Merge pull request #9 from QuantConnect/bug-add-websocket-rate-gate-l…

…imit Add missing websocket rate gate limit
QuantConnect · Feb 23, 2023 · 12a7bea · 12a7bea
2 parents 9ad8d7b + 4bde91d
commit 12a7bea
Show file tree

Hide file tree

Showing 2 changed files with 7 additions and 0 deletions.
diff --git a/QuantConnect.GDAXBrokerage/GDAXBrokerage.Messaging.cs b/QuantConnect.GDAXBrokerage/GDAXBrokerage.Messaging.cs
@@ -52,6 +52,7 @@ public partial class GDAXBrokerage
         private readonly SymbolPropertiesDatabaseSymbolMapper _symbolMapper = new SymbolPropertiesDatabaseSymbolMapper(Market.GDAX);
         private bool _isDataQueueHandler;
         private LiveNodePacket _job;
+        private RateGate _websocketRateLimit = new(7, TimeSpan.FromSeconds(1));
 
         /// <summary>
         /// Data Aggregator
@@ -505,6 +506,8 @@ protected override bool Subscribe(IEnumerable<Symbol> symbols)
                 signature = token.Signature,
             });
 
+            _websocketRateLimit.WaitToProceed();
+
             WebSocket.Send(json);
 
             Log.Trace("GDAXBrokerage.Subscribe: Sent subscribe.");
@@ -581,6 +584,8 @@ public bool Unsubscribe(IEnumerable<Symbol> symbols)
                     product_ids = products
                 };
 
+                _websocketRateLimit.WaitToProceed();
+
                 WebSocket.Send(JsonConvert.SerializeObject(payload));
             }
             return true;

diff --git a/QuantConnect.GDAXBrokerage/GDAXBrokerage.cs b/QuantConnect.GDAXBrokerage/GDAXBrokerage.cs
@@ -501,6 +501,8 @@ public override void Dispose()
 
             _publicEndpointRateLimiter.Dispose();
             _privateEndpointRateLimiter.Dispose();
+
+            _websocketRateLimit.DisposeSafely();
         }
 
         private class ModulesReadLicenseRead : Api.RestResponse