@icgio/icg-exchanges-wrapper 1.9.15 → 1.9.17

package/middleware/orders.js

@@ -50,6 +50,7 @@ module.exports = class Orders {
     this.delete_finished_orders_timeout = settings.delete_finished_orders_timeout || 30 * 1000 // CANCELED or F-FILLED
     this.interval_dict = settings.interval_dict || {}
     this.major_exchanges = settings.major_exchanges || []
+    this.no_cancel_previous_exchanges = settings.no_cancel_previous_exchanges || []
     this.no_cancel_range_exchanges = settings.no_cancel_range_exchanges || []
     this.no_trades_function_exchanges = settings.no_trades_function_exchanges || []
     this.no_trades_function_f_filled_timeout = settings.no_trades_function_f_filled_timeout || 30 * 1000
@@ -400,7 +401,7 @@ module.exports = class Orders {
         for (let type in _.get(this.order_info, [exchange, pair], {})) {
           for (let order_id in _.get(this.order_info, [exchange, pair, type], {})) {
             let order_info_order = this.order_info[exchange][pair][type][order_id]
-            if ((order_info_order.status === 'N-FILLED' || order_info_order.status === 'P-FILLED') && order_info_order.open_time < new Date() - this.no_trades_function_f_filled_timeout) {
+            if ((order_info_order.status === 'N-FILLED' || order_info_order.status === 'P-FILLED') && order_info_order.open_time < new Date().getTime() - this.no_trades_function_f_filled_timeout) {
               let exist = false
               open_orders[exchange][pair].open_orders.map(o => {
                 if (o.order_id === order_info_order.order_id) {
@@ -516,7 +517,7 @@ module.exports = class Orders {
           this.account_init = true
           this.init_account(this.balances)
         }
-      } else if (_.get(this.balances, [exchange, 'update_time']) < new Date() - this.interval_dict[exchange].balances) {
+      } else if (_.get(this.balances, [exchange, 'update_time']) < new Date().getTime() - this.interval_dict[exchange].balances) {
         this.info_log('%s balances expired: %j', exchange, res)
         this.balances = _.omit(this.balances, [exchange])
         this.buy_sell_limits = _.omit(this.buy_sell_limits, [exchange])
@@ -554,7 +555,7 @@ module.exports = class Orders {
             })
           })
         }
-      } else if (_.get(this.positions, [exchange, 'update_time']) < new Date() - this.interval_dict[exchange].positions) {
+      } else if (_.get(this.positions, [exchange, 'update_time']) < new Date().getTime() - this.interval_dict[exchange].positions) {
         this.info_log('%s positions expired: %j', exchange, res)
         this.positions = _.omit(this.positions, [exchange])
         this.buy_sell_limits = _.omit(this.buy_sell_limits, [exchange])
@@ -594,7 +595,7 @@ module.exports = class Orders {
   check_open_orders () {
     const open_orders_timeframe = 12 * 60 * 60 * 1000
     let previous_orders_processer = (exchange, pair, orders) => {
-      if (this.cancel_previous_orders && !this.previous_orders_canceled) {
+      if (this.cancel_previous_orders && !this.previous_orders_canceled && this.no_cancel_previous_exchanges.indexOf(exchange) === -1) {
         orders.map(order => {
           this.info_log('cancel original order: %s %s %j', exchange, pair, order)
           this.Exchanges[exchange].cancel_order_by_order(order, (res) => {})
@@ -637,7 +638,7 @@ module.exports = class Orders {
       if (res.success) {
         _.set(this.open_orders, [exchange, pair], { open_orders: res.body, update_time: new Date() })
         previous_orders_processer(exchange, pair, res.body)
-      } else if (_.get(this.open_orders, [exchange, pair, 'update_time']) < new Date() - this.interval_dict[exchange].open_orders) {
+      } else if (_.get(this.open_orders, [exchange, pair, 'update_time']) < new Date().getTime() - this.interval_dict[exchange].open_orders) {
         this.info_log('%s %s open orders expired: %j', exchange, pair, res)
         this.open_orders[exchange] = _.omit(this.open_orders[exchange], [pair])
       } else if (res.error !== 'opening') {
@@ -654,7 +655,7 @@ module.exports = class Orders {
       } else {
         let error_logged = false
         for (let pair of this.exchange_pairs[exchange]) {
-          if (_.get(this.open_orders, [exchange, pair, 'update_time']) < new Date() - this.interval_dict[exchange].open_orders) {
+          if (_.get(this.open_orders, [exchange, pair, 'update_time']) < new Date().getTime() - this.interval_dict[exchange].open_orders) {
             if (!error_logged) {
               this.info_log('%s all open orders expired: %j', exchange, res)
               error_logged = true
@@ -729,8 +730,8 @@ module.exports = class Orders {
     let trades_handler = (exchange, pair, res) => {
       if (res.success) {
         _.set(this.trades, [exchange, pair], { trades: res.body, update_time: new Date() })
-        _.set(this.trades_amount_past_hour, [exchange, pair], _.sumBy(res.body.filter(t => t.close_time > new Date() - 60 * 60 * 1000 || t.open_time > new Date() - 60 * 60 * 1000), t => t.amount) || 0)
-      } else if (_.get(this.trades, [exchange, pair, 'update_time']) < new Date() - this.interval_dict[exchange].trades) {
+        _.set(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), t => t.amount) || 0)
+      } else if (_.get(this.trades, [exchange, pair, 'update_time']) < new Date().getTime() - this.interval_dict[exchange].trades) {
         this.info_log('%s %s trades expired: %j', exchange, pair, res)
         this.trades[exchange] = _.omit(this.trades[exchange], [pair])
       } else if (res.error !== 'opening') {
@@ -742,12 +743,12 @@ module.exports = class Orders {
         for (let pair of this.exchange_pairs[exchange]) {
           let trades = res.body.filter(o => o.pair === pair)
           _.set(this.trades, [exchange, pair], { trades: trades, update_time: new Date() })
-          _.set(this.trades_amount_past_hour, [exchange, pair], _.sumBy(trades.filter(t => t.close_time > new Date() - 60 * 60 * 1000 || t.open_time > new Date() - 60 * 60 * 1000), t => t.amount) || 0)
+          _.set(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), t => t.amount) || 0)
         }
       } else if (res.error !== 'opening') {
         let error_logged = false
         for (let pair of this.exchange_pairs[exchange]) {
-          if (_.get(this.trades, [exchange, pair, 'update_time']) < new Date() - this.interval_dict[exchange].trades) {
+          if (_.get(this.trades, [exchange, pair, 'update_time']) < new Date().getTime() - this.interval_dict[exchange].trades) {
             if (!error_logged) {
               this.info_log('%s all trades expired: %j', exchange, res)
               error_logged = true
@@ -929,7 +930,7 @@ module.exports = class Orders {
             }
           }
         }
-      } else if (_.get(this.rates, [exchange, pair, 'update_time']) < new Date() - this.interval_dict[exchange].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])
       }
@@ -962,7 +963,7 @@ module.exports = class Orders {
     let market_history_handler = (exchange, pair, res) => {
       if (res.success) {
         _.set(this.market_history, [exchange, pair], Object.assign(res.body, { update_time: new Date() }))
-      } else if (_.get(this.market_history, [exchange, pair, 'update_time']) < new Date() - this.interval_dict[exchange].market_history) {
+      } else if (_.get(this.market_history, [exchange, pair, 'update_time']) < new Date().getTime() - this.interval_dict[exchange].market_history) {
         this.info_log('%s %s market_history expired: %j', exchange, pair, res)
         this.market_history[exchange] = _.omit(this.market_history[exchange], [pair])
       }

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "@icgio/icg-exchanges-wrapper",
-  "version": "1.9.15",
+  "version": "1.9.17",
   "description": "",
   "main": "index.js",
   "scripts": {
@@ -17,7 +17,7 @@
   },
   "homepage": "https://github.com/icgio/icg-exchanges-wrapper#readme",
   "dependencies": {
-    "@icgio/icg-exchanges": "^1.27.7",
+    "@icgio/icg-exchanges": "^1.27.8",
     "@icgio/icg-exchanges-data": "^1.6.8",
     "@icgio/icg-utils": "^1.7.3",
     "influx": "^5.7.0",