A rate limiter (the generic cell rate algorithm) that computes when a request may go; it neither waits nor reads the clock itself. More...

#include <algotradelib/src/network/rate_limit.hpp>

Public Types
using	ClockType = Clock
	The clock type.
using	TimePoint = typename Clock::time_point
	The clock's instant type.
using	Duration = std::chrono::nanoseconds
	The duration type of all results.

Public Member Functions
	BasicRateLimitBucket (int burst, int per_second)
	Constructs a bucket.
	BasicRateLimitBucket (const RateLimitBudget &budget)
	Constructs a bucket from a budget's burst and rate.
void	resize (int burst, int per_second)
	Changes the burst and rate, keeping the current schedule.
Duration	delay_until (TimePoint now, int allowance) const
	Returns how long a request must wait.
bool	ready (TimePoint now, int allowance) const
	Tests whether a request may go now.
bool	try_acquire (TimePoint now, int allowance)
	Admits one request if it may go now.
void	cool_down (TimePoint now, Duration duration)
	Holds every request for at least a duration (for a broker refusal that is not this client's pacing fault). A caller with a smaller allowance waits correspondingly longer.
void	observe_limit (TimePoint now, int burst, int per_second, Duration refill)
	Adopts a burst and rate the broker reported, then holds requests until it refills.
int	available (TimePoint now, int allowance) const
	Returns how many requests could go back to back now.
int	burst () const noexcept
	Returns the burst.
int	per_second () const noexcept
	Returns the sustained rate.
Duration	interval () const noexcept
	Returns the spacing of the sustained rate.

Detailed Description

template<typename Clock = std::chrono::steady_clock>
class algotradelib::network::BasicRateLimitBucket< Clock >

A rate limiter (the generic cell rate algorithm) that computes when a request may go; it neither waits nor reads the clock itself.

Each call passes the current instant and an allowance: how much of the burst the caller may use (see usable_burst). A caller with a smaller allowance reaches its limit earlier, so one schedule can keep a reserve for trading.

Template Parameters

Clock The clock whose instants are passed in.

Definition at line 164 of file rate_limit.hpp.

Member Typedef Documentation

◆ ClockType

template<typename Clock = std::chrono::steady_clock>

using algotradelib::network::BasicRateLimitBucket< Clock >::ClockType = Clock

The clock type.

Definition at line 167 of file rate_limit.hpp.

◆ Duration

template<typename Clock = std::chrono::steady_clock>

using algotradelib::network::BasicRateLimitBucket< Clock >::Duration = std::chrono::nanoseconds

The duration type of all results.

Definition at line 173 of file rate_limit.hpp.

◆ TimePoint

template<typename Clock = std::chrono::steady_clock>

using algotradelib::network::BasicRateLimitBucket< Clock >::TimePoint = typename Clock::time_point

The clock's instant type.

Definition at line 170 of file rate_limit.hpp.

Constructor & Destructor Documentation

◆ BasicRateLimitBucket() [1/2]

template<typename Clock = std::chrono::steady_clock>

algotradelib::network::BasicRateLimitBucket< Clock >::BasicRateLimitBucket	(	int	burst,
		int	per_second )

inline

Constructs a bucket.

Parameters

burst	How many requests may go back to back after an idle period.
per_second	The sustained rate.

Exceptions

std::invalid_argument if either is below 1.

Definition at line 181 of file rate_limit.hpp.

Referenced by BasicRateLimitBucket().

◆ BasicRateLimitBucket() [2/2]

template<typename Clock = std::chrono::steady_clock>

algotradelib::network::BasicRateLimitBucket< Clock >::BasicRateLimitBucket ( const RateLimitBudget & budget )

inlineexplicit

Constructs a bucket from a budget's burst and rate.

Parameters

budget The budget.

Exceptions

std::invalid_argument if either is below 1.

Definition at line 188 of file rate_limit.hpp.

Member Function Documentation

◆ available()

template<typename Clock = std::chrono::steady_clock>

int algotradelib::network::BasicRateLimitBucket< Clock >::available	(	TimePoint	now,
		int	allowance ) const

inline

Returns how many requests could go back to back now.

Parameters

now	The current instant.
allowance	How much of the burst the caller may use.

Returns: The count, at most allowance.

Definition at line 295 of file rate_limit.hpp.

◆ burst()

template<typename Clock = std::chrono::steady_clock>

int algotradelib::network::BasicRateLimitBucket< Clock >::burst ( ) const

inlinenoexcept

Returns the burst.

Returns: The burst.

Definition at line 312 of file rate_limit.hpp.

Referenced by BasicRateLimitBucket(), observe_limit(), and resize().

◆ cool_down()

template<typename Clock = std::chrono::steady_clock>

void algotradelib::network::BasicRateLimitBucket< Clock >::cool_down	(	TimePoint	now,
		Duration	duration )

inline

Holds every request for at least a duration (for a broker refusal that is not this client's pacing fault). A caller with a smaller allowance waits correspondingly longer.

A hold never shortens an existing one.

Parameters

now	The current instant.
duration	The hold; a negative one counts as zero.

Definition at line 265 of file rate_limit.hpp.

Referenced by observe_limit().

◆ delay_until()

template<typename Clock = std::chrono::steady_clock>

Duration algotradelib::network::BasicRateLimitBucket< Clock >::delay_until	(	TimePoint	now,
		int	allowance ) const

inline

Returns how long a request must wait.

Parameters

now	The current instant.
allowance	How much of the burst the caller may use (clamped to 1..burst()).

Returns: The wait, zero if it may go now.

Definition at line 215 of file rate_limit.hpp.

Referenced by ready().

◆ interval()

template<typename Clock = std::chrono::steady_clock>

Duration algotradelib::network::BasicRateLimitBucket< Clock >::interval ( ) const

inlinenoexcept

Returns the spacing of the sustained rate.

Returns: One second divided by the rate.

Definition at line 324 of file rate_limit.hpp.

◆ observe_limit()

template<typename Clock = std::chrono::steady_clock>

void algotradelib::network::BasicRateLimitBucket< Clock >::observe_limit	(	TimePoint	now,
		int	burst,
		int	per_second,
		Duration	refill )

inline

Adopts a burst and rate the broker reported, then holds requests until it refills.

Parameters

now	The current instant.
burst	The broker's burst.
per_second	The broker's rate.
refill	How long to hold; zero or less holds for one interval.

Exceptions

std::invalid_argument if burst or per_second is below 1.

Definition at line 284 of file rate_limit.hpp.

◆ per_second()

template<typename Clock = std::chrono::steady_clock>

int algotradelib::network::BasicRateLimitBucket< Clock >::per_second ( ) const

inlinenoexcept

Returns the sustained rate.

Returns: Requests per second.

Definition at line 318 of file rate_limit.hpp.

Referenced by BasicRateLimitBucket(), observe_limit(), and resize().

◆ ready()

template<typename Clock = std::chrono::steady_clock>

bool algotradelib::network::BasicRateLimitBucket< Clock >::ready	(	TimePoint	now,
		int	allowance ) const

inline

Tests whether a request may go now.

Parameters

now	The current instant.
allowance	How much of the burst the caller may use.

Returns: true if it need not wait.

Definition at line 232 of file rate_limit.hpp.

Referenced by try_acquire().

◆ resize()

template<typename Clock = std::chrono::steady_clock>

void algotradelib::network::BasicRateLimitBucket< Clock >::resize	(	int	burst,
		int	per_second )

inline

Changes the burst and rate, keeping the current schedule.

Parameters

burst	The burst.
per_second	The sustained rate.

Exceptions

std::invalid_argument if either is below 1.

Definition at line 197 of file rate_limit.hpp.

Referenced by BasicRateLimitBucket(), and observe_limit().

◆ try_acquire()

template<typename Clock = std::chrono::steady_clock>

bool algotradelib::network::BasicRateLimitBucket< Clock >::try_acquire	(	TimePoint	now,
		int	allowance )

inline

Admits one request if it may go now.

Parameters

now	The current instant.
allowance	How much of the burst the caller may use.

Returns: true if admitted (the schedule advances one interval); false if it must wait, with nothing changed.

Definition at line 243 of file rate_limit.hpp.

The documentation for this class was generated from the following file:

algotradelib/src/network/rate_limit.hpp

Public Types

Public Member Functions

Detailed Description

Member Typedef Documentation

◆ ClockType

◆ Duration

◆ TimePoint

Constructor & Destructor Documentation

◆ BasicRateLimitBucket() [1/2]

◆ BasicRateLimitBucket() [2/2]

Member Function Documentation

◆ available()

◆ burst()

◆ cool_down()

◆ delay_until()

◆ interval()

◆ observe_limit()

◆ per_second()

◆ ready()

◆ resize()

◆ try_acquire()