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max: move more rate limiter to the exchange instance

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c9s 2023-04-12 22:56:23 +08:00
parent 4766f6c203
commit 7c9109aeea
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GPG Key ID: 7385E7E464CB0A54
1 changed files with 11 additions and 11 deletions
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22
pkg/exchange/max/exchange.go
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@ -20,11 +20,6 @@ import (
"github.com/c9s/bbgo/pkg/types"
)
// closedOrderQueryLimiter is used for the closed orders query rate limit, 1 request per second
var closedOrderQueryLimiter = rate.NewLimiter(rate.Every(1*time.Second), 1)
var accountQueryLimiter = rate.NewLimiter(rate.Every(3*time.Second), 1)
var marketDataLimiter = rate.NewLimiter(rate.Every(2*time.Second), 10)
var log = logrus.WithField("exchange", "max")
type Exchange struct {
@ -36,7 +31,7 @@ type Exchange struct {
v3order *v3.OrderService
v3margin *v3.MarginService
submitOrderLimiter, queryTradeLimiter *rate.Limiter
submitOrderLimiter, queryTradeLimiter, accountQueryLimiter, closedOrderQueryLimiter, marketDataLimiter *rate.Limiter
}
func New(key, secret string) *Exchange {
@ -57,6 +52,11 @@ func New(key, secret string) *Exchange {
queryTradeLimiter: rate.NewLimiter(rate.Every(1*time.Second), 2),
submitOrderLimiter: rate.NewLimiter(rate.Every(100*time.Millisecond), 10),
// closedOrderQueryLimiter is used for the closed orders query rate limit, 1 request per second
closedOrderQueryLimiter: rate.NewLimiter(rate.Every(1*time.Second), 1),
accountQueryLimiter: rate.NewLimiter(rate.Every(3*time.Second), 1),
marketDataLimiter: rate.NewLimiter(rate.Every(2*time.Second), 10),
}
}
@ -83,7 +83,7 @@ func (e *Exchange) QueryTicker(ctx context.Context, symbol string) (*types.Ticke
}
func (e *Exchange) QueryTickers(ctx context.Context, symbol ...string) (map[string]types.Ticker, error) {
if err := marketDataLimiter.Wait(ctx); err != nil {
if err := e.marketDataLimiter.Wait(ctx); err != nil {
return nil, err
}
@ -258,7 +258,7 @@ func (e *Exchange) QueryClosedOrders(ctx context.Context, symbol string, since,
}
func (e *Exchange) queryClosedOrdersByLastOrderID(ctx context.Context, symbol string, lastOrderID uint64) (orders []types.Order, err error) {
if err := closedOrderQueryLimiter.Wait(ctx); err != nil {
if err := e.closedOrderQueryLimiter.Wait(ctx); err != nil {
return orders, err
}
@ -547,7 +547,7 @@ func (e *Exchange) getLaunchDate() (time.Time, error) {
}
func (e *Exchange) QueryAccount(ctx context.Context) (*types.Account, error) {
if err := accountQueryLimiter.Wait(ctx); err != nil {
if err := e.accountQueryLimiter.Wait(ctx); err != nil {
return nil, err
}
@ -590,7 +590,7 @@ func (e *Exchange) QueryAccount(ctx context.Context) (*types.Account, error) {
}
func (e *Exchange) QueryAccountBalances(ctx context.Context) (types.BalanceMap, error) {
if err := accountQueryLimiter.Wait(ctx); err != nil {
if err := e.accountQueryLimiter.Wait(ctx); err != nil {
return nil, err
}
@ -912,7 +912,7 @@ func (e *Exchange) QueryRewards(ctx context.Context, startTime time.Time) ([]typ
// The above query will return a kline that starts with 1620202440 (unix timestamp) without endTime.
// We need to calculate the endTime by ourself.
func (e *Exchange) QueryKLines(ctx context.Context, symbol string, interval types.Interval, options types.KLineQueryOptions) ([]types.KLine, error) {
if err := marketDataLimiter.Wait(ctx); err != nil {
if err := e.marketDataLimiter.Wait(ctx); err != nil {
return nil, err
}