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    use crate::http::query::ExchangeActionParams;
172
173    // Extract batch size from typed params
174    let batch_size = match &action.params {
175        ExchangeActionParams::Order(params) => params.orders.len(),
176        ExchangeActionParams::Cancel(params) => params.cancels.len(),
177        ExchangeActionParams::Modify(_) => {
178            // Modify is for a single order
179            1
180        }
181        ExchangeActionParams::UpdateLeverage(_) | ExchangeActionParams::UpdateIsolatedMargin(_) => {
182            0
183        }
184    };
185    1 + (batch_size as u32 / 40)
186}
187
188////////////////////////////////////////////////////////////////////////////////
189// Tests
190////////////////////////////////////////////////////////////////////////////////
191
192#[cfg(test)]
193mod tests {
194    use rstest::rstest;
195
196    use super::*;
197    use crate::http::query::{
198        CancelParams, ExchangeAction, ExchangeActionParams, ExchangeActionType, OrderParams,
199        UpdateLeverageParams,
200    };
201
202    #[rstest]
203    #[case(1, 1)]
204    #[case(39, 1)]
205    #[case(40, 2)]
206    #[case(79, 2)]
207    #[case(80, 3)]
208    fn test_exchange_weight_order_steps_every_40(
209        #[case] array_len: usize,
210        #[case] expected_weight: u32,
211    ) {
212        use rust_decimal::Decimal;
213
214        use super::super::models::{
215            Cloid, HyperliquidExecGrouping, HyperliquidExecLimitParams, HyperliquidExecOrderKind,
216            HyperliquidExecPlaceOrderRequest, HyperliquidExecTif,
217        };
218
219        let orders: Vec<HyperliquidExecPlaceOrderRequest> = (0..array_len)
220            .map(|_| HyperliquidExecPlaceOrderRequest {
221                asset: 0,
222                is_buy: true,
223                price: Decimal::new(50000, 0),
224                size: Decimal::new(1, 0),
225                reduce_only: false,
226                kind: HyperliquidExecOrderKind::Limit {
227                    limit: HyperliquidExecLimitParams {
228                        tif: HyperliquidExecTif::Gtc,
229                    },
230                },
231                cloid: Some(Cloid::from_hex("0x00000000000000000000000000000000").unwrap()),
232            })
233            .collect();
234
235        let action = ExchangeAction {
236            action_type: ExchangeActionType::Order,
237            params: ExchangeActionParams::Order(OrderParams {
238                orders,
239                grouping: HyperliquidExecGrouping::Na,
240            }),
241        };
242        assert_eq!(exchange_weight(&action), expected_weight);
243    }
244
245    #[rstest]
246    fn test_exchange_weight_cancel() {
247        use super::super::models::{Cloid, HyperliquidExecCancelByCloidRequest};
248
249        let cancels: Vec<HyperliquidExecCancelByCloidRequest> = (0..40)
250            .map(|_| HyperliquidExecCancelByCloidRequest {
251                asset: 0,
252                cloid: Cloid::from_hex("0x00000000000000000000000000000000").unwrap(),
253            })
254            .collect();
255
256        let action = ExchangeAction {
257            action_type: ExchangeActionType::Cancel,
258            params: ExchangeActionParams::Cancel(CancelParams { cancels }),
259        };
260        assert_eq!(exchange_weight(&action), 2);
261    }
262
263    #[rstest]
264    fn test_exchange_weight_non_batch_action() {
265        let update_leverage = ExchangeAction {
266            action_type: ExchangeActionType::UpdateLeverage,
267            params: ExchangeActionParams::UpdateLeverage(UpdateLeverageParams {
268                asset: 1,
269                is_cross: true,
270                leverage: 10,
271            }),
272        };
273        assert_eq!(exchange_weight(&update_leverage), 1);
274    }
275
276    #[tokio::test]
277    async fn test_limiter_roughly_caps_to_capacity() {
278        let limiter = WeightedLimiter::per_minute(1200);
279
280        // Consume ~1200 in quick succession
281        for _ in 0..60 {
282            limiter.acquire(20).await; // 60 * 20 = 1200
283        }
284
285        // The next acquire should take time for tokens to refill
286        let t0 = std::time::Instant::now();
287        limiter.acquire(20).await;
288        let elapsed = t0.elapsed();
289
290        // Should take at least some time to refill (allow some jitter/timing variance)
291        assert!(
292            elapsed.as_millis() >= 500,
293            "Expected significant delay, was {}ms",
294            elapsed.as_millis()
295        );
296    }
297
298    #[tokio::test]
299    async fn test_limiter_debit_extra_works() {
300        let limiter = WeightedLimiter::per_minute(100);
301
302        // Start with full bucket
303        let snapshot = limiter.snapshot().await;
304        assert_eq!(snapshot.capacity, 100);
305        assert_eq!(snapshot.tokens, 100);
306
307        // Acquire some tokens
308        limiter.acquire(30).await;
309        let snapshot = limiter.snapshot().await;
310        assert_eq!(snapshot.tokens, 70);
311
312        // Debit extra
313        limiter.debit_extra(20).await;
314        let snapshot = limiter.snapshot().await;
315        assert_eq!(snapshot.tokens, 50);
316
317        // Debit more than available (should clamp to 0)
318        limiter.debit_extra(100).await;
319        let snapshot = limiter.snapshot().await;
320        assert_eq!(snapshot.tokens, 0);
321    }
322
323    #[rstest]
324    #[case(0, 100)]
325    #[case(1, 200)]
326    #[case(2, 400)]
327    fn test_backoff_full_jitter_increases(#[case] attempt: u32, #[case] max_expected_ms: u64) {
328        let base = Duration::from_millis(100);
329        let cap = Duration::from_secs(5);
330
331        let delay = backoff_full_jitter(attempt, base, cap);
332
333        // Should be in expected ranges (allowing for jitter)
334        assert!(delay.as_millis() <= max_expected_ms as u128);
335    }
336
337    #[rstest]
338    fn test_backoff_full_jitter_respects_cap() {
339        let base = Duration::from_millis(100);
340        let cap = Duration::from_secs(5);
341
342        let delay_high = backoff_full_jitter(10, base, cap);
343        assert!(delay_high.as_millis() <= cap.as_millis());
344    }
345}
nautilus_hyperliquid/http/rate_limits.rs

nautilus_hyperliquid/http/
rate_limits.rs
