Ratelimit changes

CryptoExchange.Net/ExchangeClient.cs

@@ -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);
+                var limitResult = limiter.LimitRequest(uri.AbsolutePath, rateLimitBehaviour);
-                if (limitedBy > 0)
+                if (!limitResult.Success)
-                    log.Write(LogVerbosity.Debug, $"Request {uri.AbsolutePath} was limited by {limitedBy}ms by {limiter.GetType().Name}");
+                {
+                    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}");

CryptoExchange.Net/Objects/Enums.cs

@@ -0,0 +1,8 @@
+namespace CryptoExchange.Net.Objects
+{
+    public enum RateLimitingBehaviour
+    {
+        Fail,
+        Wait
+    }
+}

CryptoExchange.Net/Objects/Error.cs

@@ -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) { }
     }
 }

CryptoExchange.Net/Objects/ExchangeOptions.cs

@@ -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;
     }
 }

CryptoExchange.Net/RateLimiter/IRateLimiter.cs

@@ -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);
     }
 }

CryptoExchange.Net/RateLimiter/RateLimiterPerEndpoint.cs

@@ -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);
         }
     }
 }

CryptoExchange.Net/RateLimiter/RateLimiterTotal.cs

@@ -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);
             }
         }
     }