@icgio/icg-exchanges-wrapper 1.15.35 → 1.15.36

package/middleware/orders.js

@@ -73,6 +73,22 @@ const MARKET_HISTORY_DEFAULT_MS = 10 * 60 * 1000
 const TRADES_DEFAULT_MS = 7 * 24 * 60 * 60 * 1000
 const NO_CALLBACK_TIMEOUT_MS = 2 * 60 * 1000
 const PROCESS_RATES_THROTTLE_MS = 75
+const ORDER_TYPE_PRIORITY = {
+  arb: 1,
+  self: 2,
+  maker_1: 3,
+  maker_1_taker: 3,
+  maker_2: 4,
+  maker_3: 5,
+}
+
+const getOrderPriority = (order_type, is_cancel = false) => {
+  const priority = ORDER_TYPE_PRIORITY[order_type]
+  if (priority == null) {
+    return Infinity
+  }
+  return is_cancel ? priority - 0.5 : priority
+}
 
 module.exports = class Orders {
   constructor(exchange_cur_quote_cur_dict, cd, settings) {
@@ -332,11 +348,17 @@ module.exports = class Orders {
           // }
         }
         if (routes) {
+          if (this.Exchanges[exchange].private_limiter) {
+            this.Exchanges[exchange].private_limiter.priority = getOrderPriority(order_type)
+          }
           this.Exchanges[exchange].limit_trade_with_routes(pair, method, price, amount, routes, cb)
         } else {
           console.error('dex no routes:', rates_with_routes, price)
         }
       } else if (limiter_on) {
+        if (this.Exchanges[exchange].private_limiter) {
+          this.Exchanges[exchange].private_limiter.priority = getOrderPriority(order_type)
+        }
         this.Exchanges[exchange].limit_trade(pair, method, price, amount, cb)
       } else {
         this.Exchanges[exchange].limit_trade_base(pair, method, price, amount, cb)
@@ -403,6 +425,9 @@ module.exports = class Orders {
       order.order_type + ' canceling',
     )
     ;((order.exchange = exchange), (order.pair = pair))
+    if (this.Exchanges[exchange].private_limiter) {
+      this.Exchanges[exchange].private_limiter.priority = getOrderPriority(order.order_type, true)
+    }
     this.Exchanges[exchange].cancel_order_by_order(order, (res) => {
       if (res.success || (!res.success && res.error === 'order-not-open' && original_status === 'CANCELING')) {
         this.update_order_info(

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "@icgio/icg-exchanges-wrapper",
-  "version": "1.15.35",
+  "version": "1.15.36",
   "description": "",
   "main": "index.js",
   "scripts": {
@@ -18,7 +18,7 @@
   "homepage": "https://github.com/icgio/icg-exchanges-wrapper#readme",
   "dependencies": {
     "@icgio/icg-exchanges": "^1.32.187",
-    "@icgio/icg-utils": "^1.9.51",
+    "@icgio/icg-utils": "^1.9.52",
     "lodash": "^4.17.23",
     "pg": "^8.17.2"
   }