@icgio/icg-exchanges-wrapper 1.17.28 → 1.18.0

package/functions/get-exchanges-rates-market-history-ohlcv.js

@@ -13,7 +13,14 @@ let first_time = {},
   // Track persistent WebSocket failures per pair to avoid repeated retries
   ws_failed_pairs = {}, // { "ExchangeName": { "PAIR": { count: number, last_failed: timestamp } } }
   WS_FAILURE_THRESHOLD = 3, // Skip WebSocket after 3 consecutive failures
-  WS_RETRY_INTERVAL_MS = 5 * 60 * 1000 // Retry WebSocket after 5 minutes
+  WS_RETRY_INTERVAL_MS = 5 * 60 * 1000, // Retry WebSocket after 5 minutes
+  // After a WS reconnect, the post-reconnect dict starts empty. Force REST
+  // fallback for this window so trades dropped during the WS-down gap are
+  // backfilled. The flag on Exchange.ws.market.reconnected_at[pair] is set by
+  // exchange-ws.js on reconnect and cleared here after a successful REST call.
+  RECONNECT_RECOVERY_MS = 60 * 1000,
+  RECONNECT_BACKFILL_CAP_MS = 10 * 60 * 1000,
+  RECONNECT_BACKFILL_BUFFER_MS = 10 * 1000
 
 // ============ HELPER FUNCTIONS ============
 
@@ -490,6 +497,17 @@ const get_exchanges_market_history = function (Exchanges, exchange_pair_dict, ti
                     // Wait for pair to become ready with retry logic
                     const pair_start_time = Date.now()
                     const check_pair_ready = () => {
+                      // Check if the pair just reconnected — if so, force REST fallback so
+                      // trades dropped during the WS-down window are backfilled. The post-
+                      // reconnect dict is empty but `length >= 0` returns true, which would
+                      // otherwise mask the gap. Resolve failed immediately to skip the 10s
+                      // check_pair_ready timeout.
+                      const reconnected_at = Exchange.ws?.market?.reconnected_at?.[pair]
+                      if (reconnected_at && Date.now() - reconnected_at < RECONNECT_RECOVERY_MS) {
+                        rate_resolve({ pair, failed: true })
+                        return
+                      }
+
                       // Check if this specific pair is ready before calling market_history_ws
                       const pair_ready =
                         Exchange.ws.market.pair_status &&
@@ -541,10 +559,20 @@ const get_exchanges_market_history = function (Exchanges, exchange_pair_dict, ti
                       console.log(`[WebSocket Fallback] ${Exchange_name} market history: Falling back to REST for ${failed_pairs.length} pair(s): ${failed_pairs.join(', ')}`)
                       const rest_promises = failed_pairs.map((pair) => {
                         return new Promise((rest_resolve) => {
-                          Exchange.market_history(pair, timeframe_in_ms, function (res) {
+                          // After a reconnect, expand the REST timeframe to cover the WS-down
+                          // gap so trades dropped while the socket was closed are backfilled.
+                          const gap_from = Exchange.ws?.market?.reconnect_gap_from?.[pair]
+                          const effective_timeframe = gap_from
+                            ? Math.min(Math.max(timeframe_in_ms, Date.now() - gap_from + RECONNECT_BACKFILL_BUFFER_MS), RECONNECT_BACKFILL_CAP_MS)
+                            : timeframe_in_ms
+                          Exchange.market_history(pair, effective_timeframe, function (res) {
                             if (res.success) {
                               set_pair_data(exchange_pair_market_history, pair_exchange_market_history, Exchange_name, pair, res.body)
-                              console.log(`[REST Fallback] ${Exchange_name} ${pair} market history: Successfully fetched via REST`)
+                              // Clear reconnect flags so subsequent polls resume using WS
+                              if (Exchange.ws?.market?.reconnected_at) delete Exchange.ws.market.reconnected_at[pair]
+                              if (Exchange.ws?.market?.reconnect_gap_from) delete Exchange.ws.market.reconnect_gap_from[pair]
+                              const window_s = Math.round(effective_timeframe / 1000)
+                              console.log(`[REST Fallback] ${Exchange_name} ${pair} market history: Successfully fetched via REST (${window_s}s window)`)
                             } else {
                               console.error(`[REST Fallback] getting market history failed for ${Exchange_name} ${pair}:`, res)
                               delete_pair_data(exchange_pair_market_history, pair_exchange_market_history, Exchange_name, pair)

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "@icgio/icg-exchanges-wrapper",
-  "version": "1.17.28",
+  "version": "1.18.0",
   "description": "",
   "main": "index.js",
   "scripts": {
@@ -17,7 +17,7 @@
   },
   "homepage": "https://github.com/icgio/icg-exchanges-wrapper#readme",
   "dependencies": {
-    "@icgio/icg-exchanges": "^1.41.1",
+    "@icgio/icg-exchanges": "^1.42.0",
     "@icgio/icg-utils": "^1.9.61",
     "lodash": "^4.17.23",
     "pg": "^8.17.2"