mirror of
https://github.com/JKorf/CryptoExchange.Net
synced 2025-06-07 07:56:12 +00:00
Ratelimiting for socket requests
This commit is contained in:
JKorf
parent
468cd5e48e
commit
be25a68c9c
@ -140,6 +140,12 @@ namespace CryptoExchange.Net.UnitTests
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var sub2 = new SocketConnection(new TraceLogger(), client.SubClient, socket2, null);
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client.SubClient.ConnectSocketSub(sub1);
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client.SubClient.ConnectSocketSub(sub2);
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var us1 = SocketSubscription.CreateForIdentifier(10, "Test1", true, false, (e) => { });
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var us2 = SocketSubscription.CreateForIdentifier(11, "Test2", true, false, (e) => { });
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sub1.AddSubscription(us1);
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sub2.AddSubscription(us2);
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var ups1 = new UpdateSubscription(sub1, us1);
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var ups2 = new UpdateSubscription(sub2, us2);
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// act
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client.UnsubscribeAllAsync().Wait();
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@ -182,9 +182,11 @@ namespace CryptoExchange.Net.UnitTests.TestImplementations
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return await SendRequestAsync<T>(new Uri("http://www.test.com"), HttpMethod.Get, ct);
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}
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protected override Error ParseErrorResponse(JToken error)
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protected override Error ParseErrorResponse(int httpStatusCode, IEnumerable<KeyValuePair<string, IEnumerable<string>>> responseHeaders, string data)
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{
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return new ServerError((int)error["errorCode"], (string)error["errorMessage"]);
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var errorData = ValidateJson(data);
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return new ServerError((int)errorData.Data["errorCode"], (string)errorData.Data["errorMessage"]);
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}
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public override TimeSpan? GetTimeOffset()
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@ -18,6 +18,7 @@ namespace CryptoExchange.Net.UnitTests.TestImplementations
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public event Action OnReconnected;
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public event Action OnReconnecting;
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#pragma warning restore 0067
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public event Action<int> OnRequestSent;
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public event Action<string> OnMessage;
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public event Action<Exception> OnError;
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public event Action OnOpen;
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@ -69,10 +70,11 @@ namespace CryptoExchange.Net.UnitTests.TestImplementations
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return Task.FromResult(CanConnect);
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}
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public void Send(string data)
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public void Send(int requestId, string data, int weight)
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{
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if(!Connected)
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throw new Exception("Socket not connected");
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OnRequestSent?.Invoke(requestId);
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}
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public void Reset()
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@ -77,15 +77,6 @@ namespace CryptoExchange.Net
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/// </summary>
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public bool OutputOriginalData { get; }
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/// <summary>
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/// The last used id, use NextId() to get the next id and up this
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/// </summary>
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protected static int _lastId;
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/// <summary>
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/// Lock for id generating
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/// </summary>
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protected static object _idLock = new();
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/// <summary>
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/// A default serializer
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/// </summary>
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@ -338,19 +329,6 @@ namespace CryptoExchange.Net
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return await reader.ReadToEndAsync().ConfigureAwait(false);
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}
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/// <summary>
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/// Generate a new unique id. The id is staticly stored so it is guarenteed to be unique across different client instances
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/// </summary>
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/// <returns></returns>
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protected static int NextId()
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{
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lock (_idLock)
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{
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_lastId += 1;
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return _lastId;
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}
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}
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/// <summary>
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/// Dispose
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/// </summary>
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@ -15,6 +15,7 @@ using CryptoExchange.Net.Requests;
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using Microsoft.Extensions.Logging;
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using Newtonsoft.Json;
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using Newtonsoft.Json.Linq;
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using static CryptoExchange.Net.Objects.RateLimiter;
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namespace CryptoExchange.Net
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{
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@ -195,7 +196,7 @@ namespace CryptoExchange.Net
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Dictionary<string, string>? additionalHeaders = null,
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bool ignoreRatelimit = false)
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{
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var requestId = NextId();
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var requestId = ExchangeHelpers.NextId();
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if (signed)
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{
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@ -12,6 +12,7 @@ using System.Linq;
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using System.Text;
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using System.Threading;
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using System.Threading.Tasks;
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using static CryptoExchange.Net.Objects.RateLimiter;
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namespace CryptoExchange.Net
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{
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@ -76,9 +77,9 @@ namespace CryptoExchange.Net
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protected internal bool UnhandledMessageExpected { get; set; }
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/// <summary>
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/// The max amount of outgoing messages per socket per second
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/// The rate limiters
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/// </summary>
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protected internal int? RateLimitPerSocketPerSecond { get; set; }
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protected internal IEnumerable<IRateLimiter>? RateLimiters { get; set; }
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/// <inheritdoc />
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public double IncomingKbps
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@ -130,6 +131,10 @@ namespace CryptoExchange.Net
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options,
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apiOptions)
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{
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var rateLimiters = new List<IRateLimiter>();
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foreach (var rateLimiter in apiOptions.RateLimiters)
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rateLimiters.Add(rateLimiter);
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RateLimiters = rateLimiters;
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}
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/// <summary>
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@ -275,7 +280,7 @@ namespace CryptoExchange.Net
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protected internal virtual async Task<CallResult<bool>> SubscribeAndWaitAsync(SocketConnection socketConnection, object request, SocketSubscription subscription)
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{
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CallResult<object>? callResult = null;
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await socketConnection.SendAndWaitAsync(request, ClientOptions.RequestTimeout, subscription, data => HandleSubscriptionResponse(socketConnection, subscription, request, data, out callResult)).ConfigureAwait(false);
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await socketConnection.SendAndWaitAsync(request, ClientOptions.RequestTimeout, subscription, 1, data => HandleSubscriptionResponse(socketConnection, subscription, request, data, out callResult)).ConfigureAwait(false);
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if (callResult?.Success == true)
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{
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@ -295,10 +300,11 @@ namespace CryptoExchange.Net
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/// <typeparam name="T">Expected result type</typeparam>
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/// <param name="request">The request to send, will be serialized to json</param>
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/// <param name="authenticated">If the query is to an authenticated endpoint</param>
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/// <param name="weight">Weight of the request</param>
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/// <returns></returns>
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protected virtual Task<CallResult<T>> QueryAsync<T>(object request, bool authenticated)
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protected virtual Task<CallResult<T>> QueryAsync<T>(object request, bool authenticated, int weight = 1)
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{
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return QueryAsync<T>(BaseAddress, request, authenticated);
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return QueryAsync<T>(BaseAddress, request, authenticated, weight);
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}
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/// <summary>
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@ -308,8 +314,9 @@ namespace CryptoExchange.Net
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/// <param name="url">The url for the request</param>
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/// <param name="request">The request to send</param>
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/// <param name="authenticated">Whether the socket should be authenticated</param>
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/// <param name="weight">Weight of the request</param>
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/// <returns></returns>
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protected virtual async Task<CallResult<T>> QueryAsync<T>(string url, object request, bool authenticated)
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protected virtual async Task<CallResult<T>> QueryAsync<T>(string url, object request, bool authenticated, int weight = 1)
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{
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if (_disposing)
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return new CallResult<T>(new InvalidOperationError("Client disposed, can't query"));
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@ -348,7 +355,7 @@ namespace CryptoExchange.Net
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return new CallResult<T>(new ServerError("Socket is paused"));
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}
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return await QueryAndWaitAsync<T>(socketConnection, request).ConfigureAwait(false);
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return await QueryAndWaitAsync<T>(socketConnection, request, weight).ConfigureAwait(false);
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}
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/// <summary>
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@ -357,11 +364,12 @@ namespace CryptoExchange.Net
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/// <typeparam name="T">The expected result type</typeparam>
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/// <param name="socket">The connection to send and wait on</param>
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/// <param name="request">The request to send</param>
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/// <param name="weight">The weight of the query</param>
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/// <returns></returns>
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protected virtual async Task<CallResult<T>> QueryAndWaitAsync<T>(SocketConnection socket, object request)
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protected virtual async Task<CallResult<T>> QueryAndWaitAsync<T>(SocketConnection socket, object request, int weight)
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{
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var dataResult = new CallResult<T>(new ServerError("No response on query received"));
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await socket.SendAndWaitAsync(request, ClientOptions.RequestTimeout, null, data =>
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await socket.SendAndWaitAsync(request, ClientOptions.RequestTimeout, null, weight, data =>
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{
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if (!HandleQueryResponse<T>(socket, request, data, out var callResult))
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return false;
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@ -518,8 +526,8 @@ namespace CryptoExchange.Net
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}
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var subscription = request == null
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? SocketSubscription.CreateForIdentifier(NextId(), identifier!, userSubscription, authenticated, InternalHandler)
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: SocketSubscription.CreateForRequest(NextId(), request, userSubscription, authenticated, InternalHandler);
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? SocketSubscription.CreateForIdentifier(ExchangeHelpers.NextId(), identifier!, userSubscription, authenticated, InternalHandler)
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: SocketSubscription.CreateForRequest(ExchangeHelpers.NextId(), request, userSubscription, authenticated, InternalHandler);
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if (!connection.AddSubscription(subscription))
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return null;
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return subscription;
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@ -533,7 +541,7 @@ namespace CryptoExchange.Net
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protected void AddGenericHandler(string identifier, Action<MessageEvent> action)
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{
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genericHandlers.Add(identifier, action);
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var subscription = SocketSubscription.CreateForIdentifier(NextId(), identifier, false, false, action);
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var subscription = SocketSubscription.CreateForIdentifier(ExchangeHelpers.NextId(), identifier, false, false, action);
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foreach (var connection in socketConnections.Values)
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connection.AddSubscription(subscription);
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}
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@ -607,7 +615,7 @@ namespace CryptoExchange.Net
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socketConnection.UnhandledMessage += HandleUnhandledMessage;
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foreach (var kvp in genericHandlers)
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{
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var handler = SocketSubscription.CreateForIdentifier(NextId(), kvp.Key, false, false, kvp.Value);
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var handler = SocketSubscription.CreateForIdentifier(ExchangeHelpers.NextId(), kvp.Key, false, false, kvp.Value);
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socketConnection.AddSubscription(handler);
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}
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@ -651,7 +659,7 @@ namespace CryptoExchange.Net
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DataInterpreterString = dataInterpreterString,
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KeepAliveInterval = KeepAliveInterval,
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ReconnectInterval = ClientOptions.ReconnectInterval,
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RatelimitPerSecond = RateLimitPerSocketPerSecond,
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RateLimiters = RateLimiters,
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Proxy = ClientOptions.Proxy,
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Timeout = ApiOptions.SocketNoDataTimeout ?? ClientOptions.SocketNoDataTimeout
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};
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@ -704,7 +712,7 @@ namespace CryptoExchange.Net
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try
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{
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socketConnection.Send(obj);
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socketConnection.Send(ExchangeHelpers.NextId(), obj, 1);
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}
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catch (Exception ex)
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{
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@ -8,6 +8,15 @@ namespace CryptoExchange.Net
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/// </summary>
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public static class ExchangeHelpers
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{
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/// <summary>
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/// The last used id, use NextId() to get the next id and up this
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/// </summary>
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private static int _lastId;
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/// <summary>
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/// Lock for id generating
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/// </summary>
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private static object _idLock = new();
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/// <summary>
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/// Clamp a value between a min and max
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/// </summary>
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@ -118,5 +127,19 @@ namespace CryptoExchange.Net
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{
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return value / 1.000000000000000000000000000000000m;
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}
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/// <summary>
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/// Generate a new unique id. The id is staticly stored so it is guarenteed to be unique
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/// </summary>
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/// <returns></returns>
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public static int NextId()
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{
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lock (_idLock)
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{
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_lastId += 1;
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return _lastId;
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}
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}
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}
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}
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@ -8,7 +8,7 @@ using System.Threading.Tasks;
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namespace CryptoExchange.Net.Interfaces
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{
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/// <summary>
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/// Webscoket connection interface
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/// Websocket connection interface
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/// </summary>
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public interface IWebsocket: IDisposable
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{
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@ -21,6 +21,10 @@ namespace CryptoExchange.Net.Interfaces
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/// </summary>
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event Action<string> OnMessage;
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/// <summary>
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/// Websocket sent event, RequestId as parameter
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/// </summary>
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event Action<int> OnRequestSent;
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/// <summary>
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/// Websocket error event
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/// </summary>
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event Action<Exception> OnError;
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@ -69,8 +73,10 @@ namespace CryptoExchange.Net.Interfaces
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/// <summary>
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/// Send data
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/// </summary>
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/// <param name="id"></param>
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/// <param name="data"></param>
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void Send(string data);
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/// <param name="weight"></param>
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void Send(int id, string data, int weight);
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/// <summary>
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/// Reconnect the socket
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/// </summary>
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@ -41,7 +41,7 @@ namespace CryptoExchange.Net.Objects
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/// <returns></returns>
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public override string ToString()
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{
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return $"{Code}: {Message} {Data}";
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return Code != null ? $"{Code}: {Message} {Data}" : $"{Message} {Data}";
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}
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}
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@ -1,5 +1,7 @@
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using CryptoExchange.Net.Authentication;
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using CryptoExchange.Net.Interfaces;
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using System;
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using System.Collections.Generic;
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namespace CryptoExchange.Net.Objects.Options
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{
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@ -8,6 +10,11 @@ namespace CryptoExchange.Net.Objects.Options
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/// </summary>
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public class SocketApiOptions : ApiOptions
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{
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/// <summary>
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/// List of rate limiters to use
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/// </summary>
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public List<IRateLimiter> RateLimiters { get; set; } = new List<IRateLimiter>();
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/// <summary>
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/// The max time of not receiving any data after which the connection is assumed to be dropped. This can only be used for socket connections where a steady flow of data is expected,
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/// for example when the server sends intermittent ping requests
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@ -30,6 +37,7 @@ namespace CryptoExchange.Net.Objects.Options
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{
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ApiCredentials = ApiCredentials?.Copy(),
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OutputOriginalData = OutputOriginalData,
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RateLimiters = RateLimiters,
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SocketNoDataTimeout = SocketNoDataTimeout,
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MaxSocketConnections = MaxSocketConnections,
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};
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@ -17,7 +17,7 @@ namespace CryptoExchange.Net.Objects
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public class RateLimiter : IRateLimiter
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{
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private readonly object _limiterLock = new object();
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internal List<Limiter> Limiters = new List<Limiter>();
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internal List<Limiter> _limiters = new List<Limiter>();
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/// <summary>
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/// Create a new RateLimiter. Configure the rate limiter by calling <see cref="AddTotalRateLimit"/>,
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@ -35,7 +35,7 @@ namespace CryptoExchange.Net.Objects
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public RateLimiter AddTotalRateLimit(int limit, TimeSpan perTimePeriod)
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{
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lock(_limiterLock)
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Limiters.Add(new TotalRateLimiter(limit, perTimePeriod, null));
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_limiters.Add(new TotalRateLimiter(limit, perTimePeriod, null));
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return this;
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}
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@ -50,7 +50,7 @@ namespace CryptoExchange.Net.Objects
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public RateLimiter AddEndpointLimit(string endpoint, int limit, TimeSpan perTimePeriod, HttpMethod? method = null, bool excludeFromOtherRateLimits = false)
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{
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lock(_limiterLock)
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Limiters.Add(new EndpointRateLimiter(new[] { endpoint }, limit, perTimePeriod, method, excludeFromOtherRateLimits));
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_limiters.Add(new EndpointRateLimiter(new[] { endpoint }, limit, perTimePeriod, method, excludeFromOtherRateLimits));
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return this;
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}
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@ -65,7 +65,7 @@ namespace CryptoExchange.Net.Objects
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public RateLimiter AddEndpointLimit(IEnumerable<string> endpoints, int limit, TimeSpan perTimePeriod, HttpMethod? method = null, bool excludeFromOtherRateLimits = false)
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{
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lock(_limiterLock)
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Limiters.Add(new EndpointRateLimiter(endpoints.ToArray(), limit, perTimePeriod, method, excludeFromOtherRateLimits));
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_limiters.Add(new EndpointRateLimiter(endpoints.ToArray(), limit, perTimePeriod, method, excludeFromOtherRateLimits));
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return this;
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}
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@ -81,7 +81,7 @@ namespace CryptoExchange.Net.Objects
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public RateLimiter AddPartialEndpointLimit(string endpoint, int limit, TimeSpan perTimePeriod, HttpMethod? method = null, bool countPerEndpoint = false, bool ignoreOtherRateLimits = false)
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{
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lock(_limiterLock)
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Limiters.Add(new PartialEndpointRateLimiter(new[] { endpoint }, limit, perTimePeriod, method, ignoreOtherRateLimits, countPerEndpoint));
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_limiters.Add(new PartialEndpointRateLimiter(new[] { endpoint }, limit, perTimePeriod, method, ignoreOtherRateLimits, countPerEndpoint));
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return this;
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}
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@ -95,7 +95,20 @@ namespace CryptoExchange.Net.Objects
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public RateLimiter AddApiKeyLimit(int limit, TimeSpan perTimePeriod, bool onlyForSignedRequests, bool excludeFromTotalRateLimit)
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{
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lock(_limiterLock)
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Limiters.Add(new ApiKeyRateLimiter(limit, perTimePeriod, null, onlyForSignedRequests, excludeFromTotalRateLimit));
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_limiters.Add(new ApiKeyRateLimiter(limit, perTimePeriod, null, onlyForSignedRequests, excludeFromTotalRateLimit));
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return this;
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}
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/// <summary>
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/// Add a rate limit for the amount of messages that can be send per connection
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/// </summary>
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/// <param name="endpoint">The endpoint that the limit is for</param>
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/// <param name="limit">The limit per period. Note that this is weight, not single request, altough by default requests have a weight of 1</param>
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/// <param name="perTimePeriod">The time period the limit is for</param>
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public RateLimiter AddConnectionRateLimit(string endpoint, int limit, TimeSpan perTimePeriod)
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{
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lock (_limiterLock)
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_limiters.Add(new ConnectionRateLimiter(new[] { endpoint }, limit, perTimePeriod));
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return this;
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}
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@ -106,7 +119,7 @@ namespace CryptoExchange.Net.Objects
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EndpointRateLimiter? endpointLimit;
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lock (_limiterLock)
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endpointLimit = Limiters.OfType<EndpointRateLimiter>().SingleOrDefault(h => h.Endpoints.Contains(endpoint) && (h.Method == null || h.Method == method));
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endpointLimit = _limiters.OfType<EndpointRateLimiter>().SingleOrDefault(h => h.Endpoints.Contains(endpoint) && (h.Method == null || h.Method == method));
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if(endpointLimit != null)
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{
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var waitResult = await ProcessTopic(logger, endpointLimit, endpoint, requestWeight, limitBehaviour, ct).ConfigureAwait(false);
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@ -121,7 +134,7 @@ namespace CryptoExchange.Net.Objects
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List<PartialEndpointRateLimiter> partialEndpointLimits;
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lock (_limiterLock)
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partialEndpointLimits = Limiters.OfType<PartialEndpointRateLimiter>().Where(h => h.PartialEndpoints.Any(h => endpoint.Contains(h)) && (h.Method == null || h.Method == method)).ToList();
|
||||
partialEndpointLimits = _limiters.OfType<PartialEndpointRateLimiter>().Where(h => h.PartialEndpoints.Any(h => endpoint.Contains(h)) && (h.Method == null || h.Method == method)).ToList();
|
||||
foreach (var partialEndpointLimit in partialEndpointLimits)
|
||||
{
|
||||
if (partialEndpointLimit.CountPerEndpoint)
|
||||
@ -129,11 +142,11 @@ namespace CryptoExchange.Net.Objects
|
||||
SingleTopicRateLimiter? thisEndpointLimit;
|
||||
lock (_limiterLock)
|
||||
{
|
||||
thisEndpointLimit = Limiters.OfType<SingleTopicRateLimiter>().SingleOrDefault(h => h.Type == RateLimitType.PartialEndpoint && (string)h.Topic == endpoint);
|
||||
thisEndpointLimit = _limiters.OfType<SingleTopicRateLimiter>().SingleOrDefault(h => h.Type == RateLimitType.PartialEndpoint && (string)h.Topic == endpoint);
|
||||
if (thisEndpointLimit == null)
|
||||
{
|
||||
thisEndpointLimit = new SingleTopicRateLimiter(endpoint, partialEndpointLimit);
|
||||
Limiters.Add(thisEndpointLimit);
|
||||
_limiters.Add(thisEndpointLimit);
|
||||
}
|
||||
}
|
||||
|
||||
@ -158,7 +171,7 @@ namespace CryptoExchange.Net.Objects
|
||||
|
||||
ApiKeyRateLimiter? apiLimit;
|
||||
lock (_limiterLock)
|
||||
apiLimit = Limiters.OfType<ApiKeyRateLimiter>().SingleOrDefault(h => h.Type == RateLimitType.ApiKey);
|
||||
apiLimit = _limiters.OfType<ApiKeyRateLimiter>().SingleOrDefault(h => h.Type == RateLimitType.ApiKey);
|
||||
if (apiLimit != null)
|
||||
{
|
||||
if(apiKey == null)
|
||||
@ -177,11 +190,11 @@ namespace CryptoExchange.Net.Objects
|
||||
SingleTopicRateLimiter? thisApiLimit;
|
||||
lock (_limiterLock)
|
||||
{
|
||||
thisApiLimit = Limiters.OfType<SingleTopicRateLimiter>().SingleOrDefault(h => h.Type == RateLimitType.ApiKey && ((SecureString)h.Topic).IsEqualTo(apiKey));
|
||||
thisApiLimit = _limiters.OfType<SingleTopicRateLimiter>().SingleOrDefault(h => h.Type == RateLimitType.ApiKey && ((SecureString)h.Topic).IsEqualTo(apiKey));
|
||||
if (thisApiLimit == null)
|
||||
{
|
||||
thisApiLimit = new SingleTopicRateLimiter(apiKey, apiLimit);
|
||||
Limiters.Add(thisApiLimit);
|
||||
_limiters.Add(thisApiLimit);
|
||||
}
|
||||
}
|
||||
|
||||
@ -198,7 +211,7 @@ namespace CryptoExchange.Net.Objects
|
||||
|
||||
TotalRateLimiter? totalLimit;
|
||||
lock (_limiterLock)
|
||||
totalLimit = Limiters.OfType<TotalRateLimiter>().SingleOrDefault();
|
||||
totalLimit = _limiters.OfType<TotalRateLimiter>().SingleOrDefault();
|
||||
if (totalLimit != null)
|
||||
{
|
||||
var waitResult = await ProcessTopic(logger, totalLimit, endpoint, requestWeight, limitBehaviour, ct).ConfigureAwait(false);
|
||||
@ -224,63 +237,68 @@ namespace CryptoExchange.Net.Objects
|
||||
}
|
||||
sw.Stop();
|
||||
|
||||
int totalWaitTime = 0;
|
||||
while (true)
|
||||
try
|
||||
{
|
||||
// Remove requests no longer in time period from the history
|
||||
var checkTime = DateTime.UtcNow;
|
||||
for (var i = 0; i < historyTopic.Entries.Count; i++)
|
||||
int totalWaitTime = 0;
|
||||
while (true)
|
||||
{
|
||||
if (historyTopic.Entries[i].Timestamp < checkTime - historyTopic.Period)
|
||||
// Remove requests no longer in time period from the history
|
||||
var checkTime = DateTime.UtcNow;
|
||||
for (var i = 0; i < historyTopic.Entries.Count; i++)
|
||||
{
|
||||
historyTopic.Entries.Remove(historyTopic.Entries[i]);
|
||||
i--;
|
||||
if (historyTopic.Entries[i].Timestamp < checkTime - historyTopic.Period)
|
||||
{
|
||||
historyTopic.Entries.Remove(historyTopic.Entries[i]);
|
||||
i--;
|
||||
}
|
||||
else
|
||||
break;
|
||||
}
|
||||
|
||||
var currentWeight = !historyTopic.Entries.Any() ? 0 : historyTopic.Entries.Sum(h => h.Weight);
|
||||
if (currentWeight + requestWeight > historyTopic.Limit)
|
||||
{
|
||||
if (currentWeight == 0)
|
||||
throw new Exception("Request limit reached without any prior request. " +
|
||||
$"This request can never execute with the current rate limiter. Request weight: {requestWeight}, Ratelimit: {historyTopic.Limit}");
|
||||
|
||||
// Wait until the next entry should be removed from the history
|
||||
var thisWaitTime = (int)Math.Round(((historyTopic.Entries.First().Timestamp + historyTopic.Period) - checkTime).TotalMilliseconds);
|
||||
if (thisWaitTime > 0)
|
||||
{
|
||||
if (limitBehaviour == RateLimitingBehaviour.Fail)
|
||||
{
|
||||
var msg = $"Request to {endpoint} failed because of rate limit `{historyTopic.Type}`. Current weight: {currentWeight}/{historyTopic.Limit}, request weight: {requestWeight}";
|
||||
logger.Log(LogLevel.Warning, msg);
|
||||
return new CallResult<int>(new ClientRateLimitError(msg) { RetryAfter = DateTime.UtcNow.AddSeconds(thisWaitTime) });
|
||||
}
|
||||
|
||||
logger.Log(LogLevel.Information, $"Message to {endpoint} waiting {thisWaitTime}ms for rate limit `{historyTopic.Type}`. Current weight: {currentWeight}/{historyTopic.Limit}, request weight: {requestWeight}");
|
||||
try
|
||||
{
|
||||
await Task.Delay(thisWaitTime, ct).ConfigureAwait(false);
|
||||
}
|
||||
catch (OperationCanceledException)
|
||||
{
|
||||
return new CallResult<int>(new CancellationRequestedError());
|
||||
}
|
||||
totalWaitTime += thisWaitTime;
|
||||
}
|
||||
}
|
||||
else
|
||||
break;
|
||||
}
|
||||
|
||||
var currentWeight = !historyTopic.Entries.Any() ? 0: historyTopic.Entries.Sum(h => h.Weight);
|
||||
if (currentWeight + requestWeight > historyTopic.Limit)
|
||||
{
|
||||
if (currentWeight == 0)
|
||||
throw new Exception("Request limit reached without any prior request. " +
|
||||
$"This request can never execute with the current rate limiter. Request weight: {requestWeight}, Ratelimit: {historyTopic.Limit}");
|
||||
|
||||
// Wait until the next entry should be removed from the history
|
||||
var thisWaitTime = (int)Math.Round((historyTopic.Entries.First().Timestamp - (checkTime - historyTopic.Period)).TotalMilliseconds);
|
||||
if (thisWaitTime > 0)
|
||||
{
|
||||
if (limitBehaviour == RateLimitingBehaviour.Fail)
|
||||
{
|
||||
historyTopic.Semaphore.Release();
|
||||
var msg = $"Request to {endpoint} failed because of rate limit `{historyTopic.Type}`. Current weight: {currentWeight}/{historyTopic.Limit}, request weight: {requestWeight}";
|
||||
logger.Log(LogLevel.Warning, msg);
|
||||
return new CallResult<int>(new ClientRateLimitError(msg) { RetryAfter = DateTime.UtcNow.AddSeconds(thisWaitTime) });
|
||||
}
|
||||
|
||||
logger.Log(LogLevel.Information, $"Request to {endpoint} waiting {thisWaitTime}ms for rate limit `{historyTopic.Type}`. Current weight: {currentWeight}/{historyTopic.Limit}, request weight: {requestWeight}");
|
||||
try
|
||||
{
|
||||
await Task.Delay(thisWaitTime, ct).ConfigureAwait(false);
|
||||
}
|
||||
catch (OperationCanceledException)
|
||||
{
|
||||
return new CallResult<int>(new CancellationRequestedError());
|
||||
}
|
||||
totalWaitTime += thisWaitTime;
|
||||
break;
|
||||
}
|
||||
}
|
||||
else
|
||||
{
|
||||
break;
|
||||
}
|
||||
}
|
||||
|
||||
var newTime = DateTime.UtcNow;
|
||||
historyTopic.Entries.Add(new LimitEntry(newTime, requestWeight));
|
||||
historyTopic.Semaphore.Release();
|
||||
return new CallResult<int>(totalWaitTime);
|
||||
var newTime = DateTime.UtcNow;
|
||||
historyTopic.Entries.Add(new LimitEntry(newTime, requestWeight));
|
||||
return new CallResult<int>(totalWaitTime);
|
||||
}
|
||||
finally
|
||||
{
|
||||
historyTopic.Semaphore.Release();
|
||||
}
|
||||
}
|
||||
|
||||
internal struct LimitEntry
|
||||
@ -329,6 +347,24 @@ namespace CryptoExchange.Net.Objects
|
||||
}
|
||||
}
|
||||
|
||||
internal class ConnectionRateLimiter : PartialEndpointRateLimiter
|
||||
{
|
||||
public ConnectionRateLimiter(int limit, TimeSpan perPeriod)
|
||||
: base(new[] { "/" }, limit, perPeriod, null, true, true)
|
||||
{
|
||||
}
|
||||
|
||||
public ConnectionRateLimiter(string[] endpoints, int limit, TimeSpan perPeriod)
|
||||
: base(endpoints, limit, perPeriod, null, true, true)
|
||||
{
|
||||
}
|
||||
|
||||
public override string ToString()
|
||||
{
|
||||
return nameof(ConnectionRateLimiter);
|
||||
}
|
||||
}
|
||||
|
||||
internal class EndpointRateLimiter: Limiter
|
||||
{
|
||||
public string[] Endpoints { get; set; }
|
||||
|
||||
@ -7,6 +7,7 @@ using System.Collections.Generic;
|
||||
using System.IO;
|
||||
using System.Linq;
|
||||
using System.Net;
|
||||
using System.Net.Http;
|
||||
using System.Net.WebSockets;
|
||||
using System.Threading;
|
||||
using System.Threading.Tasks;
|
||||
@ -30,9 +31,8 @@ namespace CryptoExchange.Net.Sockets
|
||||
private static readonly object _streamIdLock = new();
|
||||
|
||||
private readonly AsyncResetEvent _sendEvent;
|
||||
private readonly ConcurrentQueue<byte[]> _sendBuffer;
|
||||
private readonly ConcurrentQueue<SendItem> _sendBuffer;
|
||||
private readonly SemaphoreSlim _closeSem;
|
||||
private readonly List<DateTime> _outgoingMessages;
|
||||
|
||||
private ClientWebSocket _socket;
|
||||
private CancellationTokenSource _ctsSource;
|
||||
@ -103,6 +103,9 @@ namespace CryptoExchange.Net.Sockets
|
||||
/// <inheritdoc />
|
||||
public event Action<string>? OnMessage;
|
||||
|
||||
/// <inheritdoc />
|
||||
public event Action<int>? OnRequestSent;
|
||||
|
||||
/// <inheritdoc />
|
||||
public event Action<Exception>? OnError;
|
||||
|
||||
@ -128,10 +131,9 @@ namespace CryptoExchange.Net.Sockets
|
||||
_logger = logger;
|
||||
|
||||
Parameters = websocketParameters;
|
||||
_outgoingMessages = new List<DateTime>();
|
||||
_receivedMessages = new List<ReceiveItem>();
|
||||
_sendEvent = new AsyncResetEvent();
|
||||
_sendBuffer = new ConcurrentQueue<byte[]>();
|
||||
_sendBuffer = new ConcurrentQueue<SendItem>();
|
||||
_ctsSource = new CancellationTokenSource();
|
||||
_receivedMessagesLock = new object();
|
||||
|
||||
@ -270,14 +272,14 @@ namespace CryptoExchange.Net.Sockets
|
||||
}
|
||||
|
||||
/// <inheritdoc />
|
||||
public virtual void Send(string data)
|
||||
public virtual void Send(int id, string data, int weight)
|
||||
{
|
||||
if (_ctsSource.IsCancellationRequested)
|
||||
return;
|
||||
|
||||
var bytes = Parameters.Encoding.GetBytes(data);
|
||||
_logger.Log(LogLevel.Trace, $"Socket {Id} Adding {bytes.Length} to sent buffer");
|
||||
_sendBuffer.Enqueue(bytes);
|
||||
_logger.Log(LogLevel.Trace, $"Socket {Id} - msg {id} - Adding {bytes.Length} to send buffer");
|
||||
_sendBuffer.Enqueue(new SendItem { Id = id, Weight = weight, Bytes = bytes });
|
||||
_sendEvent.Set();
|
||||
}
|
||||
|
||||
@ -392,6 +394,7 @@ namespace CryptoExchange.Net.Sockets
|
||||
{
|
||||
try
|
||||
{
|
||||
var limitKey = Uri.ToString() + "/" + Id.ToString();
|
||||
while (true)
|
||||
{
|
||||
if (_ctsSource.IsCancellationRequested)
|
||||
@ -404,25 +407,24 @@ namespace CryptoExchange.Net.Sockets
|
||||
|
||||
while (_sendBuffer.TryDequeue(out var data))
|
||||
{
|
||||
if (Parameters.RatelimitPerSecond != null)
|
||||
if (Parameters.RateLimiters != null)
|
||||
{
|
||||
// Wait for rate limit
|
||||
DateTime? start = null;
|
||||
while (MessagesSentLastSecond() >= Parameters.RatelimitPerSecond)
|
||||
foreach(var ratelimiter in Parameters.RateLimiters)
|
||||
{
|
||||
start ??= DateTime.UtcNow;
|
||||
await Task.Delay(50).ConfigureAwait(false);
|
||||
var limitResult = await ratelimiter.LimitRequestAsync(_logger, limitKey, HttpMethod.Get, false, null, RateLimitingBehaviour.Wait, data.Weight, _ctsSource.Token).ConfigureAwait(false);
|
||||
if (limitResult.Success)
|
||||
{
|
||||
if (limitResult.Data > 0)
|
||||
_logger.Log(LogLevel.Debug, $"Socket {Id} - msg {data.Id} - send delayed {limitResult.Data}ms because of rate limit");
|
||||
}
|
||||
}
|
||||
|
||||
if (start != null)
|
||||
_logger.Log(LogLevel.Debug, $"Socket {Id} sent delayed {Math.Round((DateTime.UtcNow - start.Value).TotalMilliseconds)}ms because of rate limit");
|
||||
}
|
||||
|
||||
try
|
||||
{
|
||||
await _socket.SendAsync(new ArraySegment<byte>(data, 0, data.Length), WebSocketMessageType.Text, true, _ctsSource.Token).ConfigureAwait(false);
|
||||
_outgoingMessages.Add(DateTime.UtcNow);
|
||||
_logger.Log(LogLevel.Trace, $"Socket {Id} sent {data.Length} bytes");
|
||||
await _socket.SendAsync(new ArraySegment<byte>(data.Bytes, 0, data.Bytes.Length), WebSocketMessageType.Text, true, _ctsSource.Token).ConfigureAwait(false);
|
||||
OnRequestSent?.Invoke(data.Id);
|
||||
_logger.Log(LogLevel.Trace, $"Socket {Id} - msg {data.Id} - sent {data.Bytes.Length} bytes");
|
||||
}
|
||||
catch (OperationCanceledException)
|
||||
{
|
||||
@ -630,42 +632,6 @@ namespace CryptoExchange.Net.Sockets
|
||||
}
|
||||
}
|
||||
|
||||
/// <summary>
|
||||
/// Trigger the OnMessage event
|
||||
/// </summary>
|
||||
/// <param name="data"></param>
|
||||
protected void TriggerOnMessage(string data)
|
||||
{
|
||||
LastActionTime = DateTime.UtcNow;
|
||||
OnMessage?.Invoke(data);
|
||||
}
|
||||
|
||||
/// <summary>
|
||||
/// Trigger the OnError event
|
||||
/// </summary>
|
||||
/// <param name="ex"></param>
|
||||
protected void TriggerOnError(Exception ex) => OnError?.Invoke(ex);
|
||||
|
||||
/// <summary>
|
||||
/// Trigger the OnError event
|
||||
/// </summary>
|
||||
protected void TriggerOnOpen() => OnOpen?.Invoke();
|
||||
|
||||
/// <summary>
|
||||
/// Trigger the OnError event
|
||||
/// </summary>
|
||||
protected void TriggerOnClose() => OnClose?.Invoke();
|
||||
|
||||
/// <summary>
|
||||
/// Trigger the OnReconnecting event
|
||||
/// </summary>
|
||||
protected void TriggerOnReconnecting() => OnReconnecting?.Invoke();
|
||||
|
||||
/// <summary>
|
||||
/// Trigger the OnReconnected event
|
||||
/// </summary>
|
||||
protected void TriggerOnReconnected() => OnReconnected?.Invoke();
|
||||
|
||||
/// <summary>
|
||||
/// Checks if there is no data received for a period longer than the specified timeout
|
||||
/// </summary>
|
||||
@ -721,13 +687,6 @@ namespace CryptoExchange.Net.Sockets
|
||||
}
|
||||
}
|
||||
|
||||
private int MessagesSentLastSecond()
|
||||
{
|
||||
var testTime = DateTime.UtcNow;
|
||||
_outgoingMessages.RemoveAll(r => testTime - r > TimeSpan.FromSeconds(1));
|
||||
return _outgoingMessages.Count;
|
||||
}
|
||||
|
||||
/// <summary>
|
||||
/// Update the received messages list, removing messages received longer than 3s ago
|
||||
/// </summary>
|
||||
@ -769,6 +728,32 @@ namespace CryptoExchange.Net.Sockets
|
||||
}
|
||||
}
|
||||
|
||||
/// <summary>
|
||||
/// Message info
|
||||
/// </summary>
|
||||
public struct SendItem
|
||||
{
|
||||
/// <summary>
|
||||
/// The request id
|
||||
/// </summary>
|
||||
public int Id { get; set; }
|
||||
|
||||
/// <summary>
|
||||
/// The request id
|
||||
/// </summary>
|
||||
public int Weight { get; set; }
|
||||
|
||||
/// <summary>
|
||||
/// Timestamp the request was sent
|
||||
/// </summary>
|
||||
public DateTime SendTime { get; set; }
|
||||
|
||||
/// <summary>
|
||||
/// The bytes to send
|
||||
/// </summary>
|
||||
public byte[] Bytes { get; set; }
|
||||
}
|
||||
|
||||
/// <summary>
|
||||
/// Received message info
|
||||
/// </summary>
|
||||
|
||||
@ -7,6 +7,7 @@ namespace CryptoExchange.Net.Sockets
|
||||
{
|
||||
internal class PendingRequest
|
||||
{
|
||||
public int Id { get; set; }
|
||||
public Func<JToken, bool> Handler { get; }
|
||||
public JToken? Result { get; private set; }
|
||||
public bool Completed { get; private set; }
|
||||
@ -15,17 +16,22 @@ namespace CryptoExchange.Net.Sockets
|
||||
public TimeSpan Timeout { get; }
|
||||
public SocketSubscription? Subscription { get; }
|
||||
|
||||
private CancellationTokenSource _cts;
|
||||
private CancellationTokenSource? _cts;
|
||||
|
||||
public PendingRequest(Func<JToken, bool> handler, TimeSpan timeout, SocketSubscription? subscription)
|
||||
public PendingRequest(int id, Func<JToken, bool> handler, TimeSpan timeout, SocketSubscription? subscription)
|
||||
{
|
||||
Id = id;
|
||||
Handler = handler;
|
||||
Event = new AsyncResetEvent(false, false);
|
||||
Timeout = timeout;
|
||||
RequestTimestamp = DateTime.UtcNow;
|
||||
Subscription = subscription;
|
||||
}
|
||||
|
||||
_cts = new CancellationTokenSource(timeout);
|
||||
public void IsSend()
|
||||
{
|
||||
// Start timeout countdown
|
||||
_cts = new CancellationTokenSource(Timeout);
|
||||
_cts.Token.Register(Fail, false);
|
||||
}
|
||||
|
||||
|
||||
@ -182,6 +182,7 @@ namespace CryptoExchange.Net.Sockets
|
||||
|
||||
_socket = socket;
|
||||
_socket.OnMessage += HandleMessage;
|
||||
_socket.OnRequestSent += HandleRequestSent;
|
||||
_socket.OnOpen += HandleOpen;
|
||||
_socket.OnClose += HandleClose;
|
||||
_socket.OnReconnecting += HandleReconnecting;
|
||||
@ -284,6 +285,22 @@ namespace CryptoExchange.Net.Sockets
|
||||
_logger.Log(LogLevel.Warning, $"Socket {SocketId} error: " + e.ToLogString());
|
||||
}
|
||||
|
||||
/// <summary>
|
||||
/// Handler for whenever a request is sent over the websocket
|
||||
/// </summary>
|
||||
/// <param name="requestId">Id of the request sent</param>
|
||||
protected virtual void HandleRequestSent(int requestId)
|
||||
{
|
||||
var pendingRequest = _pendingRequests.SingleOrDefault(p => p.Id == requestId);
|
||||
if (pendingRequest == null)
|
||||
{
|
||||
_logger.Log(LogLevel.Debug, $"Socket {SocketId} - msg {requestId} - message sent, but not pending");
|
||||
return;
|
||||
}
|
||||
|
||||
pendingRequest.IsSend();
|
||||
}
|
||||
|
||||
/// <summary>
|
||||
/// Process a message received by the socket
|
||||
/// </summary>
|
||||
@ -318,7 +335,6 @@ namespace CryptoExchange.Net.Sockets
|
||||
// Check if this message is an answer on any pending requests
|
||||
foreach (var pendingRequest in requests)
|
||||
{
|
||||
|
||||
if (pendingRequest.CheckData(tokenData))
|
||||
{
|
||||
lock (_pendingRequests)
|
||||
@ -329,12 +345,13 @@ namespace CryptoExchange.Net.Sockets
|
||||
// Answer to a timed out request, unsub if it is a subscription request
|
||||
if (pendingRequest.Subscription != null)
|
||||
{
|
||||
_logger.Log(LogLevel.Warning, "Received subscription info after request timed out; unsubscribing. Consider increasing the SocketResponseTimout");
|
||||
_logger.Log(LogLevel.Warning, "Received subscription info after request timed out; unsubscribing. Consider increasing the RequestTimeout");
|
||||
_ = ApiClient.UnsubscribeAsync(this, pendingRequest.Subscription).ConfigureAwait(false);
|
||||
}
|
||||
}
|
||||
else
|
||||
{
|
||||
_logger.Log(LogLevel.Trace, $"Socket {SocketId} - msg {pendingRequest.Id} - received data matched to pending request");
|
||||
pendingRequest.Succeed(tokenData);
|
||||
}
|
||||
|
||||
@ -570,45 +587,69 @@ namespace CryptoExchange.Net.Sockets
|
||||
/// <param name="timeout">The timeout for response</param>
|
||||
/// <param name="subscription">Subscription if this is a subscribe request</param>
|
||||
/// <param name="handler">The response handler, should return true if the received JToken was the response to the request</param>
|
||||
/// <param name="weight">The weight of the message</param>
|
||||
/// <returns></returns>
|
||||
public virtual Task SendAndWaitAsync<T>(T obj, TimeSpan timeout, SocketSubscription? subscription, Func<JToken, bool> handler)
|
||||
public virtual async Task SendAndWaitAsync<T>(T obj, TimeSpan timeout, SocketSubscription? subscription, int weight, Func<JToken, bool> handler)
|
||||
{
|
||||
var pending = new PendingRequest(handler, timeout, subscription);
|
||||
var pending = new PendingRequest(ExchangeHelpers.NextId(), handler, timeout, subscription);
|
||||
lock (_pendingRequests)
|
||||
{
|
||||
_pendingRequests.Add(pending);
|
||||
}
|
||||
var sendOk = Send(obj);
|
||||
if(!sendOk)
|
||||
pending.Fail();
|
||||
|
||||
return pending.Event.WaitAsync(timeout);
|
||||
var sendOk = Send(pending.Id, obj, weight);
|
||||
if (!sendOk)
|
||||
{
|
||||
pending.Fail();
|
||||
return;
|
||||
}
|
||||
|
||||
while (true)
|
||||
{
|
||||
if(!_socket.IsOpen)
|
||||
{
|
||||
pending.Fail();
|
||||
return;
|
||||
}
|
||||
|
||||
if (pending.Completed)
|
||||
return;
|
||||
|
||||
await pending.Event.WaitAsync(TimeSpan.FromMilliseconds(500)).ConfigureAwait(false);
|
||||
|
||||
if (pending.Completed)
|
||||
return;
|
||||
}
|
||||
}
|
||||
|
||||
/// <summary>
|
||||
/// Send data over the websocket connection
|
||||
/// </summary>
|
||||
/// <typeparam name="T">The type of the object to send</typeparam>
|
||||
/// <param name="requestId">The request id</param>
|
||||
/// <param name="obj">The object to send</param>
|
||||
/// <param name="nullValueHandling">How null values should be serialized</param>
|
||||
public virtual bool Send<T>(T obj, NullValueHandling nullValueHandling = NullValueHandling.Ignore)
|
||||
/// <param name="weight">The weight of the message</param>
|
||||
public virtual bool Send<T>(int requestId, T obj, int weight, NullValueHandling nullValueHandling = NullValueHandling.Ignore)
|
||||
{
|
||||
if(obj is string str)
|
||||
return Send(str);
|
||||
return Send(requestId, str, weight);
|
||||
else
|
||||
return Send(JsonConvert.SerializeObject(obj, Formatting.None, new JsonSerializerSettings { NullValueHandling = nullValueHandling }));
|
||||
return Send(requestId, JsonConvert.SerializeObject(obj, Formatting.None, new JsonSerializerSettings { NullValueHandling = nullValueHandling }), weight);
|
||||
}
|
||||
|
||||
/// <summary>
|
||||
/// Send string data over the websocket connection
|
||||
/// </summary>
|
||||
/// <param name="data">The data to send</param>
|
||||
public virtual bool Send(string data)
|
||||
/// <param name="weight">The weight of the message</param>
|
||||
/// <param name="requestId">The id of the request</param>
|
||||
public virtual bool Send(int requestId, string data, int weight)
|
||||
{
|
||||
_logger.Log(LogLevel.Trace, $"Socket {SocketId} sending data: {data}");
|
||||
_logger.Log(LogLevel.Trace, $"Socket {SocketId} - msg {requestId} - sending messsage: {data}");
|
||||
try
|
||||
{
|
||||
_socket.Send(data);
|
||||
_socket.Send(requestId, data, weight);
|
||||
return true;
|
||||
}
|
||||
catch(Exception)
|
||||
|
||||
@ -1,4 +1,5 @@
|
||||
using CryptoExchange.Net.Objects;
|
||||
using CryptoExchange.Net.Interfaces;
|
||||
using CryptoExchange.Net.Objects;
|
||||
using System;
|
||||
using System.Collections.Generic;
|
||||
using System.Text;
|
||||
@ -52,9 +53,9 @@ namespace CryptoExchange.Net.Sockets
|
||||
public TimeSpan? KeepAliveInterval { get; set; }
|
||||
|
||||
/// <summary>
|
||||
/// The max amount of messages to send per second
|
||||
/// The rate limiters for the socket connection
|
||||
/// </summary>
|
||||
public int? RatelimitPerSecond { get; set; }
|
||||
public IEnumerable<IRateLimiter>? RateLimiters { get; set; }
|
||||
|
||||
/// <summary>
|
||||
/// Origin header value to send in the connection handshake
|
||||
|
||||
Loading…
x
Reference in New Issue
Block a user