mirror of
https://github.com/JKorf/CryptoExchange.Net.git
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e823114623
* Result types: * (Web)CallResult types are replaced by HttpResult, WebSocketResult and QueryResult with the same logic * Updated result types to record type * Result creation can be done with (Http/WebSocket/Query)Result.Ok(..) and .Fail(..) * Removed implicit result type conversion to bool, `if (result)` no longer works, instead use `if (result.Success)` * Replaced CallResult.SuccessResult with CallResult.Ok() * Fixed result object nullability hinting, for example Data might be null if Success isn't checked for true * Parameters & serialization: * Added support for `enabled` and `disabled` strings to bool converter * Removed ParameterCollection type, has been replaced by Parameters type * Removed ArraySerialization, OrderParameters and ParameterOrderComparer properties from RestApiClient, moved to ParameterSerializationsSettings * Updated RestRequestConfiguration in AuthenticationProvider.ProcessRequest to contain the full RequestDefinition instead of copied fields * Clients: * Updated Api client constructor logging parameter from ILogger to ILoggerFactory? * Added Api client constructor exchange name parameter * Added ToString overrides on base API types * Added Exchange property on BaseApiClient * Added ApiCredentials property on IRestApiClient and ISocketApiClient interfaces * Updated ILogger source from client name to topic specific client name * Removed logging from client creation * Fixed BaseRestClient SetApiCredentials not marked as virtual * Rest: * Added BaseAddress to RequestDefinition object * Updated RestApiClient AuthenticationProvider logic from private to protected and virtual * Removed RestApiClient.SendAsync baseAddress parameter removed * Removed RestApiClient.SendAsync without type parameter * WebSocket: * Updated MessageRouting definition into CreateForEvent for subscriptions and CreateForQuery for queries * Improved Query type safety with CeateForQuery which allows second parameter for specifying the result type * Renamed MessageRouter.CreateWithoutHandler to CreateVoid * Updated SocketApiClient.GetSocketConnection to check connection uri instead of Tag for finding compatible connections * Removed unused UnhandledMessageExpected property SocketApiClient * Fixed issue in SocketApiClient.GetSocketConnection causing requests to always wait the full max 10 seconds when there was a reconnecting socket * Shared APIs: * Updated Option definitions to always require the exchange name as first parameter * Added missing dedicated option types * Added Discover method on ISharedClient interface, returning info on supported capabilities and operations * Added SharedRequest GetParamValue helper method accepting multiple parameter names * Added ResetStaticExchangeParameters method on ExchangeParameters * Added Status property to SharedWithdrawal model * Added TradingModes property to SharedBalance model * Updated ExchangeSymbolCache to support multiple environments and additional key separation * Updated Shared ExchangeParameters parameter names to be case insensitive * Updated code comments * Replaced ExchangeResult with ExchangeCallResult type * Removed AsExchangeResult/ExchangeWebResult * Removed TradingMode from the response model, only maintained on models where it makes sense * Removed IListenKey support, listen keys now rely on internal management with TokenManager * Rate limiting: * Fixed websocket connection attempts counting towards rate limit even when server could not be reached * Removed host from rate limit methods, now part of the already provided RequestDefinition * Added amount parameter to RateLimit Reset method to allow partially resetting the limit * Added TokenManager implementation for automatic listenkey/token management * Added UserClientProvider base class * Added async streaming on UserDataTracker items with StreamUpdatesAsync * Added cancellation token support to UserDataTracker starting * Added Unit type for non-result types * Added ServerError constructor taking ErrorType and message to make it easier to create * Added SupportedEnvironments property to PlatformInfo * Updated SymbolOrderBook DoResyncAsync to return CallResult instead of CallResult<bool> which was redundant * Various small performance improvements
126 lines
4.0 KiB
C#
126 lines
4.0 KiB
C#
using System;
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using System.Collections.Generic;
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using CryptoExchange.Net.RateLimiting.Interfaces;
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namespace CryptoExchange.Net.RateLimiting.Trackers
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{
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internal class FixedWindowTracker : IWindowTracker
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{
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/// <inheritdoc />
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public TimeSpan TimePeriod { get; }
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/// <inheritdoc />
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public int Limit { get; }
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/// <inheritdoc />
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public int Current => _currentWeight;
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private readonly Queue<LimitEntry> _entries;
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private int _currentWeight = 0;
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/// <summary>
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/// Additional wait time to apply to account for time offset between server and client
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/// </summary>
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private static readonly TimeSpan _fixedWindowBuffer = TimeSpan.FromMilliseconds(1000);
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public FixedWindowTracker(int limit, TimeSpan period)
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{
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Limit = limit;
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TimePeriod = period;
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_entries = new Queue<LimitEntry>();
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}
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/// <inheritdoc />
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public void Reset(int? amount)
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{
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if (amount == null)
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{
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_entries.Clear();
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_currentWeight = 0;
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}
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else
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{
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_currentWeight = Math.Max(0, _currentWeight - amount.Value);
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var removedWeight = 0;
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while (true)
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{
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if (removedWeight >= amount.Value || _entries.Count == 0)
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break;
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var lastEntry = _entries.Dequeue();
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removedWeight += lastEntry.Weight;
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}
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}
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}
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/// <inheritdoc />
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public TimeSpan GetWaitTime(int weight)
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{
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// Remove requests no longer in time period from the history
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var checkTime = DateTime.UtcNow;
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RemoveBefore(checkTime.AddTicks(-(checkTime.Ticks % TimePeriod.Ticks)));
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if (Current + weight > Limit)
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{
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// The weight would cause the rate limit to be passed
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if (Current == 0)
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{
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throw new Exception("Request limit reached without any prior request. " +
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$"This request can never execute with the current rate limiter. Request weight: {weight}, RateLimit: {Limit}");
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}
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// Determine the time to wait before this weight can be applied without going over the rate limit
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return DetermineWaitTime();
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}
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// Weight can fit without going over limit
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return TimeSpan.Zero;
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}
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/// <inheritdoc />
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public void ApplyWeight(int weight)
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{
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_currentWeight += weight;
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_entries.Enqueue(new LimitEntry(DateTime.UtcNow, weight));
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}
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/// <summary>
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/// Remove items before a certain time
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/// </summary>
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/// <param name="time"></param>
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protected void RemoveBefore(DateTime time)
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{
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while (true)
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{
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if (_entries.Count == 0)
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break;
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var firstItem = _entries.Peek();
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if (firstItem.Timestamp < time)
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{
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_entries.Dequeue();
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_currentWeight -= firstItem.Weight;
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}
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else
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{
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// Either no entries left, or the entry time is still within the window
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break;
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}
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}
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}
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/// <summary>
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/// Determine the time to wait before a new item would fit
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/// </summary>
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/// <returns></returns>
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private TimeSpan DetermineWaitTime()
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{
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var checkTime = DateTime.UtcNow;
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var startCurrentWindow = checkTime.AddTicks(-(checkTime.Ticks % TimePeriod.Ticks));
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var wait = startCurrentWindow.Add(TimePeriod) - checkTime;
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var result = wait.Add(_fixedWindowBuffer);
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if (result < TimeSpan.Zero)
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return TimeSpan.Zero;
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return result;
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}
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}
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}
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