@icgio/icg-exchanges-wrapper 1.21.18 → 1.21.20

package/middleware/orders.js

@@ -1548,6 +1548,7 @@ module.exports = class Orders {
     get_query_order_all(this.Exchanges, this.exchange_pairs, this.interval_dict)
   }
   check_rates() {
+    const pending_rate_updates = new Map()
     let process_rates = () => {
       let pair_list = _.concat(_.keys(this.pair_exchanges), _.keys(this.pair_exchanges_rates_only))
       for (let pair of pair_list) {
@@ -1588,7 +1589,9 @@ module.exports = class Orders {
           this.rates_combined_major[pair] = this.rates_combined_major[reference_pair]
         }
       }
-      this.rates_observable.notify()
+      const updates = Array.from(pending_rate_updates.values())
+      pending_rate_updates.clear()
+      this.rates_observable.notify({ updates })
     }
     const throttled_process_rates = _.throttle(process_rates, PROCESS_RATES_THROTTLE_MS, { leading: true, trailing: true })
     let rates_handler = (exchange, pair, res) => {
@@ -1616,6 +1619,7 @@ module.exports = class Orders {
           du_ms_interarrival_local_received,
           update_time: new Date(),
         })
+        pending_rate_updates.set(`${exchange}:${pair}`, { exchange, pair })
         /*
          * throttle to 20ms
          */
@@ -1623,7 +1627,7 @@ module.exports = class Orders {
       } else if (_.get(this.rates, [exchange, pair, 'update_time']) < Date.now() - this.interval_dict[exchange].rates) {
         console.log('%s %s rates expired: %j', exchange, pair, res)
         if (this.rates[exchange]) delete this.rates[exchange][pair]
-        this.rates_observable.notify()
+        this.rates_observable.notify({ updates: [{ exchange, pair, expired: true }] })
       }
     }
     let get_rates = (Exchanges, ExchangesRatesOnly, exchange_pairs, exchange_pairs_rates_only, interval_dict) => {

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "@icgio/icg-exchanges-wrapper",
-  "version": "1.21.18",
+  "version": "1.21.20",
   "description": "",
   "main": "index.js",
   "scripts": {
@@ -17,8 +17,8 @@
   },
   "homepage": "https://github.com/icgio/icg-exchanges-wrapper#readme",
   "dependencies": {
-    "@icgio/icg-exchanges": "^1.45.10",
-    "@icgio/icg-utils": "^1.9.61",
+    "@icgio/icg-exchanges": "^1.45.11",
+    "@icgio/icg-utils": "^1.9.62",
     "lodash": "^4.17.23",
     "pg": "^8.17.2"
   }