wehub-resource-sync
100 lines
4.9 KiB
C#
100 lines
4.9 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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*/
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using System;
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using Newtonsoft.Json;
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using QuantConnect.Configuration;
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namespace QuantConnect.Packets
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{
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/// <summary>
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/// Provides parameters that control the behavior of a leaky bucket rate limiting algorithm. The
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/// parameter names below are phrased in the positive, such that the bucket is filled up over time
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/// vs leaking out over time.
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/// </summary>
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public class LeakyBucketControlParameters
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{
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// defaults represent 2 hour max capacity refilling at one seventh the capacity (~17.2 => 18) each day.
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// rounded up to 18 to prevent a very small decrease in refilling, IOW, if it's defaulting to 17, then
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// after 7 days have passed, we'll end up being at 119 and not completely refilled, but at 18, on the 6th
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// day we'll reach 108 and on the seventh day it will top off at 120 since it's not permitted to exceed the max
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/// <summary>
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/// Default capacity for leaky bucket
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/// </summary>
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public static int DefaultCapacity { get; set; } = Config.GetInt("scheduled-event-leaky-bucket-capacity", 2 * 60);
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/// <summary>
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/// Default time interval
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/// </summary>
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public static int DefaultTimeInterval { get; set; } = Config.GetInt("scheduled-event-leaky-bucket-time-interval-minutes", 1440);
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/// <summary>
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/// Default refill amount
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/// </summary>
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public static int DefaultRefillAmount { get; set; } = Config.GetInt("scheduled-event-leaky-bucket-refill-amount", (int)Math.Ceiling(DefaultCapacity/7.0));
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/// <summary>
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/// Sets the total capacity of the bucket in a leaky bucket algorithm. This is the maximum
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/// number of 'units' the bucket can hold and also defines the maximum burst rate, assuming
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/// instantaneous usage of 'units'. In reality, the usage of 'units' takes times, and so it
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/// is possible for the bucket to incrementally refill while consuming from the bucket.
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/// </summary>
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public int Capacity { get; set; }
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/// <summary>
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/// Sets the refill amount of the bucket. This defines the quantity of 'units' that become available
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/// to a consuming entity after the time interval has elapsed. For example, if the refill amount is
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/// equal to one, then each time interval one new 'unit' will be made available for a consumer that is
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/// throttled by the leaky bucket.
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/// </summary>
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public int RefillAmount { get; set; }
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/// <summary>
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/// Sets the time interval for the refill amount of the bucket, in minutes. After this amount of wall-clock
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/// time has passed, the bucket will refill the refill amount, thereby making more 'units' available
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/// for a consumer. For example, if the refill amount equals 10 and the time interval is 30 minutes, then
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/// every 30 minutes, 10 more 'units' become available for a consumer. The available 'units' will
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/// continue to increase until the bucket capacity is reached.
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/// </summary>
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public int TimeIntervalMinutes { get; set; }
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/// <summary>
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/// Initializes a new instance of the <see cref="LeakyBucketControlParameters"/> using default values
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/// </summary>
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public LeakyBucketControlParameters()
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{
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Capacity = DefaultCapacity;
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RefillAmount = DefaultRefillAmount;
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TimeIntervalMinutes = DefaultTimeInterval;
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}
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/// <summary>
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/// Initializes a new instance of the <see cref="LeakyBucketControlParameters"/> with the specified value
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/// </summary>
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/// <param name="capacity">The total capacity of the bucket in minutes</param>
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/// <param name="refillAmount">The number of additional minutes to add to the bucket
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/// after <paramref name="timeIntervalMinutes"/> has elapsed</param>
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/// <param name="timeIntervalMinutes">The interval, in minutes, that must pass before the <paramref name="refillAmount"/>
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/// is added back to the bucket for reuse</param>
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public LeakyBucketControlParameters(int capacity, int refillAmount, int timeIntervalMinutes)
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{
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Capacity = capacity;
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RefillAmount = refillAmount;
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TimeIntervalMinutes = timeIntervalMinutes;
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}
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}
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}
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