@icgio/icg-exchanges-wrapper 1.9.114 → 1.9.115

package/middleware/orders.js

@@ -35,6 +35,7 @@ const MINIMUM_LIMITS = {
   private_interval_concurrent: 3000,
 }
 
+const PROCESS_INTERVAL = 1000
 const RATES_LENGTH_MAX = 100
 const RATES_LENGTH_DEFAULT = 50
 const MARKET_HISTORY_DEFAULT_TIME = 10 * 60 * 1000
@@ -98,6 +99,7 @@ module.exports = class Orders {
           positions: 10 * 1000,
           open_orders: 10 * 1000,
           trades: 10 * 1000,
+          query_order: 10 * 1000,
           rates: 1 * 1000,
           market_history: 2 * 1000,
         }
@@ -106,6 +108,7 @@ module.exports = class Orders {
         this.interval_dict[exchange].positions = this.interval_dict[exchange].positions || 10 * 1000
         this.interval_dict[exchange].open_orders = this.interval_dict[exchange].open_orders || 10 * 1000
         this.interval_dict[exchange].trades = this.interval_dict[exchange].trades || 10 * 1000
+        this.interval_dict[exchange].query_order = this.interval_dict[exchange].query_order || 10 * 1000
         this.interval_dict[exchange].rates = this.interval_dict[exchange].rates || 1 * 1000
         this.interval_dict[exchange].market_history = this.interval_dict[exchange].market_history || 2 * 1000
       }
@@ -113,11 +116,18 @@ module.exports = class Orders {
     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 = {}),
-      (this.rates_combined_major = {}),
-      (this.rates_combined_good_with_buy_sell_limits_against_reserve_balance = {})
+    this.balances = {}
+    this.positions = {}
+    this.open_orders = {}
+    this.trades = {}
+    this.query_order = {}
+    this.rates = {}
+    this.market_history = {}
+    this.cmc_rates = {}
+    this.rates_combined_all = {}
+    this.rates_combined_all_with_buy_sell_limits_against_reserve_balance = {}
+    this.rates_combined_major = {}
+    this.rates_combined_good_with_buy_sell_limits_against_reserve_balance = {}
     this.buy_sell_limits_against_reserve_balance = {}
     this.order_info = {}
     this.order_info_status = {}
@@ -128,6 +138,7 @@ module.exports = class Orders {
       positions_check: false,
       open_orders_check: true,
       trades_check: true,
+      query_order_check: true,
       rates_check: true,
       market_history_check: true,
       cmc_rates_check: true,
@@ -151,6 +162,9 @@ module.exports = class Orders {
       this.trades_amount_past_hour = {}
       this.check_trades()
     }
+    if (this.enabled.query_order_check) {
+      this.check_query_order()
+    }
     if (this.enabled.rates_check) {
       this.check_rates()
     }
@@ -162,8 +176,14 @@ module.exports = class Orders {
     }
     if (this.enabled.balances_check && this.enabled.open_orders_check && this.enabled.trades_check) {
       setInterval(() => {
-        this.process_bot(this.balances, this.open_orders, this.trades)
-      }, 1000)
+        // this.process_trades(this.trades)
+        this.process_open_orders(this.open_orders)
+      }, PROCESS_INTERVAL)
+    }
+    if (this.enabled.query_order_check) {
+      setInterval(() => {
+        this.process_query_order(this.query_order)
+      }, PROCESS_INTERVAL)
     }
     this.ws_market_first_time = {}
   }
@@ -369,7 +389,7 @@ module.exports = class Orders {
   get_order_info_status_by_order_type(exchange, pair, type, status, order_type) {
     return this.get_order_info_status_all(exchange, pair, type, status).filter((o) => o.order_type === order_type)
   }
-  process_bot(balances, open_orders, trades) {
+  process_trades(trades) {
     for (let exchange in trades) {
       for (let pair in trades[exchange]) {
         trades[exchange][pair].trades.map((trade) => {
@@ -463,6 +483,29 @@ module.exports = class Orders {
         })
       }
     }
+  }
+  process_query_order(query_order) {
+    let trades = {}
+    for (let exchange in query_order) {
+      for (let pair in query_order[exchange]) {
+        let temp = query_order[exchange][pair].query_order
+          .filter((o) => _.includes(['F-FILLED', 'P-FILLED'], o.status))
+          .map((o) => {
+            return {
+              order_id: o.order_id,
+              pair: o.pair,
+              type: o.type,
+              price: o.price,
+              amount: o.f_amount,
+              total: o.price * o.f_amount,
+            }
+          })
+        _.set(trades, [exchange, pair, 'trades'], temp)
+      }
+    }
+    this.process_trades(trades)
+  }
+  process_open_orders(open_orders) {
     for (let exchange of this.no_trades_function_exchanges) {
       for (let pair in _.get(this.order_info, [exchange], {})) {
         for (let type in _.get(this.order_info, [exchange, pair], {})) {
@@ -851,6 +894,7 @@ module.exports = class Orders {
     get_open_orders_all(this.Exchanges, this.exchange_pairs, this.interval_dict)
   }
   check_trades() {
+    const ONE_HOUR_IN_MS = 60 * 60 * 1000
     let trades_handler = (exchange, pair, res) => {
       if (res.success) {
         _.set(this.trades, [exchange, pair], { trades: res.body, update_time: new Date() })
@@ -858,7 +902,7 @@ module.exports = class Orders {
           this.trades_amount_past_hour,
           [exchange, pair],
           _.sumBy(
-            res.body.filter((t) => t.close_time > new Date().getTime() - 60 * 60 * 1000 || t.open_time > new Date().getTime() - 60 * 60 * 1000),
+            res.body.filter((t) => t.close_time > new Date().getTime() - ONE_HOUR_IN_MS || t.open_time > new Date().getTime() - ONE_HOUR_IN_MS),
             (t) => t.amount
           ) || 0
         )
@@ -878,7 +922,7 @@ module.exports = class Orders {
             this.trades_amount_past_hour,
             [exchange, pair],
             _.sumBy(
-              trades.filter((t) => t.close_time > new Date().getTime() - 60 * 60 * 1000 || t.open_time > new Date().getTime() - 60 * 60 * 1000),
+              trades.filter((t) => t.close_time > new Date().getTime() - ONE_HOUR_IN_MS || t.open_time > new Date().getTime() - ONE_HOUR_IN_MS),
               (t) => t.amount
             ) || 0
           )
@@ -984,6 +1028,62 @@ module.exports = class Orders {
     }
     get_trades_all(this.Exchanges, this.exchange_pairs, this.interval_dict)
   }
+  check_query_order() {
+    // const QUERY_ORDER_TIME_IN_MS = 30 * 60 * 1000
+    const QUERY_ORDER_TIME_IN_MS = 0
+    let 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']) < new Date().getTime() - this.interval_dict[exchange].query_order) {
+        this.info_log('%s %s query_order expired: %j', exchange, pair, res)
+        this.query_order[exchange] = _.omit(this.query_order[exchange], [pair])
+      } else if (res.error !== 'opening') {
+        this.error_log('%s %s query_order: %j', exchange, pair, res)
+      }
+    }
+    let get_query_order_all = (Exchanges, exchange_pairs, interval_dict) => {
+      let query_order = (exchange, pair) => {
+        let order_info = _.get(this.order_info, [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 = []
+        for (let type in order_info) {
+          for (let order_id in order_info[type]) {
+            let { open_time } = order_info[type][order_id]
+            // console.log(order_id, open_time, open_time < new Date() - 30 * 60 * 1000)
+            if (open_time < new Date() - QUERY_ORDER_TIME_IN_MS) {
+              Exchanges[exchange].query_order(pair, order_id, (res) => {
+                count++
+                if (res.success) {
+                  result.push(res.body)
+                }
+                if (count === order_number) {
+                  query_order_handler(exchange, pair, { success: true, body: result })
+                  clearTimeout(timeout)
+                  setTimeout(() => {
+                    query_order(exchange, pair)
+                  }, interval_dict[exchange].query_order)
+                }
+              })
+            } else {
+              count++
+            }
+          }
+        }
+      }
+      for (let exchange in Exchanges) {
+        if (Exchanges[exchange].query_order) {
+          for (let pair of exchange_pairs[exchange]) {
+            query_order(exchange, pair)
+          }
+        }
+      }
+    }
+    get_query_order_all(this.Exchanges, this.exchange_pairs, this.interval_dict)
+  }
   check_rates() {
     let process_rates = () => {
       for (let pair in this.pair_exchanges) {

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "@icgio/icg-exchanges-wrapper",
-  "version": "1.9.114",
+  "version": "1.9.115",
   "description": "",
   "main": "index.js",
   "scripts": {
@@ -17,8 +17,8 @@
   },
   "homepage": "https://github.com/icgio/icg-exchanges-wrapper#readme",
   "dependencies": {
-    "@icgio/icg-exchanges": "^1.27.91",
-    "@icgio/icg-exchanges-data": "^1.6.45",
+    "@icgio/icg-exchanges": "^1.27.92",
+    "@icgio/icg-exchanges-data": "^1.6.46",
     "@icgio/icg-utils": "^1.7.21",
     "influx": "^5.7.0",
     "lodash": "^4.17.20",