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15m-filter
1 parent a456ba3 commit 9610701

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2 files changed

+6
-23
lines changed

2 files changed

+6
-23
lines changed

packages/api-binance/src/helper/holdUSDT.ts

Lines changed: 5 additions & 14 deletions
Original file line numberDiff line numberDiff line change
@@ -117,22 +117,15 @@ export const createHoldUSDT = (binance: Binance, logger: LoggerService) => {
117117

118118
const hasOpenOrders = async (symbol = 'ETHUSDT') => {
119119
let totalOrders = await binance.openOrders({ symbol });
120-
const myOrders = new Set(PENDING_ORDERS_LIST.map(({ orderId }) => orderId));
120+
const activeOrders = PENDING_ORDERS_LIST.filter(
121+
({ stamp }) => dayjs().diff(dayjs(stamp), 'minute') <= 15,
122+
);
123+
const myOrders = new Set(activeOrders.map(({ orderId }) => orderId));
124+
PENDING_ORDERS_LIST = activeOrders;
121125
totalOrders = totalOrders.filter(({ orderId }) => myOrders.has(orderId));
122126
return !!totalOrders.length;
123127
};
124128

125-
const ignoreStuckOrders = async (/* symbol = 'ETHUSDT' */) => {
126-
const stuckSet = new Set(
127-
PENDING_ORDERS_LIST.filter(
128-
({ stamp }) => dayjs().diff(dayjs(stamp), 'minute') >= 15,
129-
).map(({ orderId }) => orderId),
130-
);
131-
PENDING_ORDERS_LIST = PENDING_ORDERS_LIST.filter(
132-
({ orderId }) => !stuckSet.has(orderId),
133-
);
134-
};
135-
136129
const isOrderFullfilled = async (symbol = 'ETHUSDT', orderId: number) => {
137130
const { status } = await binance.getOrder({
138131
symbol,
@@ -269,7 +262,6 @@ export const createHoldUSDT = (binance: Binance, logger: LoggerService) => {
269262
};
270263

271264
(globalThis as any).hasOpenOrders = hasOpenOrders;
272-
(globalThis as any).ignoreStuckOrders = ignoreStuckOrders;
273265
(globalThis as any).getBalance = getBalance;
274266
(globalThis as any).getTradeFee = getTransactionFee;
275267
(globalThis as any).getMarketPrice = getMarketPrice;
@@ -282,6 +274,5 @@ export const createHoldUSDT = (binance: Binance, logger: LoggerService) => {
282274

283275
return {
284276
holdUSDT,
285-
ignoreStuckOrders,
286277
};
287278
};

packages/api-binance/src/service/api.service.ts

Lines changed: 1 addition & 9 deletions
Original file line numberDiff line numberDiff line change
@@ -14,9 +14,6 @@ export class ApiService implements OnModuleInit {
1414
private binance: ReturnType<typeof Binance> = null as never;
1515

1616
private holdUSDT: ReturnType<typeof createHoldUSDT>['holdUSDT'];
17-
private ignoreStuckOrders: ReturnType<
18-
typeof createHoldUSDT
19-
>['ignoreStuckOrders'];
2017

2118
constructor(
2219
private readonly configService: ConfigService,
@@ -31,12 +28,8 @@ export class ApiService implements OnModuleInit {
3128
apiSecret: undefined,
3229
}),
3330
});
34-
const { holdUSDT, ignoreStuckOrders } = createHoldUSDT(
35-
this.binance,
36-
this.loggerService,
37-
);
31+
const { holdUSDT } = createHoldUSDT(this.binance, this.loggerService);
3832
this.holdUSDT = holdUSDT;
39-
this.ignoreStuckOrders = ignoreStuckOrders;
4033
}
4134

4235
getCandleEmitter() {
@@ -77,6 +70,5 @@ export class ApiService implements OnModuleInit {
7770

7871
async doRollback() {
7972
this.loggerService.log(`api-service do_rollback`);
80-
await this.ignoreStuckOrders();
8173
}
8274
}

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