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@ex-master/core

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@ex-master/core - npm Package Compare versions

Comparing version 0.2.26 to 0.2.27

3

bld/library/client/client.d.ts

@@ -26,4 +26,6 @@ /// <reference types="node" />

export declare abstract class Client extends EventEmitter {
private _destroyed;
abstract balance$: Observable<Map<string, AccountBalance>>;
abstract orderUpdate$: Observable<Order>;
get destroyed(): boolean;
/** Provide depth information, with replay set to CLIENT_DEPTH_REPLAY. */

@@ -49,2 +51,3 @@ /** Provide trade information, with replay set to CLIENT_TRADE_REPLAY. */

cancelOrders(orders: OrderQuery[]): Promise<void>;
destroy(): void;
}

@@ -17,3 +17,7 @@ "use strict";

super();
this._destroyed = false;
}
get destroyed() {
return this._destroyed;
}
testFatalError(_error) { }

@@ -49,4 +53,7 @@ /**

}
destroy() {
this._destroyed = true;
}
}
exports.Client = Client;
//# sourceMappingURL=client.js.map

2

bld/library/client/modules/balance-accumulator.d.ts

@@ -14,3 +14,3 @@ import { Subject } from 'rxjs';

constructor(options: BalanceAccumulatorOptions);
readonly activeOrders: Order[];
get activeOrders(): Order[];
getActiveOrder(id: string): Order | undefined;

@@ -17,0 +17,0 @@ onOrderCreate(order: Order): void;

export * from './balance-accumulator';
export * from './websocket-connection';

@@ -5,3 +5,2 @@ "use strict";

tslib_1.__exportStar(require("./balance-accumulator"), exports);
tslib_1.__exportStar(require("./websocket-connection"), exports);
//# sourceMappingURL=index.js.map

@@ -68,4 +68,5 @@ /// <reference types="node" />

private pendingUpdatesPriorityScale;
private subscription;
constructor(client: Client, dashboard: Dashboard, { pendingUpdatesPriorityScale }?: ExchangeOptions);
readonly markets: Market[];
get markets(): Market[];
getMarketData({ stock, money }: Market): MarketData | undefined;

@@ -76,2 +77,3 @@ initialize(): Promise<void>;

getActiveOrders(group?: string): ActiveOrder[];
destroy(): void;
updateOrders(group: string, descriptors: OrderDescriptor[]): Promise<void>;

@@ -78,0 +80,0 @@ getMinOrderSize({ stock, money }: Market): Decimal;

@@ -28,2 +28,3 @@ "use strict";

this.groupToLockObjectMap = new Map();
this.subscription = new rxjs_1.Subscription();
this.pendingUpdatesPriorityScale = pendingUpdatesPriorityScale;

@@ -45,3 +46,3 @@ }

yield this.cancelActiveOrders();
this.client.orderUpdate$.subscribe(order => {
this.subscription.add(this.client.orderUpdate$.subscribe(order => {
let { id, active, filledSize, filledValue, paidFee } = order;

@@ -61,3 +62,3 @@ let activeOrderMap = this.activeOrderMap;

if (active) {
let newActiveOrder = Object.assign({}, activeOrder, { filledSize,
let newActiveOrder = Object.assign(Object.assign({}, activeOrder), { filledSize,
filledValue,

@@ -75,6 +76,6 @@ paidFee });

}
});
this.client.balance$.subscribe(map => {
}));
this.subscription.add(this.client.balance$.subscribe(map => {
this.balanceMap = map;
});
}));
yield this.client.initialize(this);

@@ -109,2 +110,11 @@ clearTimeout(timeoutTimer);

}
destroy() {
this.subscription.unsubscribe();
this.pendingOrderTaskMap.clear();
this.activeOrderMap.clear();
this.balanceMap.clear();
this.groupToLockObjectMap.clear();
this._markets = [];
this.client.destroy();
}
updateOrders(group, descriptors) {

@@ -188,3 +198,3 @@ return tslib_1.__awaiter(this, void 0, void 0, function* () {

if (activeOrderMap.has(id)) {
activeOrderMap.set(id, Object.assign({}, order, { canceling: Date.now() }));
activeOrderMap.set(id, Object.assign(Object.assign({}, order), { canceling: Date.now() }));
yield this.client.cancelOrder(order);

@@ -215,3 +225,3 @@ }

}
activeOrderMap.set(order.id, Object.assign({}, order, { canceling: now }));
activeOrderMap.set(order.id, Object.assign(Object.assign({}, order), { canceling: now }));
pendingCancelOrders.push(order);

@@ -309,3 +319,3 @@ }

active,
descriptor: Object.assign({}, descriptor, { priority, label }),
descriptor: Object.assign(Object.assign({}, descriptor), { priority, label }),
};

@@ -410,3 +420,3 @@ })

}
return !!(yield this.order(group, label, Object.assign({}, descriptor, { size }), { limitMaker: descriptor.limitMaker, cid: descriptor.cid }));
return !!(yield this.order(group, label, Object.assign(Object.assign({}, descriptor), { size }), { limitMaker: descriptor.limitMaker, cid: descriptor.cid }));
});

@@ -413,0 +423,0 @@ }

export * from './object';
export * from './async';
export * from './controller';
export * from './number';

@@ -6,4 +6,3 @@ "use strict";

tslib_1.__exportStar(require("./async"), exports);
tslib_1.__exportStar(require("./controller"), exports);
tslib_1.__exportStar(require("./number"), exports);
//# sourceMappingURL=index.js.map
{
"name": "@ex-master/core",
"version": "0.2.26",
"version": "0.2.27",
"main": "bld/library/index.js",

@@ -15,2 +15,3 @@ "types": "bld/library/index.d.ts",

"peerDependencies": {
"@ex-master/utilities": "^0.1.0",
"rxjs": "^6.0.0"

@@ -20,3 +21,3 @@ },

"debug": "^3.1.0",
"decimal.js": "^10.0.0",
"decimal.js": "^10.1.1",
"extendable-error": "^0.1.5",

@@ -31,3 +32,3 @@ "http-proxy-agent": "^2.1.0",

},
"gitHead": "80af01bee4a450c817cb2d51ee008136e795d1c9"
"gitHead": "9a6b529276a4f25beedc8f77b34ebfa57ed0a6ee"
}

@@ -42,5 +42,11 @@ import {EventEmitter} from 'events';

export abstract class Client extends EventEmitter {
private _destroyed = false;
abstract balance$: Observable<Map<string, AccountBalance>>;
abstract orderUpdate$: Observable<Order>;
get destroyed(): boolean {
return this._destroyed;
}
/** Provide depth information, with replay set to CLIENT_DEPTH_REPLAY. */

@@ -119,2 +125,6 @@ // abstract readonly depth$: Observable<DepthData>;

}
destroy(): void {
this._destroyed = true;
}
}
export * from './balance-accumulator';
export * from './websocket-connection';

@@ -10,2 +10,3 @@ import {EventEmitter} from 'events';

Observable,
Subscription,
} from 'rxjs';

@@ -129,2 +130,4 @@ import {debounce, distinctUntilChanged, map, shareReplay} from 'rxjs/operators';

private subscription = new Subscription();
constructor(

@@ -156,47 +159,51 @@ readonly client: Client,

this.client.orderUpdate$.subscribe(order => {
let {id, active, filledSize, filledValue, paidFee} = order;
this.subscription.add(
this.client.orderUpdate$.subscribe(order => {
let {id, active, filledSize, filledValue, paidFee} = order;
let activeOrderMap = this.activeOrderMap;
let activeOrder = activeOrderMap.get(id);
let activeOrderMap = this.activeOrderMap;
let activeOrder = activeOrderMap.get(id);
if (!activeOrder) {
let {type, market, size, price} = order;
let pendingOrderTask = this.pendingOrderTaskMap.get(
generatePendingOrderTaskKey(type, market, size, price),
);
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);
if (pendingOrderTask && Date.now() < pendingOrderTask.expiredAt) {
pendingOrderTask.done(order);
return;
}
this.dashboard.info(
`order ${id} has not been tracked by this exchange.`,
);
return;
}
this.dashboard.info(
`order ${id} has not been tracked by this exchange.`,
);
return;
}
if (active) {
let newActiveOrder = {
...activeOrder,
filledSize,
filledValue,
paidFee,
};
if (active) {
let newActiveOrder = {
...activeOrder,
filledSize,
filledValue,
paidFee,
};
if (!isEqual(activeOrder, newActiveOrder)) {
this.dashboard.info(`order ${id} updated`);
activeOrderMap.set(id, newActiveOrder);
if (!isEqual(activeOrder, newActiveOrder)) {
this.dashboard.info(`order ${id} updated`);
activeOrderMap.set(id, newActiveOrder);
}
} else {
activeOrderMap.delete(id);
this.dashboard.info(`order ${id} became inactive`);
activeOrder.becomeInactiveResolver(order);
}
} else {
activeOrderMap.delete(id);
this.dashboard.info(`order ${id} became inactive`);
activeOrder.becomeInactiveResolver(order);
}
});
}),
);
this.client.balance$.subscribe(map => {
this.balanceMap = map;
});
this.subscription.add(
this.client.balance$.subscribe(map => {
this.balanceMap = map;
}),
);

@@ -247,2 +254,13 @@ await this.client.initialize(this);

destroy(): void {
this.subscription.unsubscribe();
this.pendingOrderTaskMap.clear();
this.activeOrderMap.clear();
this.balanceMap.clear();
this.groupToLockObjectMap.clear();
this._markets = [];
this.client.destroy();
}
async updateOrders(

@@ -249,0 +267,0 @@ group: string,

export * from './object';
export * from './async';
export * from './controller';
export * from './number';

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