case uFuturesDefaultRate:
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limiter, tokens = r.UFuturesDefaultRate, 1
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case uFuturesCreateOrderRate, uFuturesCancelOrderRate, uFuturesCreateConditionalOrderRate, uFuturesCancelConditionalOrderRate:
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limiter, tokens = r.UFuturesOrderRate, 1
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case uFuturesCancelAllOrderRate, uFuturesCancelAllConditionalOrderRate:
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limiter, tokens = r.UFuturesOrderRate, 10
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case uFuturesSetLeverageRate, uFuturesSwitchMargin, uFuturesSwitchPosition, uFuturesSetMarginRate, uFuturesSetTradingStopRate, uFuturesUpdateMarginRate:
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limiter, tokens = r.UFuturesPositionRate, 1
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case uFuturesPositionRate, uFuturesGetClosedTradesRate, uFuturesGetTradesRate:
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limiter, tokens = r.UFuturesPositionListRate, 1
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case uFuturesGetActiveOrderRate, uFuturesGetActiveRealtimeOrderRate, uFuturesGetConditionalOrderRate, uFuturesGetConditionalRealtimeOrderRate:
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limiter, tokens = r.UFuturesOrderListRate, 1
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case uFuturesGetMyLastFundingFeeRate, uFuturesPredictFundingRate:
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limiter, tokens = r.UFuturesFundingRate, 1
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case futuresDefaultRate:
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limiter, tokens = r.FuturesDefaultRate, 1
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case futuresCancelOrderRate, futuresCreateOrderRate, futuresReplaceOrderRate, futuresReplaceConditionalOrderRate, futuresCancelConditionalOrderRate,
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futuresCreateConditionalOrderRate:
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limiter, tokens = r.FuturesOrderRate, 1
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case futuresCancelAllOrderRate, futuresCancelAllConditionalOrderRate:
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limiter, tokens = r.FuturesOrderRate, 10
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case futuresGetActiveOrderRate, futuresGetConditionalOrderRate, futuresGetActiveRealtimeOrderRate, futuresGetConditionalRealtimeOrderRate:
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limiter, tokens = r.FuturesOrderListRate, 1
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case futuresGetTradeRate:
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limiter, tokens = r.FuturesExecutionRate, 1
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case futuresSetLeverageRate, futuresUpdateMarginRate, futuresSetTradingStopRate, futuresSwitchPositionModeRate, futuresSwitchMarginRate, futuresSwitchPositionRate:
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limiter, tokens = r.FuturesPositionRate, 1
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case futuresPositionRate:
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limiter, tokens = r.FuturesPositionListRate, 1
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case usdcPublicRate:
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limiter, tokens = r.USDCPublic, 1
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case usdcCancelAllOrderRate:
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limiter, tokens = r.USDCCancelAllOrderRate, 1
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case usdcPlaceOrderRate:
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limiter, tokens = r.USDCPlaceOrderRate, 1
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case usdcModifyOrderRate:
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limiter, tokens = r.USDCModifyOrderRate, 1
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case usdcCancelOrderRate:
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limiter, tokens = r.USDCCancelOrderRate, 1
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case usdcGetOrderRate:
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limiter, tokens = r.USDCGetOrderRate, 1
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case usdcGetOrderHistoryRate:
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limiter, tokens = r.USDCGetOrderHistoryRate, 1
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case usdcGetTradeHistoryRate:
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limiter, tokens = r.USDCGetTradeHistoryRate, 1
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case usdcGetTransactionRate:
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limiter, tokens = r.USDCGetTransactionRate, 1
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case usdcGetWalletRate:
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limiter, tokens = r.USDCGetWalletRate, 1
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case usdcGetAssetRate:
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limiter, tokens = r.USDCGetAssetRate, 1
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case usdcGetMarginRate:
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limiter, tokens = r.USDCGetMarginRate, 1
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case usdcGetPositionRate:
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limiter, tokens = r.USDCGetPositionRate, 1
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case usdcSetLeverageRate:
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limiter, tokens = r.USDCSetLeverageRate, 1
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case usdcGetSettlementRate:
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limiter, tokens = r.USDCGetSettlementRate, 1
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case usdcSetRiskRate:
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limiter, tokens = r.USDCSetRiskRate, 1
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case usdcGetPredictedFundingRate:
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limiter, tokens = r.USDCGetPredictedFundingRate, 1
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default:
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limiter, tokens = r.SpotRate, 1
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}
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var finalDelay time.Duration
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var reserves = make([]*rate.Reservation, tokens)
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for i := 0; i < tokens; i++ {
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// Consume tokens 1 at a time as this avoids needing burst capacity in the limiter,
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// which would otherwise allow the rate limit to be exceeded over short periods
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reserves[i] = limiter.Reserve()
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finalDelay = limiter.Reserve().Delay()
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}
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if dl, ok := ctx.Deadline(); ok && dl.Before(time.Now().Add(finalDelay)) {
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// Cancel all potential reservations to free up rate limiter if deadline
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// is exceeded.
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for x := range reserves {
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reserves[x].Cancel()
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}
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return fmt.Errorf("rate limit delay of %s will exceed deadline: %w",
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finalDelay,
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context.DeadlineExceeded)
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}
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time.Sleep(finalDelay)
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return nil
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}
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// SetRateLimit returns the rate limit for the exchange
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func SetRateLimit() *RateLimit {
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return &RateLimit{
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SpotRate: request.NewRateLimit(spotInterval, spotRequestRate),
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FuturesRate: request.NewRateLimit(futuresPublicInterval, futuresRequestRate),
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PrivateSpotRate: request.NewRateLimit(spotPrivateInterval, spotPrivateRequestRate),
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PrivateFeeRate: request.NewRateLimit(spotPrivateInterval, spotPrivateFeeRequestRate),
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CMFuturesDefaultRate: request.NewRateLimit(futuresInterval, futuresDefaultRateCount),
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CMFuturesOrderRate: request.NewRateLimit(futuresInterval, futuresOrderRate),
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CMFuturesOrderListRate: request.NewRateLimit(futuresInterval, futuresOrderListRate),
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CMFuturesExecutionRate: request.NewRateLimit(futuresInterval, futuresExecutionRate),
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CMFuturesPositionRate: request.NewRateLimit(futuresInterval, futuresPositionRateCount),
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CMFuturesPositionListRate: request.NewRateLimit(futuresInterval, futuresPositionListRate),
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CMFuturesFundingRate: request.NewRateLimit(futuresInterval, futuresFundingRate),
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CMFuturesWalletRate: request.NewRateLimit(futuresInterval, futuresWalletRate),
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CMFuturesAccountRate: request.NewRateLimit(futuresInterval, futuresAccountRate),
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UFuturesDefaultRate: request.NewRateLimit(futuresInterval, futuresDefaultRateCount),
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UFuturesOrderRate: request.NewRateLimit(futuresInterval, futuresOrderRate),
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UFuturesPositionRate: request.NewRateLimit(futuresInterval, futuresPositionRateCount),
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UFuturesPositionListRate: request.NewRateLimit(futuresInterval, futuresPositionListRate),
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UFuturesOrderListRate: request.NewRateLimit(futuresInterval, futuresOrderListRate),
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UFuturesFundingRate: request.NewRateLimit(futuresInterval, futuresFundingRate),
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FuturesDefaultRate: request.NewRateLimit(futuresInterval, futuresDefaultRateCount),
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FuturesOrderRate: request.NewRateLimit(futuresInterval, futuresOrderRate),
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FuturesOrderListRate: request.NewRateLimit(futuresInterval, futuresOrderListRate),
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FuturesExecutionRate: request.NewRateLimit(futuresInterval, futuresExecutionRate),
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FuturesPositionRate: request.NewRateLimit(futuresInterval, futuresPositionRateCount),
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FuturesPositionListRate: request.NewRateLimit(futuresInterval, futuresPositionListRate),
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USDCPublic: request.NewRateLimit(usdcPerpetualInterval, usdcPerpetualPublicRate),
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USDCPlaceOrderRate: request.NewRateLimit(usdcPerpetualInterval, usdcPerpetualPrivateRate),
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USDCModifyOrderRate: request.NewRateLimit(usdcPerpetualInterval, usdcPerpetualPrivateRate),
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USDCCancelOrderRate: request.NewRateLimit(usdcPerpetualInterval, usdcPerpetualPrivateRate),
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USDCCancelAllOrderRate: request.NewRateLimit(usdcPerpetualInterval, usdcPerpetualCancelAllRate),
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USDCGetOrderRate: request.NewRateLimit(usdcPerpetualInterval, usdcPerpetualPrivateRate),
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USDCGetOrderHistoryRate: request.NewRateLimit(usdcPerpetualInterval, usdcPerpetualPrivateRate),
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USDCGetTradeHistoryRate: request.NewRateLimit(usdcPerpetualInterval, usdcPerpetualPrivateRate),
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USDCGetTransactionRate: request.NewRateLimit(usdcPerpetualInterval, usdcPerpetualPrivateRate),
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USDCGetWalletRate: request.NewRateLimit(usdcPerpetualInterval, usdcPerpetualPrivateRate),
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USDCGetAssetRate: request.NewRateLimit(usdcPerpetualInterval, usdcPerpetualPrivateRate),
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USDCGetMarginRate: request.NewRateLimit(usdcPerpetualInterval, usdcPerpetualPrivateRate),
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USDCGetPositionRate: request.NewRateLimit(usdcPerpetualInterval, usdcPerpetualPrivateRate),
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USDCSetLeverageRate: request.NewRateLimit(usdcPerpetualInterval, usdcPerpetualPrivateRate),
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USDCGetSettlementRate: request.NewRateLimit(usdcPerpetualInterval, usdcPerpetualPrivateRate),
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USDCSetRiskRate: request.NewRateLimit(usdcPerpetualInterval, usdcPerpetualPrivateRate),
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USDCGetPredictedFundingRate: request.NewRateLimit(usdcPerpetualInterval, usdcPerpetualPrivateRate),
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}
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}
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