@icgio/icg-exchanges-wrapper 1.14.228 → 1.14.230

package/lib/order-status-store.js

@@ -1,10 +1,10 @@
 const { Pool } = require('pg')
 
 /**
- * Async PostgreSQL store for order status
+ * Async PostgreSQL store for open orders
  * Non-blocking: all writes are fire-and-forget to avoid blocking the main process
  */
-class OrderStatusStore {
+class OpenOrdersStore {
   constructor(connection_string) {
     this.enabled = true
     this.pool = null
@@ -30,23 +30,27 @@ class OrderStatusStore {
       })
 
       this.pool.on('error', (err) => {
-        console.error('OrderStatusStore pool error:', err.message)
+        console.error('OpenOrdersStore pool error:', err.message)
+      })
+
+      // Set timezone to UTC for all connections
+      this.pool.on('connect', async (client) => {
+        await client.query("SET timezone = 'UTC'")
       })
 
       await this.ensure_table()
       this.enabled = true
       this.start_flush_interval()
-      console.log('OrderStatusStore initialized successfully')
+      console.log('OpenOrdersStore initialized successfully')
     } catch (err) {
-      console.error('OrderStatusStore init failed:', err.message)
+      console.error('OpenOrdersStore init failed:', err.message)
       this.enabled = false
     }
   }
 
   async ensure_table() {
     const create_table_query = `
-      CREATE TABLE IF NOT EXISTS order_status (
-        id SERIAL PRIMARY KEY,
+      CREATE TABLE IF NOT EXISTS open_orders (
         exchange VARCHAR(64) NOT NULL,
         pair VARCHAR(32) NOT NULL,
         order_type VARCHAR(64),
@@ -62,13 +66,12 @@ class OrderStatusStore {
         open_time TIMESTAMPTZ,
         close_time TIMESTAMPTZ,
         note VARCHAR(256),
-        created_at TIMESTAMPTZ DEFAULT NOW(),
-        UNIQUE(exchange, pair, type, order_id, status, created_at)
+        updated_at TIMESTAMPTZ DEFAULT (NOW() AT TIME ZONE 'UTC'),
+        PRIMARY KEY (exchange, pair, type, order_id)
       );
-      CREATE INDEX IF NOT EXISTS idx_order_status_exchange_pair ON order_status(exchange, pair);
-      CREATE INDEX IF NOT EXISTS idx_order_status_order_id ON order_status(order_id);
-      CREATE INDEX IF NOT EXISTS idx_order_status_created_at ON order_status(created_at);
-      CREATE INDEX IF NOT EXISTS idx_order_status_status ON order_status(status);
+      CREATE INDEX IF NOT EXISTS idx_open_orders_status ON open_orders(status);
+      CREATE INDEX IF NOT EXISTS idx_open_orders_exchange ON open_orders(exchange);
+      CREATE INDEX IF NOT EXISTS idx_open_orders_ex_pair_order ON open_orders(exchange, pair, order_id);
     `
 
     const client = await this.pool.connect()
@@ -85,7 +88,7 @@ class OrderStatusStore {
 
     this.flush_interval = setInterval(() => {
       this.flush().catch((err) => {
-        console.error('OrderStatusStore flush error:', err.message)
+        console.error('OpenOrdersStore flush error:', err.message)
       })
     }, this.flush_interval_ms)
   }
@@ -109,6 +112,15 @@ class OrderStatusStore {
   store(exchange, pair, type, order_id, data, note) {
     if (!this.enabled) return
 
+    // Convert Date objects to UTC ISO strings for consistent timezone handling
+    const to_utc_iso = (date) => {
+      if (!date) return null
+      if (date instanceof Date) {
+        return date.toISOString()
+      }
+      return date
+    }
+
     const record = {
       exchange,
       pair,
@@ -122,8 +134,8 @@ class OrderStatusStore {
       f_percentage: data.f_percentage || null,
       t_amount: data.t_amount || null,
       fees: data.fees ? JSON.stringify(data.fees) : null,
-      open_time: data.open_time || null,
-      close_time: data.close_time || null,
+      open_time: to_utc_iso(data.open_time),
+      close_time: to_utc_iso(data.close_time),
       note: note || null,
     }
 
@@ -143,35 +155,56 @@ class OrderStatusStore {
 
     const batch = this.queue.splice(0, 100) // Process up to 100 at a time
 
-    const insert_query = `
-      INSERT INTO order_status (
+    const upsert_query = `
+      INSERT INTO open_orders (
         exchange, pair, type, order_id, order_type, status,
         price, amount, f_amount, f_percentage, t_amount,
-        fees, open_time, close_time, note
-      ) VALUES ($1, $2, $3, $4, $5, $6, $7, $8, $9, $10, $11, $12, $13, $14, $15)
-      ON CONFLICT (exchange, pair, type, order_id, status, created_at) DO NOTHING
+        fees, open_time, close_time, note, updated_at
+      ) VALUES ($1, $2, $3, $4, $5, $6, $7, $8, $9, $10, $11, $12, $13, $14, $15, (NOW() AT TIME ZONE 'UTC'))
+      ON CONFLICT (exchange, pair, type, order_id) DO UPDATE SET
+        order_type = EXCLUDED.order_type,
+        status = EXCLUDED.status,
+        price = EXCLUDED.price,
+        amount = EXCLUDED.amount,
+        f_amount = EXCLUDED.f_amount,
+        f_percentage = EXCLUDED.f_percentage,
+        t_amount = EXCLUDED.t_amount,
+        fees = EXCLUDED.fees,
+        open_time = EXCLUDED.open_time,
+        close_time = EXCLUDED.close_time,
+        note = EXCLUDED.note,
+        updated_at = (NOW() AT TIME ZONE 'UTC')
+    `
+
+    const delete_query = `
+      DELETE FROM open_orders 
+      WHERE exchange = $1 AND pair = $2 AND type = $3 AND order_id = $4
     `
 
     const client = await this.pool.connect()
     try {
       for (const record of batch) {
-        await client.query(insert_query, [
-          record.exchange,
-          record.pair,
-          record.type,
-          record.order_id,
-          record.order_type,
-          record.status,
-          record.price,
-          record.amount,
-          record.f_amount,
-          record.f_percentage,
-          record.t_amount,
-          record.fees,
-          record.open_time,
-          record.close_time,
-          record.note,
-        ])
+        if (record.status === 'DELETED') {
+          await client.query(delete_query, [record.exchange, record.pair, record.type, record.order_id])
+        } else {
+          await client.query(upsert_query, [
+            record.exchange,
+            record.pair,
+            record.type,
+            record.order_id,
+            record.order_type,
+            record.status,
+            record.price,
+            record.amount,
+            record.f_amount,
+            record.f_percentage,
+            record.t_amount,
+            record.fees,
+            record.open_time,
+            record.close_time,
+            record.note,
+          ])
+        }
       }
     } catch (err) {
       // Re-queue failed records
@@ -182,130 +215,13 @@ class OrderStatusStore {
     }
   }
 
-  /**
-   * Query order status history
-   * @param {object} filters - { exchange, pair, order_id, status, limit, offset }
-   * @returns {Promise<Array>}
-   */
-  async query(filters = {}) {
-    if (!this.enabled || !this.table_ready) {
-      return []
-    }
-
-    const conditions = []
-    const params = []
-    let param_index = 1
-
-    if (filters.exchange) {
-      conditions.push(`exchange = $${param_index++}`)
-      params.push(filters.exchange)
-    }
-    if (filters.pair) {
-      conditions.push(`pair = $${param_index++}`)
-      params.push(filters.pair)
-    }
-    if (filters.order_id) {
-      conditions.push(`order_id = $${param_index++}`)
-      params.push(filters.order_id)
-    }
-    if (filters.status) {
-      conditions.push(`status = $${param_index++}`)
-      params.push(filters.status)
-    }
-    if (filters.from_time) {
-      conditions.push(`created_at >= $${param_index++}`)
-      params.push(filters.from_time)
-    }
-    if (filters.to_time) {
-      conditions.push(`created_at <= $${param_index++}`)
-      params.push(filters.to_time)
-    }
-
-    const where_clause = conditions.length > 0 ? `WHERE ${conditions.join(' AND ')}` : ''
-    const limit = filters.limit || 100
-    const offset = filters.offset || 0
-
-    const query_str = `
-      SELECT * FROM order_status
-      ${where_clause}
-      ORDER BY created_at DESC
-      LIMIT ${limit} OFFSET ${offset}
-    `
-
-    const client = await this.pool.connect()
-    try {
-      const result = await client.query(query_str, params)
-      return result.rows
-    } finally {
-      client.release()
-    }
-  }
-
-  /**
-   * Get aggregated stats for orders
-   * @param {object} filters - { exchange, pair, from_time, to_time }
-   * @returns {Promise<object>}
-   */
-  async get_stats(filters = {}) {
-    if (!this.enabled || !this.table_ready) {
-      return null
-    }
-
-    const conditions = []
-    const params = []
-    let param_index = 1
-
-    if (filters.exchange) {
-      conditions.push(`exchange = $${param_index++}`)
-      params.push(filters.exchange)
-    }
-    if (filters.pair) {
-      conditions.push(`pair = $${param_index++}`)
-      params.push(filters.pair)
-    }
-    if (filters.from_time) {
-      conditions.push(`created_at >= $${param_index++}`)
-      params.push(filters.from_time)
-    }
-    if (filters.to_time) {
-      conditions.push(`created_at <= $${param_index++}`)
-      params.push(filters.to_time)
-    }
-
-    const where_clause = conditions.length > 0 ? `WHERE ${conditions.join(' AND ')}` : ''
-
-    const query_str = `
-      SELECT 
-        status,
-        COUNT(*) as count,
-        SUM(COALESCE(f_amount, 0)) as total_filled_amount
-      FROM order_status
-      ${where_clause}
-      GROUP BY status
-    `
-
-    const client = await this.pool.connect()
-    try {
-      const result = await client.query(query_str, params)
-      return result.rows.reduce((acc, row) => {
-        acc[row.status] = {
-          count: parseInt(row.count, 10),
-          total_filled_amount: parseFloat(row.total_filled_amount) || 0,
-        }
-        return acc
-      }, {})
-    } finally {
-      client.release()
-    }
-  }
-
   async close() {
     this.stop_flush_interval()
     if (this.queue.length > 0) {
       try {
         await this.flush()
       } catch (err) {
-        console.error('OrderStatusStore final flush error:', err.message)
+        console.error('OpenOrdersStore final flush error:', err.message)
       }
     }
     if (this.pool) {
@@ -315,4 +231,4 @@ class OrderStatusStore {
   }
 }
 
-module.exports = OrderStatusStore
+module.exports = OpenOrdersStore

package/middleware/orders.js

@@ -7,7 +7,7 @@ const utils = require('@icgio/icg-utils').utils
 const { coinmarketcap: get_coinmarketcap_rates, observable: Observable } = require('@icgio/icg-utils')
 
 const Account = require('./account.js')
-const OrderStatusStore = require('../lib/order-status-store.js')
+const OpenOrdersStore = require('../lib/order-status-store.js')
 
 // Default precision functions - will be overridden if provided in settings
 let round_price = (exchange, pair, price) => price
@@ -126,7 +126,7 @@ module.exports = class Orders {
     this.balance_benchmark = settings.balance_benchmark || {}
     this.min_reserve_balance = settings.min_reserve_balance || {}
     // Initialize order status store for PostgreSQL persistence (async, non-blocking)
-    this.order_status_store = new OrderStatusStore(cd.order_status_store_connection_string)
+    this.order_status_store = new OpenOrdersStore(cd.order_status_store_connection_string)
     for (let exchange in exchange_pairs) {
       let api_key_temp = cd[exchange]['api_keys'] || cd[exchange]['api_key'],
         secret_key_temp = cd[exchange]['secret_keys'] || cd[exchange]['secret_key'],
@@ -761,8 +761,11 @@ module.exports = class Orders {
     this.order_status_store.store(exchange, pair, type, order_id, order_data, note)
   }
   delete_order_info(exchange, pair, type, order_id, note) {
+    const order_data = _.get(this.order_info, [exchange, pair, type, order_id], {})
     this.order_info[exchange][pair][type] = _.omit(this.order_info[exchange][pair][type], [order_id])
     console.log('DELETE %s: %s %s %s %s', note, exchange, pair, type, order_id)
+    // Store deletion to PostgreSQL (non-blocking)
+    this.order_status_store.store(exchange, pair, type, order_id, { ...order_data, status: 'DELETED' }, note)
   }
   check_balances() {
     let balances_handler = (exchange, res) => {

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "@icgio/icg-exchanges-wrapper",
-  "version": "1.14.228",
+  "version": "1.14.230",
   "description": "",
   "main": "index.js",
   "scripts": {
@@ -17,7 +17,7 @@
   },
   "homepage": "https://github.com/icgio/icg-exchanges-wrapper#readme",
   "dependencies": {
-    "@icgio/icg-exchanges": "^1.32.118",
+    "@icgio/icg-exchanges": "^1.32.119",
     "@icgio/icg-utils": "^1.9.38",
     "lodash": "^4.17.20",
     "pg": "^8.13.1",