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Merge pull request #1126 from c9s/c9s/max/separate-rate-limiter
FIX: max: move submitOrderLimiter to the exchange wide var
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commit
da381dc252
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@ -22,10 +22,8 @@ import (
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// closedOrderQueryLimiter is used for the closed orders query rate limit, 1 request per second
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var closedOrderQueryLimiter = rate.NewLimiter(rate.Every(1*time.Second), 1)
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var tradeQueryLimiter = rate.NewLimiter(rate.Every(3*time.Second), 1)
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var accountQueryLimiter = rate.NewLimiter(rate.Every(3*time.Second), 1)
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var marketDataLimiter = rate.NewLimiter(rate.Every(2*time.Second), 10)
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var submitOrderLimiter = rate.NewLimiter(rate.Every(300*time.Millisecond), 10)
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var log = logrus.WithField("exchange", "max")
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@ -37,6 +35,8 @@ type Exchange struct {
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v3order *v3.OrderService
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v3margin *v3.MarginService
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submitOrderLimiter, queryTradeLimiter *rate.Limiter
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}
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func New(key, secret string) *Exchange {
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@ -54,6 +54,9 @@ func New(key, secret string) *Exchange {
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secret: secret,
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v3order: &v3.OrderService{Client: client},
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v3margin: &v3.MarginService{Client: client},
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queryTradeLimiter: rate.NewLimiter(rate.Every(1*time.Second), 2),
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submitOrderLimiter: rate.NewLimiter(rate.Every(100*time.Millisecond), 10),
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}
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}
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@ -452,7 +455,7 @@ func (e *Exchange) Withdraw(ctx context.Context, asset string, amount fixedpoint
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}
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func (e *Exchange) SubmitOrder(ctx context.Context, order types.SubmitOrder) (createdOrder *types.Order, err error) {
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if err := submitOrderLimiter.Wait(ctx); err != nil {
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if err := e.submitOrderLimiter.Wait(ctx); err != nil {
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return nil, err
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}
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@ -792,7 +795,7 @@ func (e *Exchange) QueryDepositHistory(ctx context.Context, asset string, since,
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// give LastTradeID -> ignore start_time (but still can filter the end_time)
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// without any parameters -> return trades within 24 hours
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func (e *Exchange) QueryTrades(ctx context.Context, symbol string, options *types.TradeQueryOptions) (trades []types.Trade, err error) {
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if err := tradeQueryLimiter.Wait(ctx); err != nil {
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if err := e.queryTradeLimiter.Wait(ctx); err != nil {
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return nil, err
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}
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