Files
gocryptotrader/exchanges/huobi/ratelimit.go
Ryan O'Hara-Reid 232d6ebc1f rate limit: make context aware (#731)
* rate limits: Make context aware

* binance: rate limit allow for cancellation of reservation when deadline is exceeded

* request: add context.done() before initiating any bulk work.

* binance: update error return for rate limiting

* request: updated dealine check to remove after time.Now procedure as this will obfuscate a deadline which will be limited by the context check on every attempt, so no need to sleep with delay.
2021-08-10 12:08:27 +10:00

75 lines
2.1 KiB
Go

package huobi
import (
"context"
"time"
"github.com/thrasher-corp/gocryptotrader/exchanges/request"
"golang.org/x/time/rate"
)
const (
// Huobi rate limits per API Key
huobiSpotRateInterval = time.Second * 1
huobiSpotRequestRate = 7
huobiFuturesRateInterval = time.Second * 3
huobiFuturesAuthRequestRate = 30
// Non market-request public interface rate
huobiFuturesUnAuthRequestRate = 60
huobiFuturesTransferRateInterval = time.Second * 3
huobiFuturesTransferReqRate = 10
huobiSwapRateInterval = time.Second * 3
huobiSwapAuthRequestRate = 30
huobiSwapUnauthRequestRate = 60
huobiFuturesAuth request.EndpointLimit = iota
huobiFuturesUnAuth
huobiFuturesTransfer
huobiSwapAuth
huobiSwapUnauth
)
// RateLimit implements the request.Limiter interface
type RateLimit struct {
Spot *rate.Limiter
FuturesAuth *rate.Limiter
FuturesUnauth *rate.Limiter
SwapAuth *rate.Limiter
SwapUnauth *rate.Limiter
FuturesXfer *rate.Limiter
}
// Limit limits outbound requests
func (r *RateLimit) Limit(ctx context.Context, f request.EndpointLimit) error {
switch f {
// TODO: Add futures and swap functionality
case huobiFuturesAuth:
return r.FuturesAuth.Wait(ctx)
case huobiFuturesUnAuth:
return r.FuturesUnauth.Wait(ctx)
case huobiFuturesTransfer:
return r.FuturesXfer.Wait(ctx)
case huobiSwapAuth:
return r.SwapAuth.Wait(ctx)
case huobiSwapUnauth:
return r.SwapUnauth.Wait(ctx)
default:
// Spot calls
return r.Spot.Wait(ctx)
}
}
// SetRateLimit returns the rate limit for the exchange
func SetRateLimit() *RateLimit {
return &RateLimit{
Spot: request.NewRateLimit(huobiSpotRateInterval, huobiSpotRequestRate),
FuturesAuth: request.NewRateLimit(huobiFuturesRateInterval, huobiFuturesAuthRequestRate),
FuturesUnauth: request.NewRateLimit(huobiFuturesRateInterval, huobiFuturesUnAuthRequestRate),
SwapAuth: request.NewRateLimit(huobiSwapRateInterval, huobiSwapAuthRequestRate),
SwapUnauth: request.NewRateLimit(huobiSwapRateInterval, huobiSwapUnauthRequestRate),
FuturesXfer: request.NewRateLimit(huobiFuturesTransferRateInterval, huobiFuturesTransferReqRate),
}
}