@icgio/icg-exchanges-wrapper 1.14.89 → 1.14.90
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- package/middleware/orders.js +7 -6
- package/package.json +1 -1
package/middleware/orders.js
CHANGED
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@@ -1206,7 +1206,8 @@ module.exports = class Orders {
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1206
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}
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check_rates() {
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let process_rates = () => {
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1209
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-
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1209
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+
let pair_list = _.concat(_.keys(this.pair_exchanges), _.keys(this.pair_exchanges_rates_only))
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1210
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+
for (let pair of pair_list) {
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let orderbook_all = {},
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orderbook_all_with_buy_sell_limits_against_reserve_balance = {},
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orderbook_major = {},
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@@ -1223,7 +1224,7 @@ module.exports = class Orders {
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if (_.get(this.rates, [exchange, pair, 'asks'], []).length > 0 && _.get(this.rates, [exchange, pair, 'bids'], []).length > 0) {
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const rates = _.cloneDeep(this.rates[exchange][pair])
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-
let major_rates_only_exchanges_length = this.major_exchanges[pair].length + _.get(this.rates_only_exchanges, [pair], []).length
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+
let major_rates_only_exchanges_length = _.get(this.major_exchanges, [pair], []).length + _.get(this.rates_only_exchanges, [pair], []).length
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if (this.major_exchanges[pair] && _.includes(this.major_exchanges[pair], exchange)) {
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orderbook_major_temp[exchange] = rates
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if (_.keys(orderbook_major_temp).length === major_rates_only_exchanges_length) {
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@@ -1291,9 +1292,9 @@ module.exports = class Orders {
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} else {
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this.rates_combined_good_with_buy_sell_limits_against_reserve_balance = _.omit(this.rates_combined_good_with_buy_sell_limits_against_reserve_balance, [pair])
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}
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-
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-
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-
this.rates_combined_major[
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+
const reference_pair = this.pair_map_rates_only[pair]
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if (this.pair_map_rates_only[pair] && this.rates_combined_major[reference_pair]) {
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this.rates_combined_major[pair] = this.rates_combined_major[reference_pair]
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}
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}
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this.rates_observable.notify()
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@@ -1311,7 +1312,7 @@ module.exports = class Orders {
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bids = bids.slice(0, RATES_LENGTH_MAX)
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_.set(this.rates, [exchange, pair], { asks, bids, update_time: new Date() })
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/*
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-
* throttle to
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+
* throttle to 30ms
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*/
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throttled_process_rates()
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} else if (_.get(this.rates, [exchange, pair, 'update_time']) < new Date().getTime() - this.interval_dict[exchange].rates) {
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