@icgio/icg-exchanges-wrapper 1.9.138 → 1.9.140

package/middleware/orders.js

@@ -41,6 +41,7 @@ const RATES_LENGTH_DEFAULT = 50
 const MARKET_HISTORY_DEFAULT_TIME = 10 * 60 * 1000
 const TRADES_DEFAULT_TIME = 12 * 60 * 60 * 1000
 const NO_CALLBACK_TIMEOUT = 2 * 60 * 1000
+const COMBINE_ORDERBOOKS_LEVEL = 100
 
 module.exports = class Orders {
   constructor(exchange_basecur_curs_dict, cd, settings) {
@@ -1141,8 +1142,8 @@ module.exports = class Orders {
 
             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'])
+              _.get(this.buy_sell_limits_against_reserve_balance, [exchange, pair, 'buy']) >= 0 &&
+              _.get(this.buy_sell_limits_against_reserve_balance, [exchange, pair, 'sell']) >= 0
             ) {
               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),
@@ -1158,8 +1159,6 @@ module.exports = class Orders {
               }
             } else {
               orderbook_all_with_buy_sell_limits_against_reserve_balance = _.omit(orderbook_all_with_buy_sell_limits_against_reserve_balance, [exchange])
-              orderbook_major = _.omit(orderbook_major, [exchange])
-              orderbook_major_temp = _.omit(orderbook_major_temp, [exchange])
               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])
             }
@@ -1168,37 +1167,33 @@ module.exports = class Orders {
             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])
-          }
+
+        let o_1 = utils.combine_orderbooks(orderbook_all, COMBINE_ORDERBOOKS_LEVEL)
+        if (o_1.asks.length > 0 && o_1.bids.length > 0) {
+          _.set(this.rates_combined_all, [pair], o_1)
+        } 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])
-          }
+
+        let o_2 = utils.combine_orderbooks(orderbook_all_with_buy_sell_limits_against_reserve_balance, COMBINE_ORDERBOOKS_LEVEL)
+        if (o_2.asks.length > 0 && o_2.bids.length > 0) {
+          _.set(this.rates_combined_all_with_buy_sell_limits_against_reserve_balance, [pair], o_2)
+        } 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])
-          }
+
+        let o_3 = utils.combine_orderbooks(orderbook_major, COMBINE_ORDERBOOKS_LEVEL)
+        if (o_3.asks.length > 0 && o_3.bids.length > 0) {
+          _.set(this.rates_combined_major, [pair], o_3)
+        } 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])
-          }
+
+        let o_4 = utils.combine_orderbooks(orderbook_good_with_buy_sell_limits_against_reserve_balance, COMBINE_ORDERBOOKS_LEVEL)
+        if (o_4.asks.length > 0 && o_4.bids.length > 0) {
+          _.set(this.rates_combined_good_with_buy_sell_limits_against_reserve_balance, [pair], o_4)
+        } 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])
         }
       }
     }

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "@icgio/icg-exchanges-wrapper",
-  "version": "1.9.138",
+  "version": "1.9.140",
   "description": "",
   "main": "index.js",
   "scripts": {
@@ -19,7 +19,7 @@
   "dependencies": {
     "@icgio/icg-exchanges": "^1.27.97",
     "@icgio/icg-exchanges-data": "^1.6.52",
-    "@icgio/icg-utils": "^1.7.22",
+    "@icgio/icg-utils": "^1.7.23",
     "influx": "^5.7.0",
     "lodash": "^4.17.20",
     "uuid": "^8.3.2",