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Merge pull request #335 from tony1223/bug/334-ftx-ratelimit

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ftx : fix #334 rate limit
This commit is contained in:
Yo-An Lin 2021-12-10 23:24:42 +08:00 committed by GitHub
commit 0cf72de21d
1 changed files with 10 additions and 0 deletions
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10
pkg/exchange/ftx/exchange.go
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@ -3,6 +3,7 @@ package ftx
import (
"context"
"fmt"
"golang.org/x/time/rate"
"net/http"
"net/url"
"sort"
@ -23,6 +24,9 @@ const (
var logger = logrus.WithField("exchange", "ftx")
// POST https://ftx.com/api/orders 429, Success: false, err: Do not send more than 2 orders on this market per 200ms
var requestLimit = rate.NewLimiter(rate.Every(220*time.Millisecond), 2)
//go:generate go run generate_symbol_map.go
type Exchange struct {
@ -338,6 +342,9 @@ func (e *Exchange) SubmitOrders(ctx context.Context, orders ...types.SubmitOrder
if so.TimeInForce != "GTC" && so.TimeInForce != "" {
return createdOrders, fmt.Errorf("unsupported TimeInForce %s. only support GTC", so.TimeInForce)
}
if err := requestLimit.Wait(ctx); err != nil {
logrus.WithError(err).Error("rate limit error")
}
or, err := e.newRest().PlaceOrder(ctx, PlaceOrderPayload{
Market: toLocalSymbol(TrimUpperString(so.Symbol)),
Side: TrimLowerString(string(so.Side)),
@ -437,6 +444,9 @@ func sortByCreatedASC(orders []order) {
func (e *Exchange) CancelOrders(ctx context.Context, orders ...types.Order) error {
for _, o := range orders {
rest := e.newRest()
if err := requestLimit.Wait(ctx); err != nil {
logrus.WithError(err).Error("rate limit error")
}
if len(o.ClientOrderID) > 0 {
if _, err := rest.CancelOrderByClientID(ctx, o.ClientOrderID); err != nil {
return err