@icgio/icg-exchanges-wrapper 1.14.113 → 1.14.114

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Files changed (2) hide show
  1. package/middleware/orders.js +40 -48
  2. package/package.json +1 -1
package/middleware/orders.js CHANGED
@@ -107,7 +107,7 @@ module.exports = class Orders {
107
107
  this.f_filled_threshold = 0.999
108
108
  this.previous_orders_canceled = false
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  this.previous_orders_canceled_exchange_pair = {}
110
- this.account_init = false
110
+ this.check_balance_amount_init = false
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  this.cmc_curs = settings.cmc_curs || []
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  this.accounting_benchmark = settings.accounting_benchmark
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  this.balance_benchmark = settings.balance_benchmark || {}
@@ -176,8 +176,6 @@ module.exports = class Orders {
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  this.order_info = {}
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  this.order_info_status = {}
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  this.function_enabled = settings.function_enabled || {
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- info_log: true,
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- error_log: true,
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  balances_check: true,
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  positions_check: false,
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  open_orders_check: true,
@@ -189,12 +187,6 @@ module.exports = class Orders {
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  ohlcv_check: false,
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  cmc_rates_check: true,
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  }
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- this.info_log = (...args) => {
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- if (this.function_enabled.info_log) console.log(...args)
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- }
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- this.error_log = (...args) => {
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- if (this.function_enabled.info_log) console.error(...args)
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- }
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  if (this.function_enabled.balances_check) {
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  this.check_balances()
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  }
@@ -248,7 +240,7 @@ module.exports = class Orders {
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  limit_trade(exchange, pair, method, price, amount, id = uuid(), order_type = '', limiter_on = true, api_key_index) {
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  price = round_price(_.upperFirst(exchange.replace('_2', '')), pair, price)
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  amount = round_amount(_.upperFirst(exchange.replace('_2', '')), pair, amount)
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- this.info_log('%s %s %s %s %s %s at %s', limiter_on, order_type, exchange, pair, method, amount, price)
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+ // console.log('%s %s %s %s %s %s at %s', limiter_on, order_type, exchange, pair, method, amount, price)
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  this.update_order_info(
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  exchange,
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  pair,
@@ -313,7 +305,7 @@ module.exports = class Orders {
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  if (routes) {
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  this.Exchanges[exchange].limit_trade_with_routes(pair, method, price, amount, routes, cb)
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  } else {
316
- this.error_log('dex no routes:', rates_with_routes, price)
308
+ console.error('dex no routes:', rates_with_routes, price)
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  }
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  } else if (limiter_on) {
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  this.Exchanges[exchange].limit_trade(pair, method, price, amount, cb)
@@ -364,7 +356,7 @@ module.exports = class Orders {
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  // status: 'N-OPENED-TIMEOUT'
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  // }, order_type + ' n-opened-timeout-callback')
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  // }
367
- this.error_log('limit trade error: %s %s %s %s %s %s %s %j', order_type, id, exchange, pair, method, price, amount, res)
359
+ console.error('limit trade error: %s %s %s %s %s %s %s %j', order_type, id, exchange, pair, method, price, amount, res)
368
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  }
369
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  clearTimeout(no_callback_timeout)
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  })
@@ -399,7 +391,7 @@ module.exports = class Orders {
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  this.delete_order_info(exchange, pair, order.type, order.order_id, order.order_type + ' cancel-order-success')
400
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  }, this.delete_finished_orders_timeout)
401
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  } else if (!res.success && res.error === 'order-not-open' && original_status !== 'CANCELED') {
402
- // this.info_log('%s ORDER CANNOT BE CANCELED: %j', original_status, order)
394
+ // console.log('%s ORDER CANNOT BE CANCELED: %j', original_status, order)
403
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  this.update_order_info(
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  exchange,
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  pair,
@@ -493,7 +485,7 @@ module.exports = class Orders {
493
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  if (_.includes(['CANCELED', 'CANCELING'], order_info.status) && trade.amount > order_info.f_amount) {
494
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  let type = trade.type,
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  order_id = trade.order_id
496
- // this.info_log('TRADES: %s ORDER FILLED', order_info.status, trade, order_info)
488
+ // console.log('TRADES: %s ORDER FILLED', order_info.status, trade, order_info)
497
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  this.update_order_info(
498
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  exchange,
499
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  pair,
@@ -514,7 +506,7 @@ module.exports = class Orders {
514
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  this.delete_order_info(exchange, pair, type, order_id, order_info.order_type + ' canceled-order-filled(-more)')
515
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  }, this.delete_finished_orders_timeout)
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  } else if (order_info.status === 'F-FILLED' && trade.amount > order_info.f_amount) {
517
- // this.info_log('TRADES: FILLED ORDER FILLED MORE', trade, order_info)
509
+ // console.log('TRADES: FILLED ORDER FILLED MORE', trade, order_info)
518
510
  this.update_order_info(
519
511
  exchange,
520
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  pair,
@@ -533,7 +525,7 @@ module.exports = class Orders {
533
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  trade.amount > order_info.f_amount &&
534
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  trade.amount / order_info.t_amount > this.f_filled_threshold
535
527
  ) {
536
- // this.info_log('TRADES: %s %s ORDER F-FILLED', exchange, pair, trade)
528
+ // console.log('TRADES: %s %s ORDER F-FILLED', exchange, pair, trade)
537
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  this.update_order_info(
538
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  exchange,
539
531
  pair,
@@ -558,7 +550,7 @@ module.exports = class Orders {
558
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  trade.amount > order_info.f_amount &&
559
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  trade.amount / order_info.t_amount > this.p_filled_threshold
560
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  ) {
561
- // this.info_log('TRADES: %s %s ORDER P-FILLED', exchange, pair, trade)
553
+ // console.log('TRADES: %s %s ORDER P-FILLED', exchange, pair, trade)
562
554
  this.update_order_info(
563
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  exchange,
564
556
  pair,
@@ -576,7 +568,7 @@ module.exports = class Orders {
576
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  } else if (_.includes(['F-FILLED', 'P-FILLED'], order_info.status)) {
577
569
  } else if (_.includes(['CANCELED', 'CANCELING'], order_info.status) && trade.amount === order_info.f_amount) {
578
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  } else {
579
- this.info_log('TRADES: UNKNOWN %j %j', order_info, trade)
571
+ console.log('TRADES: UNKNOWN %j %j', order_info, trade)
580
572
  }
581
573
  }
582
574
  })
@@ -621,7 +613,7 @@ module.exports = class Orders {
621
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  }
622
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  })
623
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  if (!exist) {
624
- // this.info_log('ORDERS: %s %s ORDER F-FILLED NO TRADES FUNCTION EXCHANGES', exchange, pair)
616
+ // console.log('ORDERS: %s %s ORDER F-FILLED NO TRADES FUNCTION EXCHANGES', exchange, pair)
625
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  this.update_order_info(
626
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  exchange,
627
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  pair,
@@ -652,7 +644,7 @@ module.exports = class Orders {
652
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  let order_info = this.order_info[exchange][pair][order.type][order.order_id]
653
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  order.f_amount = round_amount(_.upperFirst(exchange.replace('_2', '')), pair, order.f_amount)
654
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  if (_.includes(['N-FILLED', 'P-FILLED'], order_info.status) && order.f_amount > order_info.f_amount && order.f_amount / order_info.t_amount > this.f_filled_threshold) {
655
- // this.info_log('ORDERS: %s %s ORDER F-FILLED', exchange, pair)
647
+ // console.log('ORDERS: %s %s ORDER F-FILLED', exchange, pair)
656
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  this.update_order_info(
657
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  exchange,
658
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  pair,
@@ -675,7 +667,7 @@ module.exports = class Orders {
675
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  order.f_amount > order_info.f_amount &&
676
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  order.f_amount / order_info.t_amount > this.p_filled_threshold
677
669
  ) {
678
- // this.info_log('ORDERS: %s %s ORDER P-FILLED', exchange, pair)
670
+ // console.log('ORDERS: %s %s ORDER P-FILLED', exchange, pair)
679
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  this.update_order_info(
680
672
  exchange,
681
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  pair,
@@ -702,7 +694,7 @@ module.exports = class Orders {
702
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  order_time - init_order_time > 0 &&
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  order_time - init_order_time < this.check_init_order_opened_timeout
704
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  ) {
705
- // this.info_log('ORDERS: %s %s %s %s INIT ORDER OPENED', init_order.order_id, order.order_id, exchange, pair)
697
+ // console.log('ORDERS: %s %s %s %s INIT ORDER OPENED', init_order.order_id, order.order_id, exchange, pair)
706
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  this.delete_order_info(exchange, pair, init_order.type, init_order.order_id, init_order.order_type + ' init-order-opened')
707
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  this.update_order_info(
708
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  exchange,
@@ -731,7 +723,7 @@ module.exports = class Orders {
731
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  }
732
724
  update_order_info(exchange, pair, type, order_id, dict, note) {
733
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  if (!order_id) {
734
- this.error_log('UPDATE %s: order_id invalid %s %s %s %s %j', note, exchange, pair, type, order_id, dict)
726
+ console.error('UPDATE %s: order_id invalid %s %s %s %s %j', note, exchange, pair, type, order_id, dict)
735
727
  return
736
728
  }
737
729
  for (let key in dict) {
@@ -740,7 +732,7 @@ module.exports = class Orders {
740
732
  }
741
733
  _.setWith(this.order_info, `${exchange}.${pair}.${type}.${order_id}.${key}`, dict[key], Object)
742
734
  }
743
- this.info_log('UPDATE %s: %s %s %s %s %j', note, exchange, pair, type, order_id, dict)
735
+ console.log('UPDATE %s: %s %s %s %s %j', note, exchange, pair, type, order_id, dict)
744
736
  // start: log every f-filled trade for future analysis
745
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  if (dict.status === 'F-FILLED') {
746
738
  let { price, amount, f_amount, t_amount, fees, close_time } = _.get(this.order_info, [exchange, pair, type, order_id])
@@ -751,7 +743,7 @@ module.exports = class Orders {
751
743
  }
752
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  delete_order_info(exchange, pair, type, order_id, note) {
753
745
  this.order_info[exchange][pair][type] = _.omit(this.order_info[exchange][pair][type], [order_id])
754
- this.info_log('DELETE %s: %s %s %s %s', note, exchange, pair, type, order_id)
746
+ console.log('DELETE %s: %s %s %s %s', note, exchange, pair, type, order_id)
755
747
  }
756
748
  check_balances() {
757
749
  let balances_handler = (exchange, res) => {
@@ -786,12 +778,12 @@ module.exports = class Orders {
786
778
  })
787
779
  }
788
780
  }
789
- if (!this.account_init && _.keys(this.balances).length === _.keys(this.exchange_pairs).length) {
790
- this.account_init = true
781
+ if (!this.check_balance_amount_init && _.keys(this.balances).length === _.keys(this.exchange_pairs).length) {
782
+ this.check_balance_amount_init = true
791
783
  this.init_account(this.balances, this.accounting_benchmark || this.balance_benchmark) // use accounting_benchmark if it exists
792
784
  }
793
785
  } else if (_.get(this.balances, [exchange, 'update_time']) < new Date().getTime() - this.interval_dict[exchange].balances) {
794
- this.info_log('%s balances expired: %j', exchange, res)
786
+ console.log('%s balances expired: %j', exchange, res)
795
787
  this.balances = _.omit(this.balances, [exchange])
796
788
  this.buy_sell_limits_against_reserve_balance = _.omit(this.buy_sell_limits_against_reserve_balance, [exchange])
797
789
  }
@@ -822,7 +814,7 @@ module.exports = class Orders {
822
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  if (res.success) {
823
815
  _.set(this.positions, [exchange], Object.assign(res.body, { update_time: new Date() }))
824
816
  } else if (_.get(this.positions, [exchange, 'update_time']) < new Date().getTime() - this.interval_dict[exchange].positions) {
825
- this.info_log('%s positions expired: %j', exchange, res)
817
+ console.log('%s positions expired: %j', exchange, res)
826
818
  this.positions = _.omit(this.positions, [exchange])
827
819
  }
828
820
  }
@@ -872,21 +864,21 @@ module.exports = class Orders {
872
864
  // if (buy_orders.length > 0) {
873
865
  // buy_orders = _.initial(_.sortBy(buy_orders, 'price'))
874
866
  // buy_orders.map((order) => {
875
- // this.info_log('cancel original order: %s %s %j', exchange, pair, order)
867
+ // console.log('cancel original order: %s %s %j', exchange, pair, order)
876
868
  // this.Exchanges[exchange].cancel_order_by_order(order, (res) => {})
877
869
  // })
878
870
  // }
879
871
  // if (sell_orders.length > 0) {
880
872
  // sell_orders = _.initial(_.sortBy(sell_orders, 'price').reverse())
881
873
  // sell_orders.map((order) => {
882
- // this.info_log('cancel original order: %s %s %j', exchange, pair, order)
874
+ // console.log('cancel original order: %s %s %j', exchange, pair, order)
883
875
  // this.Exchanges[exchange].cancel_order_by_order(order, (res) => {})
884
876
  // })
885
877
  // }
886
878
  _.set(this.previous_orders_canceled_exchange_pair, [exchange, pair], true)
887
879
  } else if (this.cancel_previous_orders && !this.previous_orders_canceled) {
888
880
  orders.map((order) => {
889
- this.info_log('cancel original order: %s %s %j', exchange, pair, order)
881
+ console.log('cancel original order: %s %s %j', exchange, pair, order)
890
882
  this.Exchanges[exchange].cancel_order_by_order(order, (res) => {})
891
883
  })
892
884
  if (orders.length === 0) {
@@ -902,7 +894,7 @@ module.exports = class Orders {
902
894
  })
903
895
  }
904
896
  if (previous_orders_canceled) {
905
- this.info_log('original order canceled')
897
+ console.log('original order canceled')
906
898
  }
907
899
  this.previous_orders_canceled = previous_orders_canceled
908
900
  }
@@ -912,12 +904,12 @@ module.exports = class Orders {
912
904
  // console.log(exchange, pair, rate_major, orders)
913
905
  orders.map((order) => {
914
906
  if (order.type === 'sell' && order.price < rate_major.asks[0][0] && order.order_status !== 'F-FILLED' && order.order_type !== 'arb') {
915
- this.info_log('cancel range order: %s %s %j', exchange, pair, order)
907
+ console.log('cancel range order: %s %s %j', exchange, pair, order)
916
908
  order.order_type = 'range-order'
917
909
  this.cancel_order(exchange, pair, order)
918
910
  }
919
911
  if (order.type === 'buy' && order.price > rate_major.bids[0][0] && order.order_status !== 'F-FILLED' && order.order_type !== 'arb') {
920
- this.info_log('cancel range order: %s %s %j', exchange, pair, order)
912
+ console.log('cancel range order: %s %s %j', exchange, pair, order)
921
913
  order.order_type = 'range-order'
922
914
  this.cancel_order(exchange, pair, order)
923
915
  }
@@ -929,10 +921,10 @@ module.exports = class Orders {
929
921
  _.set(this.open_orders, [exchange, pair], { open_orders: res.body, update_time: new Date() })
930
922
  previous_orders_processer(exchange, pair, res.body)
931
923
  } else if (_.get(this.open_orders, [exchange, pair, 'update_time']) < new Date().getTime() - this.interval_dict[exchange].open_orders) {
932
- this.info_log('%s %s open orders expired: %j', exchange, pair, res)
924
+ console.log('%s %s open orders expired: %j', exchange, pair, res)
933
925
  this.open_orders[exchange] = _.omit(this.open_orders[exchange], [pair])
934
926
  } else if (res.error !== 'opening') {
935
- this.error_log('%s %s open orders: %j', exchange, pair, res)
927
+ console.error('%s %s open orders: %j', exchange, pair, res)
936
928
  }
937
929
  }
938
930
  let all_open_orders_handler = (exchange, res) => {
@@ -947,12 +939,12 @@ module.exports = class Orders {
947
939
  for (let pair of this.exchange_pairs[exchange]) {
948
940
  if (_.get(this.open_orders, [exchange, pair, 'update_time']) < new Date().getTime() - this.interval_dict[exchange].open_orders) {
949
941
  if (!error_logged) {
950
- this.info_log('%s all open orders expired: %j', exchange, res)
942
+ console.log('%s all open orders expired: %j', exchange, res)
951
943
  error_logged = true
952
944
  }
953
945
  this.open_orders[exchange] = _.omit(this.open_orders[exchange], [pair])
954
946
  } else if (res.error !== 'opening' && !error_logged) {
955
- this.error_log('%s all open orders: %j', exchange, res)
947
+ console.error('%s all open orders: %j', exchange, res)
956
948
  error_logged = true
957
949
  }
958
950
  }
@@ -1031,10 +1023,10 @@ module.exports = class Orders {
1031
1023
  ) || 0
1032
1024
  )
1033
1025
  } else if (_.get(this.trades, [exchange, pair, 'update_time']) < new Date().getTime() - this.interval_dict[exchange].trades) {
1034
- this.info_log('%s %s trades expired: %j', exchange, pair, res)
1026
+ console.log('%s %s trades expired: %j', exchange, pair, res)
1035
1027
  this.trades[exchange] = _.omit(this.trades[exchange], [pair])
1036
1028
  } else if (res.error !== 'opening') {
1037
- this.error_log('%s %s trades: %j', exchange, pair, res)
1029
+ console.error('%s %s trades: %j', exchange, pair, res)
1038
1030
  }
1039
1031
  }
1040
1032
  let all_trades_handler = (exchange, res) => {
@@ -1056,12 +1048,12 @@ module.exports = class Orders {
1056
1048
  for (let pair of this.exchange_pairs[exchange]) {
1057
1049
  if (_.get(this.trades, [exchange, pair, 'update_time']) < new Date().getTime() - this.interval_dict[exchange].trades) {
1058
1050
  if (!error_logged) {
1059
- this.info_log('%s all trades expired: %j', exchange, res)
1051
+ console.log('%s all trades expired: %j', exchange, res)
1060
1052
  error_logged = true
1061
1053
  }
1062
1054
  this.trades[exchange] = _.omit(this.trades[exchange], [pair])
1063
1055
  } else if (res.error !== 'opening' && !error_logged) {
1064
- this.error_log('%s all trades: %j', exchange, res)
1056
+ console.error('%s all trades: %j', exchange, res)
1065
1057
  error_logged = true
1066
1058
  }
1067
1059
  }
@@ -1159,10 +1151,10 @@ module.exports = class Orders {
1159
1151
  if (res.success) {
1160
1152
  _.set(this.query_order, [exchange, pair], { query_order: res.body, update_time: new Date() })
1161
1153
  } else if (_.get(this.query_order, [exchange, pair, 'update_time']) < new Date().getTime() - this.interval_dict[exchange].query_order) {
1162
- this.info_log('%s %s query_order expired: %j', exchange, pair, res)
1154
+ console.log('%s %s query_order expired: %j', exchange, pair, res)
1163
1155
  this.query_order[exchange] = _.omit(this.query_order[exchange], [pair])
1164
1156
  } else if (res.error !== 'opening') {
1165
- this.error_log('%s %s query_order: %j', exchange, pair, res)
1157
+ console.error('%s %s query_order: %j', exchange, pair, res)
1166
1158
  }
1167
1159
  }
1168
1160
  let get_query_order_all = (Exchanges, exchange_pairs, interval_dict) => {
@@ -1318,7 +1310,7 @@ module.exports = class Orders {
1318
1310
  */
1319
1311
  throttled_process_rates()
1320
1312
  } else if (_.get(this.rates, [exchange, pair, 'update_time']) < new Date().getTime() - this.interval_dict[exchange].rates) {
1321
- this.info_log('%s %s rates expired: %j', exchange, pair, res)
1313
+ console.log('%s %s rates expired: %j', exchange, pair, res)
1322
1314
  this.rates[exchange] = _.omit(this.rates[exchange], [pair])
1323
1315
  this.rates_observable.notify()
1324
1316
  }
@@ -1398,7 +1390,7 @@ module.exports = class Orders {
1398
1390
  if (res.success) {
1399
1391
  _.set(this.market_history, [exchange, pair], { data: res.body, update_time: new Date() })
1400
1392
  } else if (_.get(this.market_history, [exchange, pair, 'update_time']) < new Date().getTime() - this.interval_dict[exchange].market_history) {
1401
- this.info_log('%s %s market_history expired: %j', exchange, pair, res)
1393
+ console.log('%s %s market_history expired: %j', exchange, pair, res)
1402
1394
  this.market_history[exchange] = _.omit(this.market_history[exchange], [pair])
1403
1395
  }
1404
1396
  }
@@ -1439,7 +1431,7 @@ module.exports = class Orders {
1439
1431
  _.set(this.ohlcv, [exchange, pair], { data: res.body, update_time: new Date() })
1440
1432
  }
1441
1433
  } else if (_.get(this.ohlcv, [exchange, pair, 'update_time']) < new Date().getTime() - this.interval_dict[exchange].ohlcv) {
1442
- this.info_log('%s %s ohlcv expired: %j', exchange, pair, res)
1434
+ console.log('%s %s ohlcv expired: %j', exchange, pair, res)
1443
1435
  this.ohlcv[exchange] = _.omit(this.ohlcv[exchange], [pair])
1444
1436
  }
1445
1437
  }
package/package.json CHANGED
@@ -1,6 +1,6 @@
1
1
  {
2
2
  "name": "@icgio/icg-exchanges-wrapper",
3
- "version": "1.14.113",
3
+ "version": "1.14.114",
4
4
  "description": "",
5
5
  "main": "index.js",
6
6
  "scripts": {