ccxt 4.5.28 → 4.5.30

package/js/src/base/Exchange.d.ts

@@ -145,6 +145,8 @@ export default class Exchange {
     tokenBucket: Dictionary<number>;
     throttler: any;
     enableRateLimit: boolean;
+    rollingWindowSize: number;
+    rateLimiterAlgorithm: string;
     httpExceptions: Dictionary<any>;
     limits: {
         amount?: MinMax;
@@ -754,7 +756,7 @@ export default 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}
      */
     fetchOrderWithClientOrderId(clientOrderId: string, symbol?: Str, params?: {}): Promise<Order>;
     fetchOrderWs(id: string, symbol?: Str, params?: {}): Promise<Order>;
@@ -793,7 +795,7 @@ export default 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}
      */
     cancelOrderWithClientOrderId(clientOrderId: string, symbol?: Str, params?: {}): Promise<Order>;
     cancelOrderWs(id: string, symbol?: Str, params?: {}): Promise<Order>;
@@ -805,7 +807,7 @@ export default 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}
      */
     cancelOrdersWithClientOrderIds(clientOrderIds: string[], symbol?: Str, params?: {}): Promise<Order[]>;
     cancelOrdersWs(ids: string[], symbol?: Str, params?: {}): Promise<Order[]>;
@@ -890,6 +892,7 @@ export default class Exchange {
     createStopLimitOrderWs(symbol: string, side: OrderSide, amount: number, price: number, triggerPrice: number, params?: {}): Promise<Order>;
     createStopMarketOrder(symbol: string, side: OrderSide, amount: number, triggerPrice: number, params?: {}): Promise<Order>;
     createStopMarketOrderWs(symbol: string, side: OrderSide, amount: number, triggerPrice: number, params?: {}): Promise<Order>;
+    createSubAccount(name: string, params?: {}): Promise<{}>;
     safeCurrencyCode(currencyId: Str, currency?: Currency): Str;
     filterBySymbolSinceLimit(array: any, symbol?: Str, since?: Int, limit?: Int, tail?: boolean): any;
     filterByCurrencySinceLimit(array: any, code?: any, since?: Int, limit?: Int, tail?: boolean): any;

package/js/src/base/Exchange.js

@@ -123,6 +123,8 @@ export default 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;
@@ -1905,6 +1907,7 @@ export default 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) {
@@ -2615,7 +2618,7 @@ export default 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 NotSupported(this.id + ' fetchMarginAdjustmentHistory() is not supported yet');
     }
@@ -2700,12 +2703,16 @@ export default 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);
@@ -4946,7 +4953,7 @@ export default 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 NotSupported(this.id + ' fetchPositionsForSymbol() is not supported yet');
     }
@@ -4957,7 +4964,7 @@ export default 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 NotSupported(this.id + ' fetchPositionsForSymbol() is not supported yet');
     }
@@ -5414,7 +5421,7 @@ export default 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 });
@@ -5460,7 +5467,7 @@ export default 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 ArgumentsRequired(this.id + ' createTrailingAmountOrder() requires a trailingAmount argument');
@@ -5487,7 +5494,7 @@ export default 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 ArgumentsRequired(this.id + ' createTrailingAmountOrderWs() requires a trailingAmount argument');
@@ -5514,7 +5521,7 @@ export default 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 ArgumentsRequired(this.id + ' createTrailingPercentOrder() requires a trailingPercent argument');
@@ -5541,7 +5548,7 @@ export default 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 ArgumentsRequired(this.id + ' createTrailingPercentOrderWs() requires a trailingPercent argument');
@@ -5564,7 +5571,7 @@ export default 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);
@@ -5579,7 +5586,7 @@ export default 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);
@@ -5594,7 +5601,7 @@ export default 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);
@@ -5610,7 +5617,7 @@ export default 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);
@@ -5629,7 +5636,7 @@ export default 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 ArgumentsRequired(this.id + ' createTriggerOrder() requires a triggerPrice argument');
@@ -5652,7 +5659,7 @@ export default 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 ArgumentsRequired(this.id + ' createTriggerOrderWs() requires a triggerPrice argument');
@@ -5675,7 +5682,7 @@ export default 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 ArgumentsRequired(this.id + ' createStopLossOrder() requires a stopLossPrice argument');
@@ -5698,7 +5705,7 @@ export default 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 ArgumentsRequired(this.id + ' createStopLossOrderWs() requires a stopLossPrice argument');
@@ -5721,7 +5728,7 @@ export default 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 ArgumentsRequired(this.id + ' createTakeProfitOrder() requires a takeProfitPrice argument');
@@ -5744,7 +5751,7 @@ export default 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 ArgumentsRequired(this.id + ' createTakeProfitOrderWs() requires a takeProfitPrice argument');
@@ -5776,7 +5783,7 @@ export default 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']) {
@@ -5854,7 +5861,7 @@ export default 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']) {
@@ -5881,7 +5888,7 @@ export default 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 });
@@ -5900,7 +5907,7 @@ export default 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 });
@@ -6009,7 +6016,7 @@ export default 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 NotSupported(this.id + ' fetchDepositsWithdrawals() is not supported yet');
     }
@@ -6424,6 +6431,9 @@ export default 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 NotSupported(this.id + ' createSubAccount() is not supported yet');
+    }
     safeCurrencyCode(currencyId, currency = undefined) {
         currency = this.safeCurrency(currencyId, currency);
         return currency['code'];
@@ -7039,7 +7049,7 @@ export default 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++) {
@@ -7076,7 +7086,7 @@ export default 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);
@@ -7482,7 +7492,7 @@ export default 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++) {
@@ -7697,7 +7707,7 @@ export default 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);
@@ -7716,7 +7726,7 @@ export default 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 NotSupported(this.id + ' fetchPositionsHistory () is not supported yet');
     }
@@ -7743,7 +7753,7 @@ export default 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 NotSupported(this.id + ' fetchTransfer () is not supported yet');
     }
@@ -7756,7 +7766,7 @@ export default 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 NotSupported(this.id + ' fetchTransfers () is not supported yet');
     }
@@ -7779,7 +7789,7 @@ export default 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 NotSupported(this.id + ' watchMarkPrice () is not supported yet');
     }
@@ -7790,7 +7800,7 @@ export default 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 NotSupported(this.id + ' watchMarkPrices () is not supported yet');
     }
@@ -7804,7 +7814,7 @@ export default 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 NotSupported(this.id + ' withdrawWs () is not supported yet');
     }
@@ -7815,7 +7825,7 @@ export default 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 NotSupported(this.id + ' unWatchMyTrades () is not supported yet');
     }
@@ -7826,7 +7836,7 @@ export default 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 NotSupported(this.id + ' createOrdersWs () is not supported yet');
     }
@@ -7838,7 +7848,7 @@ export default 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 NotSupported(this.id + ' fetchOrdersByStatusWs () is not supported yet');
     }
@@ -7849,7 +7859,7 @@ export default 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 NotSupported(this.id + ' unWatchBidsAsks () is not supported yet');
     }

package/js/src/base/functions/throttle.d.ts

@@ -1,5 +1,27 @@
 declare class Throttler {
+    running: boolean;
+    queue: {
+        resolver: any;
+        cost: number;
+    }[];
+    config: {
+        refillRate: number;
+        delay: number;
+        capacity: number;
+        tokens: number;
+        cost: number;
+        algorithm: string;
+        rateLimit: number;
+        windowSize: number;
+        maxWeight: number;
+    };
+    timestamps: {
+        timestamp: number;
+        cost: number;
+    }[];
     constructor(config: any);
+    leakyBucketLoop(): Promise<void>;
+    rollingWindowLoop(): Promise<void>;
     loop(): Promise<void>;
     throttle(cost?: any): Promise<unknown>;
 }

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

@@ -14,15 +14,21 @@ 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 = now();
         while (this.running) {
             const { resolver, cost } = this.queue[0];
@@ -46,14 +52,57 @@ class Throttler {
             }
         }
     }
+    async rollingWindowLoop() {
+        while (this.running) {
+            const { resolver, cost } = this.queue[0];
+            const nowTime = 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 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) {