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fix: ftx: add limit to ftx kline query

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This commit is contained in:
c9s 2022-06-02 21:51:22 +08:00
parent a7bd9239f2
commit 3eb3a1f367
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GPG Key ID: 7385E7E464CB0A54
1 changed files with 15 additions and 5 deletions
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20
pkg/exchange/ftx/exchange.go
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@ -30,6 +30,8 @@ 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)
var marketDataLimiter = rate.NewLimiter(rate.Every(500*time.Millisecond), 2)
//go:generate go run generate_symbol_map.go
type Exchange struct {
@ -240,10 +242,7 @@ func (e *Exchange) QueryKLines(ctx context.Context, symbol string, interval type
return nil, err
}
sort.Slice(klines, func(i, j int) bool {
return klines[i].StartTime.Unix() < klines[j].StartTime.Unix()
})
klines = types.SortKLinesAscending(klines)
return klines, nil
}
@ -252,10 +251,21 @@ func (e *Exchange) _queryKLines(ctx context.Context, symbol string, interval typ
return nil, fmt.Errorf("interval %s is not supported", interval.String())
}
if err := requestLimit.Wait(ctx); err != nil {
if err := marketDataLimiter.Wait(ctx); err != nil {
return nil, err
}
rangeDuration := options.EndTime.Sub(*options.StartTime)
estimatedCount := rangeDuration / interval.Duration()
if options.Limit == 0 {
options.Limit = 500
}
if options.Limit != 0 && uint64(estimatedCount) > uint64(options.Limit) {
endTime := options.StartTime.Add(interval.Duration() * time.Duration(options.Limit))
options.EndTime = &endTime
}
resp, err := e.newRest().HistoricalPrices(ctx, toLocalSymbol(symbol), interval, int64(options.Limit), options.StartTime, options.EndTime)
if err != nil {
return nil, err