ccxt 4.5.28 → 4.5.29

package/dist/cjs/src/base/Exchange.js

@@ -147,6 +147,8 @@ class Exchange {
         this.tokenBucket = undefined;
         this.throttler = undefined;
         this.enableRateLimit = undefined;
+        this.rollingWindowSize = 0.0; // set to 0.0 to use leaky bucket rate limiter
+        this.rateLimiterAlgorithm = 'leakyBucket';
         this.httpExceptions = undefined;
         this.limits = undefined;
         this.markets_by_id = undefined;
@@ -1921,6 +1923,7 @@ class Exchange {
                 'price': { 'min': undefined, 'max': undefined },
                 'cost': { 'min': undefined, 'max': undefined },
             },
+            'rollingWindowSize': 60000, // default 60 seconds, requires rateLimiterAlgorithm to be set as 'rollingWindow'
         };
     }
     safeBoolN(dictionaryOrList, keys, defaultValue = undefined) {
@@ -2631,7 +2634,7 @@ class Exchange {
          * @param {int} [since] timestamp in ms of the earliest change to fetch
          * @param {int} [limit] the maximum amount of changes to fetch
          * @param {object} params extra parameters specific to the exchange api endpoint
-         * @returns {object[]} a list of [margin structures]{@link https://docs.ccxt.com/#/?id=margin-loan-structure}
+         * @returns {object[]} a list of [margin structures]{@link https://docs.ccxt.com/?id=margin-loan-structure}
          */
         throw new errors.NotSupported(this.id + ' fetchMarginAdjustmentHistory() is not supported yet');
     }
@@ -2716,12 +2719,16 @@ class Exchange {
         if (this.rateLimit > 0) {
             refillRate = 1 / this.rateLimit;
         }
+        const useLeaky = (this.rollingWindowSize === 0.0) || (this.rateLimiterAlgorithm === 'leakyBucket');
+        const algorithm = useLeaky ? 'leakyBucket' : 'rollingWindow';
         const defaultBucket = {
             'delay': 0.001,
             'capacity': 1,
             'cost': 1,
-            'maxCapacity': this.safeInteger(this.options, 'maxRequestsQueue', 1000),
             'refillRate': refillRate,
+            'algorithm': algorithm,
+            'windowSize': this.rollingWindowSize,
+            'rateLimit': this.rateLimit,
         };
         const existingBucket = (this.tokenBucket === undefined) ? {} : this.tokenBucket;
         this.tokenBucket = this.extend(defaultBucket, existingBucket);
@@ -4962,7 +4969,7 @@ class Exchange {
          * @description fetches all open positions for specific symbol, unlike fetchPositions (which is designed to work with multiple symbols) so this method might be preffered for one-market position, because of less rate-limit consumption and speed
          * @param {string} symbol unified market symbol
          * @param {object} params extra parameters specific to the endpoint
-         * @returns {object[]} a list of [position structure]{@link https://docs.ccxt.com/#/?id=position-structure} with maximum 3 items - possible one position for "one-way" mode, and possible two positions (long & short) for "two-way" (a.k.a. hedge) mode
+         * @returns {object[]} a list of [position structure]{@link https://docs.ccxt.com/?id=position-structure} with maximum 3 items - possible one position for "one-way" mode, and possible two positions (long & short) for "two-way" (a.k.a. hedge) mode
          */
         throw new errors.NotSupported(this.id + ' fetchPositionsForSymbol() is not supported yet');
     }
@@ -4973,7 +4980,7 @@ class Exchange {
          * @description fetches all open positions for specific symbol, unlike fetchPositions (which is designed to work with multiple symbols) so this method might be preffered for one-market position, because of less rate-limit consumption and speed
          * @param {string} symbol unified market symbol
          * @param {object} params extra parameters specific to the endpoint
-         * @returns {object[]} a list of [position structure]{@link https://docs.ccxt.com/#/?id=position-structure} with maximum 3 items - possible one position for "one-way" mode, and possible two positions (long & short) for "two-way" (a.k.a. hedge) mode
+         * @returns {object[]} a list of [position structure]{@link https://docs.ccxt.com/?id=position-structure} with maximum 3 items - possible one position for "one-way" mode, and possible two positions (long & short) for "two-way" (a.k.a. hedge) mode
          */
         throw new errors.NotSupported(this.id + ' fetchPositionsForSymbol() is not supported yet');
     }
@@ -5430,7 +5437,7 @@ class Exchange {
      * @param {string} clientOrderId client order Id
      * @param {string} symbol unified symbol of the market to create an order in
      * @param {object} [params] extra parameters specific to the exchange API endpoint
-     * @returns {object} an [order structure]{@link https://docs.ccxt.com/#/?id=order-structure}
+     * @returns {object} an [order structure]{@link https://docs.ccxt.com/?id=order-structure}
      */
     async fetchOrderWithClientOrderId(clientOrderId, symbol = undefined, params = {}) {
         const extendedParams = this.extend(params, { 'clientOrderId': clientOrderId });
@@ -5476,7 +5483,7 @@ class Exchange {
          * @param {float} trailingAmount the quote amount to trail away from the current market price
          * @param {float} [trailingTriggerPrice] the price to activate a trailing order, default uses the price argument
          * @param {object} [params] extra parameters specific to the exchange API endpoint
-         * @returns {object} an [order structure]{@link https://docs.ccxt.com/#/?id=order-structure}
+         * @returns {object} an [order structure]{@link https://docs.ccxt.com/?id=order-structure}
          */
         if (trailingAmount === undefined) {
             throw new errors.ArgumentsRequired(this.id + ' createTrailingAmountOrder() requires a trailingAmount argument');
@@ -5503,7 +5510,7 @@ class Exchange {
          * @param {float} trailingAmount the quote amount to trail away from the current market price
          * @param {float} [trailingTriggerPrice] the price to activate a trailing order, default uses the price argument
          * @param {object} [params] extra parameters specific to the exchange API endpoint
-         * @returns {object} an [order structure]{@link https://docs.ccxt.com/#/?id=order-structure}
+         * @returns {object} an [order structure]{@link https://docs.ccxt.com/?id=order-structure}
          */
         if (trailingAmount === undefined) {
             throw new errors.ArgumentsRequired(this.id + ' createTrailingAmountOrderWs() requires a trailingAmount argument');
@@ -5530,7 +5537,7 @@ class Exchange {
          * @param {float} trailingPercent the percent to trail away from the current market price
          * @param {float} [trailingTriggerPrice] the price to activate a trailing order, default uses the price argument
          * @param {object} [params] extra parameters specific to the exchange API endpoint
-         * @returns {object} an [order structure]{@link https://docs.ccxt.com/#/?id=order-structure}
+         * @returns {object} an [order structure]{@link https://docs.ccxt.com/?id=order-structure}
          */
         if (trailingPercent === undefined) {
             throw new errors.ArgumentsRequired(this.id + ' createTrailingPercentOrder() requires a trailingPercent argument');
@@ -5557,7 +5564,7 @@ class Exchange {
          * @param {float} trailingPercent the percent to trail away from the current market price
          * @param {float} [trailingTriggerPrice] the price to activate a trailing order, default uses the price argument
          * @param {object} [params] extra parameters specific to the exchange API endpoint
-         * @returns {object} an [order structure]{@link https://docs.ccxt.com/#/?id=order-structure}
+         * @returns {object} an [order structure]{@link https://docs.ccxt.com/?id=order-structure}
          */
         if (trailingPercent === undefined) {
             throw new errors.ArgumentsRequired(this.id + ' createTrailingPercentOrderWs() requires a trailingPercent argument');
@@ -5580,7 +5587,7 @@ class Exchange {
          * @param {string} side 'buy' or 'sell'
          * @param {float} cost how much you want to trade in units of the quote currency
          * @param {object} [params] extra parameters specific to the exchange API endpoint
-         * @returns {object} an [order structure]{@link https://docs.ccxt.com/#/?id=order-structure}
+         * @returns {object} an [order structure]{@link https://docs.ccxt.com/?id=order-structure}
          */
         if (this.has['createMarketOrderWithCost'] || (this.has['createMarketBuyOrderWithCost'] && this.has['createMarketSellOrderWithCost'])) {
             return await this.createOrder(symbol, 'market', side, cost, 1, params);
@@ -5595,7 +5602,7 @@ class Exchange {
          * @param {string} symbol unified symbol of the market to create an order in
          * @param {float} cost how much you want to trade in units of the quote currency
          * @param {object} [params] extra parameters specific to the exchange API endpoint
-         * @returns {object} an [order structure]{@link https://docs.ccxt.com/#/?id=order-structure}
+         * @returns {object} an [order structure]{@link https://docs.ccxt.com/?id=order-structure}
          */
         if (this.options['createMarketBuyOrderRequiresPrice'] || this.has['createMarketBuyOrderWithCost']) {
             return await this.createOrder(symbol, 'market', 'buy', cost, 1, params);
@@ -5610,7 +5617,7 @@ class Exchange {
          * @param {string} symbol unified symbol of the market to create an order in
          * @param {float} cost how much you want to trade in units of the quote currency
          * @param {object} [params] extra parameters specific to the exchange API endpoint
-         * @returns {object} an [order structure]{@link https://docs.ccxt.com/#/?id=order-structure}
+         * @returns {object} an [order structure]{@link https://docs.ccxt.com/?id=order-structure}
          */
         if (this.options['createMarketSellOrderRequiresPrice'] || this.has['createMarketSellOrderWithCost']) {
             return await this.createOrder(symbol, 'market', 'sell', cost, 1, params);
@@ -5626,7 +5633,7 @@ class Exchange {
          * @param {string} side 'buy' or 'sell'
          * @param {float} cost how much you want to trade in units of the quote currency
          * @param {object} [params] extra parameters specific to the exchange API endpoint
-         * @returns {object} an [order structure]{@link https://docs.ccxt.com/#/?id=order-structure}
+         * @returns {object} an [order structure]{@link https://docs.ccxt.com/?id=order-structure}
          */
         if (this.has['createMarketOrderWithCostWs'] || (this.has['createMarketBuyOrderWithCostWs'] && this.has['createMarketSellOrderWithCostWs'])) {
             return await this.createOrderWs(symbol, 'market', side, cost, 1, params);
@@ -5645,7 +5652,7 @@ class Exchange {
          * @param {float} [price] the price to fulfill the order, in units of the quote currency, ignored in market orders
          * @param {float} triggerPrice the price to trigger the stop order, in units of the quote currency
          * @param {object} [params] extra parameters specific to the exchange API endpoint
-         * @returns {object} an [order structure]{@link https://docs.ccxt.com/#/?id=order-structure}
+         * @returns {object} an [order structure]{@link https://docs.ccxt.com/?id=order-structure}
          */
         if (triggerPrice === undefined) {
             throw new errors.ArgumentsRequired(this.id + ' createTriggerOrder() requires a triggerPrice argument');
@@ -5668,7 +5675,7 @@ class Exchange {
          * @param {float} [price] the price to fulfill the order, in units of the quote currency, ignored in market orders
          * @param {float} triggerPrice the price to trigger the stop order, in units of the quote currency
          * @param {object} [params] extra parameters specific to the exchange API endpoint
-         * @returns {object} an [order structure]{@link https://docs.ccxt.com/#/?id=order-structure}
+         * @returns {object} an [order structure]{@link https://docs.ccxt.com/?id=order-structure}
          */
         if (triggerPrice === undefined) {
             throw new errors.ArgumentsRequired(this.id + ' createTriggerOrderWs() requires a triggerPrice argument');
@@ -5691,7 +5698,7 @@ class Exchange {
          * @param {float} [price] the price to fulfill the order, in units of the quote currency, ignored in market orders
          * @param {float} stopLossPrice the price to trigger the stop loss order, in units of the quote currency
          * @param {object} [params] extra parameters specific to the exchange API endpoint
-         * @returns {object} an [order structure]{@link https://docs.ccxt.com/#/?id=order-structure}
+         * @returns {object} an [order structure]{@link https://docs.ccxt.com/?id=order-structure}
          */
         if (stopLossPrice === undefined) {
             throw new errors.ArgumentsRequired(this.id + ' createStopLossOrder() requires a stopLossPrice argument');
@@ -5714,7 +5721,7 @@ class Exchange {
          * @param {float} [price] the price to fulfill the order, in units of the quote currency, ignored in market orders
          * @param {float} stopLossPrice the price to trigger the stop loss order, in units of the quote currency
          * @param {object} [params] extra parameters specific to the exchange API endpoint
-         * @returns {object} an [order structure]{@link https://docs.ccxt.com/#/?id=order-structure}
+         * @returns {object} an [order structure]{@link https://docs.ccxt.com/?id=order-structure}
          */
         if (stopLossPrice === undefined) {
             throw new errors.ArgumentsRequired(this.id + ' createStopLossOrderWs() requires a stopLossPrice argument');
@@ -5737,7 +5744,7 @@ class Exchange {
          * @param {float} [price] the price to fulfill the order, in units of the quote currency, ignored in market orders
          * @param {float} takeProfitPrice the price to trigger the take profit order, in units of the quote currency
          * @param {object} [params] extra parameters specific to the exchange API endpoint
-         * @returns {object} an [order structure]{@link https://docs.ccxt.com/#/?id=order-structure}
+         * @returns {object} an [order structure]{@link https://docs.ccxt.com/?id=order-structure}
          */
         if (takeProfitPrice === undefined) {
             throw new errors.ArgumentsRequired(this.id + ' createTakeProfitOrder() requires a takeProfitPrice argument');
@@ -5760,7 +5767,7 @@ class Exchange {
          * @param {float} [price] the price to fulfill the order, in units of the quote currency, ignored in market orders
          * @param {float} takeProfitPrice the price to trigger the take profit order, in units of the quote currency
          * @param {object} [params] extra parameters specific to the exchange API endpoint
-         * @returns {object} an [order structure]{@link https://docs.ccxt.com/#/?id=order-structure}
+         * @returns {object} an [order structure]{@link https://docs.ccxt.com/?id=order-structure}
          */
         if (takeProfitPrice === undefined) {
             throw new errors.ArgumentsRequired(this.id + ' createTakeProfitOrderWs() requires a takeProfitPrice argument');
@@ -5792,7 +5799,7 @@ class Exchange {
          * @param {float} [params.stopLossLimitPrice] *not available on all exchanges* stop loss for a limit stop loss order
          * @param {float} [params.takeProfitAmount] *not available on all exchanges* the amount for a take profit
          * @param {float} [params.stopLossAmount] *not available on all exchanges* the amount for a stop loss
-         * @returns {object} an [order structure]{@link https://docs.ccxt.com/#/?id=order-structure}
+         * @returns {object} an [order structure]{@link https://docs.ccxt.com/?id=order-structure}
          */
         params = this.setTakeProfitAndStopLossParams(symbol, type, side, amount, price, takeProfit, stopLoss, params);
         if (this.has['createOrderWithTakeProfitAndStopLoss']) {
@@ -5870,7 +5877,7 @@ class Exchange {
          * @param {float} [params.stopLossLimitPrice] *not available on all exchanges* stop loss for a limit stop loss order
          * @param {float} [params.takeProfitAmount] *not available on all exchanges* the amount for a take profit
          * @param {float} [params.stopLossAmount] *not available on all exchanges* the amount for a stop loss
-         * @returns {object} an [order structure]{@link https://docs.ccxt.com/#/?id=order-structure}
+         * @returns {object} an [order structure]{@link https://docs.ccxt.com/?id=order-structure}
          */
         params = this.setTakeProfitAndStopLossParams(symbol, type, side, amount, price, takeProfit, stopLoss, params);
         if (this.has['createOrderWithTakeProfitAndStopLossWs']) {
@@ -5897,7 +5904,7 @@ class Exchange {
      * @param {string} clientOrderId client order Id
      * @param {string} symbol unified symbol of the market to create an order in
      * @param {object} [params] extra parameters specific to the exchange API endpoint
-     * @returns {object} an [order structure]{@link https://docs.ccxt.com/#/?id=order-structure}
+     * @returns {object} an [order structure]{@link https://docs.ccxt.com/?id=order-structure}
      */
     async cancelOrderWithClientOrderId(clientOrderId, symbol = undefined, params = {}) {
         const extendedParams = this.extend(params, { 'clientOrderId': clientOrderId });
@@ -5916,7 +5923,7 @@ class Exchange {
      * @param {string[]} clientOrderIds client order Ids
      * @param {string} symbol unified symbol of the market to create an order in
      * @param {object} [params] extra parameters specific to the exchange API endpoint
-     * @returns {object} an [order structure]{@link https://docs.ccxt.com/#/?id=order-structure}
+     * @returns {object} an [order structure]{@link https://docs.ccxt.com/?id=order-structure}
      */
     async cancelOrdersWithClientOrderIds(clientOrderIds, symbol = undefined, params = {}) {
         const extendedParams = this.extend(params, { 'clientOrderIds': clientOrderIds });
@@ -6025,7 +6032,7 @@ class Exchange {
          * @param {int} [since] timestamp in ms of the earliest deposit/withdrawal, default is undefined
          * @param {int} [limit] max number of deposit/withdrawals to return, default is undefined
          * @param {object} [params] extra parameters specific to the exchange API endpoint
-         * @returns {object} a list of [transaction structures]{@link https://docs.ccxt.com/#/?id=transaction-structure}
+         * @returns {object} a list of [transaction structures]{@link https://docs.ccxt.com/?id=transaction-structure}
          */
         throw new errors.NotSupported(this.id + ' fetchDepositsWithdrawals() is not supported yet');
     }
@@ -6440,6 +6447,9 @@ class Exchange {
         const query = this.extend(params, { 'stopPrice': triggerPrice });
         return await this.createOrderWs(symbol, 'market', side, amount, undefined, query);
     }
+    async createSubAccount(name, params = {}) {
+        throw new errors.NotSupported(this.id + ' createSubAccount() is not supported yet');
+    }
     safeCurrencyCode(currencyId, currency = undefined) {
         currency = this.safeCurrency(currencyId, currency);
         return currency['code'];
@@ -7055,7 +7065,7 @@ class Exchange {
          * @param {object} market ccxt market
          * @param {int} [since] when defined, the response items are filtered to only include items after this timestamp
          * @param {int} [limit] limits the number of items in the response
-         * @returns {object[]} an array of [funding history structures]{@link https://docs.ccxt.com/#/?id=funding-history-structure}
+         * @returns {object[]} an array of [funding history structures]{@link https://docs.ccxt.com/?id=funding-history-structure}
          */
         const result = [];
         for (let i = 0; i < incomes.length; i++) {
@@ -7092,7 +7102,7 @@ class Exchange {
          * @param {int} [since] timestamp in ms of the earliest deposit/withdrawal, default is undefined
          * @param {int} [limit] max number of deposit/withdrawals to return, default is undefined
          * @param {object} [params] extra parameters specific to the exchange API endpoint
-         * @returns {object} a list of [transaction structures]{@link https://docs.ccxt.com/#/?id=transaction-structure}
+         * @returns {object} a list of [transaction structures]{@link https://docs.ccxt.com/?id=transaction-structure}
          */
         if (this.has['fetchDepositsWithdrawals']) {
             return await this.fetchDepositsWithdrawals(code, since, limit, params);
@@ -7498,7 +7508,7 @@ class Exchange {
          * @param {object} market ccxt market
          * @param {int} [since] when defined, the response items are filtered to only include items after this timestamp
          * @param {int} [limit] limits the number of items in the response
-         * @returns {object[]} an array of [liquidation structures]{@link https://docs.ccxt.com/#/?id=liquidation-structure}
+         * @returns {object[]} an array of [liquidation structures]{@link https://docs.ccxt.com/?id=liquidation-structure}
          */
         const result = [];
         for (let i = 0; i < liquidations.length; i++) {
@@ -7713,7 +7723,7 @@ class Exchange {
          * @param {int} [since] timestamp in ms of the position
          * @param {int} [limit] the maximum amount of candles to fetch, default=1000
          * @param {object} params extra parameters specific to the exchange api endpoint
-         * @returns {object[]} a list of [position structures]{@link https://docs.ccxt.com/#/?id=position-structure}
+         * @returns {object[]} a list of [position structures]{@link https://docs.ccxt.com/?id=position-structure}
          */
         if (this.has['fetchPositionsHistory']) {
             const positions = await this.fetchPositionsHistory([symbol], since, limit, params);
@@ -7732,7 +7742,7 @@ class Exchange {
          * @param {int} [since] timestamp in ms of the position
          * @param {int} [limit] the maximum amount of candles to fetch, default=1000
          * @param {object} params extra parameters specific to the exchange api endpoint
-         * @returns {object[]} a list of [position structures]{@link https://docs.ccxt.com/#/?id=position-structure}
+         * @returns {object[]} a list of [position structures]{@link https://docs.ccxt.com/?id=position-structure}
          */
         throw new errors.NotSupported(this.id + ' fetchPositionsHistory () is not supported yet');
     }
@@ -7759,7 +7769,7 @@ class Exchange {
          * @param {string} id transfer id
          * @param {[string]} code unified currency code
          * @param {object} params extra parameters specific to the exchange api endpoint
-         * @returns {object} a [transfer structure]{@link https://docs.ccxt.com/#/?id=transfer-structure}
+         * @returns {object} a [transfer structure]{@link https://docs.ccxt.com/?id=transfer-structure}
          */
         throw new errors.NotSupported(this.id + ' fetchTransfer () is not supported yet');
     }
@@ -7772,7 +7782,7 @@ class Exchange {
          * @param {int} [since] timestamp in ms of the earliest transfer to fetch
          * @param {int} [limit] the maximum amount of transfers to fetch
          * @param {object} params extra parameters specific to the exchange api endpoint
-         * @returns {object} a [transfer structure]{@link https://docs.ccxt.com/#/?id=transfer-structure}
+         * @returns {object} a [transfer structure]{@link https://docs.ccxt.com/?id=transfer-structure}
          */
         throw new errors.NotSupported(this.id + ' fetchTransfers () is not supported yet');
     }
@@ -7795,7 +7805,7 @@ class Exchange {
          * @description watches a mark price for a specific market
          * @param {string} symbol unified symbol of the market to fetch the ticker for
          * @param {object} [params] extra parameters specific to the exchange API endpoint
-         * @returns {object} a [ticker structure]{@link https://docs.ccxt.com/#/?id=ticker-structure}
+         * @returns {object} a [ticker structure]{@link https://docs.ccxt.com/?id=ticker-structure}
          */
         throw new errors.NotSupported(this.id + ' watchMarkPrice () is not supported yet');
     }
@@ -7806,7 +7816,7 @@ class Exchange {
          * @description watches the mark price for all markets
          * @param {string[]} symbols unified symbol of the market to fetch the ticker for
          * @param {object} [params] extra parameters specific to the exchange API endpoint
-         * @returns {object} a [ticker structure]{@link https://docs.ccxt.com/#/?id=ticker-structure}
+         * @returns {object} a [ticker structure]{@link https://docs.ccxt.com/?id=ticker-structure}
          */
         throw new errors.NotSupported(this.id + ' watchMarkPrices () is not supported yet');
     }
@@ -7820,7 +7830,7 @@ class Exchange {
          * @param {string} address the address to withdraw to
          * @param {string} tag
          * @param {object} [params] extra parameters specific to the bitvavo api endpoint
-         * @returns {object} a [transaction structure]{@link https://docs.ccxt.com/#/?id=transaction-structure}
+         * @returns {object} a [transaction structure]{@link https://docs.ccxt.com/?id=transaction-structure}
          */
         throw new errors.NotSupported(this.id + ' withdrawWs () is not supported yet');
     }
@@ -7831,7 +7841,7 @@ class Exchange {
          * @description unWatches information on multiple trades made by the user
          * @param {string} symbol unified market symbol of the market orders were made in
          * @param {object} [params] extra parameters specific to the exchange API endpoint
-         * @returns {object[]} a list of [order structures]{@link https://docs.ccxt.com/#/?id=order-structure}
+         * @returns {object[]} a list of [order structures]{@link https://docs.ccxt.com/?id=order-structure}
          */
         throw new errors.NotSupported(this.id + ' unWatchMyTrades () is not supported yet');
     }
@@ -7842,7 +7852,7 @@ class Exchange {
          * @description create a list of trade orders
          * @param {Array} orders list of orders to create, each object should contain the parameters required by createOrder, namely symbol, type, side, amount, price and params
          * @param {object} [params] extra parameters specific to the exchange API endpoint
-         * @returns {object} an [order structure]{@link https://docs.ccxt.com/#/?id=order-structure}
+         * @returns {object} an [order structure]{@link https://docs.ccxt.com/?id=order-structure}
          */
         throw new errors.NotSupported(this.id + ' createOrdersWs () is not supported yet');
     }
@@ -7854,7 +7864,7 @@ class Exchange {
          * @param {string} symbol unified symbol of the market to fetch the order book for
          * @param {int} [limit] the maximum amount of order book entries to return
          * @param {object} [params] extra parameters specific to the exchange API endpoint
-         * @returns {object} A dictionary of [order book structures]{@link https://docs.ccxt.com/#/?id=order-book-structure} indexed by market symbols
+         * @returns {object} A dictionary of [order book structures]{@link https://docs.ccxt.com/?id=order-book-structure} indexed by market symbols
          */
         throw new errors.NotSupported(this.id + ' fetchOrdersByStatusWs () is not supported yet');
     }
@@ -7865,7 +7875,7 @@ class Exchange {
          * @description unWatches best bid & ask for symbols
          * @param {string[]} symbols unified symbol of the market to fetch the ticker for
          * @param {object} [params] extra parameters specific to the exchange API endpoint
-         * @returns {object} a [ticker structure]{@link https://docs.ccxt.com/#/?id=ticker-structure}
+         * @returns {object} a [ticker structure]{@link https://docs.ccxt.com/?id=ticker-structure}
          */
         throw new errors.NotSupported(this.id + ' unWatchBidsAsks () is not supported yet');
     }

package/dist/cjs/src/base/functions/throttle.js

@@ -12,15 +12,21 @@ class Throttler {
             'refillRate': 1.0,
             'delay': 0.001,
             'capacity': 1.0,
-            'maxCapacity': 2000,
             'tokens': 0,
             'cost': 1.0,
+            'algorithm': 'leakyBucket',
+            'windowSize': 60000.0,
+            'maxWeight': undefined, // rolling window - rollingWindowSize / rateLimit   // ms_of_window / ms_of_rate_limit
         };
         Object.assign(this.config, config);
+        if (this.config['algorithm'] !== 'leakyBucket') {
+            this.config['maxWeight'] = this.config.windowSize / this.config.rateLimit;
+        }
         this.queue = [];
         this.running = false;
+        this.timestamps = [];
     }
-    async loop() {
+    async leakyBucketLoop() {
         let lastTimestamp = time.now();
         while (this.running) {
             const { resolver, cost } = this.queue[0];
@@ -44,14 +50,57 @@ class Throttler {
             }
         }
     }
+    async rollingWindowLoop() {
+        while (this.running) {
+            const { resolver, cost } = this.queue[0];
+            const nowTime = time.now();
+            const cutOffTime = nowTime - this.config.windowSize;
+            let totalCost = 0;
+            // Remove expired timestamps & sum the remaining requests
+            const timestamps = [];
+            for (let i = 0; i < this.timestamps.length; i++) {
+                const element = this.timestamps[i];
+                if (element.timestamp > cutOffTime) {
+                    totalCost += element.cost;
+                    timestamps.push(element);
+                }
+            }
+            this.timestamps = timestamps;
+            // handle current request
+            if (totalCost + cost <= this.config.maxWeight) {
+                // Enough capacity, proceed with request
+                this.timestamps.push({ timestamp: nowTime, cost });
+                resolver();
+                this.queue.shift();
+                await Promise.resolve(); // Yield control to event loop
+                if (this.queue.length === 0) {
+                    this.running = false;
+                }
+            }
+            else {
+                // Calculate the wait time until the oldest request expires
+                const earliestRequestTime = this.timestamps[0].timestamp;
+                const waitTime = (earliestRequestTime + this.config.windowSize) - nowTime;
+                // Ensure waitTime is positive before sleeping
+                if (waitTime > 0) {
+                    await time.sleep(waitTime);
+                }
+            }
+        }
+    }
+    async loop() {
+        if (this.config['algorithm'] === 'leakyBucket') {
+            await this.leakyBucketLoop();
+        }
+        else {
+            await this.rollingWindowLoop();
+        }
+    }
     throttle(cost = undefined) {
         let resolver;
         const promise = new Promise((resolve, reject) => {
             resolver = resolve;
         });
-        if (this.queue.length > this.config['maxCapacity']) {
-            throw new Error('throttle queue is over maxCapacity (' + this.config['maxCapacity'].toString() + '), see https://docs.ccxt.com/#/README?id=maximum-requests-capacity');
-        }
         cost = (cost === undefined) ? this.config['cost'] : cost;
         this.queue.push({ resolver, cost });
         if (!this.running) {

package/dist/cjs/src/bigone.js

@@ -873,7 +873,7 @@ class bigone extends bigone$1["default"] {
      * @see https://open.big.one/docs/spot_tickers.html
      * @param {string} symbol unified symbol of the market to fetch the ticker for
      * @param {object} [params] extra parameters specific to the exchange API endpoint
-     * @returns {object} a [ticker structure]{@link https://docs.ccxt.com/#/?id=ticker-structure}
+     * @returns {object} a [ticker structure]{@link https://docs.ccxt.com/?id=ticker-structure}
      */
     async fetchTicker(symbol, params = {}) {
         await this.loadMarkets();
@@ -916,7 +916,7 @@ class bigone extends bigone$1["default"] {
      * @see https://open.big.one/docs/spot_tickers.html
      * @param {string[]} [symbols] unified symbols of the markets to fetch the ticker for, all market tickers are returned if not assigned
      * @param {object} [params] extra parameters specific to the exchange API endpoint
-     * @returns {object} a dictionary of [ticker structures]{@link https://docs.ccxt.com/#/?id=ticker-structure}
+     * @returns {object} a dictionary of [ticker structures]{@link https://docs.ccxt.com/?id=ticker-structure}
      */
     async fetchTickers(symbols = undefined, params = {}) {
         await this.loadMarkets();
@@ -1026,7 +1026,7 @@ class bigone extends bigone$1["default"] {
      * @param {string} symbol unified symbol of the market to fetch the order book for
      * @param {int} [limit] the maximum amount of order book entries to return
      * @param {object} [params] extra parameters specific to the exchange API endpoint
-     * @returns {object} A dictionary of [order book structures]{@link https://docs.ccxt.com/#/?id=order-book-structure} indexed by market symbols
+     * @returns {object} A dictionary of [order book structures]{@link https://docs.ccxt.com/?id=order-book-structure} indexed by market symbols
      */
     async fetchOrderBook(symbol, limit = undefined, params = {}) {
         await this.loadMarkets();
@@ -1270,7 +1270,7 @@ class bigone extends bigone$1["default"] {
      * @param {int} [since] timestamp in ms of the earliest trade to fetch
      * @param {int} [limit] the maximum amount of trades to fetch
      * @param {object} [params] extra parameters specific to the exchange API endpoint
-     * @returns {Trade[]} a list of [trade structures]{@link https://docs.ccxt.com/#/?id=public-trades}
+     * @returns {Trade[]} a list of [trade structures]{@link https://docs.ccxt.com/?id=public-trades}
      */
     async fetchTrades(symbol, since = undefined, limit = undefined, params = {}) {
         await this.loadMarkets();
@@ -1423,7 +1423,7 @@ class bigone extends bigone$1["default"] {
      * @see https://open.big.one/docs/fund_accounts.html
      * @see https://open.big.one/docs/spot_accounts.html
      * @param {object} [params] extra parameters specific to the exchange API endpoint
-     * @returns {object} a [balance structure]{@link https://docs.ccxt.com/#/?id=balance-structure}
+     * @returns {object} a [balance structure]{@link https://docs.ccxt.com/?id=balance-structure}
      */
     async fetchBalance(params = {}) {
         await this.loadMarkets();
@@ -1541,7 +1541,7 @@ class bigone extends bigone$1["default"] {
      * @param {string} symbol unified symbol of the market to create an order in
      * @param {float} cost how much you want to trade in units of the quote currency
      * @param {object} [params] extra parameters specific to the exchange API endpoint
-     * @returns {object} an [order structure]{@link https://docs.ccxt.com/#/?id=order-structure}
+     * @returns {object} an [order structure]{@link https://docs.ccxt.com/?id=order-structure}
      */
     async createMarketBuyOrderWithCost(symbol, cost, params = {}) {
         await this.loadMarkets();
@@ -1571,7 +1571,7 @@ class bigone extends bigone$1["default"] {
      * EXCHANGE SPECIFIC PARAMETERS
      * @param {string} [params.operator] *stop order only* GTE or LTE (default)
      * @param {string} [params.client_order_id] must match ^[a-zA-Z0-9-_]{1,36}$ this regex. client_order_id is unique in 24 hours, If created 24 hours later and the order closed, it will be released and can be reused
-     * @returns {object} an [order structure]{@link https://docs.ccxt.com/#/?id=order-structure}
+     * @returns {object} an [order structure]{@link https://docs.ccxt.com/?id=order-structure}
      */
     async createOrder(symbol, type, side, amount, price = undefined, params = {}) {
         await this.loadMarkets();
@@ -1674,7 +1674,7 @@ class bigone extends bigone$1["default"] {
      * @param {string} id order id
      * @param {string} symbol Not used by bigone cancelOrder ()
      * @param {object} [params] extra parameters specific to the exchange API endpoint
-     * @returns {object} An [order structure]{@link https://docs.ccxt.com/#/?id=order-structure}
+     * @returns {object} An [order structure]{@link https://docs.ccxt.com/?id=order-structure}
      */
     async cancelOrder(id, symbol = undefined, params = {}) {
         await this.loadMarkets();
@@ -1702,7 +1702,7 @@ class bigone extends bigone$1["default"] {
      * @see https://open.big.one/docs/spot_orders.html#cancel-all-orders
      * @param {string} symbol unified market symbol, only orders in the market of this symbol are cancelled when symbol is not undefined
      * @param {object} [params] extra parameters specific to the exchange API endpoint
-     * @returns {object[]} a list of [order structures]{@link https://docs.ccxt.com/#/?id=order-structure}
+     * @returns {object[]} a list of [order structures]{@link https://docs.ccxt.com/?id=order-structure}
      */
     async cancelAllOrders(symbol = undefined, params = {}) {
         await this.loadMarkets();
@@ -1753,7 +1753,7 @@ class bigone extends bigone$1["default"] {
      * @param {string} id the order id
      * @param {string} symbol not used by bigone fetchOrder
      * @param {object} [params] extra parameters specific to the exchange API endpoint
-     * @returns {object} An [order structure]{@link https://docs.ccxt.com/#/?id=order-structure}
+     * @returns {object} An [order structure]{@link https://docs.ccxt.com/?id=order-structure}
      */
     async fetchOrder(id, symbol = undefined, params = {}) {
         await this.loadMarkets();
@@ -1771,7 +1771,7 @@ class bigone extends bigone$1["default"] {
      * @param {int} [since] the earliest time in ms to fetch orders for
      * @param {int} [limit] the maximum number of order structures to retrieve
      * @param {object} [params] extra parameters specific to the exchange API endpoint
-     * @returns {Order[]} a list of [order structures]{@link https://docs.ccxt.com/#/?id=order-structure}
+     * @returns {Order[]} a list of [order structures]{@link https://docs.ccxt.com/?id=order-structure}
      */
     async fetchOrders(symbol = undefined, since = undefined, limit = undefined, params = {}) {
         if (symbol === undefined) {
@@ -1822,7 +1822,7 @@ class bigone extends bigone$1["default"] {
      * @param {int} [since] the earliest time in ms to fetch trades for
      * @param {int} [limit] the maximum number of trades structures to retrieve
      * @param {object} [params] extra parameters specific to the exchange API endpoint
-     * @returns {Trade[]} a list of [trade structures]{@link https://docs.ccxt.com/#/?id=trade-structure}
+     * @returns {Trade[]} a list of [trade structures]{@link https://docs.ccxt.com/?id=trade-structure}
      */
     async fetchMyTrades(symbol = undefined, since = undefined, limit = undefined, params = {}) {
         if (symbol === undefined) {
@@ -1892,7 +1892,7 @@ class bigone extends bigone$1["default"] {
      * @param {int} [since] the earliest time in ms to fetch open orders for
      * @param {int} [limit] the maximum number of  open orders structures to retrieve
      * @param {object} [params] extra parameters specific to the exchange API endpoint
-     * @returns {Order[]} a list of [order structures]{@link https://docs.ccxt.com/#/?id=order-structure}
+     * @returns {Order[]} a list of [order structures]{@link https://docs.ccxt.com/?id=order-structure}
      */
     async fetchOpenOrders(symbol = undefined, since = undefined, limit = undefined, params = {}) {
         const request = {
@@ -1909,7 +1909,7 @@ class bigone extends bigone$1["default"] {
      * @param {int} [since] the earliest time in ms to fetch orders for
      * @param {int} [limit] the maximum number of order structures to retrieve
      * @param {object} [params] extra parameters specific to the exchange API endpoint
-     * @returns {Order[]} a list of [order structures]{@link https://docs.ccxt.com/#/?id=order-structure}
+     * @returns {Order[]} a list of [order structures]{@link https://docs.ccxt.com/?id=order-structure}
      */
     async fetchClosedOrders(symbol = undefined, since = undefined, limit = undefined, params = {}) {
         const request = {
@@ -1962,7 +1962,7 @@ class bigone extends bigone$1["default"] {
      * @see https://open.big.one/docs/spot_deposit.html#get-deposite-address-of-one-asset-of-user
      * @param {string} code unified currency code
      * @param {object} [params] extra parameters specific to the exchange API endpoint
-     * @returns {object} an [address structure]{@link https://docs.ccxt.com/#/?id=address-structure}
+     * @returns {object} an [address structure]{@link https://docs.ccxt.com/?id=address-structure}
      */
     async fetchDepositAddress(code, params = {}) {
         await this.loadMarkets();
@@ -2115,7 +2115,7 @@ class bigone extends bigone$1["default"] {
      * @param {int} [since] the earliest time in ms to fetch deposits for
      * @param {int} [limit] the maximum number of deposits structures to retrieve
      * @param {object} [params] extra parameters specific to the exchange API endpoint
-     * @returns {object[]} a list of [transaction structures]{@link https://docs.ccxt.com/#/?id=transaction-structure}
+     * @returns {object[]} a list of [transaction structures]{@link https://docs.ccxt.com/?id=transaction-structure}
      */
     async fetchDeposits(code = undefined, since = undefined, limit = undefined, params = {}) {
         await this.loadMarkets();
@@ -2167,7 +2167,7 @@ class bigone extends bigone$1["default"] {
      * @param {int} [since] the earliest time in ms to fetch withdrawals for
      * @param {int} [limit] the maximum number of withdrawals structures to retrieve
      * @param {object} [params] extra parameters specific to the exchange API endpoint
-     * @returns {object[]} a list of [transaction structures]{@link https://docs.ccxt.com/#/?id=transaction-structure}
+     * @returns {object[]} a list of [transaction structures]{@link https://docs.ccxt.com/?id=transaction-structure}
      */
     async fetchWithdrawals(code = undefined, since = undefined, limit = undefined, params = {}) {
         await this.loadMarkets();
@@ -2220,7 +2220,7 @@ class bigone extends bigone$1["default"] {
      * @param {string} fromAccount 'SPOT', 'FUND', or 'CONTRACT'
      * @param {string} toAccount 'SPOT', 'FUND', or 'CONTRACT'
      * @param {object} [params] extra parameters specific to the exchange API endpoint
-     * @returns {object} a [transfer structure]{@link https://docs.ccxt.com/#/?id=transfer-structure}
+     * @returns {object} a [transfer structure]{@link https://docs.ccxt.com/?id=transfer-structure}
      */
     async transfer(code, amount, fromAccount, toAccount, params = {}) {
         await this.loadMarkets();
@@ -2292,7 +2292,7 @@ class bigone extends bigone$1["default"] {
      * @param {string} address the address to withdraw to
      * @param {string} tag
      * @param {object} [params] extra parameters specific to the exchange API endpoint
-     * @returns {object} a [transaction structure]{@link https://docs.ccxt.com/#/?id=transaction-structure}
+     * @returns {object} a [transaction structure]{@link https://docs.ccxt.com/?id=transaction-structure}
      */
     async withdraw(code, amount, address, tag = undefined, params = {}) {
         [tag, params] = this.handleWithdrawTagAndParams(tag, params);