@icgio/icg-exchanges 1.40.44 → 1.40.45

package/lib/exchanges/coinbase.js

@@ -1153,7 +1153,19 @@ module.exports = class Coinbase extends ExchangeBase {
       return
     }
     if (this.fix_ord && this.fix_ord.is_ready()) {
-      this.fix_ord.send_new_order(pair, method, price, amount, order_options, cb)
+      const normalized = this.normalize_order_options(order_options)
+      const t_order_sent = process.hrtime()
+      if (normalized.on_sent) {
+        normalized.on_sent({ t_order_sent })
+      }
+      this.fix_ord.send_new_order(pair, method, price, amount, normalized.order_options, (res = {}) => {
+        res.meta = {
+          ...(res.meta || {}),
+          t_order_sent,
+          t_ack_recv: process.hrtime(),
+        }
+        cb(res)
+      })
       return
     }
     this.private_limiter.process(this.limit_trade_base.bind(this), pair, method, price, amount, order_options, cb)
@@ -1198,7 +1210,15 @@ module.exports = class Coinbase extends ExchangeBase {
   }
   cancel_order_by_order(order, cb) {
     if (this.fix_ord && this.fix_ord.is_ready()) {
-      this.fix_ord.send_cancel(order.pair, order.order_id, order.type, cb)
+      const t_cancel_sent = process.hrtime()
+      this.fix_ord.send_cancel(order.pair, order.order_id, order.type, (res = {}) => {
+        res.meta = {
+          ...(res.meta || {}),
+          t_cancel_sent,
+          t_cancel_ack: process.hrtime(),
+        }
+        cb(res)
+      })
       return
     }
     this.cancel_order(order.pair, order.order_id, cb)

package/lib/exchanges/exchange-base.js

@@ -154,6 +154,59 @@ class ExchangeBase {
     }
     /** @type {boolean} Whether deposits/withdrawals go directly to the spot account */
     this.deposits_to_spot = true
+    this._wrap_transport_methods()
+  }
+
+  _wrap_transport_methods() {
+    if (typeof this.limit_trade_base === 'function') {
+      const original_limit_trade_base = this.limit_trade_base.bind(this)
+      this.limit_trade_base = (pair, method, price, amount, order_options, cb) => {
+        if (typeof order_options === 'function') {
+          cb = order_options
+          order_options = {}
+        }
+        const normalized = this.normalize_order_options(order_options)
+        if (parseFloat(amount) === 0) {
+          return original_limit_trade_base(pair, method, price, amount, normalized.order_options, cb)
+        }
+        const t_order_sent = process.hrtime()
+        if (normalized.on_sent) {
+          normalized.on_sent({ t_order_sent })
+        }
+        return original_limit_trade_base(pair, method, price, amount, normalized.order_options, (res = {}) => {
+          res.meta = {
+            ...(res.meta || {}),
+            t_order_sent,
+            t_ack_recv: process.hrtime(),
+          }
+          cb(res)
+        })
+      }
+    }
+
+    if (typeof this.cancel_order === 'function' && this.cancel_order !== ExchangeBase.prototype.cancel_order) {
+      const original_cancel_order = this.cancel_order.bind(this)
+      this.cancel_order = (pair, order_id, cb) => {
+        const t_cancel_sent = process.hrtime()
+        return original_cancel_order(pair, order_id, (res = {}) => {
+          res.meta = {
+            ...(res.meta || {}),
+            t_cancel_sent,
+            t_cancel_ack: process.hrtime(),
+          }
+          cb(res)
+        })
+      }
+    }
+
+    if (typeof this.rate_ws === 'function' && this.rate_ws !== ExchangeBase.prototype.rate_ws) {
+      const original_rate_ws = this.rate_ws.bind(this)
+      this.rate_ws = (pair, cb) => {
+        original_rate_ws(pair, (res) => {
+          cb(this.attach_market_ts(pair, res))
+        })
+      }
+    }
   }
 
   get api_secret_key() {
@@ -165,6 +218,45 @@ class ExchangeBase {
     return key
   }
 
+  normalize_order_options(order_options) {
+    if (!order_options || typeof order_options !== 'object') {
+      return { order_options: {}, on_sent: null }
+    }
+    const normalized = { ...order_options }
+    const on_sent = typeof normalized.on_sent === 'function' ? normalized.on_sent : null
+    delete normalized.on_sent
+    return { order_options: normalized, on_sent }
+  }
+
+  snapshot_market_ts(pair) {
+    const ticker_ts = _.get(this, ['ws', 'market', 'tickers', pair, '_ts'])
+    if (ticker_ts && typeof ticker_ts === 'object') {
+      return { ...ticker_ts }
+    }
+    const ts = _.get(this, ['ws', 'market', 'ts_dict', pair])
+    if (ts && typeof ts === 'object') {
+      return { ...ts }
+    }
+    return undefined
+  }
+
+  attach_market_ts(pair, res) {
+    if (!res || !res.success || !res.body || typeof res.body !== 'object') {
+      return res
+    }
+    const market_ts = this.snapshot_market_ts(pair)
+    if (!market_ts) {
+      return res
+    }
+    return {
+      ...res,
+      body: {
+        ...res.body,
+        _ts: res.body._ts && typeof res.body._ts === 'object' ? { ...res.body._ts } : market_ts,
+      },
+    }
+  }
+
   /**
    * Normalize a timestamp-like exchange value into a valid Date instance.
    * @param {Date|string|number|null|undefined} value
@@ -520,12 +612,12 @@ class ExchangeBase {
   bbo_ws(pair, cb) {
     const t = this.ws.market.tickers[pair]
     if (t && t.bid > 0 && t.ask > 0) {
-      cb({ success: true, body: { asks: [[t.ask, t.ask_size]], bids: [[t.bid, t.bid_size]] } })
+      cb({ success: true, body: { asks: [[t.ask, t.ask_size]], bids: [[t.bid, t.bid_size]], _ts: t._ts || this.snapshot_market_ts(pair) } })
     } else {
       // Fallback: derive from full orderbook
       this.rate_ws(pair, (res) => {
         if (res.success && res.body.bids.length > 0 && res.body.asks.length > 0) {
-          cb({ success: true, body: { asks: [res.body.asks[0]], bids: [res.body.bids[0]] } })
+          cb({ success: true, body: { asks: [res.body.asks[0]], bids: [res.body.bids[0]], _ts: res.body._ts || this.snapshot_market_ts(pair) } })
         } else {
           cb(res)
         }

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "@icgio/icg-exchanges",
-  "version": "1.40.44",
+  "version": "1.40.45",
   "description": "icgio exchanges package",
   "main": "./exchanges.js",
   "scripts": {