@ex-master/core - npm Package Compare versions

Comparing version 0.1.67 to 0.1.68

bld/exchange/exchange.d.ts

@@ -61,2 +61,3 @@ /// <reference types="node" />
     private balanceMap;
+    private pendingOrderTaskMap;
     readonly balance$: Observable<Map<string, AccountBalance>>;
@@ -63,0 +64,0 @@ readonly operationalBalance$: Observable<Map<string, Decimal>>;

bld/exchange/exchange.js

@@ -12,2 +12,3 @@ "use strict";
 const debug = Debug('ex-master:core:exchange');
+const PENDING_ORDER_TTL = 500;
 class Exchange extends events_1.EventEmitter {
@@ -18,2 +19,3 @@ constructor(client, dashboard, { pendingUpdatesPriorityScale = 2 } = {}) {
         this.dashboard = dashboard;
+        this.pendingOrderTaskMap = new Map();
         this.balance$ = this.client.balance$.pipe(operators_1.debounce(() => rxjs_1.EMPTY), operators_1.distinctUntilChanged(object_1.isEqual), operators_1.shareReplay(1));
@@ -39,2 +41,8 @@ this.operationalBalance$ = this.balance$.pipe(operators_1.map((balanceMap) => new Map(Array.from(balanceMap.entries()).map(([key, { available, frozen }]) => [
             if (!activeOrder) {
+                let { type, market, size, price } = order;
+                let pendingOrderTask = this.pendingOrderTaskMap.get(generatePendingOrderTaskKey(type, market, size, price));
+                if (pendingOrderTask && Date.now() < pendingOrderTask.expiredAt) {
+                    pendingOrderTask.done(order);
+                    return;
+                }
                 this.dashboard.info(`order ${id} has not been tracked by this exchange.`);
@@ -117,3 +125,19 @@ return;
         this.dashboard.info(`create order [${group}] "${label}" ${price} * ${size}`);
-        let order = await this.client.order(market, type, price, size, options);
+        let pendingOrderKey = generatePendingOrderTaskKey(type, market, size, price);
+        let order;
+        let pendingOrderTaskPromise = new Promise(resolve => {
+            this.pendingOrderTaskMap.set(pendingOrderKey, {
+                expiredAt: Date.now() + PENDING_ORDER_TTL,
+                done: resolve,
+            });
+        });
+        try {
+            order = await Promise.race([
+                this.client.order(market, type, price, size, options),
+                pendingOrderTaskPromise,
+            ]);
+        }
+        finally {
+            this.pendingOrderTaskMap.delete(pendingOrderKey);
+        }
         if (!order) {
@@ -417,2 +441,5 @@ this.dashboard.info(`failed creating ${type} order [${group}] "${label}" ${price} * ${size}`);
 }
+function generatePendingOrderTaskKey(type, market, size, price) {
+    return `${type}_${market.stock}:${size}_${market.money}:${price}`;
+}
 //# sourceMappingURL=exchange.js.map

package.json

 {
   "name": "@ex-master/core",
-  "version": "0.1.67",
+  "version": "0.1.68",
   "main": "bld/index.js",
@@ -5,0 +5,0 @@ "types": "bld/index.d.ts",

No alert changes

Improved metrics

Total package byte prevSize

36237

increased by3.31%

Lines of code

890

increased by3.25%

No dependency changes