added examples/py/bitfinex-rate-limiting.py fix ccxt#3738

examples/py/bitfinex-rate-limiting.py

@@ -0,0 +1,38 @@
+# -*- coding: utf-8 -*-
+
+from pprint import pprint
+
+import os
+import sys
+
+root = os.path.dirname(os.path.dirname(os.path.dirname(os.path.abspath(__file__))))
+sys.path.append(root + '/python')
+
+import ccxt  # noqa: E402
+
+
+symbol = 'ETH/BTC'
+
+exchange = ccxt.bitfinex({
+
+    'enableRateLimit': True,  # or .enableRateLimit = True later
+
+    # BITFINEX RATELIMITS DON'T CORRESPOND TO THEIR DOCUMENTATION!
+
+    # their actual rate limit is significantly more strict than documented!
+    'rateLimit': 3000,  # once every 3 seconds, 20 times per minute – will work
+
+    # this is their documented ratelimit according to this page:
+    # https://docs.bitfinex.com/v1/reference#rest-public-orderbook
+    # 'rateLimit': 1000,  # once every second, 60 times per minute – won't work, will throw DDoSProtection
+})
+
+for i in range(0, 100):
+    print('--------------------------------------------------------------------')
+    print(i)
+    print('sent:', exchange.iso8601(exchange.milliseconds()))
+    orderbook = exchange.fetch_order_book(symbol)
+    print('received:',
+        exchange.iso8601(exchange.milliseconds()),
+        'bid:', orderbook['bids'][0],
+        'ask:', orderbook['asks'][0])