From 1a861c98a1dccb3fae515aa9259ee82b34759f55 Mon Sep 17 00:00:00 2001
From: c9s <yoan@maicoin.com>
Date: Thu, 4 Nov 2021 12:49:33 +0800
Subject: [PATCH] binance: add order rate limiter for binance

---
 pkg/exchange/binance/exchange.go | 8 +++++++-
 1 file changed, 7 insertions(+), 1 deletion(-)

diff --git a/pkg/exchange/binance/exchange.go b/pkg/exchange/binance/exchange.go
index 7cbbb8c79..8511bd204 100644
--- a/pkg/exchange/binance/exchange.go
+++ b/pkg/exchange/binance/exchange.go
@@ -4,6 +4,7 @@ import (
 	"context"
 	"fmt"
 	"github.com/adshao/go-binance/v2/futures"
+	"golang.org/x/time/rate"
 	"os"
 	"strconv"
 	"strings"
@@ -22,6 +23,8 @@ import (
 
 const BNB = "BNB"
 
+var orderLimiter = rate.NewLimiter(rate.Every(10 * time.Second), 50)
+
 var log = logrus.WithFields(logrus.Fields{
 	"exchange": "binance",
 })
@@ -732,8 +735,11 @@ func (e *Exchange) submitSpotOrder(ctx context.Context, order types.SubmitOrder)
 
 func (e *Exchange) SubmitOrders(ctx context.Context, orders ...types.SubmitOrder) (createdOrders types.OrderSlice, err error) {
 	for _, order := range orders {
-		var createdOrder *types.Order
+		if err := orderLimiter.Wait(ctx) ; err != nil {
+			log.WithError(err).Errorf("order rate limiter wait error")
+		}
 
+		var createdOrder *types.Order
 		if e.IsMargin {
 			createdOrder, err = e.submitMarginOrder(ctx, order)
 		} else {