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Code Issues Releases Wiki Activity

Added RateLimitAdmission client option delegate

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This commit is contained in:
Jkorf
2026-09-16 14:07:38 +02:00
parent 45a42fb028
commit 404d62ee5c
20 changed files with 259 additions and 67 deletions
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CryptoExchange.Net.UnitTests/RateLimitTests.cs
+67 -24
View File
@@ -33,12 +33,12 @@ namespace CryptoExchange.Net.UnitTests
for (var i = 0; i < requests + 1; i++)
{
var result1 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, requestDefinition, "123", 1, RateLimitingBehaviour.Wait, null, default);
var result1 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, requestDefinition, "123", 1, RateLimitingBehaviour.Wait, null, 1, default);
Assert.That(i == requests ? triggered : !triggered);
}
triggered = false;
await Task.Delay((int)Math.Round(perSeconds * 1000) + 10);
var result2 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, requestDefinition, "123", 1, RateLimitingBehaviour.Wait, null, default);
var result2 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, requestDefinition, "123", 1, RateLimitingBehaviour.Wait, null, 1, default);
Assert.That(!triggered);
}
@@ -58,7 +58,7 @@ namespace CryptoExchange.Net.UnitTests
rateLimiter.RateLimitTriggered += (x) => { evnt = x; };
for (var i = 0; i < 2; i++)
{
var result1 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, requestDefinition, "123", 1, RateLimitingBehaviour.Wait, null, default);
var result1 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, requestDefinition, "123", 1, RateLimitingBehaviour.Wait, null, 1, default);
bool expected = i == 1 ? expectLimiting ? evnt?.DelayTime > TimeSpan.Zero : evnt == null : evnt == null;
Assert.That(expected);
}
@@ -79,9 +79,9 @@ namespace CryptoExchange.Net.UnitTests
RateLimitEvent? evnt = null;
rateLimiter.RateLimitTriggered += (x) => { evnt = x; };
var result1 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, requestDefinition1, "123", 1, RateLimitingBehaviour.Wait, null, default);
var result1 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, requestDefinition1, "123", 1, RateLimitingBehaviour.Wait, null, 1, default);
Assert.That(evnt == null);
var result2 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, requestDefinition2, "123", 1, RateLimitingBehaviour.Wait, null, default);
var result2 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, requestDefinition2, "123", 1, RateLimitingBehaviour.Wait, null, 1, default);
Assert.That(expectLimiting ? evnt != null : evnt == null);
}
@@ -100,12 +100,12 @@ namespace CryptoExchange.Net.UnitTests
for (var i = 0; i < requests + 1; i++)
{
var result1 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, requestDefinition, "123", 1, RateLimitingBehaviour.Wait, null, default);
var result1 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, requestDefinition, "123", 1, RateLimitingBehaviour.Wait, null, 1, default);
Assert.That(i == requests ? triggered : !triggered);
}
triggered = false;
await Task.Delay((int)Math.Round(perSeconds * 1000) + 10);
var result2 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, requestDefinition, "123", 1, RateLimitingBehaviour.Wait, null, default);
var result2 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, requestDefinition, "123", 1, RateLimitingBehaviour.Wait, null, 1, default);
Assert.That(!triggered);
}
@@ -123,7 +123,7 @@ namespace CryptoExchange.Net.UnitTests
rateLimiter.RateLimitTriggered += (x) => { evnt = x; };
for (var i = 0; i < 2; i++)
{
var result1 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, requestDefinition, "123", 1, RateLimitingBehaviour.Wait, null, default);
var result1 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, requestDefinition, "123", 1, RateLimitingBehaviour.Wait, null, 1, default);
bool expected = i == 1 ? expectLimited ? evnt?.DelayTime > TimeSpan.Zero : evnt == null : evnt == null;
Assert.That(expected);
}
@@ -143,7 +143,7 @@ namespace CryptoExchange.Net.UnitTests
rateLimiter.RateLimitTriggered += (x) => { evnt = x; };
for (var i = 0; i < 2; i++)
{
var result1 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, requestDefinition, "123", 1, RateLimitingBehaviour.Wait, null, default);
var result1 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, requestDefinition, "123", 1, RateLimitingBehaviour.Wait, null, 1, default);
bool expected = i == 1 ? expectLimited ? evnt?.DelayTime > TimeSpan.Zero : evnt == null : evnt == null;
Assert.That(expected);
}
@@ -166,9 +166,9 @@ namespace CryptoExchange.Net.UnitTests
RateLimitEvent? evnt = null;
rateLimiter.RateLimitTriggered += (x) => { evnt = x; };
var result1 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, requestDefinition1, key1, 1, RateLimitingBehaviour.Wait, null, default);
var result1 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, requestDefinition1, key1, 1, RateLimitingBehaviour.Wait, null, 1, default);
Assert.That(evnt == null);
var result2 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, requestDefinition2, key2, 1, RateLimitingBehaviour.Wait, null, default);
var result2 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, requestDefinition2, key2, 1, RateLimitingBehaviour.Wait, null, 1, default);
Assert.That(expectLimited ? evnt != null : evnt == null);
}
@@ -185,9 +185,9 @@ namespace CryptoExchange.Net.UnitTests
RateLimitEvent? evnt = null;
rateLimiter.RateLimitTriggered += (x) => { evnt = x; };
var result1 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, requestDefinition1, "123", 1, RateLimitingBehaviour.Wait, null, default);
var result1 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, requestDefinition1, "123", 1, RateLimitingBehaviour.Wait, null, 1, default);
Assert.That(evnt == null);
var result2 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, requestDefinition2, null, 1, RateLimitingBehaviour.Wait, null, default);
var result2 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, requestDefinition2, null, 1, RateLimitingBehaviour.Wait, null, 1, default);
Assert.That(expectLimited ? evnt != null : evnt == null);
}
@@ -205,9 +205,9 @@ namespace CryptoExchange.Net.UnitTests
RateLimitEvent? evnt = null;
rateLimiter.RateLimitTriggered += (x) => { evnt = x; };
var result1 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, requestDefinition1, "123", 1, RateLimitingBehaviour.Wait, null, default);
var result1 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, requestDefinition1, "123", 1, RateLimitingBehaviour.Wait, null, 1, default);
Assert.That(evnt == null);
var result2 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, requestDefinition2, "123", 1, RateLimitingBehaviour.Wait, null, default);
var result2 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, requestDefinition2, "123", 1, RateLimitingBehaviour.Wait, null, 1, default);
Assert.That(expectLimited ? evnt != null : evnt == null);
}
@@ -222,9 +222,9 @@ namespace CryptoExchange.Net.UnitTests
RateLimitEvent? evnt = null;
rateLimiter.RateLimitTriggered += (x) => { evnt = x; };
var result1 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Connection, new RequestDefinition(host1, "1", HttpMethod.Get), "123", 1, RateLimitingBehaviour.Wait, null, default);
var result1 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Connection, new RequestDefinition(host1, "1", HttpMethod.Get), "123", 1, RateLimitingBehaviour.Wait, null, 1, default);
Assert.That(evnt == null);
var result2 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Connection, new RequestDefinition(host2, "1", HttpMethod.Get), "123", 1, RateLimitingBehaviour.Wait, null, default);
var result2 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Connection, new RequestDefinition(host2, "1", HttpMethod.Get), "123", 1, RateLimitingBehaviour.Wait, null, 1, default);
Assert.That(expectLimited ? evnt != null : evnt == null);
}
@@ -238,8 +238,8 @@ namespace CryptoExchange.Net.UnitTests
rateLimiter.RateLimitTriggered += (x) => { evnt = x; };
var ct = new CancellationTokenSource(TimeSpan.FromSeconds(0.2));
var result1 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Connection, new RequestDefinition("https://test.com", "1", HttpMethod.Get), "123", 1, RateLimitingBehaviour.Wait, null, ct.Token);
var result2 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Connection, new RequestDefinition("https://test.com", "1", HttpMethod.Get), "123", 1, RateLimitingBehaviour.Wait, null, ct.Token);
var result1 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Connection, new RequestDefinition("https://test.com", "1", HttpMethod.Get), "123", 1, RateLimitingBehaviour.Wait, null, 1, ct.Token);
var result2 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Connection, new RequestDefinition("https://test.com", "1", HttpMethod.Get), "123", 1, RateLimitingBehaviour.Wait, null, 1, ct.Token);
Assert.That(result2.Error, Is.TypeOf<CancellationRequestedError>());
}
@@ -257,9 +257,9 @@ namespace CryptoExchange.Net.UnitTests
var ct = new CancellationTokenSource(TimeSpan.FromSeconds(0.2));
// act
var result1 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, definition, null, 1, RateLimitingBehaviour.Fail, null, ct.Token);
var result1 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, definition, null, 1, RateLimitingBehaviour.Fail, null, 1, ct.Token);
await rateLimiter.ResetAsync(RateLimitItemType.Request, definition, null, null, null, default);
var result2 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, definition, null, 1, RateLimitingBehaviour.Fail, null, ct.Token);
var result2 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, definition, null, 1, RateLimitingBehaviour.Fail, null, 1, ct.Token);
// assert
Assert.That(evnt, Is.Null);
@@ -279,10 +279,10 @@ namespace CryptoExchange.Net.UnitTests
rateLimiter.RateLimitTriggered += (x) => { evnt = x; };
// act
var result1 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, definition1, null, 1, RateLimitingBehaviour.Fail, null, default);
var result2 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, definition2, null, 1, RateLimitingBehaviour.Fail, null, default);
var result1 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, definition1, null, 1, RateLimitingBehaviour.Fail, null, 1, default);
var result2 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, definition2, null, 1, RateLimitingBehaviour.Fail, null, 1, default);
await rateLimiter.ResetAsync(RateLimitItemType.Request, definition1, null, null, null, default);
var result3 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, definition2, null, 1, RateLimitingBehaviour.Fail, null, default);
var result3 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, definition2, null, 1, RateLimitingBehaviour.Fail, null, 1, default);
// assert
Assert.That(evnt, Is.Not.Null);
@@ -321,5 +321,48 @@ namespace CryptoExchange.Net.UnitTests
// assert
Assert.That(evnt != null, Is.EqualTo(expectLimited));
}
[TestCase(RateLimitWindowType.Fixed)]
[TestCase(RateLimitWindowType.FixedAfterFirst)]
[TestCase(RateLimitWindowType.Sliding)]
[TestCase(RateLimitWindowType.Decay)]
public async Task LowerThreshold_ReservesCapacityForFullThreshold(RateLimitWindowType windowType)
{
var gate = new RateLimitGate("Test");
gate.AddGuard(new RateLimitGuard(
RateLimitGuard.PerHost,
new LimitItemTypeFilter(RateLimitItemType.Request),
10,
TimeSpan.FromHours(1),
windowType,
decayPerTimeSpan: 1));
var definition = new RequestDefinition(
"https://test.com", "/ticker", HttpMethod.Get);
var logger = new TraceLogger();
for (var i = 0; i < 8; i++)
{
var result = await gate.ProcessAsync(
logger, i, RateLimitItemType.Request, definition, null, 1,
RateLimitingBehaviour.Fail, null, 0.8, default);
Assert.That(result.Success, Is.True);
}
var marketData = await gate.ProcessAsync(
logger, 9, RateLimitItemType.Request, definition, null, 1,
RateLimitingBehaviour.Fail, null, 0.8, default);
Assert.That(marketData.Error, Is.TypeOf<ClientRateLimitError>());
var order = await gate.ProcessAsync(
logger, 10, RateLimitItemType.Request, definition, null, 2,
RateLimitingBehaviour.Fail, null, 1.0, default);
Assert.That(order.Success, Is.True);
var overHardLimit = await gate.ProcessAsync(
logger, 11, RateLimitItemType.Request, definition, null, 1,
RateLimitingBehaviour.Fail, null, 1.0, default);
Assert.That(overHardLimit.Error, Is.TypeOf<ClientRateLimitError>());
}
}
}
CryptoExchange.Net/Clients/RestApiClient.cs
+10
View File
@@ -350,6 +350,10 @@ namespace CryptoExchange.Net.Clients
if (ClientOptions.RateLimiterEnabled)
{
var rateRatio = 1.0;
if (ClientOptions.RateLimitAdmission != null)
rateRatio = ClientOptions.RateLimitAdmission(definition, requestWeight).MaxUtilization;
var limitResult = await definition.RateLimitGate.ProcessAsync(
_logger,
requestId,
@@ -359,6 +363,7 @@ namespace CryptoExchange.Net.Clients
requestWeight,
ClientOptions.RateLimitingBehaviour,
rateLimitKeySuffix + ClientOptions.RateLimitGroup,
rateRatio,
cancellationToken).ConfigureAwait(false);
if (!limitResult.Success)
return limitResult.Error!;
@@ -374,6 +379,10 @@ namespace CryptoExchange.Net.Clients
if (ClientOptions.RateLimiterEnabled)
{
var singleRequestWeight = weightSingleLimiter ?? 1;
var rateRatio = 1.0;
if (ClientOptions.RateLimitAdmission != null)
rateRatio = ClientOptions.RateLimitAdmission(definition, singleRequestWeight).MaxUtilization;
var limitResult = await definition.RateLimitGate.ProcessSingleAsync(
_logger,
requestId,
@@ -384,6 +393,7 @@ namespace CryptoExchange.Net.Clients
singleRequestWeight,
ClientOptions.RateLimitingBehaviour,
rateLimitKeySuffix,
rateRatio,
cancellationToken).ConfigureAwait(false);
if (!limitResult.Success)
return limitResult.Error!;
CryptoExchange.Net/Clients/SocketApiClient.cs
+1
View File
@@ -858,6 +858,7 @@ namespace CryptoExchange.Net.Clients
ReconnectInterval = ClientOptions.ReconnectInterval,
RateLimiter = ClientOptions.RateLimiterEnabled ? RateLimiter : null,
RateLimitingBehavior = ClientOptions.RateLimitingBehaviour,
RateLimitAdmission = ClientOptions.RateLimitAdmission,
Proxy = ClientOptions.Proxy,
Timeout = ApiOptions.SocketNoDataTimeout ?? ClientOptions.SocketNoDataTimeout,
ReceiveBufferSize = ClientOptions.ReceiveBufferSize,
CryptoExchange.Net/Objects/Options/ExchangeOptions.cs
+7
View File
@@ -1,4 +1,5 @@
using CryptoExchange.Net.Authentication;
using CryptoExchange.Net.RateLimiting;
using System;
namespace CryptoExchange.Net.Objects.Options
@@ -41,6 +42,12 @@ namespace CryptoExchange.Net.Objects.Options
/// </summary>
public RateLimitingBehaviour RateLimitingBehaviour { get; set; } = RateLimitingBehaviour.Wait;
/// <summary>
/// A delegate receiving the request definition and the request weight that can be used to determine whether a request should be admitted or rejected based
/// on the request definition and the current rate limit usage ratio. This allows for custom rate limiting logic to be implemented.
/// </summary>
public Func<RequestDefinition, int, RateLimitAdmission>? RateLimitAdmission { get; set; }
/// <inheritdoc />
public override string ToString()
{
CryptoExchange.Net/Objects/Options/RestExchangeOptions.cs
+1
View File
@@ -75,6 +75,7 @@ namespace CryptoExchange.Net.Objects.Options
item.RateLimiterEnabled = RateLimiterEnabled;
item.RateLimitingBehaviour = RateLimitingBehaviour;
item.RateLimitGroup = RateLimitGroup;
item.RateLimitAdmission = RateLimitAdmission;
item.CachingEnabled = CachingEnabled;
item.CachingMaxAge = CachingMaxAge;
item.HttpVersion = HttpVersion;
CryptoExchange.Net/Objects/Options/SocketExchangeOptions.cs
+1
View File
@@ -105,6 +105,7 @@ namespace CryptoExchange.Net.Objects.Options
item.RateLimitingBehaviour = RateLimitingBehaviour;
item.RateLimiterEnabled = RateLimiterEnabled;
item.RateLimitGroup = RateLimitGroup;
item.RateLimitAdmission = RateLimitAdmission;
item.ReceiveBufferSize = ReceiveBufferSize;
return item;
}
CryptoExchange.Net/Objects/Sockets/WebSocketParameters.cs
+8 -1
View File
@@ -1,4 +1,5 @@
using CryptoExchange.Net.RateLimiting.Interfaces;
using CryptoExchange.Net.RateLimiting;
using CryptoExchange.Net.RateLimiting.Interfaces;
using System;
using System.Collections.Generic;
using System.Text;
@@ -64,6 +65,12 @@ namespace CryptoExchange.Net.Objects.Sockets
/// </summary>
public RateLimitingBehaviour RateLimitingBehavior { get; set; }
/// <summary>
/// A delegate receiving the request definition and the request weight that can be used to determine whether a request should be admitted or rejected based
/// on the request definition and the current rate limit usage ratio. This allows for custom rate limiting logic to be implemented.
/// </summary>
public Func<RequestDefinition, int, RateLimitAdmission>? RateLimitAdmission { get; set; }
/// <summary>
/// Encoding for sending/receiving data
/// </summary>
CryptoExchange.Net/RateLimiting/Guards/RateLimitGuard.cs
+2 -2
View File
@@ -104,7 +104,7 @@ namespace CryptoExchange.Net.RateLimiting.Guards
}
/// <inheritdoc />
public LimitCheck Check(RateLimitItemType type, RequestDefinition definition, string? apiKey, int requestWeight, string? keySuffix)
public LimitCheck Check(RateLimitItemType type, RequestDefinition definition, string? apiKey, int requestWeight, string? keySuffix, double allowedRateRatio)
{
foreach (var filter in _filters)
{
@@ -127,7 +127,7 @@ namespace CryptoExchange.Net.RateLimiting.Guards
_trackers.Add(key, tracker);
}
var delay = tracker.GetWaitTime(requestWeight);
var delay = tracker.GetWaitTime(requestWeight, allowedRateRatio);
if (delay == default)
return LimitCheck.NotNeeded(Limit, TimeSpan, tracker.Current);
CryptoExchange.Net/RateLimiting/Guards/RetryAfterGuard.cs
+1 -1
View File
@@ -42,7 +42,7 @@ namespace CryptoExchange.Net.RateLimiting.Guards
}
/// <inheritdoc />
public LimitCheck Check(RateLimitItemType type, RequestDefinition definition, string? apiKey, int requestWeight, string? keySuffix)
public LimitCheck Check(RateLimitItemType type, RequestDefinition definition, string? apiKey, int requestWeight, string? keySuffix, double allowedRateRatio)
{
if (type != Type)
return LimitCheck.NotApplicable;
CryptoExchange.Net/RateLimiting/Guards/SingleLimitGuard.cs
+2 -2
View File
@@ -53,7 +53,7 @@ namespace CryptoExchange.Net.RateLimiting.Guards
}
/// <inheritdoc />
public LimitCheck Check(RateLimitItemType type, RequestDefinition definition, string? apiKey, int requestWeight, string? keySuffix)
public LimitCheck Check(RateLimitItemType type, RequestDefinition definition, string? apiKey, int requestWeight, string? keySuffix, double allowedRateRatio)
{
var key = _keySelector(definition, apiKey) + keySuffix;
if (!_trackers.TryGetValue(key, out var tracker))
@@ -62,7 +62,7 @@ namespace CryptoExchange.Net.RateLimiting.Guards
_trackers.Add(key, tracker);
}
var delay = tracker.GetWaitTime(requestWeight);
var delay = tracker.GetWaitTime(requestWeight, allowedRateRatio);
if (delay == default)
return LimitCheck.NotNeeded(_limit, _period, tracker.Current);
CryptoExchange.Net/RateLimiting/Interfaces/IRateLimitGate.cs
+26 -3
View File
@@ -53,9 +53,20 @@ namespace CryptoExchange.Net.RateLimiting.Interfaces
/// <param name="requestWeight">Request weight</param>
/// <param name="behaviour">Behaviour when rate limit is hit</param>
/// <param name="keySuffix">An additional optional suffix for the key selector. Can be used to make rate limiting work based on parameters.</param>
/// <param name="ct">Cancelation token</param>
/// <param name="allowedRateRatio">The allowed rate ratio</param>
/// <param name="ct">Cancellation token</param>
/// <returns>Error if RateLimitingBehaviour is Fail and rate limit is hit</returns>
ValueTask<CallResult> ProcessAsync(ILogger logger, int itemId, RateLimitItemType type, RequestDefinition definition, string? apiKey, int requestWeight, RateLimitingBehaviour behaviour, string? keySuffix, CancellationToken ct);
ValueTask<CallResult> ProcessAsync(
ILogger logger,
int itemId,
RateLimitItemType type,
RequestDefinition definition,
string? apiKey,
int requestWeight,
RateLimitingBehaviour behaviour,
string? keySuffix,
double allowedRateRatio,
CancellationToken ct);
/// <summary>
/// Enforces the rate limit as defined in the request definition. When a rate limit is hit will wait for the rate limit to pass if RateLimitingBehaviour is Wait, or return an error if it is set to Fail
@@ -69,9 +80,21 @@ namespace CryptoExchange.Net.RateLimiting.Interfaces
/// <param name="behaviour">Behaviour when rate limit is hit</param>
/// <param name="requestWeight">The weight to apply to the limit guard</param>
/// <param name="keySuffix">An additional optional suffix for the key selector. Can be used to make rate limiting work based on parameters.</param>
/// <param name="allowedRateRatio">The allowed rate ratio</param>
/// <param name="ct">Cancelation token</param>
/// <returns>Error if RateLimitingBehaviour is Fail and rate limit is hit</returns>
ValueTask<CallResult> ProcessSingleAsync(ILogger logger, int itemId, IRateLimitGuard guard, RateLimitItemType type, RequestDefinition definition, string? apiKey, int requestWeight, RateLimitingBehaviour behaviour, string? keySuffix, CancellationToken ct);
ValueTask<CallResult> ProcessSingleAsync(
ILogger logger,
int itemId,
IRateLimitGuard guard,
RateLimitItemType type,
RequestDefinition definition,
string? apiKey,
int requestWeight,
RateLimitingBehaviour behaviour,
string? keySuffix,
double allowedRateRatio,
CancellationToken ct);
/// <summary>
/// Reset the limit for the specified parameters
CryptoExchange.Net/RateLimiting/Interfaces/IRateLimitGuard.cs
+2 -1
View File
@@ -25,8 +25,9 @@ namespace CryptoExchange.Net.RateLimiting.Interfaces
/// <param name="apiKey">The API key</param>
/// <param name="requestWeight">The request weight</param>
/// <param name="keySuffix">An additional optional suffix for the key selector. Can be used to make rate limiting work based on parameters.</param>
/// <param name="allowedRateRatio">The allowed rate ratio</param>
/// <returns></returns>
LimitCheck Check(RateLimitItemType type, RequestDefinition definition, string? apiKey, int requestWeight, string? keySuffix);
LimitCheck Check(RateLimitItemType type, RequestDefinition definition, string? apiKey, int requestWeight, string? keySuffix, double allowedRateRatio);
/// <summary>
/// Apply the request to this guard with the specified weight
CryptoExchange.Net/RateLimiting/Interfaces/IWindowTracker.cs
+1 -3
View File
@@ -22,9 +22,7 @@ namespace CryptoExchange.Net.RateLimiting.Interfaces
/// <summary>
/// Get the time to wait to fit the weight
/// </summary>
/// <param name="weight"></param>
/// <returns></returns>
TimeSpan GetWaitTime(int weight);
TimeSpan GetWaitTime(int weight, double allowedRateRatio);
/// <summary>
/// Register the weight in this window
/// </summary>
CryptoExchange.Net/RateLimiting/RateLimitAdmission.cs
+32
View File
@@ -0,0 +1,32 @@
using System;
using System.Collections.Generic;
using System.Text;
namespace CryptoExchange.Net.RateLimiting
{
/// <summary>
/// Rate limit admission decision result
/// </summary>
public record RateLimitAdmission
{
/// <summary>
/// Value ratio between 0 and 1
/// </summary>
public double MaxUtilization { get; }
private RateLimitAdmission(double maxUtilizationValue) {
if (maxUtilizationValue <= 0 || maxUtilizationValue > 1)
throw new ArgumentOutOfRangeException(nameof(maxUtilizationValue), "Max utilization value must be bigger than 0 and less than or equal to 1");
MaxUtilization = maxUtilizationValue;
}
/// <summary>
/// Only allow the request when below a certain ratio of the rate limit, for example 0.5 means it can use a max of 50% of the rate limit,
/// 1 means it's allowed to use the full rate limit.
/// </summary>
/// <param name="value">0.5 means a max use 50% of the rate limit, 1 means the request is allowed to use the full rate limit</param>
public static RateLimitAdmission WithMaxUtilization(double value)
=> new RateLimitAdmission(value);
}
}
CryptoExchange.Net/RateLimiting/RateLimitGate.cs
+28 -6
View File
@@ -37,14 +37,24 @@ namespace CryptoExchange.Net.RateLimiting
}
/// <inheritdoc />
public async ValueTask<CallResult> ProcessAsync(ILogger logger, int itemId, RateLimitItemType type, RequestDefinition definition, string? apiKey, int requestWeight, RateLimitingBehaviour rateLimitingBehaviour, string? keySuffix, CancellationToken ct)
public async ValueTask<CallResult> ProcessAsync(
ILogger logger,
int itemId,
RateLimitItemType type,
RequestDefinition definition,
string? apiKey,
int requestWeight,
RateLimitingBehaviour rateLimitingBehaviour,
string? keySuffix,
double allowedRateRatio,
CancellationToken ct)
{
await _semaphore.WaitAsync(ct).ConfigureAwait(false);
bool release = true;
_waitingCount++;
try
{
return await CheckGuardsAsync(_guards, logger, itemId, type, definition, apiKey, requestWeight, rateLimitingBehaviour, keySuffix, ct).ConfigureAwait(false);
return await CheckGuardsAsync(_guards, logger, itemId, type, definition, apiKey, requestWeight, rateLimitingBehaviour, keySuffix, allowedRateRatio, ct).ConfigureAwait(false);
}
catch (TaskCanceledException tce)
{
@@ -71,6 +81,7 @@ namespace CryptoExchange.Net.RateLimiting
int requestWeight,
RateLimitingBehaviour rateLimitingBehaviour,
string? keySuffix,
double allowedRateRatio,
CancellationToken ct)
{
await _semaphore.WaitAsync(ct).ConfigureAwait(false);
@@ -78,7 +89,7 @@ namespace CryptoExchange.Net.RateLimiting
_waitingCount++;
try
{
return await CheckGuardsAsync(new IRateLimitGuard[] { guard }, logger, itemId, type, definition, apiKey, requestWeight, rateLimitingBehaviour, keySuffix, ct).ConfigureAwait(false);
return await CheckGuardsAsync(new IRateLimitGuard[] { guard }, logger, itemId, type, definition, apiKey, requestWeight, rateLimitingBehaviour, keySuffix, allowedRateRatio, ct).ConfigureAwait(false);
}
catch (TaskCanceledException tce)
{
@@ -94,12 +105,23 @@ namespace CryptoExchange.Net.RateLimiting
}
}
private async ValueTask<CallResult> CheckGuardsAsync(IEnumerable<IRateLimitGuard> guards, ILogger logger, int itemId, RateLimitItemType type, RequestDefinition definition, string? apiKey, int requestWeight, RateLimitingBehaviour rateLimitingBehaviour, string? keySuffix, CancellationToken ct)
private async ValueTask<CallResult> CheckGuardsAsync(
IEnumerable<IRateLimitGuard> guards,
ILogger logger,
int itemId,
RateLimitItemType type,
RequestDefinition definition,
string? apiKey,
int requestWeight,
RateLimitingBehaviour rateLimitingBehaviour,
string? keySuffix,
double allowedRateRatio,
CancellationToken ct)
{
foreach (var guard in guards)
{
// Check if a wait is needed for this guard
var result = guard.Check(type, definition, apiKey, requestWeight, keySuffix);
var result = guard.Check(type, definition, apiKey, requestWeight, keySuffix, allowedRateRatio);
if (result.Delay != TimeSpan.Zero && rateLimitingBehaviour == RateLimitingBehaviour.Fail)
{
// Delay is needed and limit behaviour is to fail the request
@@ -126,7 +148,7 @@ namespace CryptoExchange.Net.RateLimiting
RateLimitTriggered?.Invoke(new RateLimitEvent(itemId, _name, guard.Description, definition, result.Current, requestWeight, result.Limit, result.Period, result.Delay, rateLimitingBehaviour));
await Task.Delay((int)result.Delay.TotalMilliseconds + 1, ct).ConfigureAwait(false);
await _semaphore.WaitAsync(ct).ConfigureAwait(false);
return await CheckGuardsAsync(guards, logger, itemId, type, definition, apiKey, requestWeight, rateLimitingBehaviour, keySuffix, ct).ConfigureAwait(false);
return await CheckGuardsAsync(guards, logger, itemId, type, definition, apiKey, requestWeight, rateLimitingBehaviour, keySuffix, allowedRateRatio, ct).ConfigureAwait(false);
}
}
CryptoExchange.Net/RateLimiting/Trackers/DecayWindowTracker.cs
+17 -7
View File
@@ -41,22 +41,31 @@ namespace CryptoExchange.Net.RateLimiting.Trackers
}
/// <inheritdoc />
public TimeSpan GetWaitTime(int weight)
public TimeSpan GetWaitTime(int weight, double allowedRateRatio)
{
// Decrease the counter based on the last update time and decay rate
DecreaseCounter(DateTime.UtcNow);
if (Current + weight > Limit)
if ((Current + weight) / (double)Limit > allowedRateRatio)
{
// The weight would cause the rate limit to be passed
if (Current == 0)
{
throw new Exception("Request limit reached without any prior request. " +
$"This request can never execute with the current rate limiter. Request weight: {weight}, RateLimit: {Limit}");
if (allowedRateRatio < 1)
{
throw new Exception("Request limit reached max utilization. " +
$"This request can never execute with the current rate limiter configuration. Request weight: {weight}, RateLimit: {Limit}, " +
$"Request ratio: {(Current + weight) / (double)Limit}, AllowedRateRatio: {allowedRateRatio}");
}
else
{
throw new Exception("Request limit reached without any prior request. " +
$"This request can never execute with the current rate limiter. Request weight: {weight}, RateLimit: {Limit}");
}
}
// Determine the time to wait before this weight can be applied without going over the rate limit
return DetermineWaitTime(weight);
return DetermineWaitTime(weight, allowedRateRatio);
}
// Weight can fit without going over limit
@@ -90,10 +99,11 @@ namespace CryptoExchange.Net.RateLimiting.Trackers
/// Determine the time to wait before the weight would fit
/// </summary>
/// <param name="requestWeight"></param>
/// <param name="allowedRateRatio"></param>
/// <returns></returns>
private TimeSpan DetermineWaitTime(int requestWeight)
private TimeSpan DetermineWaitTime(int requestWeight, double allowedRateRatio)
{
var weightToRemove = Math.Max(Current - (Limit - requestWeight), 0);
var weightToRemove = Math.Max(Current + requestWeight - Limit * allowedRateRatio, 0);
var result = TimeSpan.FromMilliseconds(Math.Ceiling(weightToRemove / DecreaseRate) * TimePeriod.TotalMilliseconds);
if (result < TimeSpan.Zero)
return TimeSpan.Zero;
CryptoExchange.Net/RateLimiting/Trackers/FixedAfterStartWindowTracker.cs
+13 -4
View File
@@ -53,7 +53,7 @@ namespace CryptoExchange.Net.RateLimiting.Trackers
}
}
public TimeSpan GetWaitTime(int weight)
public TimeSpan GetWaitTime(int weight, double allowedRateRatio)
{
// Remove requests no longer in time period from the history
var checkTime = DateTime.UtcNow;
@@ -63,13 +63,22 @@ namespace CryptoExchange.Net.RateLimiting.Trackers
if (Current == 0)
_nextReset = null;
if (Current + weight > Limit)
if ((Current + weight) / (double)Limit > allowedRateRatio)
{
// The weight would cause the rate limit to be passed
if (Current == 0)
{
throw new Exception("Request limit reached without any prior request. " +
$"This request can never execute with the current rate limiter. Request weight: {weight}, RateLimit: {Limit}");
if (allowedRateRatio < 1)
{
throw new Exception("Request limit reached max utilization. " +
$"This request can never execute with the current rate limiter configuration. Request weight: {weight}, RateLimit: {Limit}, " +
$"Request ratio: {(Current + weight) / (double)Limit}, AllowedRateRatio: {allowedRateRatio}");
}
else
{
throw new Exception("Request limit reached without any prior request. " +
$"This request can never execute with the current rate limiter. Request weight: {weight}, RateLimit: {Limit}");
}
}
// Determine the time to wait before this weight can be applied without going over the rate limit
CryptoExchange.Net/RateLimiting/Trackers/FixedWindowTracker.cs
+13 -4
View File
@@ -52,19 +52,28 @@ namespace CryptoExchange.Net.RateLimiting.Trackers
}
/// <inheritdoc />
public TimeSpan GetWaitTime(int weight)
public TimeSpan GetWaitTime(int weight, double allowedRateRatio)
{
// Remove requests no longer in time period from the history
var checkTime = DateTime.UtcNow;
RemoveBefore(checkTime.AddTicks(-(checkTime.Ticks % TimePeriod.Ticks)));
if (Current + weight > Limit)
if ((Current + weight) / (double)Limit > allowedRateRatio)
{
// The weight would cause the rate limit to be passed
if (Current == 0)
{
throw new Exception("Request limit reached without any prior request. " +
$"This request can never execute with the current rate limiter. Request weight: {weight}, RateLimit: {Limit}");
if (allowedRateRatio < 1)
{
throw new Exception("Request limit reached max utilization. " +
$"This request can never execute with the current rate limiter configuration. Request weight: {weight}, RateLimit: {Limit}, " +
$"Request ratio: {(Current + weight) / (double)Limit}, AllowedRateRatio: {allowedRateRatio}");
}
else
{
throw new Exception("Request limit reached without any prior request. " +
$"This request can never execute with the current rate limiter. Request weight: {weight}, RateLimit: {Limit}");
}
}
// Determine the time to wait before this weight can be applied without going over the rate limit
CryptoExchange.Net/RateLimiting/Trackers/SlidingWindowTracker.cs
+16 -7
View File
@@ -53,22 +53,31 @@ namespace CryptoExchange.Net.RateLimiting.Trackers
}
/// <inheritdoc />
public TimeSpan GetWaitTime(int weight)
public TimeSpan GetWaitTime(int weight, double allowedRateRatio)
{
// Remove requests no longer in time period from the history
RemoveBefore(DateTime.UtcNow - TimePeriod);
if (Current + weight > Limit)
if ((Current + weight) / (double)Limit > allowedRateRatio)
{
// The weight would cause the rate limit to be passed
if (Current == 0)
{
throw new Exception("Request limit reached without any prior request. " +
$"This request can never execute with the current rate limiter. Request weight: {weight}, RateLimit: {Limit}");
if (allowedRateRatio < 1)
{
throw new Exception("Request limit reached max utilization. " +
$"This request can never execute with the current rate limiter configuration. Request weight: {weight}, RateLimit: {Limit}, " +
$"Request ratio: {(Current + weight) / (double)Limit}, AllowedRateRatio: {allowedRateRatio}");
}
else
{
throw new Exception("Request limit reached without any prior request. " +
$"This request can never execute with the current rate limiter. Request weight: {weight}, RateLimit: {Limit}");
}
}
// Determine the time to wait before this weight can be applied without going over the rate limit
return DetermineWaitTime(weight);
return DetermineWaitTime(weight, allowedRateRatio);
}
// Weight can fit without going over limit
@@ -108,9 +117,9 @@ namespace CryptoExchange.Net.RateLimiting.Trackers
/// Determine the time to wait before the weight would fit
/// </summary>
/// <returns></returns>
private TimeSpan DetermineWaitTime(int requestWeight)
private TimeSpan DetermineWaitTime(int requestWeight, double allowedRateRatio)
{
var weightToRemove = Math.Max(Current - (Limit - requestWeight), 0);
var weightToRemove = Math.Max(Current + requestWeight - Limit * allowedRateRatio, 0);
var removedWeight = 0;
for (var i = 0; i < _entries.Count; i++)
{
CryptoExchange.Net/Sockets/Default/CryptoExchangeWebSocketClient.cs
+11 -2
View File
@@ -208,7 +208,11 @@ namespace CryptoExchange.Net.Sockets.Default
{
if (Parameters.RateLimiter != null)
{
var limitResult = await Parameters.RateLimiter.ProcessAsync(_logger, Id, RateLimitItemType.Connection, _requestDefinition, null, 1, Parameters.RateLimitingBehavior, null, _ctsSource.Token).ConfigureAwait(false);
var rateRatio = 1.0;
if (Parameters.RateLimitAdmission != null)
rateRatio = Parameters.RateLimitAdmission(_requestDefinition, 1).MaxUtilization;
var limitResult = await Parameters.RateLimiter.ProcessAsync(_logger, Id, RateLimitItemType.Connection, _requestDefinition, null, 1, Parameters.RateLimitingBehavior, null, rateRatio, _ctsSource.Token).ConfigureAwait(false);
if (!limitResult.Success)
return CallResult.Fail(new ClientRateLimitError("Connection limit reached"));
}
@@ -530,9 +534,14 @@ namespace CryptoExchange.Net.Sockets.Default
{
if (Parameters.RateLimiter != null)
{
var rateRatio = 1.0;
if (Parameters.RateLimitAdmission != null)
rateRatio = Parameters.RateLimitAdmission(_requestDefinition, data.Weight).MaxUtilization;
try
{
var limitResult = await Parameters.RateLimiter.ProcessAsync(_logger, data.Id, RateLimitItemType.Request, _requestDefinition, null, data.Weight, Parameters.RateLimitingBehavior, null, _ctsSource.Token).ConfigureAwait(false);
var limitResult = await Parameters.RateLimiter.ProcessAsync(
_logger, data.Id, RateLimitItemType.Request, _requestDefinition, null, data.Weight, Parameters.RateLimitingBehavior, null, rateRatio, _ctsSource.Token).ConfigureAwait(false);
if (!limitResult.Success)
{
await (OnRequestRateLimited?.Invoke(data.Id) ?? Task.CompletedTask).ConfigureAwait(false);