tlab-trading-toolkit
Version:
A trading toolkit for building advanced trading bots on the GDAX platform
41 lines (40 loc) • 2.61 kB
JavaScript
"use strict";
/***************************************************************************************************************************
* @license *
* Copyright 2017 Coinbase, Inc. *
* *
* Licensed under the Apache License, Version 2.0 (the "License"); you may not use this file except in compliance *
* with the License. You may obtain a copy of the License at *
* *
* http://www.apache.org/licenses/LICENSE-2.0 *
* *
* Unless required by applicable law or agreed to in writing, software distributed under the License is distributed on *
* an "AS IS" BASIS, WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. See the *
* License for the specific language governing permissions and limitations under the License. *
***************************************************************************************************************************/
Object.defineProperty(exports, "__esModule", { value: true });
const stream_1 = require("stream");
const limiter_1 = require("limiter");
/**
* A simple transform stream that passes messages through at a specified rate. The timestamp is updated to reflect when
* the message was actually sent
*/
class RateLimiter extends stream_1.Transform {
/**
* Limit outgoing message to `limit` per `interval`
* @param limit The number of messages released per interval
* @param interval The length of an interval in ms
*/
constructor(limit, interval) {
super({ readableObjectMode: true, writableObjectMode: true, highWaterMark: 4196 });
this.limiter = new limiter_1.RateLimiter(limit, interval, false);
}
_transform(msg, encoding, callback) {
this.limiter.removeTokens(1, () => {
msg.time = new Date();
this.push(msg);
callback();
});
}
}
exports.default = RateLimiter;