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pkg/exchange: refine okx rate limiter

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edwin 2024-02-20 11:26:07 +08:00
parent 7436a7e2e1
commit f135b6dcc4
1 changed files with 24 additions and 17 deletions
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41
pkg/exchange/okex/exchange.go
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@ -17,26 +17,33 @@ import (
"github.com/c9s/bbgo/pkg/types"
)
// Okex rate limit list in each api document
// The default order limiter apply 30 requests per second and a 5 initial bucket
// this includes QueryOrder, QueryOrderTrades, SubmitOrder, QueryOpenOrders, CancelOrders
// Market data limiter means public api, this includes QueryMarkets, QueryTicker, QueryTickers, QueryKLines
var (
marketDataLimiter = rate.NewLimiter(rate.Every(100*time.Millisecond), 5)
queryMarketLimiter = rate.NewLimiter(rate.Every(100*time.Millisecond), 10)
queryTickerLimiter = rate.NewLimiter(rate.Every(100*time.Millisecond), 10)
queryTickersLimiter = rate.NewLimiter(rate.Every(100*time.Millisecond), 10)
queryAccountLimiter = rate.NewLimiter(rate.Every(200*time.Millisecond), 5)
placeOrderLimiter = rate.NewLimiter(rate.Every(30*time.Millisecond), 30)
batchCancelOrderLimiter = rate.NewLimiter(rate.Every(5*time.Millisecond), 200)
queryOpenOrderLimiter = rate.NewLimiter(rate.Every(30*time.Millisecond), 30)
queryClosedOrderRateLimiter = rate.NewLimiter(rate.Every(100*time.Millisecond), 10)
queryTradeLimiter = rate.NewLimiter(rate.Every(100*time.Millisecond), 10)
queryKLineLimiter = rate.NewLimiter(rate.Every(100*time.Millisecond), 20)
// clientOrderIdRegex combine of case-sensitive alphanumerics, all numbers, or all letters of up to 32 characters.
clientOrderIdRegex = regexp.MustCompile("^[a-zA-Z0-9]{0,32}$")
// Rate Limit: 20 requests per 2 seconds, Rate limit rule: IP + instrumentType.
// Currently, calls are not made very frequently, so only IP is considered.
queryMarketLimiter = rate.NewLimiter(rate.Every(100*time.Millisecond), 1)
// Rate Limit: 20 requests per 2 seconds, Rate limit rule: IP
queryTickerLimiter = rate.NewLimiter(rate.Every(100*time.Millisecond), 1)
// Rate Limit: 20 requests per 2 seconds, Rate limit rule: IP
queryTickersLimiter = rate.NewLimiter(rate.Every(100*time.Millisecond), 1)
// Rate Limit: 10 requests per 2 seconds, Rate limit rule: UserID
queryAccountLimiter = rate.NewLimiter(rate.Every(200*time.Millisecond), 1)
// Rate Limit: 60 requests per 2 seconds, Rate limit rule (except Options): UserID + Instrument ID.
// TODO: support UserID + Instrument ID
placeOrderLimiter = rate.NewLimiter(rate.Every(33*time.Millisecond), 1)
// Rate Limit: 60 requests per 2 seconds, Rate limit rule (except Options): UserID + Instrument ID
// TODO: support UserID + Instrument ID
batchCancelOrderLimiter = rate.NewLimiter(rate.Every(33*time.Millisecond), 1)
// Rate Limit: 60 requests per 2 seconds, Rate limit rule: UserID
queryOpenOrderLimiter = rate.NewLimiter(rate.Every(33*time.Millisecond), 1)
// Rate Limit: 20 requests per 2 seconds, Rate limit rule: UserID
queryClosedOrderRateLimiter = rate.NewLimiter(rate.Every(100*time.Millisecond), 1)
// Rate Limit: 10 requests per 2 seconds, Rate limit rule: UserID
queryTradeLimiter = rate.NewLimiter(rate.Every(200*time.Millisecond), 1)
// Rate Limit: 40 requests per 2 seconds, Rate limit rule: IP
queryKLineLimiter = rate.NewLimiter(rate.Every(50*time.Millisecond), 1)
)
const (