Files
gocryptotrader/exchanges/request/limit.go
Ryan O'Hara-Reid 3f8d799613 bybit: Add websocket trading functionality across all assets (#1672)
* fix whoops

* const trafficCheckInterval; rm testmain

* y

* fix lint

* bump time check window

* stream: fix intermittant test failures while testing routines and remove code that is not needed.

* spells

* cant do what I did

* protect race due to routine.

* update testURL

* use mock websocket connection instead of test URL's

* linter: fix

* remove url because its throwing errors on CI builds

* connections drop all the time, don't need to worry about not being able to echo back ws data as it can be easily reviewed _test file side.

* remove another superfluous url thats not really set up for this

* spawn overwatch routine when there is no errors, inline checker instead of waiting for a time period, add sleep inline with echo handler as this is really quick and wanted to ensure that latency is handing correctly

* linter: fixerino uperino

* fix ID bug, why I do this, I don't know.

* glorious: panix

* linter: things

* whoops

* dont need to make consecutive Unix() calls

* websocket: fix potential panic on error and no responses and adding waitForResponses

* bybit: enable multiconnection handling across websocket endpoints

* rm debug lines

* bybit: Add websocket trading functionality across all assets

* rm json parser and handle in json package instead

* in favour of json package unmarshalling

* Add bool ConnectionDoesNotRequireSubscriptions so that we don't need to handle dummy sub

* handle pong response

* spelling

* linter: fix

* fix processing issues with tickers

* fix processing issues with tickers

* linter: fix

* linter: fix again

* * change field name OutboundRequestSignature to WrapperDefinedConnectionSignature for agnostic inbound and outbound connections.
* change method name GetOutboundConnection to GetConnection for agnostic inbound and outbound connections.
* drop outbound field map for improved performance just using a range and field check (less complex as well)
* change field name connections to connectionToWrapper for better clarity

* spells and magic and wands

* merge: fixup

* linter: fix

* spelling: fix

* glorious: nits

* comparable check for signature

* mv err var

* rm comment as it does not

* update time fields for orderbook latency

* fix time conversion

* Add func MatchReturnResponses

* glorious: nits and stuff

* lint: fix

* attempt to fix race

* linter: fix

* fix tests

* types/time: strict usage of time type for usage with unix timestamps

* fix tests etc

* Allow match back with order details

* Add time in force values for different order types + extra return information on websocket trading

* glorious: nits

* gk: nits; engine log cleanup

* gk: nits; OCD

* gk: nits; move function change file names

* gk: nits; 🚀

* gk: nits; convert variadic function and message inspection to interface and include a specific function for that handling so as to not need nil on every call

* gk: nits; continued

* gk: engine nits; rm loaded exchange

* gk: nits; drop WebsocketLoginResponse

* stream: Add match method EnsureMatchWithData

* gk: nits; rn Inspect to IsFinal

* gk: nits; rn to MessageFilter

* linter: fix

* gateio: update rate limit definitions (cherry-pick)

* Add test and missing

* Shared REST rate limit definitions with Websocket service, set lookup item to nil for systems that do not require rate limiting; add glorious nit

* integrate rate limits for websocket trading spot

* bybit: split public and private processing to dedicated handler add supporting function and tests

* use correct handler for private inbound connection

* bybit/websocket: allow a shared ID between outbound payloads for inbound matching

* conform to match upstream changes

* standardise names to upstream style

* fix wrapper standards test when sending a auth request through a websocket connection

* whoops

* Update exchanges/gateio/gateio_types.go

Co-authored-by: Scott <gloriousCode@users.noreply.github.com>

* glorious: nits

* linter: fix

* linter: overload

* whoops

* spelling fixes on recent merge

* glorious: nits

* linter: fix?

* glorious: nits

* gk: assert errors touched

* gk: unexport derive functions

* gk: nitssssssss

* fix test

* gk: nitters v1

* gk: http status

* gk/nits: Add getAssetFromFuturesPair

* gk: nits single response when submitting

* gk: new pair with delimiter in tests

* gk: param update slice to slice of pointers

* gk: add asset type in params, includes t.Context() for tests

* linter: fix

* linter: fix

* fix merge whoopsie

* glorious: nits

* gk: nit

* linter: fix

* glorious: nits

* linter/misc: fix and remove meows

* linter: fix

* misc/linter: fix

* change function names

* okx: update requestID gen func without func wrapping

* RM: functions not needed

* Update docs/ADD_NEW_EXCHANGE.md

Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com>

* gk: nitsssssss

* linter: fix

* Update exchanges/bybit/bybit_test.go

Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com>

* Update exchanges/bybit/bybit_test.go

Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com>

* gk: nit words

* cranktakular: nits

* websocket: skip connections with subscriptions not required during channel flush

* websocket: simplify error handling in FlushChannels using if short

* linter: fix

* cranktakular: nits and expand coverage

* linter: fix?

* misc fix

* cranktakular: missing nit which I thumbed up but did not do. Sillllllly billlyyyy nilllyyy

* fix comments

* bybit: fix merge regression on websocket message filter

* cranktakular: nits

* bybit: Add global rate limits for websocket

* ai: nits

* linter: fix

* cranktakular: purge DCP ref/handling and add another TODO

* Update exchanges/bybit/bybit_websocket.go

Co-authored-by: Scott <gloriousCode@users.noreply.github.com>

* glorious: nits

* fix test

* fix alignment issue and rm println

* Update exchanges/bybit/bybit_websocket.go

Co-authored-by: Scott <gloriousCode@users.noreply.github.com>

* Update exchanges/bybit/bybit_websocket.go

Co-authored-by: Scott <gloriousCode@users.noreply.github.com>

* glorious: fix

* Update exchanges/bybit/bybit_websocket.go

Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>

* bybit: use connection method for segregated match on multi-connection

* cleanup after master merge

* fix test and config whoops

* cranktakular: nits

* exchange: add missing tests for base method websocket order funcs

* cranktakular: nits and refresh + tests

* cranktakular: pedantic nits

* linter: fixes

* t.Parallel tests

* glorious nit

* Update exchange/websocket/connection.go

Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com>

* gk: nits

* boss king: nits

* canktakular: nits

* Update exchanges/bybit/bybit_websocket.go

Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com>

* Update exchanges/bybit/bybit_websocket_requests.go

Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com>

* Update exchanges/bybit/bybit_websocket_requests.go

Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com>

* Update exchanges/bybit/bybit_websocket_requests.go

Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com>

* Update exchanges/bybit/bybit_websocket_requests.go

Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com>

* gk: nits

* linter: fix

* Update exchanges/bybit/bybit.go

Co-authored-by: Samuael A. <39623015+samuael@users.noreply.github.com>

* Update exchanges/bybit/bybit.go

Co-authored-by: Samuael A. <39623015+samuael@users.noreply.github.com>

* bossking: nits

* gk: much nicer design

* gk: revised naming for consideration

* gk: nits

* gk: nits restrict in configtest.json and not worry about many pairs enabled

* rm log

* linter: fix

* codex: nit

* cranktakular: nits

* Update exchanges/bybit/bybit_websocket_requests.go

Co-authored-by: Scott <gloriousCode@users.noreply.github.com>

* Update exchanges/bybit/bybit_websocket_requests.go

Co-authored-by: Scott <gloriousCode@users.noreply.github.com>

* Update exchanges/bybit/bybit_wrapper.go

Co-authored-by: Scott <gloriousCode@users.noreply.github.com>

* glorious: nits!

* thrasher: nits

---------

Co-authored-by: shazbert <ryan.oharareid@thrasher.io>
Co-authored-by: Scott <gloriousCode@users.noreply.github.com>
Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com>
Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>
Co-authored-by: Samuael A. <39623015+samuael@users.noreply.github.com>
2025-09-17 13:45:58 +10:00

197 lines
6.0 KiB
Go

package request
import (
"context"
"errors"
"fmt"
"sync/atomic"
"time"
"golang.org/x/time/rate"
)
// Defines rate limiting errors
var (
ErrRateLimiterAlreadyDisabled = errors.New("rate limiter already disabled")
ErrRateLimiterAlreadyEnabled = errors.New("rate limiter already enabled")
errLimiterSystemIsNil = errors.New("limiter system is nil")
errInvalidWeightCount = errors.New("invalid weight count must equal or greater than 1")
errSpecificRateLimiterIsNil = errors.New("specific rate limiter is nil")
)
// RateLimitNotRequired is a no-op rate limiter
var RateLimitNotRequired *RateLimiterWithWeight
// Const here define individual functionality sub types for rate limiting
const (
Unset EndpointLimit = iota
Auth
UnAuth
)
// EndpointLimit defines individual endpoint rate limits that are set when
// New is called.
type EndpointLimit uint16
// Weight defines the number of reservations to be used. This is a generalised
// weight for rate limiting. e.g. n weight = n request. i.e. 50 Weight = 50
// requests.
type Weight uint8
// RateLimitDefinitions is a map of endpoint limits to rate limiters
type RateLimitDefinitions map[any]*RateLimiterWithWeight
// RateLimiterWithWeight is a rate limiter coupled with a weight count which
// refers to the number or weighting of the request. This is used to define
// the rate limit for a specific endpoint.
type RateLimiterWithWeight struct {
*rate.Limiter
Weight
}
// Reservations is a slice of rate reservations
type Reservations []*rate.Reservation
// CancelAll cancels all potential reservations to free up rate limiter for
// context cancellations and deadline exceeded cases.
func (r Reservations) CancelAll() {
for x := range r {
r[x].Cancel()
}
}
// NewRateLimit creates a new RateLimit based of time interval and how many
// actions allowed and breaks it down to an actions-per-second basis -- Burst
// rate is kept as one as this is not supported for out-bound requests.
func NewRateLimit(interval time.Duration, actions int) *rate.Limiter {
if actions <= 0 || interval <= 0 {
// Returns an un-restricted rate limiter
return rate.NewLimiter(rate.Inf, 1)
}
i := 1 / interval.Seconds()
rps := i * float64(actions)
return rate.NewLimiter(rate.Limit(rps), 1)
}
// NewRateLimitWithWeight creates a new RateLimit based of time interval and how
// many actions allowed. This also has a weight count which refers to the number
// or weighting of the request. This is used to define the rate limit for a
// specific endpoint.
func NewRateLimitWithWeight(interval time.Duration, actions int, weight Weight) *RateLimiterWithWeight {
return GetRateLimiterWithWeight(NewRateLimit(interval, actions), weight)
}
// NewWeightedRateLimitByDuration creates a new RateLimit based of time
// interval. This equates to 1 action per interval. The weight is set to 1.
func NewWeightedRateLimitByDuration(interval time.Duration) *RateLimiterWithWeight {
return NewRateLimitWithWeight(interval, 1, 1)
}
// GetRateLimiterWithWeight couples a rate limiter with a weight count into an
// accepted defined rate limiter with weight struct
func GetRateLimiterWithWeight(l *rate.Limiter, weight Weight) *RateLimiterWithWeight {
return &RateLimiterWithWeight{l, weight}
}
// NewBasicRateLimit returns an object that implements the limiter interface
// for basic rate limit
func NewBasicRateLimit(interval time.Duration, actions int, weight Weight) RateLimitDefinitions {
rl := NewRateLimitWithWeight(interval, actions, weight)
return RateLimitDefinitions{Unset: rl, Auth: rl, UnAuth: rl}
}
// InitiateRateLimit sleeps for designated end point rate limits
func (r *Requester) InitiateRateLimit(ctx context.Context, e EndpointLimit) error {
if r == nil {
return ErrRequestSystemIsNil
}
if atomic.LoadInt32(&r.disableRateLimiter) == 1 {
return nil
}
if r.limiter == nil {
return fmt.Errorf("cannot rate limit request %w", errLimiterSystemIsNil)
}
rateLimiter := r.limiter[e]
err := RateLimit(ctx, rateLimiter)
if err != nil {
return fmt.Errorf("cannot rate limit request %w for endpoint %d", err, e)
}
return nil
}
// GetRateLimiterDefinitions returns the rate limiter definitions for the
// requester
func (r *Requester) GetRateLimiterDefinitions() RateLimitDefinitions {
if r == nil {
return nil
}
return r.limiter
}
// RateLimit is a function that will rate limit a request based on the rate
// limiter provided. It will return an error if the context is cancelled or
// deadline exceeded.
func RateLimit(ctx context.Context, rateLimiter *RateLimiterWithWeight) error {
if rateLimiter == nil {
return errSpecificRateLimiterIsNil
}
if rateLimiter.Weight <= 0 {
return errInvalidWeightCount
}
var finalDelay time.Duration
reservations := make(Reservations, rateLimiter.Weight)
for i := Weight(0); i < rateLimiter.Weight; i++ {
// Consume 1 weight at a time as this avoids needing burst capacity in the limiter,
// which would otherwise allow the rate limit to be exceeded over short periods
reservations[i] = rateLimiter.Reserve()
finalDelay = reservations[i].Delay()
}
if dl, ok := ctx.Deadline(); ok && dl.Before(time.Now().Add(finalDelay)) {
reservations.CancelAll()
return fmt.Errorf("rate limit delay of %s will exceed deadline: %w",
finalDelay,
context.DeadlineExceeded)
}
tick := time.NewTimer(finalDelay)
select {
case <-tick.C:
return nil
case <-ctx.Done():
tick.Stop()
reservations.CancelAll()
return ctx.Err()
}
// TODO: Shutdown case
}
// DisableRateLimiter disables the rate limiting system for the exchange
func (r *Requester) DisableRateLimiter() error {
if r == nil {
return ErrRequestSystemIsNil
}
if !atomic.CompareAndSwapInt32(&r.disableRateLimiter, 0, 1) {
return fmt.Errorf("%s %w", r.name, ErrRateLimiterAlreadyDisabled)
}
return nil
}
// EnableRateLimiter enables the rate limiting system for the exchange
func (r *Requester) EnableRateLimiter() error {
if r == nil {
return ErrRequestSystemIsNil
}
if !atomic.CompareAndSwapInt32(&r.disableRateLimiter, 1, 0) {
return fmt.Errorf("%s %w", r.name, ErrRateLimiterAlreadyEnabled)
}
return nil
}