mirror of
https://github.com/d0zingcat/gocryptotrader.git
synced 2026-05-19 07:26:49 +00:00
232d6ebc1f
* 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.
248 lines
10 KiB
Go
248 lines
10 KiB
Go
package coinbene
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import (
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"context"
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"errors"
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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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// Contract rate limit time interval and request rates
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contractRateInterval = time.Second * 2
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orderbookContractReqRate = 20
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tickersContractReqRate = 20
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klineContractReqRate = 20
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tradesContractReqRate = 20
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contractInstrumentsReqRate = 20
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contractAccountInfoContractReqRate = 10
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positionInfoContractReqRate = 10
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placeOrderContractReqRate = 20
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cancelOrderContractReqRate = 20
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getOpenOrdersContractReqRate = 5
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openOrdersByPageContractReqRate = 5
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getOrderInfoContractReqRate = 10
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getClosedOrdersContractReqRate = 5
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getClosedOrdersbyPageContractReqRate = 5
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cancelMultipleOrdersContractReqRate = 5
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getOrderFillsContractReqRate = 10
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getFundingRatesContractReqRate = 10
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// Spot rate limit time interval and request rates
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spotRateInterval = time.Second
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getPairsSpotReqRate = 2
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getPairsInfoSpotReqRate = 3
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getOrderbookSpotReqRate = 6
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getTickerListSpotReqRate = 6
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getSpecificTickerSpotReqRate = 6
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getMarketTradesSpotReqRate = 3
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// getKlineSpotReqRate = 1
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// getExchangeRateSpotReqRate = 1
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getAccountInfoSpotReqRate = 3
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queryAccountAssetInfoSpotReqRate = 6
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placeOrderSpotReqRate = 6
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batchOrderSpotReqRate = 3
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queryOpenOrdersSpotReqRate = 3
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queryClosedOrdersSpotReqRate = 3
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querySpecficOrderSpotReqRate = 6
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queryTradeFillsSpotReqRate = 3
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cancelOrderSpotReqRate = 6
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cancelOrdersBatchSpotReqRate = 3
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// Rate limit functionality
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contractOrderbook request.EndpointLimit = iota
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contractTickers
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contractKline
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contractTrades
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contractInstruments
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contractAccountInfo
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contractPositionInfo
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contractPlaceOrder
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contractCancelOrder
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contractGetOpenOrders
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contractOpenOrdersByPage
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contractGetOrderInfo
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contractGetClosedOrders
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contractGetClosedOrdersbyPage
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contractCancelMultipleOrders
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contractGetOrderFills
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contractGetFundingRates
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spotPairs
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spotPairInfo
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spotOrderbook
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spotTickerList
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spotSpecificTicker
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spotMarketTrades
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spotKline // Not implemented yet
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spotExchangeRate // Not implemented yet
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spotAccountInfo
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spotAccountAssetInfo
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spotPlaceOrder
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spotBatchOrder
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spotQueryOpenOrders
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spotQueryClosedOrders
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spotQuerySpecficOrder
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spotQueryTradeFills
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spotCancelOrder
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spotCancelOrdersBatch
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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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ContractOrderbook *rate.Limiter
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ContractTickers *rate.Limiter
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ContractKline *rate.Limiter
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ContractTrades *rate.Limiter
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ContractInstruments *rate.Limiter
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ContractAccountInfo *rate.Limiter
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ContractPositionInfo *rate.Limiter
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ContractPlaceOrder *rate.Limiter
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ContractCancelOrder *rate.Limiter
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ContractGetOpenOrders *rate.Limiter
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ContractOpenOrdersByPage *rate.Limiter
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ContractGetOrderInfo *rate.Limiter
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ContractGetClosedOrders *rate.Limiter
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ContractGetClosedOrdersbyPage *rate.Limiter
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ContractCancelMultipleOrders *rate.Limiter
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ContractGetOrderFills *rate.Limiter
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ContractGetFundingRates *rate.Limiter
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SpotPairs *rate.Limiter
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SpotPairInfo *rate.Limiter
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SpotOrderbook *rate.Limiter
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SpotTickerList *rate.Limiter
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SpotSpecificTicker *rate.Limiter
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SpotMarketTrades *rate.Limiter
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// spotKline // Not implemented yet
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// spotExchangeRate // Not implemented yet
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SpotAccountInfo *rate.Limiter
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SpotAccountAssetInfo *rate.Limiter
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SpotPlaceOrder *rate.Limiter
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SpotBatchOrder *rate.Limiter
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SpotQueryOpenOrders *rate.Limiter
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SpotQueryClosedOrders *rate.Limiter
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SpotQuerySpecficOrder *rate.Limiter
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SpotQueryTradeFills *rate.Limiter
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SpotCancelOrder *rate.Limiter
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SpotCancelOrdersBatch *rate.Limiter
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}
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// Limit limits outbound requests
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func (r *RateLimit) Limit(ctx context.Context, f request.EndpointLimit) error {
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switch f {
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case contractOrderbook:
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return r.ContractOrderbook.Wait(ctx)
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case contractTickers:
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return r.ContractTickers.Wait(ctx)
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case contractKline:
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return r.ContractKline.Wait(ctx)
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case contractTrades:
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return r.ContractTrades.Wait(ctx)
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case contractInstruments:
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return r.ContractInstruments.Wait(ctx)
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case contractAccountInfo:
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return r.ContractAccountInfo.Wait(ctx)
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case contractPositionInfo:
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return r.ContractPositionInfo.Wait(ctx)
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case contractPlaceOrder:
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return r.ContractPlaceOrder.Wait(ctx)
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case contractCancelOrder:
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return r.ContractCancelOrder.Wait(ctx)
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case contractGetOpenOrders:
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return r.ContractGetOpenOrders.Wait(ctx)
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case contractOpenOrdersByPage:
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return r.ContractOpenOrdersByPage.Wait(ctx)
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case contractGetOrderInfo:
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return r.ContractGetOrderInfo.Wait(ctx)
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case contractGetClosedOrders:
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return r.ContractGetClosedOrders.Wait(ctx)
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case contractGetClosedOrdersbyPage:
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return r.ContractGetClosedOrdersbyPage.Wait(ctx)
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case contractCancelMultipleOrders:
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return r.ContractCancelMultipleOrders.Wait(ctx)
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case contractGetOrderFills:
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return r.ContractGetOrderFills.Wait(ctx)
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case contractGetFundingRates:
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return r.ContractGetFundingRates.Wait(ctx)
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case spotPairs:
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return r.SpotPairs.Wait(ctx)
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case spotPairInfo:
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return r.SpotPairInfo.Wait(ctx)
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case spotOrderbook:
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return r.SpotOrderbook.Wait(ctx)
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case spotTickerList:
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return r.SpotTickerList.Wait(ctx)
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case spotSpecificTicker:
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return r.SpotSpecificTicker.Wait(ctx)
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case spotMarketTrades:
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return r.SpotMarketTrades.Wait(ctx)
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// case spotKline: // Not implemented yet
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// return r.SpotKline.Wait(ctx)
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// case spotExchangeRate:
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// return r.SpotExchangeRate.Wait(ctx)
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case spotAccountInfo:
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return r.SpotAccountInfo.Wait(ctx)
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case spotAccountAssetInfo:
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return r.SpotAccountAssetInfo.Wait(ctx)
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case spotPlaceOrder:
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return r.SpotPlaceOrder.Wait(ctx)
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case spotBatchOrder:
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return r.SpotBatchOrder.Wait(ctx)
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case spotQueryOpenOrders:
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return r.SpotQueryOpenOrders.Wait(ctx)
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case spotQueryClosedOrders:
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return r.SpotQueryClosedOrders.Wait(ctx)
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case spotQuerySpecficOrder:
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return r.SpotQuerySpecficOrder.Wait(ctx)
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case spotQueryTradeFills:
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return r.SpotQueryTradeFills.Wait(ctx)
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case spotCancelOrder:
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return r.SpotCancelOrder.Wait(ctx)
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case spotCancelOrdersBatch:
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return r.SpotCancelOrdersBatch.Wait(ctx)
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default:
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return errors.New("rate limit endpoint functionality not set")
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}
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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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ContractOrderbook: request.NewRateLimit(contractRateInterval, orderbookContractReqRate),
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ContractTickers: request.NewRateLimit(contractRateInterval, tickersContractReqRate),
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ContractKline: request.NewRateLimit(contractRateInterval, klineContractReqRate),
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ContractTrades: request.NewRateLimit(contractRateInterval, tradesContractReqRate),
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ContractInstruments: request.NewRateLimit(contractRateInterval, contractInstrumentsReqRate),
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ContractAccountInfo: request.NewRateLimit(contractRateInterval, contractAccountInfoContractReqRate),
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ContractPositionInfo: request.NewRateLimit(contractRateInterval, positionInfoContractReqRate),
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ContractPlaceOrder: request.NewRateLimit(contractRateInterval, placeOrderContractReqRate),
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ContractCancelOrder: request.NewRateLimit(contractRateInterval, cancelOrderContractReqRate),
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ContractGetOpenOrders: request.NewRateLimit(contractRateInterval, getOpenOrdersContractReqRate),
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ContractOpenOrdersByPage: request.NewRateLimit(contractRateInterval, openOrdersByPageContractReqRate),
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ContractGetOrderInfo: request.NewRateLimit(contractRateInterval, getOrderInfoContractReqRate),
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ContractGetClosedOrders: request.NewRateLimit(contractRateInterval, getClosedOrdersContractReqRate),
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ContractGetClosedOrdersbyPage: request.NewRateLimit(contractRateInterval, getClosedOrdersbyPageContractReqRate),
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ContractCancelMultipleOrders: request.NewRateLimit(contractRateInterval, cancelMultipleOrdersContractReqRate),
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ContractGetOrderFills: request.NewRateLimit(contractRateInterval, getOrderFillsContractReqRate),
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ContractGetFundingRates: request.NewRateLimit(contractRateInterval, getFundingRatesContractReqRate),
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SpotPairs: request.NewRateLimit(spotRateInterval, getPairsSpotReqRate),
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SpotPairInfo: request.NewRateLimit(spotRateInterval, getPairsInfoSpotReqRate),
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SpotOrderbook: request.NewRateLimit(spotRateInterval, getOrderbookSpotReqRate),
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SpotTickerList: request.NewRateLimit(spotRateInterval, getTickerListSpotReqRate),
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SpotSpecificTicker: request.NewRateLimit(spotRateInterval, getSpecificTickerSpotReqRate),
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SpotMarketTrades: request.NewRateLimit(spotRateInterval, getMarketTradesSpotReqRate),
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SpotAccountInfo: request.NewRateLimit(spotRateInterval, getAccountInfoSpotReqRate),
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SpotAccountAssetInfo: request.NewRateLimit(spotRateInterval, queryAccountAssetInfoSpotReqRate),
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SpotPlaceOrder: request.NewRateLimit(spotRateInterval, placeOrderSpotReqRate),
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SpotBatchOrder: request.NewRateLimit(spotRateInterval, batchOrderSpotReqRate),
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SpotQueryOpenOrders: request.NewRateLimit(spotRateInterval, queryOpenOrdersSpotReqRate),
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SpotQueryClosedOrders: request.NewRateLimit(spotRateInterval, queryClosedOrdersSpotReqRate),
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SpotQuerySpecficOrder: request.NewRateLimit(spotRateInterval, querySpecficOrderSpotReqRate),
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SpotQueryTradeFills: request.NewRateLimit(spotRateInterval, queryTradeFillsSpotReqRate),
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SpotCancelOrder: request.NewRateLimit(spotRateInterval, cancelOrderSpotReqRate),
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SpotCancelOrdersBatch: request.NewRateLimit(spotRateInterval, cancelOrdersBatchSpotReqRate),
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}
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}
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