@icgio/icg-exchanges-wrapper 1.21.46 → 1.22.1

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
@@ -524,24 +524,32 @@ module.exports = class Orders {
           this.delete_order_info(exchange, pair, order.type, order.order_id, order.order_type + ' cancel-order-success')
         }, this.delete_finished_orders_timeout)
       } else if (!res.success && res.error === 'order-not-open' && original_status !== 'CANCELED') {
-        // console.log('%s ORDER CANNOT BE CANCELED: %j', original_status, order)
-        this.update_order_info(
-          exchange,
-          pair,
-          order.type,
-          order.order_id,
-          {
-            status: 'F-FILLED',
-            amount: 0,
-            f_amount: order.amount,
-            f_percentage: 1,
-            close_time: Date.now(),
-          },
-          order.order_type + ' cannot-be-canceled',
-        )
-        setTimeout(() => {
-          this.delete_order_info(exchange, pair, order.type, order.order_id, order.order_type + ' cannot-be-canceled')
-        }, this.delete_finished_orders_timeout)
+        // Not-open ≠ filled: query the actual terminal state and book it via the standard
+        // reconciler. A failed query books CANCELED keeping known fills — never fabricate a fill.
+        this.Exchanges[exchange].query_order(pair, order.order_id, (query_res) => {
+          if (query_res.success) {
+            this.process_query_order({ [exchange]: { [pair]: { query_order: [query_res.body] } } })
+            return
+          }
+          console.error('cancel not-open, query_order failed: %s %s %s %j', exchange, pair, order.order_id, query_res)
+          this.update_order_info(
+            exchange,
+            pair,
+            order.type,
+            order.order_id,
+            {
+              status: 'CANCELED',
+              f_amount: order.f_amount || 0,
+              f_percentage: order.t_amount > 0 ? (order.f_amount || 0) / order.t_amount : 0,
+              close_time: Date.now(),
+              event_hrtime: process.hrtime(),
+            },
+            order.order_type + ' cannot-be-canceled query-failed',
+          )
+          setTimeout(() => {
+            this.delete_order_info(exchange, pair, order.type, order.order_id, order.order_type + ' cannot-be-canceled query-failed')
+          }, this.delete_finished_orders_timeout)
+        })
       } else {
         console.error('cancel order:', exchange, pair, order, res)
       }
@@ -1144,6 +1152,18 @@ 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 +1194,18 @@ 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 +1334,7 @@ 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 +1441,20 @@ 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 +1585,23 @@ 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": "1.22.1",
   "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"