@icgio/icg-exchanges-wrapper 1.14.181 → 1.14.183

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Files changed (2) hide show
  1. package/middleware/orders.js +89 -91
  2. package/package.json +3 -3
package/middleware/orders.js CHANGED
@@ -480,97 +480,95 @@ module.exports = class Orders {
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  for (let exchange in trades) {
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  for (let pair in trades[exchange]) {
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  trades[exchange][pair].trades.map((trade) => {
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- if (_.get(this.order_info, [exchange, pair, trade.type, trade.order_id])) {
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- let order_info = this.order_info[exchange][pair][trade.type][trade.order_id]
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- trade.amount = round_amount(exchange, pair, trade.amount)
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- if (_.includes(['CANCELED', 'CANCELING'], order_info.status) && trade.amount > order_info.f_amount) {
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- let type = trade.type,
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- order_id = trade.order_id
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- // console.log('TRADES: %s ORDER FILLED', order_info.status, trade, order_info)
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- this.update_order_info(
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- exchange,
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- pair,
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- type,
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- order_id,
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- {
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- status: trade.amount / order_info.t_amount > this.f_filled_threshold ? 'F-FILLED' : 'P-FILLED',
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- price: trade.price,
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- amount: 0,
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- f_amount: trade.amount,
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- f_percentage: trade.amount / order_info.t_amount,
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- close_time: trade.close_time || new Date(),
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- fees: trade.fees,
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- },
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- order_info.order_type + ' canceled-order-filled(-more)'
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- )
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- setTimeout(() => {
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- this.delete_order_info(exchange, pair, type, order_id, order_info.order_type + ' canceled-order-filled(-more)')
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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) {
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- // console.log('TRADES: FILLED ORDER FILLED MORE', trade, order_info)
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- this.update_order_info(
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- exchange,
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- pair,
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- order_info.type,
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- order_info.order_id,
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- {
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- f_amount: trade.amount,
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- t_amount: trade.amount,
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- f_percentage: 1,
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- fees: trade.fees,
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- },
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- order_info.order_type + ' filled-order-filled-more'
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- )
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- } else if (
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- _.includes(['N-FILLED', 'P-FILLED'], order_info.status) &&
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- trade.amount > order_info.f_amount &&
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- trade.amount / order_info.t_amount > this.f_filled_threshold
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- ) {
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- // console.log('TRADES: %s %s ORDER F-FILLED', exchange, pair, trade)
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- this.update_order_info(
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- exchange,
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- pair,
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- order_info.type,
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- order_info.order_id,
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- {
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- status: 'F-FILLED',
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- price: trade.price,
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- amount: order_info.t_amount - trade.amount,
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- f_amount: trade.amount,
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- f_percentage: trade.amount / order_info.t_amount,
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- close_time: trade.close_time || new Date(),
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- fees: trade.fees,
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- },
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- order_info.order_type + ' order-f-filled-1'
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- )
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- setTimeout(() => {
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- this.delete_order_info(exchange, pair, order_info.type, order_info.order_id, order_info.order_type + ' order-f-filled-1')
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- }, this.delete_finished_orders_timeout)
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- } else if (
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- _.includes(['N-FILLED', 'P-FILLED'], order_info.status) &&
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- trade.amount > order_info.f_amount &&
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- trade.amount / order_info.t_amount > this.p_filled_threshold
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- ) {
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- // console.log('TRADES: %s %s ORDER P-FILLED', exchange, pair, trade)
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- this.update_order_info(
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- exchange,
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- pair,
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- order_info.type,
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- order_info.order_id,
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- {
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- status: 'P-FILLED',
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- amount: order_info.t_amount - trade.amount,
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- f_amount: trade.amount,
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- f_percentage: trade.amount / order_info.t_amount,
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- fees: trade.fees,
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- },
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- order_info.order_type + ' order-p-filled-1'
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- )
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- } else if (_.includes(['F-FILLED', 'P-FILLED'], order_info.status)) {
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- } else if (_.includes(['CANCELED', 'CANCELING'], order_info.status) && trade.amount === order_info.f_amount) {
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- } else {
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- console.log('TRADES: UNKNOWN %j %j', order_info, trade)
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- }
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+ trade.amount = round_amount(exchange, pair, trade.amount)
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+ let { type, order_id } = trade
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+ let order_info = _.get(this.order_info, [exchange, pair, type, order_id])
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+ if (!order_info) {
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+ } else if (_.includes(['CANCELED', 'CANCELING'], order_info.status) && trade.amount > order_info.f_amount) {
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+ // console.log('TRADES: %s ORDER FILLED', order_info.status, trade, order_info)
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+ this.update_order_info(
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+ exchange,
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+ pair,
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+ type,
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+ order_id,
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+ {
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+ // status: trade.amount / order_info.t_amount > this.f_filled_threshold ? 'F-FILLED' : 'P-FILLED', // could cause update undefined order error
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+ price: trade.price,
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+ amount: 0,
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+ f_amount: trade.amount,
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+ f_percentage: trade.amount / order_info.t_amount,
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+ close_time: trade.close_time || new Date(),
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+ fees: trade.fees,
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+ },
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+ order_info.order_type + ' canceled-order-filled(-more)'
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+ )
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+ setTimeout(() => {
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+ this.delete_order_info(exchange, pair, type, order_id, order_info.order_type + ' canceled-order-filled(-more)')
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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) {
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+ // console.log('TRADES: FILLED ORDER FILLED MORE', trade, order_info)
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+ this.update_order_info(
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+ exchange,
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+ pair,
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+ order_info.type,
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+ order_info.order_id,
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+ {
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+ f_amount: trade.amount,
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+ t_amount: trade.amount,
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+ f_percentage: 1,
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+ fees: trade.fees,
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+ },
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+ order_info.order_type + ' filled-order-filled-more'
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+ )
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+ } else if (
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+ _.includes(['N-FILLED', 'P-FILLED'], order_info.status) &&
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+ trade.amount > order_info.f_amount &&
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+ trade.amount / order_info.t_amount > this.f_filled_threshold
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+ ) {
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+ // console.log('TRADES: %s %s ORDER F-FILLED', exchange, pair, trade)
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+ this.update_order_info(
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+ exchange,
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+ pair,
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+ order_info.type,
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+ order_info.order_id,
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+ {
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+ status: 'F-FILLED',
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+ price: trade.price,
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+ amount: order_info.t_amount - trade.amount,
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+ f_amount: trade.amount,
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+ f_percentage: trade.amount / order_info.t_amount,
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+ close_time: trade.close_time || new Date(),
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+ fees: trade.fees,
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+ },
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+ order_info.order_type + ' order-f-filled-1'
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+ )
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+ setTimeout(() => {
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+ this.delete_order_info(exchange, pair, order_info.type, order_info.order_id, order_info.order_type + ' order-f-filled-1')
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+ }, this.delete_finished_orders_timeout)
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+ } else if (
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+ _.includes(['N-FILLED', 'P-FILLED'], order_info.status) &&
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+ trade.amount > order_info.f_amount &&
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+ trade.amount / order_info.t_amount > this.p_filled_threshold
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+ ) {
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+ // console.log('TRADES: %s %s ORDER P-FILLED', exchange, pair, trade)
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+ this.update_order_info(
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+ exchange,
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+ pair,
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+ order_info.type,
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+ order_info.order_id,
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+ {
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+ status: 'P-FILLED',
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+ amount: order_info.t_amount - trade.amount,
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+ f_amount: trade.amount,
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+ f_percentage: trade.amount / order_info.t_amount,
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+ fees: trade.fees,
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+ },
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+ order_info.order_type + ' order-p-filled-1'
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+ )
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+ } else if (_.includes(['F-FILLED', 'P-FILLED'], order_info.status)) {
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+ } else if (_.includes(['CANCELED', 'CANCELING'], order_info.status) && trade.amount === order_info.f_amount) {
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+ } else {
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+ console.log('TRADES: UNKNOWN %j %j', order_info, trade)
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  }
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  })
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  }
package/package.json CHANGED
@@ -1,6 +1,6 @@
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  {
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  "name": "@icgio/icg-exchanges-wrapper",
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- "version": "1.14.181",
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+ "version": "1.14.183",
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  "description": "",
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  "main": "index.js",
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  "scripts": {
@@ -17,8 +17,8 @@
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  },
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  "homepage": "https://github.com/icgio/icg-exchanges-wrapper#readme",
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  "dependencies": {
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- "@icgio/icg-exchanges": "^1.32.89",
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- "@icgio/icg-exchanges-data": "^1.10.87",
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+ "@icgio/icg-exchanges": "^1.32.90",
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+ "@icgio/icg-exchanges-data": "^1.10.88",
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  "@icgio/icg-utils": "^1.9.30",
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  "influx": "^5.11.0",
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  "lodash": "^4.17.20",