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Merge pull request #1364 from bailantaotao/edwin/make-jump-to-option

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FEATURE: [batch] add a jumpIfEmpty to batch trade option
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bailantaotao 2023-10-26 09:23:11 +08:00 committed by GitHub
commit d762366a83
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3 changed files with 28 additions and 12 deletions
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12
pkg/exchange/batch/option.go Normal file
View File

@ -0,0 +1,12 @@
package batch
import "time"
type Option func(query *AsyncTimeRangedBatchQuery)
// JumpIfEmpty jump the startTime + duration when the result is empty
func JumpIfEmpty(duration time.Duration) Option {
return func(query *AsyncTimeRangedBatchQuery) {
query.JumpIfEmpty = duration
}
}

6
pkg/exchange/batch/trade.go
View File

@ -17,7 +17,7 @@ type TradeBatchQuery struct {
types.ExchangeTradeHistoryService types.ExchangeTradeHistoryService
} }
func (e TradeBatchQuery) Query(ctx context.Context, symbol string, options *types.TradeQueryOptions) (c chan types.Trade, errC chan error) { func (e TradeBatchQuery) Query(ctx context.Context, symbol string, options *types.TradeQueryOptions, opts ...Option) (c chan types.Trade, errC chan error) {
if options.EndTime == nil { if options.EndTime == nil {
now := time.Now() now := time.Now()
options.EndTime = &now options.EndTime = &now
@ -45,6 +45,10 @@ func (e TradeBatchQuery) Query(ctx context.Context, symbol string, options *type
JumpIfEmpty: 24 * time.Hour, JumpIfEmpty: 24 * time.Hour,
} }
for _, opt := range opts {
opt(query)
}
c = make(chan types.Trade, 100) c = make(chan types.Trade, 100)
errC = query.Query(ctx, c, startTime, endTime) errC = query.Query(ctx, c, startTime, endTime)
return c, errC return c, errC

22
pkg/exchange/bybit/exchange.go
View File

@ -26,15 +26,15 @@ const (
) )
// https://bybit-exchange.github.io/docs/zh-TW/v5/rate-limit // https://bybit-exchange.github.io/docs/zh-TW/v5/rate-limit
// sharedRateLimiter indicates that the API belongs to the public API. // GET/POST method (shared): 120 requests per second for 5 consecutive seconds
//
// The default order limiter apply 5 requests per second and a 5 initial bucket
// this includes QueryMarkets, QueryTicker, QueryAccountBalances, GetFeeRates
var ( var (
sharedRateLimiter = rate.NewLimiter(rate.Every(time.Second/5), 5) // sharedRateLimiter indicates that the API belongs to the public API.
tradeRateLimiter = rate.NewLimiter(rate.Every(time.Second/5), 5) // The default order limiter apply 5 requests per second and a 5 initial bucket
orderRateLimiter = rate.NewLimiter(rate.Every(100*time.Millisecond), 10) // this includes QueryMarkets, QueryTicker, QueryAccountBalances, GetFeeRates
closedOrderQueryLimiter = rate.NewLimiter(rate.Every(time.Second), 1) sharedRateLimiter = rate.NewLimiter(rate.Every(time.Second/5), 5)
queryOrderTradeRateLimiter = rate.NewLimiter(rate.Every(time.Second/5), 5)
orderRateLimiter = rate.NewLimiter(rate.Every(time.Second/10), 10)
closedOrderQueryLimiter = rate.NewLimiter(rate.Every(time.Second), 1)
log = logrus.WithFields(logrus.Fields{ log = logrus.WithFields(logrus.Fields{
"exchange": "bybit", "exchange": "bybit",
@ -159,7 +159,7 @@ func (e *Exchange) QueryOpenOrders(ctx context.Context, symbol string) (orders [
req = req.Cursor(cursor) req = req.Cursor(cursor)
} }
if err = tradeRateLimiter.Wait(ctx); err != nil { if err = queryOrderTradeRateLimiter.Wait(ctx); err != nil {
return nil, fmt.Errorf("place order rate limiter wait error: %w", err) return nil, fmt.Errorf("place order rate limiter wait error: %w", err)
} }
res, err := req.Do(ctx) res, err := req.Do(ctx)
@ -232,7 +232,7 @@ func (e *Exchange) QueryOrderTrades(ctx context.Context, q types.OrderQuery) (tr
req.Symbol(q.Symbol) req.Symbol(q.Symbol)
} }
if err := tradeRateLimiter.Wait(ctx); err != nil { if err := queryOrderTradeRateLimiter.Wait(ctx); err != nil {
return nil, fmt.Errorf("trade rate limiter wait error: %w", err) return nil, fmt.Errorf("trade rate limiter wait error: %w", err)
} }
response, err := req.Do(ctx) response, err := req.Do(ctx)
@ -463,7 +463,7 @@ func (e *Exchange) QueryTrades(ctx context.Context, symbol string, options *type
} }
req.Limit(limit) req.Limit(limit)
if err := tradeRateLimiter.Wait(ctx); err != nil { if err := queryOrderTradeRateLimiter.Wait(ctx); err != nil {
return nil, fmt.Errorf("trade rate limiter wait error: %w", err) return nil, fmt.Errorf("trade rate limiter wait error: %w", err)
} }
response, err := req.Do(ctx) response, err := req.Do(ctx)