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Code Issues Releases Wiki Activity

Ratelimit changes

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This commit is contained in:
Jan Korf 2018-08-12 13:34:28 +02:00
parent 9dd1b7b318
commit e45858054e
9 changed files with 56 additions and 16 deletions
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19
CryptoExchange.Net/ExchangeClient.cs
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@ -8,6 +8,7 @@ using System.Threading.Tasks;
using CryptoExchange.Net.Authentication;
using CryptoExchange.Net.Interfaces;
using CryptoExchange.Net.Logging;
using CryptoExchange.Net.Objects;
using CryptoExchange.Net.RateLimiter;
using CryptoExchange.Net.Requests;
using Newtonsoft.Json;
@ -21,6 +22,7 @@ namespace CryptoExchange.Net
protected Log log;
protected ApiProxy apiProxy;
protected RateLimitingBehaviour rateLimitBehaviour;
protected AuthenticationProvider authProvider;
private List<IRateLimiter> rateLimiters;
@ -45,6 +47,7 @@ namespace CryptoExchange.Net
if(apiProxy != null)
log.Write(LogVerbosity.Info, $"Setting api proxy to {exchangeOptions.Proxy.Host}:{exchangeOptions.Proxy.Port}");
rateLimitBehaviour = exchangeOptions.RateLimitingBehaviour;
rateLimiters = new List<IRateLimiter>();
foreach (var rateLimiter in exchangeOptions.RateLimiters)
rateLimiters.Add(rateLimiter);
@ -79,8 +82,11 @@ namespace CryptoExchange.Net
protected virtual async Task<CallResult<T>> ExecuteRequest<T>(Uri uri, string method = "GET", Dictionary<string, object> parameters = null, bool signed = false) where T : class
{
if(signed && authProvider == null)
if (signed && authProvider == null)
{
log.Write(LogVerbosity.Warning, $"Request {uri.AbsolutePath} failed because no ApiCredentials were provided");
return new CallResult<T>(null, new NoApiCredentialsError());
}
var request = ConstructRequest(uri, method, parameters, signed);
@ -89,9 +95,14 @@ namespace CryptoExchange.Net
foreach (var limiter in rateLimiters)
{
var limitedBy = limiter.LimitRequest(uri.AbsolutePath);
if (limitedBy > 0)
log.Write(LogVerbosity.Debug, $"Request {uri.AbsolutePath} was limited by {limitedBy}ms by {limiter.GetType().Name}");
var limitResult = limiter.LimitRequest(uri.AbsolutePath, rateLimitBehaviour);
if (!limitResult.Success)
{
log.Write(LogVerbosity.Debug, $"Request {uri.AbsolutePath} failed because of rate limit");
return new CallResult<T>(null, limitResult.Error);
}
else if (limitResult.Data > 0)
log.Write(LogVerbosity.Debug, $"Request {uri.AbsolutePath} was limited by {limitResult.Data}ms by {limiter.GetType().Name}");
}
log.Write(LogVerbosity.Debug, $"Sending {(signed ? "signed": "")} request to {request.Uri}");

0
CryptoExchange.Net/ApiProxy.cs → CryptoExchange.Net/Objects/ApiProxy.cs
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0
CryptoExchange.Net/CallResult.cs → CryptoExchange.Net/Objects/CallResult.cs
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8
CryptoExchange.Net/Objects/Enums.cs Normal file
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@ -0,0 +1,8 @@
namespace CryptoExchange.Net.Objects
{
public enum RateLimitingBehaviour
{
Fail,
Wait
}
}

13
CryptoExchange.Net/Error.cs → CryptoExchange.Net/Objects/Error.cs
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@ -38,21 +38,26 @@
public class WebError : Error
{
public WebError(string message) : base(3, "Web error: " + message) { }
public WebError(string message) : base(4, "Web error: " + message) { }
}
public class DeserializeError : Error
{
public DeserializeError(string message) : base(4, "Error deserializing data: " + message) { }
public DeserializeError(string message) : base(5, "Error deserializing data: " + message) { }
}
public class UnknownError : Error
{
public UnknownError(string message) : base(5, "Unknown error occured " + message) { }
public UnknownError(string message) : base(6, "Unknown error occured " + message) { }
}
public class ArgumentError : Error
{
public ArgumentError(string message) : base(5, "Invalid parameter: " + message) { }
public ArgumentError(string message) : base(7, "Invalid parameter: " + message) { }
}
public class RateLimitError: Error
{
public RateLimitError(string message) : base(8, "Rate limit exceeded: " + message) { }
}
}

6
CryptoExchange.Net/ExchangeOptions.cs → CryptoExchange.Net/Objects/ExchangeOptions.cs
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@ -2,6 +2,7 @@
using System.IO;
using CryptoExchange.Net.Authentication;
using CryptoExchange.Net.Logging;
using CryptoExchange.Net.Objects;
using CryptoExchange.Net.RateLimiter;
namespace CryptoExchange.Net
@ -36,5 +37,10 @@ namespace CryptoExchange.Net
/// List of ratelimiters to use
/// </summary>
public List<IRateLimiter> RateLimiters { get; set; } = new List<IRateLimiter>();
/// <summary>
/// What to do when a call would exceed the rate limit
/// </summary>
public RateLimitingBehaviour RateLimitingBehaviour { get; set; } = RateLimitingBehaviour.Wait;
}
}

6
CryptoExchange.Net/RateLimiter/IRateLimiter.cs
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@ -1,7 +1,9 @@
namespace CryptoExchange.Net.RateLimiter
using CryptoExchange.Net.Objects;
namespace CryptoExchange.Net.RateLimiter
{
public interface IRateLimiter
{
double LimitRequest(string url);
CallResult<double> LimitRequest(string url, RateLimitingBehaviour limitBehaviour);
}
}

10
CryptoExchange.Net/RateLimiter/RateLimiterPerEndpoint.cs
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@ -1,4 +1,5 @@
using System;
using CryptoExchange.Net.Objects;
using System;
using System.Collections.Generic;
using System.Diagnostics;
using System.Threading;
@ -27,7 +28,7 @@ namespace CryptoExchange.Net.RateLimiter
this.perTimePeriod = perTimePeriod;
}
public double LimitRequest(string url)
public CallResult<double> LimitRequest(string url, RateLimitingBehaviour limitingBehaviour)
{
int waitTime;
RateLimitObject rlo;
@ -49,6 +50,9 @@ namespace CryptoExchange.Net.RateLimiter
waitTime = rlo.GetWaitTime(DateTime.UtcNow, limitPerEndpoint, perTimePeriod);
if (waitTime != 0)
{
if(limitingBehaviour == RateLimitingBehaviour.Fail)
return new CallResult<double>(waitTime, new RateLimitError($"endpoint limit of {limitPerEndpoint} reached on endpoint " + url));
Thread.Sleep(Convert.ToInt32(waitTime));
waitTime += (int)sw.ElapsedMilliseconds;
}
@ -56,7 +60,7 @@ namespace CryptoExchange.Net.RateLimiter
rlo.Add(DateTime.UtcNow);
}
return waitTime;
return new CallResult<double>(waitTime, null);
}
}
}

10
CryptoExchange.Net/RateLimiter/RateLimiterTotal.cs
View File

@ -1,4 +1,5 @@
using System;
using CryptoExchange.Net.Objects;
using System;
using System.Collections.Generic;
using System.Diagnostics;
using System.Linq;
@ -28,7 +29,7 @@ namespace CryptoExchange.Net.RateLimiter
this.perTimePeriod = perTimePeriod;
}
public double LimitRequest(string url)
public CallResult<double> LimitRequest(string url, RateLimitingBehaviour limitBehaviour)
{
var sw = Stopwatch.StartNew();
lock (requestLock)
@ -43,6 +44,9 @@ namespace CryptoExchange.Net.RateLimiter
waitTime = (history.First() - (checkTime - perTimePeriod)).TotalMilliseconds;
if (waitTime > 0)
{
if (limitBehaviour == RateLimitingBehaviour.Fail)
return new CallResult<double>(waitTime, new RateLimitError($"total limit of {limit} reached"));
Thread.Sleep(Convert.ToInt32(waitTime));
waitTime += sw.ElapsedMilliseconds;
}
@ -50,7 +54,7 @@ namespace CryptoExchange.Net.RateLimiter
history.Add(DateTime.UtcNow);
history.Sort();
return waitTime;
return new CallResult<double>(waitTime, null);
}
}
}