fix: limits account for replaced order quantity (#2002)

This fixes a bug in the logic to calculate whether a request to place
a new order exceeds the available capacity and trading limits by
properly accounting for the quantity that is being replaced by the new
order request. Previously, this was not accounted for and attempting
to replace an order, even if not changing quantity, could result in
an error due to exceeding the trading capacity.

Closes #1999.

Author: sangaman

lib/orderbook/OrderBook.ts

@@ -35,7 +35,7 @@ interface OrderBook {
   on(event: 'ownOrder.filled', listener: (order: OwnOrder) => void): this;
   /** Adds a listener to be called when a local order was added */
   on(event: 'ownOrder.added', listener: (order: OwnOrder) => void): this;
-  /** Adds a listener to be called when a local order was removed */
+  /** Adds a listener to be called when a local order was removed either manually or due to a swap initiated by a peer */
   on(event: 'ownOrder.removed', listener: (order: OwnOrder) => void): this;
 
   /** Notifies listeners that a remote order was added */
@@ -44,13 +44,13 @@ interface OrderBook {
   emit(event: 'peerOrder.invalidation', order: OrderPortion): boolean;
   /** Notifies listeners that all or part of a remote order was filled by an own order and removed */
   emit(event: 'peerOrder.filled', order: OrderPortion): boolean;
-  /** Notifies listeners that all or part of a local order was swapped and removed, after it was filled and executed remotely */
+  /** Notifies listeners that all or part of a local order was swapped after being filled and executed remotely */
   emit(event: 'ownOrder.swapped', order: OrderPortion): boolean;
   /** Notifies listeners that all or part of a local order was filled by an own order and removed */
   emit(event: 'ownOrder.filled', order: OwnOrder): boolean;
   /** Notifies listeners that a local order was added */
   emit(event: 'ownOrder.added', order: OwnOrder): boolean;
-  /** Notifies listeners that a local order was removed */
+  /** Notifies listeners that a local order was removed either manually or due to a swap initiated by a peer */
   emit(event: 'ownOrder.removed', order: OwnOrder): boolean;
 }
 
@@ -489,16 +489,6 @@ class OrderBook extends EventEmitter {
 
     const tp = this.getTradingPair(order.pairId);
 
-    if (!this.nobalancechecks) {
-      // for limit orders, we use the price of our order to calculate inbound/outbound amounts
-      // for market orders, we use the price of the best matching order in the order book
-      const price = (order.price === 0 || order.price === Number.POSITIVE_INFINITY) ?
-        (order.isBuy ? tp.quoteAsk() : tp.quoteBid()) :
-        order.price;
-
-      await this.swaps.swapClientManager.checkSwapCapacities({ ...order, price });
-    }
-
     let replacedOrderIdentifier: OrderIdentifier | undefined;
     if (replaceOrderId) {
       assert(!discardRemaining, 'can not replace order and discard remaining order');
@@ -509,6 +499,29 @@ class OrderBook extends EventEmitter {
         throw errors.ORDER_NOT_FOUND(replaceOrderId);
       }
       assert(replacedOrderIdentifier.pairId === order.pairId);
+    }
+
+    if (!this.nobalancechecks) {
+      // for limit orders, we use the price of our order to calculate inbound/outbound amounts
+      // for market orders, we use the price of the best matching order in the order book
+      const price = (order.price === 0 || order.price === Number.POSITIVE_INFINITY) ?
+        (order.isBuy ? tp.quoteAsk() : tp.quoteBid()) :
+        order.price;
+
+      const quantityBeingReplaced =
+        replacedOrderIdentifier ?
+        this.getOwnOrder(replacedOrderIdentifier.id, replacedOrderIdentifier.pairId).quantity :
+        0;
+
+      /** The quantity that's being added to the replaced order. */
+      const quantityDelta = order.quantity - quantityBeingReplaced;
+
+      if (quantityDelta > 0) {
+        await this.swaps.swapClientManager.checkSwapCapacities({ ...order, price, quantity: quantityDelta });
+      }
+    }
+
+    if (replacedOrderIdentifier) {
       this.addOrderHold(replacedOrderIdentifier.id, replacedOrderIdentifier.pairId);
     }