mirror of
https://github.com/c9s/bbgo.git
synced 2024-11-22 23:05:15 +00:00
Merge pull request #1126 from c9s/c9s/max/separate-rate-limiter
FIX: max: move submitOrderLimiter to the exchange wide var
This commit is contained in:
commit
da381dc252
|
@ -22,10 +22,8 @@ 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)
|
||||
var submitOrderLimiter = rate.NewLimiter(rate.Every(300*time.Millisecond), 10)
|
||||
|
||||
var log = logrus.WithField("exchange", "max")
|
||||
|
||||
|
@ -37,6 +35,8 @@ type Exchange struct {
|
|||
|
||||
v3order *v3.OrderService
|
||||
v3margin *v3.MarginService
|
||||
|
||||
submitOrderLimiter, queryTradeLimiter *rate.Limiter
|
||||
}
|
||||
|
||||
func New(key, secret string) *Exchange {
|
||||
|
@ -54,6 +54,9 @@ func New(key, secret string) *Exchange {
|
|||
secret: secret,
|
||||
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),
|
||||
}
|
||||
}
|
||||
|
||||
|
@ -452,7 +455,7 @@ func (e *Exchange) Withdraw(ctx context.Context, asset string, amount fixedpoint
|
|||
}
|
||||
|
||||
func (e *Exchange) SubmitOrder(ctx context.Context, order types.SubmitOrder) (createdOrder *types.Order, err error) {
|
||||
if err := submitOrderLimiter.Wait(ctx); err != nil {
|
||||
if err := e.submitOrderLimiter.Wait(ctx); err != nil {
|
||||
return nil, err
|
||||
}
|
||||
|
||||
|
@ -792,7 +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
|
||||
}
|
||||
|
||||
|
|
Loading…
Reference in New Issue
Block a user