add

ccxt/async_support/base/throttler.py

@@ -0,0 +1,50 @@
+import asyncio
+import collections
+from time import time
+
+
+class Throttler:
+    def __init__(self, config, loop=None):
+        self.loop = loop
+        self.config = {
+            'refillRate': 1.0,
+            'delay': 0.001,
+            'cost': 1.0,
+            'tokens': 0,
+            'maxCapacity': 2000,
+            'capacity': 1.0,
+        }
+        self.config.update(config)
+        self.queue = collections.deque()
+        self.running = False
+
+    async def looper(self):
+        last_timestamp = time() * 1000
+        while self.running:
+            future, cost = self.queue[0]
+            cost = self.config['cost'] if cost is None else cost
+            if self.config['tokens'] >= 0:
+                self.config['tokens'] -= cost
+                if not future.done():
+                    future.set_result(None)
+                self.queue.popleft()
+                # context switch
+                await asyncio.sleep(0)
+                if len(self.queue) == 0:
+                    self.running = False
+            else:
+                await asyncio.sleep(self.config['delay'])
+                now = time() * 1000
+                elapsed = now - last_timestamp
+                last_timestamp = now
+                self.config['tokens'] = min(self.config['tokens'] + elapsed * self.config['refillRate'], self.config['capacity'])
+
+    def __call__(self, cost=None):
+        future = asyncio.Future()
+        if len(self.queue) > self.config['maxCapacity']:
+            raise RuntimeError('throttle queue is over maxCapacity (' + str(int(self.config['maxCapacity'])) + '), see https://docs.ccxt.com/#/README?id=maximum-requests-capacity')
+        self.queue.append((future, cost))
+        if not self.running:
+            self.running = True
+            asyncio.ensure_future(self.looper(), loop=self.loop)
+        return future