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binance: add queryTrades rate limiter

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c9s 2022-09-12 15:03:01 +08:00
parent ccd085a8e6
commit a5ba870cd8
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1 changed files with 19 additions and 4 deletions
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23
pkg/exchange/binance/exchange.go
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@ -39,8 +39,12 @@ const FutureTestBaseURL = "https://testnet.binancefuture.com"
const FuturesWebSocketURL = "wss://fstream.binance.com" const FuturesWebSocketURL = "wss://fstream.binance.com"
const FuturesWebSocketTestURL = "wss://stream.binancefuture.com" const FuturesWebSocketTestURL = "wss://stream.binancefuture.com"
// 5 per second and a 2 initial bucket // orderLimiter - the default order limiter apply 5 requests per second and a 2 initial bucket
// this includes SubmitOrder, CancelOrder and QueryClosedOrders
//
// Limit defines the maximum frequency of some events. Limit is represented as number of events per second. A zero Limit allows no events.
var orderLimiter = rate.NewLimiter(5, 2) var orderLimiter = rate.NewLimiter(5, 2)
var queryTradeLimiter = rate.NewLimiter(1, 2)
var log = logrus.WithFields(logrus.Fields{ var log = logrus.WithFields(logrus.Fields{
"exchange": "binance", "exchange": "binance",
@ -50,6 +54,14 @@ func init() {
_ = types.Exchange(&Exchange{}) _ = types.Exchange(&Exchange{})
_ = types.MarginExchange(&Exchange{}) _ = types.MarginExchange(&Exchange{})
_ = types.FuturesExchange(&Exchange{}) _ = types.FuturesExchange(&Exchange{})
if n, ok := util.GetEnvVarInt("BINANCE_ORDER_RATE_LIMITER"); ok {
orderLimiter = rate.NewLimiter(rate.Limit(n), 2)
}
if n, ok := util.GetEnvVarInt("BINANCE_QUERY_TRADES_RATE_LIMITER"); ok {
queryTradeLimiter = rate.NewLimiter(rate.Limit(n), 2)
}
} }
func isBinanceUs() bool { func isBinanceUs() bool {
@ -1532,14 +1544,17 @@ func (e *Exchange) querySpotTrades(ctx context.Context, symbol string, options *
return trades, nil return trades, nil
} }
func (e *Exchange) QueryTrades(ctx context.Context, symbol string, options *types.TradeQueryOptions) (trades []types.Trade, err error) { func (e *Exchange) QueryTrades(ctx context.Context, symbol string, options *types.TradeQueryOptions) ([]types.Trade, error) {
if err := queryTradeLimiter.Wait(ctx); err != nil {
return nil, err
}
if e.IsMargin { if e.IsMargin {
return e.queryMarginTrades(ctx, symbol, options) return e.queryMarginTrades(ctx, symbol, options)
} else if e.IsFutures { } else if e.IsFutures {
return e.queryFuturesTrades(ctx, symbol, options) return e.queryFuturesTrades(ctx, symbol, options)
} else {
return e.querySpotTrades(ctx, symbol, options)
} }
return e.querySpotTrades(ctx, symbol, options)
} }
// DefaultFeeRates returns the Binance VIP 0 fee schedule // DefaultFeeRates returns the Binance VIP 0 fee schedule