algotradelib::network::RateLimitController Class Reference

The rate limiter of one connection (one app key): a RateLimitBucket on the steady clock, plus counters. More...

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

Public Types
using	Duration = RateLimitBucket::Duration
	The duration type.

Public Member Functions
	RateLimitController (RateLimitBudget budget={})
	Constructs a controller.
Duration	delay_until (RateLimitGroup group) const
	Returns how long a request of a class must wait.
bool	acquire (RateLimitGroup group)
	Admits one request of a class if it may go now, and counts it.
void	record_delay (RateLimitGroup group, Duration waited)
	Records that a request waited before admission.
void	record_shed (RateLimitGroup group)
	Records that a request was refused unsent.
void	hold (Duration duration)
	Counts a broker refusal and holds every request for a duration, keeping the budget.
void	shrink (int burst, int per_second, Duration retry)
	Counts a broker refusal, adopts the burst and rate the broker reported, and holds.
const RateLimitBudget &	budget () const noexcept
	Returns the budget in force.
const RateLimitStats &	stats () const noexcept
	Returns the counters.

Detailed Description

The rate limiter of one connection (one app key): a RateLimitBucket on the steady clock, plus counters.

Not synchronized: use it only from the owning client's strand (see AsyncHttpClient::rate_limits).

Definition at line 397 of file rate_limit.hpp.

Member Typedef Documentation

Duration

using algotradelib::network::RateLimitController::Duration = RateLimitBucket::Duration

The duration type.

Definition at line 400 of file rate_limit.hpp.

Constructor & Destructor Documentation

RateLimitController()

algotradelib::network::RateLimitController::RateLimitController ( RateLimitBudget budget = {} )

inlineexplicit

Constructs a controller.

Parameters

budget

The budget.

Exceptions

std::invalid_argument

if its burst or rate is below 1.

Definition at line 407 of file rate_limit.hpp.

Member Function Documentation

acquire()

bool algotradelib::network::RateLimitController::acquire ( RateLimitGroup group )

inline

Admits one request of a class if it may go now, and counts it.

Parameters

group

The class.

Returns

true if admitted; false if it must wait, with nothing changed.

Definition at line 427 of file rate_limit.hpp.

budget()

const RateLimitBudget & algotradelib::network::RateLimitController::budget ( ) const

inlinenoexcept

Returns the budget in force.

Returns

The budget.

Definition at line 488 of file rate_limit.hpp.

Referenced by RateLimitController().

delay_until()

Duration algotradelib::network::RateLimitController::delay_until ( RateLimitGroup group ) const

inline

Returns how long a request of a class must wait.

Parameters

group

The class.

Returns

The wait, zero if it may go now.

Definition at line 418 of file rate_limit.hpp.

hold()

void algotradelib::network::RateLimitController::hold ( Duration duration )

inline

Counts a broker refusal and holds every request for a duration, keeping the budget.

For a refusal this client's pacing could not have prevented (capacity shared with other customers). The refusal is counted in RateLimitStats::broker_rejections_, not per class.

Parameters

duration

The hold.

Definition at line 462 of file rate_limit.hpp.

record_delay()

void algotradelib::network::RateLimitController::record_delay ( RateLimitGroup group, Duration waited )

inline

Records that a request waited before admission.

Parameters

group	The class.
waited	How long.

Definition at line 442 of file rate_limit.hpp.

record_shed()

void algotradelib::network::RateLimitController::record_shed ( RateLimitGroup group )

inline

Records that a request was refused unsent.

Parameters

group

The class.

Definition at line 452 of file rate_limit.hpp.

shrink()

void algotradelib::network::RateLimitController::shrink ( int burst, int per_second, Duration retry )

inline

Counts a broker refusal, adopts the burst and rate the broker reported, and holds.

The trading reserve is reduced if it would not be smaller than the new burst.

Parameters

burst	The broker's burst.
per_second	The broker's rate.
retry	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 477 of file rate_limit.hpp.

stats()

const RateLimitStats & algotradelib::network::RateLimitController::stats ( ) const

inlinenoexcept

Returns the counters.

Returns

The statistics.

Definition at line 494 of file rate_limit.hpp.

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

• algotradelib/src/network/rate_limit.hpp