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add rate limiting to ccxt.

Features

  • Rate limit per endpoint

Install

pip install "git+https://github.com/richmanbtc/ccxt_rate_limiter.git@v0.0.6#egg=ccxt_rate_limiter"

Usage

Create RateLimiterGroup

  • RateLimiterGroup handles rate limiting by tags.
from ccxt_rate_limiter import scale_limits
from ccxt_rate_limiter.bybit import bybit_limits
from ccxt_rate_limiter.rate_limiter_group import RateLimiterGroup

limits = bybit_limits()
limits = scale_limits(limits, 0.75) # Multiply the rate limit value by a certain magnification to allow a margin.
rate_limiter_group = RateLimiterGroup(limits=limits)

Wrap ccxt instance methods to call RateLimiterGroup before api call

  • RateLimiterGroup can be shared between multiple ccxt instances.
  • RateLimiterGroup can be shared between multiple threads (thread-safe).
import ccxt
from ccxt_rate_limiter import wrap_object
from ccxt_rate_limiter.bybit import bybit_wrap_defs

bybit = ccxt.bybit({
    'enableRateLimit': False, # disable built-in rate limiter
})

wrap_object(bybit, rate_limiter_group=rate_limiter_group, wrap_defs=bybit_wrap_defs())

Call api

bybit.publicGetTickers()

# rate limiter status
print(rate_limiter_group.status_info())

How to customize rate limiting

Custom rate limiting settings can be used.

see

  • ccxt_rate_limiter/binance.py
  • ccxt_rate_limiter/bybit.py
  • ccxt_rate_limiter/ftx.py

Supported exchanges

  • binance
  • bybit
  • ftx

License

CC0

Developer

test

python3 -m unittest tests/test_*