mirror of
https://github.com/d0zingcat/gocryptotrader.git
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* 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>
197 lines
6.0 KiB
Go
197 lines
6.0 KiB
Go
package request
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import (
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"context"
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"errors"
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"fmt"
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"sync/atomic"
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"time"
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"golang.org/x/time/rate"
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)
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// Defines rate limiting errors
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var (
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ErrRateLimiterAlreadyDisabled = errors.New("rate limiter already disabled")
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ErrRateLimiterAlreadyEnabled = errors.New("rate limiter already enabled")
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errLimiterSystemIsNil = errors.New("limiter system is nil")
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errInvalidWeightCount = errors.New("invalid weight count must equal or greater than 1")
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errSpecificRateLimiterIsNil = errors.New("specific rate limiter is nil")
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)
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// RateLimitNotRequired is a no-op rate limiter
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var RateLimitNotRequired *RateLimiterWithWeight
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// Const here define individual functionality sub types for rate limiting
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const (
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Unset EndpointLimit = iota
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Auth
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UnAuth
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)
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// EndpointLimit defines individual endpoint rate limits that are set when
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// New is called.
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type EndpointLimit uint16
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// Weight defines the number of reservations to be used. This is a generalised
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// weight for rate limiting. e.g. n weight = n request. i.e. 50 Weight = 50
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// requests.
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type Weight uint8
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// RateLimitDefinitions is a map of endpoint limits to rate limiters
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type RateLimitDefinitions map[any]*RateLimiterWithWeight
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// RateLimiterWithWeight is a rate limiter coupled with a weight count which
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// refers to the number or weighting of the request. This is used to define
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// the rate limit for a specific endpoint.
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type RateLimiterWithWeight struct {
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*rate.Limiter
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Weight
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}
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// Reservations is a slice of rate reservations
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type Reservations []*rate.Reservation
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// CancelAll cancels all potential reservations to free up rate limiter for
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// context cancellations and deadline exceeded cases.
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func (r Reservations) CancelAll() {
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for x := range r {
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r[x].Cancel()
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}
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}
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// NewRateLimit creates a new RateLimit based of time interval and how many
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// actions allowed and breaks it down to an actions-per-second basis -- Burst
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// rate is kept as one as this is not supported for out-bound requests.
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func NewRateLimit(interval time.Duration, actions int) *rate.Limiter {
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if actions <= 0 || interval <= 0 {
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// Returns an un-restricted rate limiter
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return rate.NewLimiter(rate.Inf, 1)
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}
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i := 1 / interval.Seconds()
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rps := i * float64(actions)
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return rate.NewLimiter(rate.Limit(rps), 1)
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}
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// NewRateLimitWithWeight creates a new RateLimit based of time interval and how
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// many actions allowed. This also has a weight count which refers to the number
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// or weighting of the request. This is used to define the rate limit for a
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// specific endpoint.
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func NewRateLimitWithWeight(interval time.Duration, actions int, weight Weight) *RateLimiterWithWeight {
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return GetRateLimiterWithWeight(NewRateLimit(interval, actions), weight)
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}
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// NewWeightedRateLimitByDuration creates a new RateLimit based of time
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// interval. This equates to 1 action per interval. The weight is set to 1.
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func NewWeightedRateLimitByDuration(interval time.Duration) *RateLimiterWithWeight {
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return NewRateLimitWithWeight(interval, 1, 1)
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}
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// GetRateLimiterWithWeight couples a rate limiter with a weight count into an
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// accepted defined rate limiter with weight struct
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func GetRateLimiterWithWeight(l *rate.Limiter, weight Weight) *RateLimiterWithWeight {
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return &RateLimiterWithWeight{l, weight}
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}
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// NewBasicRateLimit returns an object that implements the limiter interface
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// for basic rate limit
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func NewBasicRateLimit(interval time.Duration, actions int, weight Weight) RateLimitDefinitions {
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rl := NewRateLimitWithWeight(interval, actions, weight)
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return RateLimitDefinitions{Unset: rl, Auth: rl, UnAuth: rl}
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}
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// InitiateRateLimit sleeps for designated end point rate limits
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func (r *Requester) InitiateRateLimit(ctx context.Context, e EndpointLimit) error {
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if r == nil {
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return ErrRequestSystemIsNil
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}
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if atomic.LoadInt32(&r.disableRateLimiter) == 1 {
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return nil
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}
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if r.limiter == nil {
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return fmt.Errorf("cannot rate limit request %w", errLimiterSystemIsNil)
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}
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rateLimiter := r.limiter[e]
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err := RateLimit(ctx, rateLimiter)
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if err != nil {
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return fmt.Errorf("cannot rate limit request %w for endpoint %d", err, e)
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}
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return nil
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}
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// GetRateLimiterDefinitions returns the rate limiter definitions for the
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// requester
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func (r *Requester) GetRateLimiterDefinitions() RateLimitDefinitions {
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if r == nil {
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return nil
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}
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return r.limiter
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}
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// RateLimit is a function that will rate limit a request based on the rate
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// limiter provided. It will return an error if the context is cancelled or
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// deadline exceeded.
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func RateLimit(ctx context.Context, rateLimiter *RateLimiterWithWeight) error {
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if rateLimiter == nil {
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return errSpecificRateLimiterIsNil
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}
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if rateLimiter.Weight <= 0 {
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return errInvalidWeightCount
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}
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var finalDelay time.Duration
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reservations := make(Reservations, rateLimiter.Weight)
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for i := Weight(0); i < rateLimiter.Weight; i++ {
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// Consume 1 weight 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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reservations[i] = rateLimiter.Reserve()
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finalDelay = reservations[i].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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reservations.CancelAll()
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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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tick := time.NewTimer(finalDelay)
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select {
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case <-tick.C:
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return nil
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case <-ctx.Done():
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tick.Stop()
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reservations.CancelAll()
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return ctx.Err()
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}
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// TODO: Shutdown case
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}
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// DisableRateLimiter disables the rate limiting system for the exchange
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func (r *Requester) DisableRateLimiter() error {
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if r == nil {
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return ErrRequestSystemIsNil
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}
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if !atomic.CompareAndSwapInt32(&r.disableRateLimiter, 0, 1) {
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return fmt.Errorf("%s %w", r.name, ErrRateLimiterAlreadyDisabled)
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}
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return nil
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}
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// EnableRateLimiter enables the rate limiting system for the exchange
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func (r *Requester) EnableRateLimiter() error {
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if r == nil {
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return ErrRequestSystemIsNil
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}
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if !atomic.CompareAndSwapInt32(&r.disableRateLimiter, 1, 0) {
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return fmt.Errorf("%s %w", r.name, ErrRateLimiterAlreadyEnabled)
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}
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return nil
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}
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