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binance: add order rate limiter for binance

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This commit is contained in:
c9s 2021-11-04 12:49:33 +08:00
parent 7eb91cc7cc
commit 1a861c98a1
1 changed files with 7 additions and 1 deletions
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8
pkg/exchange/binance/exchange.go
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@ -4,6 +4,7 @@ import (
"context" "context"
"fmt" "fmt"
"github.com/adshao/go-binance/v2/futures" "github.com/adshao/go-binance/v2/futures"
"golang.org/x/time/rate"
"os" "os"
"strconv" "strconv"
"strings" "strings"
@ -22,6 +23,8 @@ import (
const BNB = "BNB" const BNB = "BNB"
var orderLimiter = rate.NewLimiter(rate.Every(10 * time.Second), 50)
var log = logrus.WithFields(logrus.Fields{ var log = logrus.WithFields(logrus.Fields{
"exchange": "binance", "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) { func (e *Exchange) SubmitOrders(ctx context.Context, orders ...types.SubmitOrder) (createdOrders types.OrderSlice, err error) {
for _, order := range orders { 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 { if e.IsMargin {
createdOrder, err = e.submitMarginOrder(ctx, order) createdOrder, err = e.submitMarginOrder(ctx, order)
} else { } else {