@icgio/icg-exchanges-wrapper 1.21.5 → 1.21.7
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- package/middleware/orders.js +5 -1
- package/package.json +1 -1
package/middleware/orders.js
CHANGED
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@@ -857,7 +857,11 @@ module.exports = class Orders {
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857
857
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if (!order_info) {
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858
858
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return
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859
859
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}
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860
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-
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860
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+
const cancel_grace_window_ms = 15 * 1000
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861
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+
const cancel_within_grace = order_info.close_time && Date.now() - order_info.close_time < cancel_grace_window_ms
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862
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+
if (!cancel_within_grace) {
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863
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+
this.log_terminal_divergence('open_orders', exchange, pair, order.order_id, order_info.status, 'N-FILLED')
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864
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+
}
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const order_f_amount = round_amount(exchange, pair, order.f_amount)
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const order_info_f_amount = round_amount(exchange, pair, order_info.f_amount)
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if (_.includes(['N-FILLED', 'P-FILLED'], order_info.status) && order_f_amount > order_info_f_amount && order_f_amount / order_info.t_amount > this.f_filled_threshold) {
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