@icgio/icg-exchanges-wrapper 1.14.23 → 1.14.25

package/middleware/orders.js

@@ -55,14 +55,16 @@ const MARKET_HISTORY_DEFAULT_TIME = 10 * 60 * 1000
 const TRADES_DEFAULT_TIME = 7 * 24 * 60 * 60 * 1000
 const NO_CALLBACK_TIMEOUT = 2 * 60 * 1000
 const COMBINE_ORDERBOOKS_LEVEL = 100
+const PROCESS_RATES_THROTTLE = 10
 
 module.exports = class Orders {
-  constructor(exchange_basecur_curs_dict, cd, settings) {
-    let { exchange_basecur_curs, exchange_basecur_curs_rates_only } = exchange_basecur_curs_dict
-    this.exchange_basecur_curs = exchange_basecur_curs
-    let { exchange_pairs, pair_exchanges } = utils.exchange_basecur_curs_converter(exchange_basecur_curs)
-    this.exchange_basecur_curs_rates_only = exchange_basecur_curs_rates_only
-    let { exchange_pairs: exchange_pairs_rates_only, pair_exchanges: pair_exchanges_rates_only } = utils.exchange_basecur_curs_converter(exchange_basecur_curs_rates_only)
+  constructor(exchange_cur_quote_cur_dict, cd, settings) {
+    let { exchange_cur_quote_cur, exchange_cur_quote_cur_rates_only, pair_map_rates_only } = exchange_cur_quote_cur_dict
+    this.exchange_cur_quote_cur = exchange_cur_quote_cur
+    this.exchange_cur_quote_cur_rates_only = exchange_cur_quote_cur_rates_only
+    this.pair_map_rates_only = pair_map_rates_only || {}
+    let { exchange_pairs, pair_exchanges } = utils.exchange_cur_quote_cur_converter(exchange_cur_quote_cur)
+    let { exchange_pairs: exchange_pairs_rates_only, pair_exchanges: pair_exchanges_rates_only } = utils.exchange_cur_quote_cur_converter(exchange_cur_quote_cur_rates_only)
     this.exchange_pairs = exchange_pairs
     this.pair_exchanges = pair_exchanges
     this.exchange_pairs_rates_only = exchange_pairs_rates_only
@@ -137,7 +139,7 @@ module.exports = class Orders {
         this.interval_dict[exchange].ohlcv = this.interval_dict[exchange].ohlcv || 10 * 60 * 1000
       }
     }
-    for (let exchange in this.exchange_basecur_curs_rates_only) {
+    for (let exchange in this.exchange_cur_quote_cur_rates_only) {
       this.ExchangesRatesOnly[exchange] = new icg_exchanges[_.upperFirst(exchange)]('', '', STANDARD_LIMITS)
     }
     this.balances = {}
@@ -742,9 +744,9 @@ module.exports = class Orders {
     let balances_handler = (exchange, res) => {
       if (res.success) {
         _.set(this.balances, [exchange], Object.assign(res.body, { update_time: new Date() }))
-        for (let exchange in this.exchange_basecur_curs) {
-          for (let quote_cur in this.exchange_basecur_curs[exchange]) {
-            this.exchange_basecur_curs[exchange][quote_cur].map((cur) => {
+        for (let exchange in this.exchange_cur_quote_cur) {
+          for (let quote_cur in this.exchange_cur_quote_cur[exchange]) {
+            this.exchange_cur_quote_cur[exchange][quote_cur].map((cur) => {
               let cur_balance = _.get(this.balances, [exchange, 'available', cur], 0)
               let quote_cur_balance = _.get(this.balances, [exchange, 'available', quote_cur], 0)
               let pair = cur + quote_cur
@@ -1208,7 +1210,7 @@ module.exports = class Orders {
             orderbook_all = _.omit(orderbook_all, [exchange])
           }
           if (_.get(this.rates, [exchange, pair, 'asks'], []).length > 0 && _.get(this.rates, [exchange, pair, 'bids'], []).length > 0) {
-            let rates = JSON.parse(JSON.stringify(this.rates[exchange][pair]))
+            const rates = _.cloneDeep(this.rates[exchange][pair])
 
             let major_rates_only_exchanges_length = this.major_exchanges[pair].length + _.get(this.rates_only_exchanges, [pair], []).length
             if (this.major_exchanges[pair] && _.includes(this.major_exchanges[pair], exchange)) {
@@ -1278,8 +1280,14 @@ module.exports = class Orders {
         } else {
           this.rates_combined_good_with_buy_sell_limits_against_reserve_balance = _.omit(this.rates_combined_good_with_buy_sell_limits_against_reserve_balance, [pair])
         }
+        if (this.pair_map_rates_only[pair]) {
+          const reference_pair = this.pair_map_rates_only[pair]
+          this.rates_combined_major[reference_pair] = this.rates_combined_major[pair]
+        }
       }
+      this.rates_observable.notify()
     }
+    const throttled_process_rates = _.throttle(process_rates, PROCESS_RATES_THROTTLE, { leading: true, trailing: true })
     let rates_handler = (exchange, pair, res, rates_with_routes = false) => {
       if (res.success) {
         let { asks, bids } = res.body
@@ -1291,13 +1299,15 @@ module.exports = class Orders {
         asks = asks.slice(0, RATES_LENGTH_MAX)
         bids = bids.slice(0, RATES_LENGTH_MAX)
         _.set(this.rates, [exchange, pair], { asks, bids, update_time: new Date() })
-        // console.log(exchange, pair)
-        process_rates()
+        /*
+         * throttle to 10ms
+         */
+        throttled_process_rates()
       } else if (_.get(this.rates, [exchange, pair, 'update_time']) < new Date().getTime() - this.interval_dict[exchange].rates) {
         this.info_log('%s %s rates expired: %j', exchange, pair, res)
         this.rates[exchange] = _.omit(this.rates[exchange], [pair])
+        this.rates_observable.notify()
       }
-      this.rates_observable.notify()
     }
     let get_rates = (Exchanges, ExchangesRatesOnly, exchange_pairs, exchange_pairs_rates_only, interval_dict) => {
       if (!this.ws_market_first_time) {

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "@icgio/icg-exchanges-wrapper",
-  "version": "1.14.23",
+  "version": "1.14.25",
   "description": "",
   "main": "index.js",
   "scripts": {
@@ -17,9 +17,9 @@
   },
   "homepage": "https://github.com/icgio/icg-exchanges-wrapper#readme",
   "dependencies": {
-    "@icgio/icg-exchanges": "^1.32.19",
+    "@icgio/icg-exchanges": "^1.32.22",
     "@icgio/icg-exchanges-data": "^1.10.11",
-    "@icgio/icg-utils": "^1.9.12",
+    "@icgio/icg-utils": "^1.9.13",
     "influx": "^5.10.0",
     "lodash": "^4.17.20",
     "uuid": "^11.1.0",