@icgio/icg-exchanges-wrapper 1.21.46 → 1.22.0

package/middleware/orders.js

@@ -187,7 +187,7 @@ module.exports = class Orders {
         limits
       if (_.includes(['hkbitex'], exchange_base)) {
         limits = HKBITEX_LIMITS
-      } else if (_.includes(['binance', 'gate', 'gate'], exchange_base)) {
+      } else if (_.includes(['binance', 'binancefutures', 'gate'], exchange_base)) {
         limits = MEDIUM_LIMITS
       } else if (_.includes(['bitfinex', 'hashkeyglobal', 'kucoin', 'lbank', 'okx', 'phemex', 'xt'], exchange_base)) {
         limits = SMALL_LIMITS
@@ -1144,6 +1144,18 @@ module.exports = class Orders {
       }
     }
     function get_balances(Exchanges, interval_dict) {
+      // push tier: observables fire on account events; the poll loops below remain the watchdog
+      for (let exchange in Exchanges) {
+        if (!Exchanges[exchange].balance_ws_observable) {
+          continue
+        }
+        if (Exchanges[exchange].ws_status().trading === 'n-opened') {
+          Exchanges[exchange].ws_account()
+        }
+        Exchanges[exchange].balance_ws_observable((res) => {
+          balances_handler(exchange, res)
+        })
+      }
       for (let exchange in Exchanges) {
         if (Exchanges[exchange].balance_ws) {
           setInterval(() => {
@@ -1174,6 +1186,18 @@ module.exports = class Orders {
       }
     }
     function get_positions(Exchanges, interval_dict) {
+      // push tier (see get_balances)
+      for (let exchange in Exchanges) {
+        if (!Exchanges[exchange].position_all_ws_observable) {
+          continue
+        }
+        if (Exchanges[exchange].ws_status().trading === 'n-opened') {
+          Exchanges[exchange].ws_account()
+        }
+        Exchanges[exchange].position_all_ws_observable((res) => {
+          position_all_handler(exchange, res)
+        })
+      }
       for (let exchange in Exchanges) {
         if (Exchanges[exchange].position_all_ws) {
           if (Exchanges[exchange].ws_status().trading === 'n-opened') Exchanges[exchange].ws_account()
@@ -1302,8 +1326,7 @@ module.exports = class Orders {
             else live_ids.add(String(order.order_id))
           })
           const unexpected_ids = new Set(Array.from(live_ids).filter((order_id) => !state.orders_by_id.has(order_id)))
-          const unexpected_ids_changed =
-            unexpected_ids.size !== state.unexpected_ids.size || Array.from(unexpected_ids).some((order_id) => !state.unexpected_ids.has(order_id))
+          const unexpected_ids_changed = unexpected_ids.size !== state.unexpected_ids.size || Array.from(unexpected_ids).some((order_id) => !state.unexpected_ids.has(order_id))
           if (unexpected_ids.size > 0 && unexpected_ids_changed) {
             console.error('unexpected orders during original cleanup: %s %s count=%s order_ids=%j', exchange, pair, unexpected_ids.size, Array.from(unexpected_ids).slice(0, 10))
           }
@@ -1410,6 +1433,20 @@ module.exports = class Orders {
           }, interval_dict[exchange].open_orders)
         })
       }
+      // push tier (see get_balances)
+      for (let exchange in Exchanges) {
+        if (!Exchanges[exchange].open_orders_ws_observable) {
+          continue
+        }
+        if (Exchanges[exchange].ws_status().trading === 'n-opened') {
+          Exchanges[exchange].ws_account()
+        }
+        for (let pair of exchange_pairs[exchange]) {
+          Exchanges[exchange].open_orders_ws_observable(pair, (res) => {
+            open_orders_handler(exchange, pair, res)
+          })
+        }
+      }
       for (let exchange in Exchanges) {
         if (Exchanges[exchange].get_all_open_orders_ws) {
           if (Exchanges[exchange].ws_status().trading === 'n-opened') Exchanges[exchange].ws_account()
@@ -1540,6 +1577,23 @@ module.exports = class Orders {
           }
         }
       }
+      // push tier (see get_balances)
+      for (let exchange in Exchanges) {
+        if (_.includes(this.no_trades_function_exchanges, exchange)) {
+          continue
+        }
+        if (!Exchanges[exchange].trades_ws_observable) {
+          continue
+        }
+        if (Exchanges[exchange].ws_status().trading === 'n-opened') {
+          Exchanges[exchange].ws_account()
+        }
+        for (let pair of exchange_pairs[exchange]) {
+          Exchanges[exchange].trades_ws_observable(pair, TRADES_DEFAULT_MS, (res) => {
+            trades_handler(exchange, pair, res)
+          })
+        }
+      }
       for (let exchange in Exchanges) {
         if (_.includes(this.no_trades_function_exchanges, exchange)) {
         } else if (Exchanges[exchange].get_all_trades_ws) {

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "@icgio/icg-exchanges-wrapper",
-  "version": "1.21.46",
+  "version": "1.22.0",
   "description": "",
   "main": "index.js",
   "scripts": {
@@ -17,7 +17,7 @@
   },
   "homepage": "https://github.com/icgio/icg-exchanges-wrapper#readme",
   "dependencies": {
-    "@icgio/icg-exchanges": "^1.47.0",
+    "@icgio/icg-exchanges": "^1.48.0",
     "@icgio/icg-utils": "^1.9.64",
     "lodash": "^4.17.23",
     "pg": "^8.17.2"