nautilus_hyperliquid/http/
rate_limits.rs

1// -------------------------------------------------------------------------------------------------
2//  Copyright (C) 2015-2025 Nautech Systems Pty Ltd. All rights reserved.
3//  https://nautechsystems.io
4//
5//  Licensed under the GNU Lesser General Public License Version 3.0 (the "License");
6//  You may not use this file except in compliance with the License.
7//  You may obtain a copy of the License at https://www.gnu.org/licenses/lgpl-3.0.en.html
8//
9//  Unless required by applicable law or agreed to in writing, software
10//  distributed under the License is distributed on an "AS IS" BASIS,
11//  WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
12//  See the License for the specific language governing permissions and
13//  limitations under the License.
14// -------------------------------------------------------------------------------------------------
15
16use std::time::{Duration, Instant};
17
18use serde_json::Value;
19use tokio::sync::Mutex;
20
21#[derive(Debug)]
22pub struct WeightedLimiter {
23    capacity: f64,       // tokens per minute (e.g., 1200)
24    refill_per_sec: f64, // capacity / 60
25    state: Mutex<State>,
26}
27
28#[derive(Debug)]
29struct State {
30    tokens: f64,
31    last_refill: Instant,
32}
33
34impl WeightedLimiter {
35    pub fn per_minute(capacity: u32) -> Self {
36        let cap = capacity as f64;
37        Self {
38            capacity: cap,
39            refill_per_sec: cap / 60.0,
40            state: Mutex::new(State {
41                tokens: cap,
42                last_refill: Instant::now(),
43            }),
44        }
45    }
46
47    /// Acquire `weight` tokens, sleeping until available.
48    pub async fn acquire(&self, weight: u32) {
49        let need = weight as f64;
50        loop {
51            let mut st = self.state.lock().await;
52            Self::refill_locked(&mut st, self.refill_per_sec, self.capacity);
53
54            if st.tokens >= need {
55                st.tokens -= need;
56                return;
57            }
58            let deficit = need - st.tokens;
59            let secs = deficit / self.refill_per_sec;
60            drop(st);
61            tokio::time::sleep(Duration::from_secs_f64(secs.max(0.01))).await;
62        }
63    }
64
65    /// Post-response debit for per-items adders (can temporarily clamp to 0).
66    pub async fn debit_extra(&self, extra: u32) {
67        if extra == 0 {
68            return;
69        }
70        let mut st = self.state.lock().await;
71        Self::refill_locked(&mut st, self.refill_per_sec, self.capacity);
72        st.tokens = (st.tokens - extra as f64).max(0.0);
73    }
74
75    pub async fn snapshot(&self) -> RateLimitSnapshot {
76        let mut st = self.state.lock().await;
77        Self::refill_locked(&mut st, self.refill_per_sec, self.capacity);
78        RateLimitSnapshot {
79            capacity: self.capacity as u32,
80            tokens: st.tokens.max(0.0) as u32,
81        }
82    }
83
84    fn refill_locked(st: &mut State, per_sec: f64, cap: f64) {
85        let dt = Instant::now().duration_since(st.last_refill).as_secs_f64();
86        if dt > 0.0 {
87            st.tokens = (st.tokens + dt * per_sec).min(cap);
88            st.last_refill = Instant::now();
89        }
90    }
91}
92
93#[derive(Debug, Clone, Copy)]
94pub struct RateLimitSnapshot {
95    pub capacity: u32,
96    pub tokens: u32,
97}
98
99pub fn backoff_full_jitter(attempt: u32, base: Duration, cap: Duration) -> Duration {
100    use std::{
101        collections::hash_map::DefaultHasher,
102        hash::{Hash, Hasher},
103    };
104
105    // Simple pseudo-random based on attempt and time
106    let mut hasher = DefaultHasher::new();
107    attempt.hash(&mut hasher);
108    Instant::now().elapsed().as_nanos().hash(&mut hasher);
109    let hash = hasher.finish();
110
111    let max = (base.as_millis() as u64)
112        .saturating_mul(1u64 << attempt.min(16))
113        .min(cap.as_millis() as u64)
114        .max(base.as_millis() as u64);
115    Duration::from_millis(hash % max)
116}
117
118/// Classify Info requests into weight classes based on request_type.
119/// Since InfoRequest uses struct with request_type string, we match on that.
120pub fn info_base_weight(req: &crate::http::query::InfoRequest) -> u32 {
121    match req.request_type.as_str() {
122        // Cheap (2)
123        "l2Book"
124        | "allMids"
125        | "clearinghouseState"
126        | "orderStatus"
127        | "spotClearinghouseState"
128        | "exchangeStatus" => 2,
129        // Very expensive (60)
130        "userRole" => 60,
131        // Default (20)
132        _ => 20,
133    }
134}
135
136/// Extra weight for heavy Info endpoints: +1 per 20 (most), +1 per 60 for candleSnapshot.
137/// We count the largest array in the response (robust to schema variants).
138pub fn info_extra_weight(req: &crate::http::query::InfoRequest, json: &Value) -> u32 {
139    let items = match json {
140        Value::Array(a) => a.len(),
141        Value::Object(m) => m
142            .values()
143            .filter_map(|v| v.as_array().map(|a| a.len()))
144            .max()
145            .unwrap_or(0),
146        _ => 0,
147    };
148
149    let unit = match req.request_type.as_str() {
150        "candleSnapshot" => 60usize, // +1 per 60
151        "recentTrades"
152        | "historicalOrders"
153        | "userFills"
154        | "userFillsByTime"
155        | "fundingHistory"
156        | "userFunding"
157        | "nonUserFundingUpdates"
158        | "twapHistory"
159        | "userTwapSliceFills"
160        | "userTwapSliceFillsByTime"
161        | "delegatorHistory"
162        | "delegatorRewards"
163        | "validatorStats" => 20usize, // +1 per 20
164        _ => return 0,
165    };
166    (items / unit) as u32
167}
168
169/// Exchange: 1 + floor(batch_len / 40)
170pub fn exchange_weight(action: &crate::http::query::ExchangeAction) -> u32 {
171    // Since ExchangeAction uses struct with action_type and params,
172    // we need to extract batch size from params based on action_type
173    let batch_size = match action.action_type.as_str() {
174        "order" => {
175            if let Some(orders) = action.params.get("orders") {
176                orders.as_array().map(|a| a.len()).unwrap_or(0)
177            } else {
178                0
179            }
180        }
181        "cancel" => {
182            if let Some(cancels) = action.params.get("cancels") {
183                cancels.as_array().map(|a| a.len()).unwrap_or(0)
184            } else {
185                0
186            }
187        }
188        "batchModify" => {
189            if let Some(modifies) = action.params.get("modifies") {
190                modifies.as_array().map(|a| a.len()).unwrap_or(0)
191            } else {
192                0
193            }
194        }
195        _ => 0,
196    };
197    1 + (batch_size as u32 / 40)
198}
199
200////////////////////////////////////////////////////////////////////////////////
201// Tests
202////////////////////////////////////////////////////////////////////////////////
203
204#[cfg(test)]
205mod tests {
206    use rstest::rstest;
207    use serde_json::json;
208
209    use super::*;
210    use crate::http::query::{ExchangeAction, InfoRequest};
211
212    #[rstest]
213    #[case("order", "orders", 1, 1)]
214    #[case("order", "orders", 39, 1)]
215    #[case("order", "orders", 40, 2)]
216    #[case("order", "orders", 79, 2)]
217    #[case("order", "orders", 80, 3)]
218    #[case("cancel", "cancels", 40, 2)]
219    #[case("batchModify", "modifies", 40, 2)]
220    fn test_exchange_weight_steps_every_40(
221        #[case] action_type: &str,
222        #[case] array_key: &str,
223        #[case] array_len: usize,
224        #[case] expected_weight: u32,
225    ) {
226        let action = ExchangeAction {
227            action_type: action_type.to_string(),
228            params: json!({ array_key: vec![1; array_len] }),
229        };
230        assert_eq!(exchange_weight(&action), expected_weight);
231    }
232
233    #[rstest]
234    fn test_exchange_weight_non_batch_action() {
235        let update_leverage = ExchangeAction {
236            action_type: "updateLeverage".to_string(),
237            params: json!({ "asset": 1, "isCross": true, "leverage": 10 }),
238        };
239        assert_eq!(exchange_weight(&update_leverage), 1);
240    }
241
242    #[rstest]
243    #[case("l2Book", 2)]
244    #[case("allMids", 2)]
245    #[case("clearinghouseState", 2)]
246    #[case("orderStatus", 2)]
247    #[case("spotClearinghouseState", 2)]
248    #[case("exchangeStatus", 2)]
249    #[case("userRole", 60)]
250    #[case("userFills", 20)]
251    #[case("unknownEndpoint", 20)]
252    fn test_info_base_weights(#[case] request_type: &str, #[case] expected_weight: u32) {
253        let request = InfoRequest {
254            request_type: request_type.to_string(),
255            params: json!({ "coin": "BTC" }),
256        };
257        assert_eq!(info_base_weight(&request), expected_weight);
258    }
259
260    #[rstest]
261    fn test_info_extra_weight_no_charging() {
262        let l2_book = InfoRequest {
263            request_type: "l2Book".to_string(),
264            params: json!({ "coin": "BTC" }),
265        };
266        let large_json = json!(vec![1; 1000]);
267        assert_eq!(info_extra_weight(&l2_book, &large_json), 0);
268    }
269
270    #[rstest]
271    fn test_info_extra_weight_complex_json() {
272        let user_fills = InfoRequest {
273            request_type: "userFills".to_string(),
274            params: json!({ "user": "0x123" }),
275        };
276        let complex_json = json!({
277            "fills": vec![1; 40],
278            "orders": vec![1; 20],
279            "other": "data"
280        });
281        assert_eq!(info_extra_weight(&user_fills, &complex_json), 2); // largest array is 40, 40/20 = 2
282    }
283
284    #[tokio::test]
285    async fn test_limiter_roughly_caps_to_capacity() {
286        let limiter = WeightedLimiter::per_minute(1200);
287
288        // Consume ~1200 in quick succession
289        for _ in 0..60 {
290            limiter.acquire(20).await; // 60 * 20 = 1200
291        }
292
293        // The next acquire should take time for tokens to refill
294        let t0 = std::time::Instant::now();
295        limiter.acquire(20).await;
296        let elapsed = t0.elapsed();
297
298        // Should take at least some time to refill (allow some jitter/timing variance)
299        assert!(
300            elapsed.as_millis() >= 500,
301            "Expected significant delay, got {}ms",
302            elapsed.as_millis()
303        );
304    }
305
306    #[tokio::test]
307    async fn test_limiter_debit_extra_works() {
308        let limiter = WeightedLimiter::per_minute(100);
309
310        // Start with full bucket
311        let snapshot = limiter.snapshot().await;
312        assert_eq!(snapshot.capacity, 100);
313        assert_eq!(snapshot.tokens, 100);
314
315        // Acquire some tokens
316        limiter.acquire(30).await;
317        let snapshot = limiter.snapshot().await;
318        assert_eq!(snapshot.tokens, 70);
319
320        // Debit extra
321        limiter.debit_extra(20).await;
322        let snapshot = limiter.snapshot().await;
323        assert_eq!(snapshot.tokens, 50);
324
325        // Debit more than available (should clamp to 0)
326        limiter.debit_extra(100).await;
327        let snapshot = limiter.snapshot().await;
328        assert_eq!(snapshot.tokens, 0);
329    }
330
331    #[rstest]
332    #[case(0, 100)]
333    #[case(1, 200)]
334    #[case(2, 400)]
335    fn test_backoff_full_jitter_increases(#[case] attempt: u32, #[case] max_expected_ms: u64) {
336        let base = Duration::from_millis(100);
337        let cap = Duration::from_secs(5);
338
339        let delay = backoff_full_jitter(attempt, base, cap);
340
341        // Should be in expected ranges (allowing for jitter)
342        assert!(delay.as_millis() <= max_expected_ms as u128);
343    }
344
345    #[rstest]
346    fn test_backoff_full_jitter_respects_cap() {
347        let base = Duration::from_millis(100);
348        let cap = Duration::from_secs(5);
349
350        let delay_high = backoff_full_jitter(10, base, cap);
351        assert!(delay_high.as_millis() <= cap.as_millis());
352    }
353}
nautilus_hyperliquid/http/rate_limits.rs

nautilus_hyperliquid/http/
rate_limits.rs
