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added rate limiter for BinanceGroupCommon #784

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Merged
vslee merged 1 commit into from
Aug 18, 2022
Merged

added rate limiter for BinanceGroupCommon #784

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8 changes: 8 additions & 0 deletions src/ExchangeSharp/API/Exchanges/BinanceGroup/BinanceGroupCommon.cs
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Original file line number Diff line number Diff line change
Expand Up @@ -61,6 +61,14 @@ protected BinanceGroupCommon()
MarketSymbolIsUppercase = true;
WebSocketOrderBookType = WebSocketOrderBookType.DeltasOnly;
ExchangeGlobalCurrencyReplacements["BCC"] = "BCH";
/* Binance rate limits are a combination of 3 things:
* - 1200 request weights per 1 minute
* - 100 orders per 10 seconds
* - 200,000 orders per 1 day
* - 5,000 raw requests per 5 min
* Since the most restrictive is the 100 orders per 10 seconds, and OCO orders count for 2, we can conservatively do a little less than 50 per 10 seconds
*/
RateLimit = new RateGate(40, TimeSpan.FromSeconds(10)); // set to 9 to be safe
}

public override Task<string> ExchangeMarketSymbolToGlobalMarketSymbolAsync(string marketSymbol)
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