@icgio/icg-exchanges-wrapper 1.14.166 → 1.14.168
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- package/middleware/orders.js +16 -18
- package/package.json +1 -1
package/middleware/orders.js
CHANGED
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@@ -858,27 +858,25 @@ module.exports = class Orders {
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858
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get_positions(this.Exchanges, this.interval_dict)
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859
859
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}
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860
860
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check_open_orders() {
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861
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-
const
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861
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+
const CANCEL_PREVIOUS_ORDERS_DELAY_MS = 60 * 1000
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862
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let previous_orders_processer = (exchange, pair, orders) => {
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863
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+
// no cancel previous orders
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if (_.includes(this.no_cancel_previous_exchanges, exchange) && !this.previous_orders_canceled) {
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864
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-
// let buy_orders = orders.filter((o) => o.type === 'buy')
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865
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-
// let sell_orders = orders.filter((o) => o.type === 'sell')
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866
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// if (buy_orders.length > 0) {
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867
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// buy_orders = _.initial(_.sortBy(buy_orders, 'price'))
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868
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// buy_orders.map((order) => {
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869
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// console.log('cancel original order: %s %s %j', exchange, pair, order)
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870
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// this.Exchanges[exchange].cancel_order_by_order(order, (res) => {})
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// })
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872
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// }
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873
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-
// if (sell_orders.length > 0) {
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874
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// sell_orders = _.initial(_.sortBy(sell_orders, 'price').reverse())
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875
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-
// sell_orders.map((order) => {
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876
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// console.log('cancel original order: %s %s %j', exchange, pair, order)
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877
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// this.Exchanges[exchange].cancel_order_by_order(order, (res) => {})
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// })
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// }
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_.set(this.previous_orders_canceled_exchange_pair, [exchange, pair], true)
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881
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-
}
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866
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}
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867
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// cancel previous orders with delay
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868
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else if (this.cancel_previous_orders && this.cancel_previous_orders_with_delay) {
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869
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const previous_orders = _.cloneDeep(orders)
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870
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setTimeout(() => {
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871
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previous_orders.map((order) => {
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872
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console.log('cancel original order: %s %s %j', exchange, pair, order)
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873
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this.Exchanges[exchange].cancel_order_by_order(order, (res) => {})
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874
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})
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875
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}, CANCEL_PREVIOUS_ORDERS_DELAY_MS)
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876
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_.set(this.previous_orders_canceled_exchange_pair, [exchange, pair], true)
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877
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}
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878
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// cancel previous orders
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else if (this.cancel_previous_orders && !this.previous_orders_canceled) {
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orders.map((order) => {
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console.log('cancel original order: %s %s %j', exchange, pair, order)
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this.Exchanges[exchange].cancel_order_by_order(order, (res) => {})
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