@icgio/icg-exchanges-wrapper 1.15.10 → 1.15.11

package/middleware/orders.js

@@ -196,6 +196,7 @@ module.exports = class Orders {
     this.rates_combined_good_with_buy_sell_limits_against_reserve_balance = {}
     this.buy_sell_limits_against_reserve_balance = {}
     this.order_info = {}
+    this.fill_records = [] // { side, usdt_amount, timestamp, order_type }
     this.order_info_status = {}
     this.function_enabled = settings.function_enabled || {
       balances_check: true,
@@ -811,6 +812,21 @@ module.exports = class Orders {
     }
     // end: log every f-filled trade for future analysis
 
+    // Track fill amounts for imbalance detection
+    if (dict.status === 'F-FILLED') {
+      const order_info_full = _.get(this.order_info, [exchange, pair, type, order_id], {})
+      const tracked_types = ['maker_1', 'maker_2', 'maker_3', 'arb']
+      if (tracked_types.includes(order_info_full.order_type)) {
+        const usdt_amount = order_info_full.f_amount * order_info_full.price
+        this.fill_records.push({
+          side: type,
+          usdt_amount,
+          timestamp: Date.now(),
+          order_type: order_info_full.order_type,
+        })
+      }
+    }
+
     // Send order update via WebSocket to dashboard backend
     const order_data = _.get(this.order_info, [exchange, pair, type, order_id], {})
     // Only send N-FILLED and later statuses (skip INIT which has temporary order_id)
@@ -1572,4 +1588,22 @@ module.exports = class Orders {
       15 * 60 * 1000,
     )
   }
+  get_fill_imbalance(window_ms = 3600000) {
+    const cutoff = Date.now() - window_ms
+    this.fill_records = this.fill_records.filter((r) => r.timestamp >= cutoff)
+    let sell_sum = 0,
+      buy_sum = 0
+    for (const r of this.fill_records) {
+      if (r.side === 'sell') sell_sum += r.usdt_amount
+      else buy_sum += r.usdt_amount
+    }
+    const total = sell_sum + buy_sum
+    return {
+      sell_sum,
+      buy_sum,
+      total,
+      sell_ratio: total > 0 ? sell_sum / total : 0.5,
+      buy_ratio: total > 0 ? buy_sum / total : 0.5,
+    }
+  }
 }

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "@icgio/icg-exchanges-wrapper",
-  "version": "1.15.10",
+  "version": "1.15.11",
   "description": "",
   "main": "index.js",
   "scripts": {