79 lines
3.5 KiB
C#
79 lines
3.5 KiB
C#
/*
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* QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
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* Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
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*
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* Licensed under the Apache License, Version 2.0 (the "License");
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* you may not use this file except in compliance with the License.
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* You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
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*
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* Unless required by applicable law or agreed to in writing, software
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* distributed under the License is distributed on an "AS IS" BASIS,
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* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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* See the License for the specific language governing permissions and
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* limitations under the License.
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*/
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using System;
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namespace QuantConnect.Util.RateLimit
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{
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/// <summary>
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/// Provides a refill strategy that has a constant, quantized refill rate.
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/// For example, after 1 minute passes add 5 units. If 59 seconds has passed, it will add zero unit,
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/// but if 2 minutes have passed, then 10 units would be added.
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/// </summary>
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public class FixedIntervalRefillStrategy : IRefillStrategy
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{
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private readonly object _sync = new object();
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private long _nextRefillTimeTicks;
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private readonly long _refillAmount;
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private readonly long _refillIntervalTicks;
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private readonly ITimeProvider _timeProvider;
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/// <summary>
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/// Initializes a new instance of the <see cref="FixedIntervalRefillStrategy"/> class.
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/// </summary>
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/// <param name="timeProvider">Provides the current time used for determining how much time has elapsed
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/// between invocations of the refill method</param>
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/// <param name="refillAmount">Defines the constant number of tokens to be made available for consumption
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/// each time the provided <paramref name="refillInterval"/> has passed</param>
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/// <param name="refillInterval">The amount of time that must pass before adding the specified <paramref name="refillAmount"/>
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/// back to the bucket</param>
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public FixedIntervalRefillStrategy(ITimeProvider timeProvider, long refillAmount, TimeSpan refillInterval)
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{
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_timeProvider = timeProvider;
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_refillAmount = refillAmount;
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_refillIntervalTicks = refillInterval.Ticks;
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_nextRefillTimeTicks = _timeProvider.GetUtcNow().Ticks + _refillIntervalTicks;
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}
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/// <summary>
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/// Computes the number of new tokens made available to the bucket for consumption by determining the
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/// number of time intervals that have passed and multiplying by the number of tokens to refill for
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/// each time interval.
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/// </summary>
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public long Refill()
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{
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lock (_sync)
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{
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var currentTimeTicks = _timeProvider.GetUtcNow().Ticks;
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if (currentTimeTicks < _nextRefillTimeTicks)
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{
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return 0L;
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}
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// determine number of time increments that have passed
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var deltaTimeTicks = currentTimeTicks - _nextRefillTimeTicks;
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var intervalsElapsed = 1 + Math.Max(deltaTimeTicks / _refillIntervalTicks, 0);
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// update next refill time as quantized via the number of passed intervals
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_nextRefillTimeTicks += _refillIntervalTicks * intervalsElapsed;
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// refill by the tokens per interval times the number of intervals elapsed
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return _refillAmount * intervalsElapsed;
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}
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}
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}
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} |