@ex-master/core - npm Package Compare versions

Comparing version 0.1.42 to 0.1.43

bld/exchange/exchange.d.ts

@@ -27,2 +27,3 @@ import { Decimal } from 'decimal.js';
     pendingUpdates: number;
+    canceling: number | false;
     becomeInactive: Promise<void>;
@@ -29,0 +30,0 @@ becomeInactiveResolver(): void;

bld/exchange/exchange.js

@@ -10,2 +10,3 @@ "use strict";
 const debug = Debug('ex-master:core:exchange');
+const ORDER_CANCELING_TIMEOUT = 1000;
 class Exchange {
@@ -62,2 +63,3 @@ constructor(client, dashboard, { pendingUpdatesPriorityScale = 2 } = {}) {
             let activeOrders = Array.from(activeOrderMap.values());
+            let now = Date.now();
             let orders = activeOrders.length
@@ -90,2 +92,6 @@ ? await this.client.getOrders(activeOrders)
             }
+            let ordersToReCancel = Array.from(activeOrderMap.values()).filter(order => order.canceling && order.canceling + ORDER_CANCELING_TIMEOUT < now);
+            if (ordersToReCancel.length) {
+                await this.cancelOrders(ordersToReCancel);
+            }
         });
@@ -346,2 +352,3 @@ }
             pendingUpdates: 0,
+            canceling: false,
             becomeInactive,
@@ -355,4 +362,5 @@ becomeInactiveResolver,
     async cancelOrder(order) {
-        let { group, label, becomeInactive } = order;
+        let { group, id, label, becomeInactive } = order;
         this.dashboard.info(`cancel order [${group}] "${label}"`);
+        this.activeOrderMap.set(id, { ...order, canceling: Date.now() });
         await this.client.cancelOrder(order);
@@ -372,2 +380,6 @@ await becomeInactive;
         this.dashboard.info(`cancel orders ${ordersStr}`);
+        let now = Date.now();
+        for (let order of orders) {
+            this.activeOrderMap.set(order.id, { ...order, canceling: now });
+        }
         await this.client.cancelOrders(orders);
@@ -374,0 +386,0 @@ await Promise.all(orders.map(order => order.becomeInactive));

package.json

 {
   "name": "@ex-master/core",
-  "version": "0.1.42",
+  "version": "0.1.43",
   "main": "bld/index.js",
@@ -5,0 +5,0 @@ "types": "bld/index.d.ts",

No alert changes

Improved metrics

Total package byte prevSize

57114

increased by1.13%

Lines of code

1608

increased by0.82%

No dependency changes