@ex-master/core - npm Package Compare versions

Comparing version 0.1.58 to 0.1.59

bld/exchange/exchange.d.ts

@@ -8,3 +8,3 @@ /// <reference types="node" />
 import { AccountBalance } from './factors';
-import { OrderDescriptor, OrderPaidFee, OrderType } from './order';
+import { Order, OrderDescriptor, OrderPaidFee, OrderType } from './order';
 export declare type PrecisionAlignment = 'up' | 'down';
@@ -31,4 +31,4 @@ export interface Market {
     canceling: number | false;
-    becomeInactive: Promise<void>;
-    becomeInactiveResolver(): void;
+    becomeInactive: Promise<Order>;
+    becomeInactiveResolver(order: Order): void;
 }
@@ -35,0 +35,0 @@ export interface ExchangeOptions {

bld/exchange/exchange.js

@@ -29,3 +29,4 @@ "use strict";
         await this.cancelActiveOrders();
-        this.client.orderUpdate$.subscribe(({ id, active, filledSize, filledValue, paidFee }) => {
+        this.client.orderUpdate$.subscribe(order => {
+            let { id, active, filledSize, filledValue, paidFee } = order;
             let activeOrderMap = this.activeOrderMap;
@@ -48,3 +49,3 @@ let activeOrder = activeOrderMap.get(id);
             else {
-                activeOrder.becomeInactiveResolver();
+                activeOrder.becomeInactiveResolver(order);
                 activeOrderMap.delete(id);
@@ -265,9 +266,9 @@ }
                     if (this.isBalanceSufficient(descriptor)) {
-                        await this.cancelOrder(active);
-                        await this.checkAvailableAndOrder(group, label, descriptor);
+                        let previousOrder = await this.cancelOrder(active);
+                        await this.checkAvailableAndOrder(group, label, descriptor, previousOrder);
                     }
                     else {
-                        await this.cancelOrder(active);
+                        let previousOrder = await this.cancelOrder(active);
                         await this.tickBalance(active);
-                        await this.checkAvailableAndOrder(group, label, descriptor);
+                        await this.checkAvailableAndOrder(group, label, descriptor, previousOrder);
                     }
@@ -287,5 +288,10 @@ }
     }
-    async checkAvailableAndOrder(group, label, descriptor) {
+    async checkAvailableAndOrder(group, label, descriptor, previousOrder) {
         let { market, type, price, size } = descriptor;
         let originalSize = size;
+        if (previousOrder &&
+            type === previousOrder.type &&
+            object_1.isEqual(market, previousOrder.market)) {
+            size = decimal_js_1.Decimal.max(size.sub(previousOrder.filledSize), 0);
+        }
         if (type === 'bid') {
@@ -359,3 +365,3 @@ let value = price.mul(size);
     }
-    async cancelOrder(order, wait = true) {
+    async cancelOrder(order) {
         let { group, id, label, becomeInactive } = order;
@@ -365,12 +371,10 @@ this.dashboard.info(`cancel order [${group}] "${label}"`);
         await this.client.cancelOrder(order);
-        if (wait) {
-            await becomeInactive;
-        }
+        return becomeInactive;
     }
-    async cancelOrders(orders, wait) {
+    async cancelOrders(orders) {
         if (!orders.length) {
-            return;
+            return [];
         }
         if (orders.length === 1) {
-            return this.cancelOrder(orders[0], wait);
+            return [await this.cancelOrder(orders[0])];
         }
@@ -386,3 +390,3 @@ let ordersStr = orders
         await this.client.cancelOrders(orders);
-        await Promise.all(orders.map(order => order.becomeInactive));
+        return Promise.all(orders.map(order => order.becomeInactive));
     }
@@ -389,0 +393,0 @@ async cancelActiveOrders() {

package.json

 {
   "name": "@ex-master/core",
-  "version": "0.1.58",
+  "version": "0.1.59",
   "main": "bld/index.js",
@@ -5,0 +5,0 @@ "types": "bld/index.d.ts",

No alert changes

Improved metrics

Total package byte prevSize

33791

increased by0.96%

Lines of code

834

increased by0.48%

No dependency changes