Updated rate limiting margins

CryptoExchange.Net.UnitTests/RateLimitTests.cs

@@ -3,6 +3,7 @@ using CryptoExchange.Net.RateLimiting;
 using CryptoExchange.Net.RateLimiting.Filters;
 using CryptoExchange.Net.RateLimiting.Guards;
 using CryptoExchange.Net.RateLimiting.Interfaces;
+using CryptoExchange.Net.RateLimiting.Trackers;
 using CryptoExchange.Net.UnitTests.Implementations;
 using NUnit.Framework;
 using System;
@@ -364,5 +365,30 @@ namespace CryptoExchange.Net.UnitTests
                 RateLimitingBehaviour.Fail, null, 1.0, default);
             Assert.That(overHardLimit.Error, Is.TypeOf<ClientRateLimitError>());
         }
+
+        [TestCase(0.1, 10)]
+        [TestCase(1, 50)]
+        [TestCase(5, 250)]
+        [TestCase(60, 250)]
+        public void RateLimitSafetyMargin_DefaultIsProportionalAndCapped(double periodSeconds, int expectedMarginMilliseconds)
+        {
+            var margin = WindowTrackerHelpers.GetDefaultSafetyMargin(TimeSpan.FromSeconds(periodSeconds));
+
+            Assert.That(margin, Is.EqualTo(TimeSpan.FromMilliseconds(expectedMarginMilliseconds)));
+        }
+
+        [Test]
+        public void RateLimitGuard_ExplicitSafetyMarginIsUsed()
+        {
+            var guard = new RateLimitGuard(
+                RateLimitGuard.PerHost,
+                new LimitItemTypeFilter(RateLimitItemType.Request),
+                1,
+                TimeSpan.FromSeconds(1),
+                RateLimitWindowType.Sliding,
+                safetyMargin: TimeSpan.Zero);
+
+            Assert.That(guard.SafetyMargin, Is.EqualTo(TimeSpan.Zero));
+        }
     }
 }

CryptoExchange.Net/Objects/Results/ICallResult.cs

@@ -45,11 +45,18 @@ public interface ICallResult<T> : ICallResult
 /// <summary>
 /// Exchange call result
 /// </summary>
-/// <typeparam name="T">Result data type</typeparam>
+public interface IExchangeCallResult : ICallResult
-public interface IExchangeCallResult<T> : ICallResult, ICallResult<T>
 {
     /// <summary>
     /// Exchange name
     /// </summary>
-    public string Exchange { get; set; }
+    public string Exchange { get; }
+}
+
+/// <summary>
+/// Exchange call result
+/// </summary>
+/// <typeparam name="T">Result data type</typeparam>
+public interface IExchangeCallResult<T> : IExchangeCallResult, ICallResult<T>
+{
 }

CryptoExchange.Net/RateLimiting/Guards/RateLimitGuard.cs

@@ -36,6 +36,7 @@ namespace CryptoExchange.Net.RateLimiting.Guards
         private readonly Dictionary<string, IWindowTracker> _trackers;
         private readonly RateLimitWindowType _windowType;
         private readonly double? _decayRate;
+        private readonly TimeSpan _safetyMargin;
         private readonly int? _connectionWeight;
         private readonly Func<RequestDefinition, string?, string> _keySelector;
         private readonly SemaphoreSlim? _sharedGuardSemaphore;
@@ -54,6 +55,10 @@ namespace CryptoExchange.Net.RateLimiting.Guards
         /// The time period for the limit
         /// </summary>
         public TimeSpan TimeSpan { get; }
+        /// <summary>
+        /// Additional time to wait after a rate limit window expires to account for latency and timing differences
+        /// </summary>
+        public TimeSpan SafetyMargin => _safetyMargin;
 
         /// <summary>
         /// Whether this guard is shared between multiple gates
@@ -68,11 +73,12 @@ namespace CryptoExchange.Net.RateLimiting.Guards
         /// <param name="limit">Limit per period</param>
         /// <param name="timeSpan">Timespan for the period</param>
         /// <param name="windowType">Type of rate limit window</param>
+        /// <param name="safetyMargin">Additional time to wait after a window expires, or null to use the default margin</param>
         /// <param name="decayPerTimeSpan">The decay per timespan if windowType is DecayWindowTracker</param>
         /// <param name="connectionWeight">The weight of a new connection</param>
         /// <param name="shared">Whether this guard is shared between multiple gates</param>
-        public RateLimitGuard(Func<RequestDefinition, string?, string> keySelector, IGuardFilter filter, int limit, TimeSpan timeSpan, RateLimitWindowType windowType, double? decayPerTimeSpan = null, int? connectionWeight = null, bool shared = false)
+        public RateLimitGuard(Func<RequestDefinition, string?, string> keySelector, IGuardFilter filter, int limit, TimeSpan timeSpan, RateLimitWindowType windowType, TimeSpan? safetyMargin = null, double? decayPerTimeSpan = null, int? connectionWeight = null, bool shared = false)
-            : this(keySelector, new[] { filter }, limit, timeSpan, windowType, decayPerTimeSpan, connectionWeight, shared)
+            : this(keySelector, new[] { filter }, limit, timeSpan, windowType, safetyMargin, decayPerTimeSpan, connectionWeight, shared)
         {
         }
 
@@ -84,10 +90,11 @@ namespace CryptoExchange.Net.RateLimiting.Guards
         /// <param name="limit">Limit per period</param>
         /// <param name="timeSpan">Timespan for the period</param>
         /// <param name="windowType">Type of rate limit window</param>
+        /// <param name="safetyMargin">Additional time to wait after a window expires, or null to use the default margin</param>
         /// <param name="decayPerTimeSpan">The decay per timespan if windowType is DecayWindowTracker</param>
         /// <param name="connectionWeight">The weight of a new connection</param>
         /// <param name="shared">Whether this guard is shared between multiple gates</param>
-        public RateLimitGuard(Func<RequestDefinition, string?, string> keySelector, IEnumerable<IGuardFilter> filters, int limit, TimeSpan timeSpan, RateLimitWindowType windowType, double? decayPerTimeSpan = null, int? connectionWeight = null, bool shared = false)
+        public RateLimitGuard(Func<RequestDefinition, string?, string> keySelector, IEnumerable<IGuardFilter> filters, int limit, TimeSpan timeSpan, RateLimitWindowType windowType, TimeSpan? safetyMargin = null, double? decayPerTimeSpan = null, int? connectionWeight = null, bool shared = false)
         {
             _filters = filters;
             _trackers = new Dictionary<string, IWindowTracker>();
@@ -97,6 +104,7 @@ namespace CryptoExchange.Net.RateLimiting.Guards
             SharedGuard = shared;
             _keySelector = keySelector;
             _decayRate = decayPerTimeSpan;
+            _safetyMargin = safetyMargin ?? WindowTrackerHelpers.GetDefaultSafetyMargin(timeSpan); ;
             _connectionWeight = connectionWeight;
 
             if (SharedGuard)
@@ -205,9 +213,9 @@ namespace CryptoExchange.Net.RateLimiting.Guards
         /// <returns></returns>
         protected IWindowTracker CreateTracker()
         {
-            return _windowType == RateLimitWindowType.Sliding ? new SlidingWindowTracker(Limit, TimeSpan)
+            return _windowType == RateLimitWindowType.Sliding ? new SlidingWindowTracker(Limit, TimeSpan, _safetyMargin)
-                : _windowType == RateLimitWindowType.Fixed ? new FixedWindowTracker(Limit, TimeSpan)
+                : _windowType == RateLimitWindowType.Fixed ? new FixedWindowTracker(Limit, TimeSpan, _safetyMargin)
-                : _windowType == RateLimitWindowType.FixedAfterFirst ? new FixedAfterStartWindowTracker(Limit, TimeSpan) :
+                : _windowType == RateLimitWindowType.FixedAfterFirst ? new FixedAfterStartWindowTracker(Limit, TimeSpan, _safetyMargin) :
                 new DecayWindowTracker(Limit, TimeSpan, _decayRate ?? throw new InvalidOperationException("Decay rate not provided"));
         }
     }

CryptoExchange.Net/RateLimiting/Guards/SingleLimitGuard.cs

@@ -24,6 +24,7 @@ namespace CryptoExchange.Net.RateLimiting.Guards
         private readonly Dictionary<string, IWindowTracker> _trackers;
         private readonly RateLimitWindowType _windowType;
         private readonly double? _decayRate;
+        private readonly TimeSpan _safetyMargin;
         private readonly int _limit;
         private readonly TimeSpan _period;
         private readonly Func<RequestDefinition, string?, string> _keySelector;
@@ -34,6 +35,11 @@ namespace CryptoExchange.Net.RateLimiting.Guards
         /// <inheritdoc />
         public string Description => _windowType == RateLimitWindowType.Decay ? $"Endpoint limit of {_limit} with a decay rate of {_decayRate}" : $"Limit of {_limit} per {_period}";
 
+        /// <summary>
+        /// Additional time to wait after a rate limit window expires to account for latency and timing differences
+        /// </summary>
+        public TimeSpan SafetyMargin => _safetyMargin;
+
         /// <summary>
         /// ctor
         /// </summary>
@@ -41,6 +47,7 @@ namespace CryptoExchange.Net.RateLimiting.Guards
             int limit,
             TimeSpan period,
             RateLimitWindowType windowType,
+            TimeSpan? safetyMargin = null,
             double? decayRate = null,
             Func<RequestDefinition, string?, string>? keySelector = null)
         {
@@ -48,6 +55,7 @@ namespace CryptoExchange.Net.RateLimiting.Guards
             _period = period;
             _windowType = windowType;
             _decayRate = decayRate;
+            _safetyMargin = safetyMargin ?? WindowTrackerHelpers.GetDefaultSafetyMargin(period);
             _keySelector = keySelector ?? Default;
             _trackers = new Dictionary<string, IWindowTracker>();
         }
@@ -84,8 +92,8 @@ namespace CryptoExchange.Net.RateLimiting.Guards
         /// <returns></returns>
         protected IWindowTracker CreateTracker()
         {
-            return _windowType == RateLimitWindowType.Sliding ? new SlidingWindowTracker(_limit, _period)
+            return _windowType == RateLimitWindowType.Sliding ? new SlidingWindowTracker(_limit, _period, _safetyMargin)
-                : _windowType == RateLimitWindowType.Fixed ? new FixedWindowTracker(_limit, _period) :
+                : _windowType == RateLimitWindowType.Fixed ? new FixedWindowTracker(_limit, _period, _safetyMargin) :
                 new DecayWindowTracker(_limit, _period, _decayRate ?? throw new InvalidOperationException("Decay rate not provided"));
         }
 

CryptoExchange.Net/RateLimiting/Trackers/FixedAfterStartWindowTracker.cs

@@ -17,15 +17,18 @@ namespace CryptoExchange.Net.RateLimiting.Trackers
         private int _currentWeight = 0;
         private DateTime? _nextReset;
 
-        /// <summary>
+        private readonly TimeSpan _safetyMargin;
-        /// Additional wait time to apply to account for time offset between server and client
-        /// </summary>
-        private static TimeSpan _fixedWindowBuffer = TimeSpan.FromMilliseconds(1000);
 
         public FixedAfterStartWindowTracker(int limit, TimeSpan period)
+            : this(limit, period, WindowTrackerHelpers.GetDefaultSafetyMargin(period))
+        {
+        }
+
+        public FixedAfterStartWindowTracker(int limit, TimeSpan period, TimeSpan safetyMargin)
         {
             Limit = limit;
             TimePeriod = period;
+            _safetyMargin = safetyMargin;
             _entries = new Queue<LimitEntry>();
         }
 
@@ -57,7 +60,7 @@ namespace CryptoExchange.Net.RateLimiting.Trackers
         {
             // Remove requests no longer in time period from the history
             var checkTime = DateTime.UtcNow;
-            if (_nextReset != null && checkTime > _nextReset)
+            if (_nextReset != null && checkTime >= _nextReset + _safetyMargin)
                 RemoveBefore(_nextReset.Value);
 
             if (Current == 0)
@@ -130,7 +133,7 @@ namespace CryptoExchange.Net.RateLimiting.Trackers
         private TimeSpan DetermineWaitTime()
         {
             var checkTime = DateTime.UtcNow;
-            var result = (_nextReset!.Value - checkTime) + _fixedWindowBuffer;
+            var result = _nextReset!.Value + _safetyMargin - checkTime;
             if (result < TimeSpan.Zero)
                 return TimeSpan.Zero;
             return result;

CryptoExchange.Net/RateLimiting/Trackers/FixedWindowTracker.cs

@@ -16,15 +16,18 @@ namespace CryptoExchange.Net.RateLimiting.Trackers
         private readonly Queue<LimitEntry> _entries;
         private int _currentWeight = 0;
 
-        /// <summary>
+        private readonly TimeSpan _safetyMargin;
-        /// Additional wait time to apply to account for time offset between server and client
-        /// </summary>
-        private static readonly TimeSpan _fixedWindowBuffer = TimeSpan.FromMilliseconds(1000);
 
         public FixedWindowTracker(int limit, TimeSpan period)
+            : this(limit, period, WindowTrackerHelpers.GetDefaultSafetyMargin(period))
+        {
+        }
+
+        public FixedWindowTracker(int limit, TimeSpan period, TimeSpan safetyMargin)
         {
             Limit = limit;
             TimePeriod = period;
+            _safetyMargin = safetyMargin;
             _entries = new Queue<LimitEntry>();
         }
 
@@ -56,7 +59,11 @@ namespace CryptoExchange.Net.RateLimiting.Trackers
         {
             // Remove requests no longer in time period from the history
             var checkTime = DateTime.UtcNow;
-            RemoveBefore(checkTime.AddTicks(-(checkTime.Ticks % TimePeriod.Ticks)));
+            var startCurrentWindow = checkTime.AddTicks(-(checkTime.Ticks % TimePeriod.Ticks));
+            var resetBoundary = checkTime >= startCurrentWindow + _safetyMargin
+                ? startCurrentWindow
+                : startCurrentWindow - TimePeriod;
+            RemoveBefore(resetBoundary);
 
             if ((Current + weight) / (double)Limit > allowedRateRatio)
             {
@@ -124,8 +131,9 @@ namespace CryptoExchange.Net.RateLimiting.Trackers
         {
             var checkTime = DateTime.UtcNow;
             var startCurrentWindow = checkTime.AddTicks(-(checkTime.Ticks % TimePeriod.Ticks));
-            var wait = startCurrentWindow.Add(TimePeriod) - checkTime;
+            var result = checkTime < startCurrentWindow + _safetyMargin
-            var result = wait.Add(_fixedWindowBuffer);
+                ? startCurrentWindow + _safetyMargin - checkTime
+                : startCurrentWindow + TimePeriod + _safetyMargin - checkTime;
             if (result < TimeSpan.Zero)
                 return TimeSpan.Zero;
             return result;

CryptoExchange.Net/RateLimiting/Trackers/SlidingWindowTracker.cs

@@ -16,15 +16,18 @@ namespace CryptoExchange.Net.RateLimiting.Trackers
         private readonly List<LimitEntry> _entries;
         private int _currentWeight = 0;
 
-        /// <summary>
+        private readonly TimeSpan _safetyMargin;
-        /// Additional wait time to apply to account for fluctuating request times
-        /// </summary>
-        private static readonly TimeSpan _slidingWindowBuffer = TimeSpan.FromMilliseconds(1000);
 
         public SlidingWindowTracker(int limit, TimeSpan period)
+            : this(limit, period, WindowTrackerHelpers.GetDefaultSafetyMargin(period))
+        {
+        }
+
+        public SlidingWindowTracker(int limit, TimeSpan period, TimeSpan safetyMargin)
         {
             Limit = limit;
             TimePeriod = period;
+            _safetyMargin = safetyMargin;
             _entries = new List<LimitEntry>();
         }
 
@@ -56,7 +59,7 @@ namespace CryptoExchange.Net.RateLimiting.Trackers
         public TimeSpan GetWaitTime(int weight, double allowedRateRatio)
         {
             // Remove requests no longer in time period from the history
-            RemoveBefore(DateTime.UtcNow - TimePeriod);
+            RemoveBefore(DateTime.UtcNow - TimePeriod - _safetyMargin);
 
             if ((Current + weight) / (double)Limit > allowedRateRatio)
             {
@@ -99,7 +102,7 @@ namespace CryptoExchange.Net.RateLimiting.Trackers
         {
             for (var i = 0; i < _entries.Count; i++)
             {
-                if (_entries[i].Timestamp < time)
+                if (_entries[i].Timestamp <= time)
                 {
                     var entry = _entries[i];
                     _entries.Remove(entry);
@@ -127,7 +130,7 @@ namespace CryptoExchange.Net.RateLimiting.Trackers
                 removedWeight += entry.Weight;
                 if (removedWeight >= weightToRemove)
                 {
-                    var result = entry.Timestamp + TimePeriod + _slidingWindowBuffer - DateTime.UtcNow;
+                    var result = entry.Timestamp + TimePeriod + _safetyMargin - DateTime.UtcNow;
                     if (result < TimeSpan.Zero)
                         return TimeSpan.Zero;
                     return result;

CryptoExchange.Net/RateLimiting/Trackers/WindowTrackerHelpers.cs

@@ -0,0 +1,20 @@
+using System;
+
+namespace CryptoExchange.Net.RateLimiting.Trackers
+{
+    internal static class WindowTrackerHelpers
+    {
+        private static readonly TimeSpan _minimumSafetyMargin = TimeSpan.FromMilliseconds(10);
+        private static readonly TimeSpan _maximumSafetyMargin = TimeSpan.FromMilliseconds(250);
+
+        public static TimeSpan GetDefaultSafetyMargin(TimeSpan period)
+        {
+            var margin = TimeSpan.FromTicks(period.Ticks / 20);
+            if (margin < _minimumSafetyMargin)
+                return _minimumSafetyMargin;
+            if (margin > _maximumSafetyMargin)
+                return _maximumSafetyMargin;
+            return margin;
+        }
+    }
+}

CryptoExchange.Net/SharedApis/V2/TriggerOrders/Futures/GetFuturesTriggerOrder/IGetFuturesTriggerOrder.cs

@@ -23,7 +23,7 @@ namespace CryptoExchange.Net.SharedApis
         /// </summary>
         /// <param name="request">Request info</param>
         /// <param name="ct">Cancellation token</param>
-        Task<IExchangeCallResultSharedFuturesTriggerOrder>> GetFuturesTriggerOrderAsync(GetOrderRequest request, CancellationToken ct = default);
+        Task<IExchangeCallResult<SharedFuturesTriggerOrder>> GetFuturesTriggerOrderAsync(GetOrderRequest request, CancellationToken ct = default);
     }
 
     /// <summary>