Files
gocryptotrader/exchanges/binance/ratelimit.go
Ryan O'Hara-Reid 0a84c5d97a Request package update & rate limit system expansion (#413)
* Initial rework of rework of requester - WIP

* Implementing and checking rate limits - WIP

* implemented coinbene rate limiting shenanigans

* add in remaining WIP

* fixy

* use authenticated rate limit

* drop ceiling as this can be done with a counter later

* add functionality to struct

* purge config options for rate limiting so as to keep things minimal

* prepare futures and swap rate limiting for implementation

* Address linter issues

* Addressed nits, fixed race

* fix linter issue

* remove global var as this was only setting when newrequester was called

* moved rate limit functionality into its own file

* Update Bitfinex with correct rate limit and test endpoints (WIP)

* finish off bitfinex adjustments

* fixes

* fix linter issues

* slowed rate for coinbasepro

* drop rate limit for huobi as the doc times have intermittent 429 issues.

* Set MACOSX_DEPLOYMENT_TARGET to remove linking warning

* Addr Thrasher nits

* Addr glorious nits

* unexport do request function

* fixed nitorinos

* Fixed something I missed

* move disabled rate limiter into loadexchange and use interface functionality

* Add temp quick fix
2020-02-06 11:44:28 +11:00

47 lines
1.3 KiB
Go

package binance
import (
"time"
"github.com/thrasher-corp/gocryptotrader/exchanges/request"
"golang.org/x/time/rate"
)
const (
// Binance limit rates
// Global dictates the max rate limit for general request items which is
// 1200 requests per minute
binanceGlobalInterval = time.Minute
binanceGlobalRequestRate = 1200
// Order related limits which are segregated from the global rate limits
// 10 requests per second and max 100000 requests per day.
binanceOrderInterval = time.Second
binanceOrderRequestRate = 10
binanceOrderDailyInterval = time.Hour * 24
binanceOrderDailyMaxRequests = 100000
)
// RateLimit implements the request.Limiter interface
type RateLimit struct {
GlobalRate *rate.Limiter
Orders *rate.Limiter
}
// Limit executes rate limiting functionality for Binance
func (r *RateLimit) Limit(f request.EndpointLimit) error {
if f == request.Auth {
time.Sleep(r.Orders.Reserve().Delay())
return nil
}
time.Sleep(r.GlobalRate.Reserve().Delay())
return nil
}
// SetRateLimit returns the rate limit for the exchange
func SetRateLimit() *RateLimit {
return &RateLimit{
GlobalRate: request.NewRateLimit(binanceGlobalInterval, binanceOrderDailyMaxRequests),
Orders: request.NewRateLimit(binanceOrderInterval, binanceOrderRequestRate),
}
}