lychiyu/bbgo_origin
1
0
Fork 0
mirror of https://github.com/c9s/bbgo.git synced 2024-11-22 06:53:52 +00:00
Code Issues Actions 2 Packages Projects Releases Wiki Activity

kucoin: add trades, orders rate limiter

Browse Source
This commit is contained in:
c9s 2022-03-18 17:33:10 +08:00
parent 71af9961a1
commit 9757ca290b
1 changed files with 11 additions and 1 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

12
pkg/exchange/kucoin/exchange.go
View File

@ -13,11 +13,13 @@ import (
"golang.org/x/time/rate"
"github.com/c9s/bbgo/pkg/exchange/kucoin/kucoinapi"
"github.com/c9s/bbgo/pkg/types"
"github.com/c9s/bbgo/pkg/fixedpoint"
"github.com/c9s/bbgo/pkg/types"
)
var marketDataLimiter = rate.NewLimiter(rate.Every(500*time.Millisecond), 1)
var queryTradeLimiter = rate.NewLimiter(rate.Every(5*time.Second), 1)
var queryOrderLimiter = rate.NewLimiter(rate.Every(5*time.Second), 1)
var ErrMissingSequence = errors.New("sequence is missing")
@ -314,6 +316,10 @@ func (e *Exchange) QueryClosedOrders(ctx context.Context, symbol string, since,
req.EndAt(until)
}
if err := queryOrderLimiter.Wait(ctx); err != nil {
return nil, err
}
orderList, err := req.Do(ctx)
if err != nil {
return orders, err
@ -354,6 +360,10 @@ func (e *Exchange) QueryTrades(ctx context.Context, symbol string, options *type
req.EndAt(*options.EndTime)
}
if err := queryTradeLimiter.Wait(ctx); err != nil {
return trades, err
}
response, err := req.Do(ctx)
if err != nil {
return trades, err