@icgio/icg-exchanges-wrapper 1.21.28 → 1.21.29

package/middleware/orders.js

@@ -72,6 +72,7 @@ const PROCESS_OPEN_ORDERS_TRADERS_INTERVAL_MS = 500
 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 STALE_QUERY_ORDER_THRESHOLD_MS = 12 * 60 * 60 * 1000
 const PROCESS_RATES_THROTTLE_MS = 75
 const MAX_ORDER_TRACE_ENTRIES = 20
 const ORDER_TYPE_PRIORITY = {
@@ -248,6 +249,7 @@ module.exports = class Orders {
       open_orders_check: true,
       trades_check: true,
       query_order_check_maker_1_self: false,
+      query_order_check_stale_maker_2_3: false,
       query_order_check_exchange: {},
       rates_check: true,
       market_history_check: true,
@@ -267,10 +269,10 @@ module.exports = class Orders {
       this.trades_amount_past_hour = {}
       this.check_trades()
     }
-    if (this.function_enabled.query_order_check_maker_1_self) {
+    if (this.function_enabled.query_order_check_maker_1_self || this.function_enabled.query_order_check_stale_maker_2_3) {
       for (let exchange in this.Exchanges) {
         if (this.function_enabled.query_order_check_exchange[exchange]) {
-          this.check_query_order(exchange, ['maker_1', 'self'])
+          this.check_query_order(exchange)
         }
       }
     }
@@ -292,7 +294,7 @@ module.exports = class Orders {
         this.process_open_orders(this.open_orders)
       }, PROCESS_OPEN_ORDERS_TRADERS_INTERVAL_MS)
     }
-    if (this.function_enabled.query_order_check_maker_1_self) {
+    if (this.function_enabled.query_order_check_maker_1_self || this.function_enabled.query_order_check_stale_maker_2_3) {
       setInterval(() => {
         this.process_query_order(this.query_order)
       }, PROCESS_OPEN_ORDERS_TRADERS_INTERVAL_MS)
@@ -770,9 +772,8 @@ module.exports = class Orders {
           const local_filled_amount = round_amount(exchange, pair, local_order.f_amount || 0)
           const polled_filled_amount = round_amount(exchange, pair, polled_order.f_amount || 0)
           const compare_total = round_amount(exchange, pair, local_order.t_amount || polled_order.t_amount || 0)
-          const both_effectively_filled = compare_total > 0 &&
-            local_filled_amount / compare_total > this.f_filled_threshold &&
-            polled_filled_amount / compare_total > this.f_filled_threshold
+          const both_effectively_filled =
+            compare_total > 0 && local_filled_amount / compare_total > this.f_filled_threshold && polled_filled_amount / compare_total > this.f_filled_threshold
           if (local_order.status === exchange_status && (local_filled_amount === polled_filled_amount || both_effectively_filled)) continue
           this.log_terminal_divergence('query_order', exchange, pair, polled_order.order_id, local_order.status, exchange_status)
           if (local_order.status === 'F-FILLED' && exchange_status === 'P-FILLED') continue
@@ -1492,10 +1493,62 @@ module.exports = class Orders {
     }
     get_trades_all(this.Exchanges, this.exchange_pairs, this.interval_dict)
   }
-  check_query_order(exchange, order_types) {
+  check_query_order(exchange) {
+    // Per pair, periodically collect the set of orders to query and dispatch them.
+    // Targets come from two sources, each gated by its own flag:
+    //   1. maker_1_self:    every maker_1/self order older than QUERY_ORDER_TIME_IN_MS
+    //   2. stale_maker_2_3: oldest maker_2/maker_3 per axis that's missing from the
+    //      latest open_orders snapshot and older than STALE_QUERY_ORDER_THRESHOLD_MS
+    // Both sources share the same dispatch loop, per-order in_flight dedup, aggregate
+    // settlement, and downstream reconciliation via process_query_order.
+    if (!this.function_enabled.query_order_check_exchange[exchange]) return
+    if (!this.Exchanges[exchange] || !this.Exchanges[exchange].query_order) return
     const QUERY_ORDER_TIME_IN_MS = 5 * 1000
-    const types = order_types && order_types.length > 0 ? order_types : ['maker_1']
-    let query_order_handler = (exchange, pair, res) => {
+    const collect_targets = (pair) => {
+      const targets = []
+      if (this.function_enabled.query_order_check_maker_1_self) {
+        const order_info_by_type = _.get(this.get_order_info_by_order_type(['maker_1', 'self']), [exchange, pair], {})
+        const cutoff = Date.now() - QUERY_ORDER_TIME_IN_MS
+        for (const type of ['buy', 'sell']) {
+          let oldest = null
+          let oldest_open_time_ms = Infinity
+          for (const order_id in order_info_by_type[type] || {}) {
+            const o = order_info_by_type[type][order_id]
+            if (!o || !o.order_id) continue
+            const open_time_ms = typeof o.open_time === 'number' ? o.open_time : new Date(o.open_time).getTime()
+            if (!open_time_ms || open_time_ms > cutoff) continue
+            if (open_time_ms < oldest_open_time_ms) {
+              oldest = o
+              oldest_open_time_ms = open_time_ms
+            }
+          }
+          if (oldest) targets.push({ type, order_id: oldest.order_id })
+        }
+      }
+      if (this.function_enabled.query_order_check_stale_maker_2_3) {
+        const live_ids = new Set(_.get(this.open_orders, [exchange, pair, 'open_orders'], []).map((o) => o.order_id))
+        const cutoff = Date.now() - STALE_QUERY_ORDER_THRESHOLD_MS
+        for (const type of ['buy', 'sell']) {
+          let oldest = null
+          let oldest_open_time_ms = Infinity
+          for (const order_id in _.get(this.order_info, [exchange, pair, type], {})) {
+            const o = this.order_info[exchange][pair][type][order_id]
+            if (!o || !o.order_id || live_ids.has(o.order_id)) continue
+            if (!['maker_2', 'maker_3'].includes(o.order_type)) continue
+            if (!['N-FILLED', 'P-FILLED'].includes(o.status)) continue
+            const open_time_ms = typeof o.open_time === 'number' ? o.open_time : new Date(o.open_time).getTime()
+            if (!open_time_ms || open_time_ms > cutoff) continue
+            if (open_time_ms < oldest_open_time_ms) {
+              oldest = o
+              oldest_open_time_ms = open_time_ms
+            }
+          }
+          if (oldest) targets.push({ type, order_id: oldest.order_id })
+        }
+      }
+      return targets
+    }
+    const query_order_handler = (exchange, pair, res) => {
       if (res.success) {
         _.set(this.query_order, [exchange, pair], { query_order: res.body, update_time: new Date() })
       } else if (_.get(this.query_order, [exchange, pair, 'update_time']) < Date.now() - this.interval_dict[exchange].query_order) {
@@ -1506,58 +1559,37 @@ module.exports = class Orders {
       }
     }
     const in_flight = new Set()
-    let get_query_order_all = (Exchanges, exchange_pairs, interval_dict) => {
-      let query_order = (exchange, pair) => {
-        let order_info = _.get(this.get_order_info_by_order_type(types), [exchange, pair], {})
-        let timeout = setTimeout(() => {
-          query_order(exchange, pair)
-        }, interval_dict[exchange].query_order)
-        let order_number = _.keys(order_info['sell']).length + _.keys(order_info['buy']).length,
-          count = 0,
-          result = []
-        const settle = () => {
-          query_order_handler(exchange, pair, { success: true, body: result })
-          clearTimeout(timeout)
-          setTimeout(() => {
-            query_order(exchange, pair)
-          }, interval_dict[exchange].query_order)
-        }
-        if (order_number === 0) {
-          return
-        }
-        for (let type in order_info) {
-          for (let order_id in order_info[type]) {
-            let { open_time } = order_info[type][order_id]
-            const key = `${exchange}:${pair}:${type}:${order_id}`
-            if (in_flight.has(key)) {
-              count++
-              if (count === order_number) settle()
-              continue
-            }
-            if (open_time < Date.now() - QUERY_ORDER_TIME_IN_MS) {
-              in_flight.add(key)
-              Exchanges[exchange].query_order(pair, order_id, (res) => {
-                in_flight.delete(key)
-                count++
-                if (res.success) {
-                  result.push(res.body)
-                }
-                if (count === order_number) settle()
-              })
-            } else {
-              count++
-              if (count === order_number) settle()
-            }
-          }
-        }
+    const query_order_loop = (pair) => {
+      const targets = collect_targets(pair)
+      let timeout = setTimeout(() => query_order_loop(pair), this.interval_dict[exchange].query_order)
+      const order_number = targets.length
+      if (order_number === 0) return
+      let count = 0
+      const result = []
+      const settle = () => {
+        query_order_handler(exchange, pair, { success: true, body: result })
+        clearTimeout(timeout)
+        setTimeout(() => query_order_loop(pair), this.interval_dict[exchange].query_order)
       }
-      if (Exchanges[exchange].query_order) {
-        for (let pair of exchange_pairs[exchange]) {
-          query_order(exchange, pair)
+      for (const { type, order_id } of targets) {
+        const key = `${exchange}:${pair}:${type}:${order_id}`
+        if (in_flight.has(key)) {
+          count++
+          if (count === order_number) settle()
+          continue
         }
+        in_flight.add(key)
+        this.Exchanges[exchange].query_order(pair, order_id, (res) => {
+          in_flight.delete(key)
+          count++
+          if (res.success) result.push(res.body)
+          if (count === order_number) settle()
+        })
       }
     }
-    get_query_order_all(this.Exchanges, this.exchange_pairs, this.interval_dict)
+    for (const pair of this.exchange_pairs[exchange]) {
+      query_order_loop(pair)
+    }
   }
   check_rates() {
     const pending_rate_updates = new Map()

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "@icgio/icg-exchanges-wrapper",
-  "version": "1.21.28",
+  "version": "1.21.29",
   "description": "",
   "main": "index.js",
   "scripts": {