@icgio/icg-exchanges-wrapper 1.9.101 → 1.9.103

package/middleware/orders.js

@@ -41,12 +41,19 @@ const MARKET_HISTORY_DEFAULT_TIME = 10 * 60 * 1000
 const TRADES_DEFAULT_TIME = 12 * 60 * 60 * 1000
 
 module.exports = class Orders {
-  constructor(exchange_basecur_curs, cd, settings) {
+  constructor(exchange_basecur_curs_dict, cd, settings) {
+    let { exchange_basecur_curs, exchange_basecur_curs_rates_only } = exchange_basecur_curs_dict
     this.exchange_basecur_curs = exchange_basecur_curs
-    let { exchange_pairs, exchange_curs, pair_exchanges } = utils.exchange_basecur_curs_converter(exchange_basecur_curs)
+    let { exchange_pairs, pair_exchanges } = utils.exchange_basecur_curs_converter(exchange_basecur_curs)
+    this.exchange_basecur_curs_rates_only = exchange_basecur_curs_rates_only
+    let { exchange_pairs: exchange_pairs_rates_only, pair_exchanges: pair_exchanges_rates_only } = utils.exchange_basecur_curs_converter(exchange_basecur_curs_rates_only)
     this.exchange_pairs = exchange_pairs
     this.pair_exchanges = pair_exchanges
+    this.exchange_pairs_rates_only = exchange_pairs_rates_only
+    this.pair_exchanges_rates_only = pair_exchanges_rates_only
+    this.rates_only_exchanges = pair_exchanges_rates_only
     this.Exchanges = {}
+    this.ExchangesRatesOnly = {}
     this.settings = settings || {}
     this.ws_enabled = settings.ws_enabled || false
     this.interval_dict = settings.interval_dict || {}
@@ -103,6 +110,9 @@ module.exports = class Orders {
         this.interval_dict[exchange].market_history = this.interval_dict[exchange].market_history || 2 * 1000
       }
     }
+    for (let exchange in this.exchange_basecur_curs_rates_only) {
+      this.ExchangesRatesOnly[exchange] = new icg_exchanges[_.upperFirst(exchange)]('', '', STANDARD_LIMITS)
+    }
     ;(this.balances = {}), (this.open_orders = {}), (this.trades = {}), (this.rates = {}), (this.market_history = {}), (this.cmc_rates = {})
     ;(this.rates_combined_all = {}),
       (this.rates_combined_all_with_buy_sell_limits_against_reserve_balance = {}),
@@ -213,7 +223,7 @@ module.exports = class Orders {
     limit_trade((res) => {
       if (res.success) {
         let order_id = res.body
-        this.delete_order_info(exchange, pair, method, id, 'limit-trade-success')
+        this.delete_order_info(exchange, pair, method, id, order_type + ' n-filled')
         this.update_order_info(
           exchange,
           pair,
@@ -236,10 +246,10 @@ module.exports = class Orders {
           order_type + ' n-filled'
         )
       } else if (res.error === 'amount-too-small' || res.error === 'insufficient-funds') {
-        this.delete_order_info(exchange, pair, method, id, 'limit-trade-' + res.error)
+        this.delete_order_info(exchange, pair, method, id, order_type + ' limit-trade-' + res.error)
       } else {
         if (order_type.startsWith('self') || order_type.startsWith('maker_2')) {
-          this.delete_order_info(exchange, pair, method, id, 'limit-trade-timeout-' + order_type)
+          this.delete_order_info(exchange, pair, method, id, order_type + ' limit-trade-timeout')
         }
         // else if (_.get(this.order_info, [exchange, pair, method, id, 'status']) === 'INIT') { // make sure no_callback_timeout is NOT running zero
         //   this.update_order_info(exchange, pair, method, id, {
@@ -287,7 +297,7 @@ module.exports = class Orders {
           order.order_type + ' canceled'
         )
         setTimeout(() => {
-          this.delete_order_info(exchange, pair, order.type, order.order_id, 'cancel-order-success')
+          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') {
         // this.info_log('%s ORDER CANNOT BE CANCELED: %j', original_status, order)
@@ -306,7 +316,7 @@ module.exports = class Orders {
           order.order_type + ' cannot-be-canceled'
         )
         setTimeout(() => {
-          this.delete_order_info(exchange, pair, order.type, order.order_id, 'cannot-be-canceled')
+          this.delete_order_info(exchange, pair, order.type, order.order_id, order.order_type + 'cannot-be-canceled')
         }, this.delete_finished_orders_timeout)
       } else {
         console.error('cancel order:', exchange, pair, order, res)
@@ -386,7 +396,7 @@ module.exports = class Orders {
                 order_info.order_type + ' canceled-order-filled'
               )
               setTimeout(() => {
-                this.delete_order_info(exchange, pair, type, order_id, 'canceled-order-filled')
+                this.delete_order_info(exchange, pair, type, order_id, order.order_type + ' canceled-order-filled')
               }, this.delete_finished_orders_timeout)
             } else if (order_info.status === 'F-FILLED' && trade.amount > order_info.f_amount) {
               // this.info_log('TRADES: FILLED ORDER FILLED MORE', trade, order_info)
@@ -424,7 +434,7 @@ module.exports = class Orders {
                 order_info.order_type + ' order-f-filled-1'
               )
               setTimeout(() => {
-                this.delete_order_info(exchange, pair, order_info.type, order_info.order_id, 'f-filled-trades')
+                this.delete_order_info(exchange, pair, order_info.type, order_info.order_id, order.order_type + ' order-f-filled-1')
               }, this.delete_finished_orders_timeout)
             } else if (
               _.includes(['N-FILLED', 'P-FILLED'], order_info.status) &&
@@ -485,7 +495,7 @@ module.exports = class Orders {
                   order_info_order.order_type + ' order-f-filled-2'
                 )
                 setTimeout(() => {
-                  this.delete_order_info(exchange, pair, order_info_order.type, order_info_order.order_id, 'f-filled-no-trades-function')
+                  this.delete_order_info(exchange, pair, order_info_order.type, order_info_order.order_id, order_info_order.order_type + ' order-f-filled-2')
                 }, this.delete_finished_orders_timeout)
               }
             }
@@ -515,7 +525,7 @@ module.exports = class Orders {
                 order_info.order_type + ' order-f-filled-3'
               )
               setTimeout(() => {
-                this.delete_order_info(exchange, pair, order_info.type, order_info.order_id, 'f-filled-open-orders')
+                this.delete_order_info(exchange, pair, order_info.type, order_info.order_id, order_info.order_type + ' order-f-filled-3')
               }, this.delete_finished_orders_timeout)
             } else if (
               _.includes(['N-FILLED', 'P-FILLED'], order_info.status) &&
@@ -550,7 +560,7 @@ module.exports = class Orders {
                 order_time - init_order_time < this.check_init_order_opened_timeout
               ) {
                 // this.info_log('ORDERS: %s %s %s %s INIT ORDER OPENED', init_order.order_id, order.order_id, exchange, pair)
-                this.delete_order_info(exchange, pair, init_order.type, init_order.order_id, 'init-order-opened')
+                this.delete_order_info(exchange, pair, init_order.type, init_order.order_id, init_order.order_type + ' init-order-opened')
                 this.update_order_info(
                   exchange,
                   pair,
@@ -611,14 +621,18 @@ module.exports = class Orders {
               let pair = cur + base_cur
               let max_cur_amount = cur_balance - _.get(this.min_reserve_balance, [exchange, cur], 0)
               let max_base_cur_amount = base_cur_balance - _.get(this.min_reserve_balance, [exchange, base_cur], 0)
-              if (max_cur_amount > 0 || cur_balance === 0) {
+              if (max_cur_amount > 0) {
               } else {
-                console.error('balance low', exchange, cur, cur_balance, this.min_reserve_balance[exchange][cur])
+                if (cur_balance > 0) {
+                  console.error('balance low', exchange, cur, cur_balance, this.min_reserve_balance[exchange][cur])
+                }
                 max_cur_amount = 0
               }
-              if (max_base_cur_amount > 0 || base_cur_balance === 0) {
+              if (max_base_cur_amount > 0) {
               } else {
-                console.error('balance low', exchange, cur, base_cur_balance, this.min_reserve_balance[exchange][base_cur])
+                if (base_cur_balance > 0) {
+                  console.error('balance low', exchange, cur, base_cur_balance, this.min_reserve_balance[exchange][base_cur])
+                }
                 max_base_cur_amount = 0
               }
               _.set(this.buy_sell_limits_against_reserve_balance, [exchange, pair], {
@@ -971,44 +985,49 @@ module.exports = class Orders {
     get_trades_all(this.Exchanges, this.exchange_pairs, this.interval_dict)
   }
   check_rates() {
-    let rates_handler = (exchange, pair, res) => {
-      if (res.success) {
-        res.body.asks = res.body.asks.slice(0, RATES_LENGTH_MAX)
-        res.body.bids = res.body.bids.slice(0, RATES_LENGTH_MAX)
-        _.set(this.rates, [exchange, pair], Object.assign(res.body, { update_time: new Date() }))
-        for (let pair in this.pair_exchanges) {
-          let orderbook_all = {},
-            orderbook_all_with_buy_sell_limits_against_reserve_balance = {},
-            orderbook_major = {},
-            orderbook_major_temp = {},
-            orderbook_good_with_buy_sell_limits_against_reserve_balance = {},
-            orderbook_good_temp = {}
-          for (let exchange of this.pair_exchanges[pair]) {
-            if (_.get(this.rates, [exchange, pair, 'asks'], []).length > 0 && _.get(this.rates, [exchange, pair, 'bids'], []).length > 0) {
-              orderbook_all[exchange] = this.rates[exchange][pair]
-            } else {
-              orderbook_all = _.omit(orderbook_all, [exchange])
+    let process_rates = () => {
+      for (let pair in this.pair_exchanges) {
+        let orderbook_all = {},
+          orderbook_all_with_buy_sell_limits_against_reserve_balance = {},
+          orderbook_major = {},
+          orderbook_major_temp = {},
+          orderbook_good_with_buy_sell_limits_against_reserve_balance = {},
+          orderbook_good_temp = {}
+        let exchanges_list = _.concat(this.pair_exchanges[pair], this.pair_exchanges_rates_only[pair])
+        for (let exchange of exchanges_list) {
+          if (_.get(this.rates, [exchange, pair, 'asks'], []).length > 0 && _.get(this.rates, [exchange, pair, 'bids'], []).length > 0) {
+            orderbook_all[exchange] = this.rates[exchange][pair]
+          } else {
+            orderbook_all = _.omit(orderbook_all, [exchange])
+          }
+          if (_.get(this.rates, [exchange, pair, 'asks'], []).length > 0 && _.get(this.rates, [exchange, pair, 'bids'], []).length > 0) {
+            let rates = JSON.parse(JSON.stringify(this.rates[exchange][pair]))
+
+            let major_rates_only_exchanges_length = this.major_exchanges[pair].length + this.rates_only_exchanges[pair].length
+            if (this.major_exchanges[pair] && _.includes(this.major_exchanges[pair], exchange)) {
+              orderbook_major_temp[exchange] = rates
+              if (_.keys(orderbook_major_temp).length === major_rates_only_exchanges_length) {
+                orderbook_major = orderbook_major_temp
+              }
+            } else if (this.rates_only_exchanges[pair] && _.includes(this.rates_only_exchanges[pair], exchange)) {
+              orderbook_major_temp[exchange] = rates
+              if (_.keys(orderbook_major_temp).length === major_rates_only_exchanges_length) {
+                orderbook_major = orderbook_major_temp
+              }
             }
 
-            if (
-              _.get(this.rates, [exchange, pair, 'asks'], []).length > 0 &&
-              _.get(this.rates, [exchange, pair, 'bids'], []).length > 0 &&
+            if (_.includes(this.pair_exchanges_rates_only[pair], exchange)) {
+            } else if (
               _.get(this.buy_sell_limits_against_reserve_balance, [exchange, pair, 'buy']) &&
               _.get(this.buy_sell_limits_against_reserve_balance, [exchange, pair, 'sell'])
             ) {
-              let rates = JSON.parse(JSON.stringify(this.rates[exchange][pair]))
               let rates_with_buy_sell_limits_against_reserve_balance = {
                 asks: utils.sum_position_orderbook(rates.asks, this.buy_sell_limits_against_reserve_balance[exchange][pair].buy),
                 bids: utils.vol_position_orderbook(rates.bids, this.buy_sell_limits_against_reserve_balance[exchange][pair].sell),
               }
               orderbook_all_with_buy_sell_limits_against_reserve_balance[exchange] = rates_with_buy_sell_limits_against_reserve_balance
-              if (this.major_exchanges[pair] && _.includes(this.major_exchanges[pair], exchange)) {
-                orderbook_major_temp[exchange] = rates
-                if (_.keys(orderbook_major_temp).length === this.major_exchanges[pair].length) {
-                  orderbook_major = orderbook_major_temp
-                }
-              }
-              if (!_.includes(this.no_arb_exchanges, exchange)) {
+
+              if (!_.includes(this.no_arb_exchanges, exchange) || !this.exchange_pairs_rates_only[exchange]) {
                 orderbook_good_temp[exchange] = rates_with_buy_sell_limits_against_reserve_balance
                 if (_.keys(orderbook_good_temp).length === this.pair_exchanges[pair].length - this.no_arb_exchanges.length) {
                   orderbook_good_with_buy_sell_limits_against_reserve_balance = orderbook_good_temp
@@ -1021,46 +1040,57 @@ module.exports = class Orders {
               orderbook_good_with_buy_sell_limits_against_reserve_balance = _.omit(orderbook_good_with_buy_sell_limits_against_reserve_balance, [exchange])
               orderbook_good_temp = _.omit(orderbook_good_temp, [exchange])
             }
+          } else {
+            orderbook_major = _.omit(orderbook_major, [exchange])
+            orderbook_major_temp = _.omit(orderbook_major_temp, [exchange])
           }
-          if (_.keys(orderbook_all).length > 0) {
-            let o = utils.combine_orderbooks(orderbook_all, 100)
-            if (o.asks.length > 0 && o.bids.length > 0) {
-              _.set(this.rates_combined_all, [pair], o)
-            } else {
-              this.rates_combined_all = _.omit(this.rates_combined_all, [pair])
-            }
+        }
+        if (_.keys(orderbook_all).length > 0) {
+          let o = utils.combine_orderbooks(orderbook_all, 100)
+          if (o.asks.length > 0 && o.bids.length > 0) {
+            _.set(this.rates_combined_all, [pair], o)
+          } else {
+            this.rates_combined_all = _.omit(this.rates_combined_all, [pair])
           }
-          if (_.keys(orderbook_all_with_buy_sell_limits_against_reserve_balance).length > 0) {
-            let o = utils.combine_orderbooks(orderbook_all_with_buy_sell_limits_against_reserve_balance, 100)
-            if (o.asks.length > 0 && o.bids.length > 0) {
-              _.set(this.rates_combined_all_with_buy_sell_limits_against_reserve_balance, [pair], o)
-            } else {
-              this.rates_combined_all_with_buy_sell_limits_against_reserve_balance = _.omit(this.rates_combined_all_with_buy_sell_limits_against_reserve_balance, [pair])
-            }
+        }
+        if (_.keys(orderbook_all_with_buy_sell_limits_against_reserve_balance).length > 0) {
+          let o = utils.combine_orderbooks(orderbook_all_with_buy_sell_limits_against_reserve_balance, 100)
+          if (o.asks.length > 0 && o.bids.length > 0) {
+            _.set(this.rates_combined_all_with_buy_sell_limits_against_reserve_balance, [pair], o)
+          } else {
+            this.rates_combined_all_with_buy_sell_limits_against_reserve_balance = _.omit(this.rates_combined_all_with_buy_sell_limits_against_reserve_balance, [pair])
           }
-          if (_.keys(orderbook_major).length > 0) {
-            let o = utils.combine_orderbooks(orderbook_major, 100)
-            if (o.asks.length > 0 && o.bids.length > 0) {
-              _.set(this.rates_combined_major, [pair], o)
-            } else {
-              this.rates_combined_major = _.omit(this.rates_combined_major, [pair])
-            }
+        }
+        if (_.keys(orderbook_major).length > 0) {
+          let o = utils.combine_orderbooks(orderbook_major, 100)
+          if (o.asks.length > 0 && o.bids.length > 0) {
+            _.set(this.rates_combined_major, [pair], o)
+          } else {
+            this.rates_combined_major = _.omit(this.rates_combined_major, [pair])
           }
-          if (_.keys(orderbook_good_with_buy_sell_limits_against_reserve_balance).length > 0) {
-            let o = utils.combine_orderbooks(orderbook_good_with_buy_sell_limits_against_reserve_balance, 100)
-            if (o.asks.length > 0 && o.bids.length > 0) {
-              _.set(this.rates_combined_good_with_buy_sell_limits_against_reserve_balance, [pair], o)
-            } else {
-              this.rates_combined_good_with_buy_sell_limits_against_reserve_balance = _.omit(this.rates_combined_good_with_buy_sell_limits_against_reserve_balance, [pair])
-            }
+        }
+        if (_.keys(orderbook_good_with_buy_sell_limits_against_reserve_balance).length > 0) {
+          let o = utils.combine_orderbooks(orderbook_good_with_buy_sell_limits_against_reserve_balance, 100)
+          if (o.asks.length > 0 && o.bids.length > 0) {
+            _.set(this.rates_combined_good_with_buy_sell_limits_against_reserve_balance, [pair], o)
+          } else {
+            this.rates_combined_good_with_buy_sell_limits_against_reserve_balance = _.omit(this.rates_combined_good_with_buy_sell_limits_against_reserve_balance, [pair])
           }
         }
+      }
+    }
+    let rates_handler = (exchange, pair, res) => {
+      if (res.success) {
+        res.body.asks = res.body.asks.slice(0, RATES_LENGTH_MAX)
+        res.body.bids = res.body.bids.slice(0, RATES_LENGTH_MAX)
+        _.set(this.rates, [exchange, pair], Object.assign(res.body, { update_time: new Date() }))
+        process_rates()
       } else if (_.get(this.rates, [exchange, pair, 'update_time']) < new Date().getTime() - this.interval_dict[exchange].rates) {
         this.info_log('%s %s rates expired: %j', exchange, pair, res)
         this.rates[exchange] = _.omit(this.rates[exchange], [pair])
       }
     }
-    let get_rates = (Exchanges, exchange_pairs, interval_dict) => {
+    let get_rates = (Exchanges, ExchangesRatesOnly, exchange_pairs, exchange_pairs_rates_only, interval_dict) => {
       for (let exchange in Exchanges) {
         if (Exchanges[exchange].ws_market) {
           setInterval(() => {
@@ -1085,8 +1115,32 @@ module.exports = class Orders {
           }
         }
       }
+      for (let exchange in ExchangesRatesOnly) {
+        if (ExchangesRatesOnly[exchange].ws_market) {
+          setInterval(() => {
+            if (!this.ws_market_first_time[exchange]) {
+              ExchangesRatesOnly[exchange].ws_market(exchange_pairs[exchange])
+              this.ws_market_first_time[exchange] = true
+            } else {
+              for (let pair of exchange_pairs[exchange]) {
+                ExchangesRatesOnly[exchange].rate_ws(pair, (res) => {
+                  rates_handler(exchange, pair, res)
+                })
+              }
+            }
+          }, interval_dict[exchange].rates)
+        } else {
+          for (let pair of exchange_pairs_rates_only[exchange]) {
+            setInterval(() => {
+              ExchangesRatesOnly[exchange].rate(pair, RATES_LENGTH_DEFAULT, (res) => {
+                rates_handler(exchange, pair, res)
+              })
+            }, interval_dict[exchange].rates)
+          }
+        }
+      }
     }
-    get_rates(this.Exchanges, this.exchange_pairs, this.interval_dict)
+    get_rates(this.Exchanges, this.ExchangesRatesOnly, this.exchange_pairs, this.exchange_pairs_rates_only, this.interval_dict)
   }
   check_market_history() {
     let market_history_handler = (exchange, pair, res) => {

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "@icgio/icg-exchanges-wrapper",
-  "version": "1.9.101",
+  "version": "1.9.103",
   "description": "",
   "main": "index.js",
   "scripts": {