wilderjds
/
cryptocom-exchange
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

Refactored RPS

Browse Source
api-breakage
Irishery 4 years ago
parent ef10e26229
commit f29a2ccc7d
2 changed files with 70 additions and 46 deletions
Whitespace
Show all changes Ignore whitespace when comparing lines Ignore changes in amount of whitespace Ignore changes in whitespace at EOL
Split View
Diff Options
Show Stats Download Patch File Download Diff File
  1. 89
      src/cryptocom/exchange/api.py
  2. 27
      tests/test_api.py

89
src/cryptocom/exchange/api.py
Unescape View File

@ -1,6 +1,6 @@
import os
import json
from re import S
import re
import time
import hmac
import random
@ -34,19 +34,18 @@ class ApiProvider:
self.ws_root_url = ws_root_url
self.timeout = timeout
self.retries = retries
self.limiter = AsyncLimiter(1, 1)
self.last_request = ''
self.last_request_path = ''
self.limits = {
# method: (req_limit, period)
'private/create-order': (15, 0.1),
'private/cancel-order': (15, 0.1),
'private/cancel-all-orders': (15, 0.1),
'private/margin/create-order': (15, 0.1),
'private/margin/cancel-order': (15, 0.1),
'private/margin/cancel-all-orders': (15, 0.1),
'private/create-order': (14, 0.1),
'private/cancel-order': (14, 0.1),
'private/cancel-all-orders': (14, 0.1),
'private/margin/create-order': (14, 0.1),
'private/margin/cancel-order': (14, 0.1),
'private/margin/cancel-all-orders': (14, 0.1),
'private/get-order-detail': (30, 0.1),
'private/margin/get-order-detail': (30, 0.1),
'private/get-order-detail': (29, 0.1),
'private/margin/get-order-detail': (29, 0.1),
'private/get-trades': (1, 1),
'private/margin/get-trades': (1, 1),
@ -54,6 +53,38 @@ class ApiProvider:
'private/margin/get-order-history': (1, 1)
}
# lists for methods - aiolimiter metching
self.order_methods = [
'private/create-order',
'private/cancel-order',
'private/cancel-all-orders',
'private/margin/create-order',
'private/margin/cancel-order',
'private/margin/cancel-all-orders',
]
self.order_methods_limit = AsyncLimiter(14, 0.1)
self.detail_methods = [
'private/get-order-detail',
'private/margin/get-order-detail',
]
self.detail_methods_limit = AsyncLimiter(29, 0.1)
self.general_trade_methods = [
'private/get-trades',
'private/margin/get-trades',
'private/get-order-history',
'private/margin/get-order-history'
]
self.general_trade_methods_limit = AsyncLimiter(1, 1)
# limits for not matched methods
self.general_private_limit = AsyncLimiter(3, 0.1)
self.general_public_limit = AsyncLimiter(100, 1)
if not auth_required:
return
@ -95,38 +126,34 @@ class ApiProvider:
).hexdigest()
return data
def set_limit(self, url):
if not(url in self.limits.keys()):
if url.startswith('private'):
rate_limit, period = 3, 0.1
elif url.startswith('public'):
rate_limit, period = 100, 1
else:
raise ApiError(f'Wrong path: {url}')
else:
rate_limit, period = self.limits[url]
def set_limit(self, path):
if path in self.order_methods:
return self.order_methods_limit
elif path in self.detail_methods:
return self.detail_methods_limit
elif path in self.general_trade_methods:
return self.general_trade_methods_limit
self.limiter.max_rate = rate_limit
self.limiter.time_period = period
else:
if path.startswith('private'):
return self.general_private_limit
elif path.startswith('public'):
return self.general_public_limit
else:
raise ApiError(f'Wrong path: {path}')
async def request(self, method, path, params=None, data=None, sign=False):
original_data = data
timeout = aiohttp.ClientTimeout(total=self.timeout)
if not (path == self.last_request):
self.set_limit(path)
self.last_request = path
limiter = self.set_limit(path)
for count in range(self.retries + 1):
if sign:
data = self._sign(path, original_data)
try:
async with aiohttp.ClientSession(timeout=timeout) as session:
async with self.limiter:
async with limiter:
resp = await session.request(
method, urljoin(self.root_url, path),
params=params, json=data,

27
tests/test_api.py
Unescape View File

@ -1,3 +1,5 @@
import asyncio
from asyncio.events import get_running_loop
import os
import time
import pytest
@ -71,34 +73,29 @@ async def test_api_rate_limits():
params['instrument_name'] = pair.name
start_time = time.time()
await api.post('private/get-order-history', {'params': params})
await api.post('private/get-order-history', {'params': params})
finish_time = (time.time() - start_time)
tasks = [api.post('private/get-order-history', {'params': params}) for i in range(2)]
await asyncio.gather(*tasks)
finish_time = (time.time() - start_time)
assert finish_time > 1
start_time = time.time()
await api.post('private/get-order-history', {'params': params})
await api.post('private/get-order-history', {'params': params})
await api.post('private/get-order-history', {'params': params})
await api.post('private/get-order-history', {'params': params})
tasks = [api.post('private/get-order-history', {'params': params}) for _ in range(5)]
await asyncio.gather(*tasks)
finish_time = time.time() - start_time
assert finish_time > 4
start_time = time.time()
await api.get('public/get-instruments')
await api.get('public/get-instruments')
await api.get('public/get-instruments')
await api.get('public/get-instruments')
tasks = [api.get('public/get-instruments') for _ in range(200)]
await asyncio.gather(*tasks)
finish_time = time.time() - start_time
assert finish_time < 4
assert finish_time > 1
start_time = time.time()
await api.post('private/get-order-history', {'params': params})
await api.post('private/get-order-history', {'params': params})
await api.post('private/get-order-history', {'params': params})
tasks = [api.post('private/get-order-history', {'params': params}) for _ in range(4)]
await asyncio.gather(*tasks)
finish_time = time.time() - start_time
assert finish_time > 3

Write Preview
Loading…
Cancel
Save