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max: move tradeQueryLimiter to the exchange instance

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c9s 2023-03-21 16:26:47 +08:00
parent fda4e48146
commit 88af0a18f9
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GPG Key ID: 7385E7E464CB0A54
1 changed files with 3 additions and 3 deletions
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6
pkg/exchange/max/exchange.go
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@ -22,7 +22,6 @@ import (
// 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 tradeQueryLimiter = rate.NewLimiter(rate.Every(3*time.Second), 1)
var accountQueryLimiter = rate.NewLimiter(rate.Every(3*time.Second), 1)
var marketDataLimiter = rate.NewLimiter(rate.Every(2*time.Second), 10)
@ -37,7 +36,7 @@ type Exchange struct {
v3order *v3.OrderService
v3margin *v3.MarginService
submitOrderLimiter *rate.Limiter
submitOrderLimiter, queryTradeLimiter *rate.Limiter
}
func New(key, secret string) *Exchange {
@ -56,6 +55,7 @@ func New(key, secret string) *Exchange {
v3order: &v3.OrderService{Client: client},
v3margin: &v3.MarginService{Client: client},
queryTradeLimiter: rate.NewLimiter(rate.Every(1*time.Second), 2),
submitOrderLimiter: rate.NewLimiter(rate.Every(100*time.Millisecond), 10),
}
}
@ -795,7 +795,7 @@ func (e *Exchange) QueryDepositHistory(ctx context.Context, asset string, since,
// give LastTradeID -> ignore start_time (but still can filter the end_time)
// without any parameters -> return trades within 24 hours
func (e *Exchange) QueryTrades(ctx context.Context, symbol string, options *types.TradeQueryOptions) (trades []types.Trade, err error) {
if err := tradeQueryLimiter.Wait(ctx); err != nil {
if err := e.queryTradeLimiter.Wait(ctx); err != nil {
return nil, err
}