@nexex/orderbook
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Object.defineProperty(exports, "__esModule", { value: true });
var common_1 = require("@nestjs/common");
var types_1 = require("@nexex/types");
var orderbook_1 = require("@nexex/types/orderbook");
var bluebird_1 = __importDefault(require("bluebird"));
var difference_in_seconds_1 = __importDefault(require("date-fns/difference_in_seconds"));
var rxjs_1 = require("rxjs");
var global_model_1 = require("../global/global.model");
var logger_1 = __importDefault(require("../logger"));
var orderbook_service_1 = require("../orderbook/orderbook.service");
var zeromq_task_gateway_1 = require("../zeromq/zeromq.task.gateway");
var UPDATE_INTERVAL_SECONDS = 30;
var UPDATE_THRESHHOLD = 30;
var UPDATE_WAIT_INTERVAL_SEC = 15;
var OrderTask = /** @class */ (function () {
function OrderTask(events$, orderbookService, config, zeromqTaskGateway) {
this.events$ = events$;
this.orderbookService = orderbookService;
this.config = config;
this.zeromqTaskGateway = zeromqTaskGateway;
this.run();
}
OrderTask.prototype.run = function () {
return __awaiter(this, void 0, void 0, function () {
var obs, now, _i, obs_1, ob, _a, _b, order, _c, _d, order;
return __generator(this, function (_e) {
switch (_e.label) {
case 0:
if (!(this.config.isTaskNode || this.config.isAllInOneNode)) return [3 /*break*/, 2];
logger_1.default.info('OrderTask run()');
obs = this.orderbookService.getOrderbooks();
now = new Date();
for (_i = 0, obs_1 = obs; _i < obs_1.length; _i++) {
ob = obs_1[_i];
logger_1.default.info("OrderTask: " + ob.baseToken.symbol + "/" + ob.quoteToken.symbol + " bids: " + ob.bids.array.length + " asks: " + ob.asks.array.length);
for (_a = 0, _b = ob.bids.array; _a < _b.length; _a++) {
order = _b[_a];
if (!order.lastUpdate || difference_in_seconds_1.default(now, order.lastUpdate) > UPDATE_INTERVAL_SECONDS) {
this.process(order);
}
}
for (_c = 0, _d = ob.asks.array; _c < _d.length; _c++) {
order = _d[_c];
if (!order.lastUpdate || difference_in_seconds_1.default(now, order.lastUpdate) > UPDATE_INTERVAL_SECONDS) {
this.process(order);
}
}
}
return [4 /*yield*/, bluebird_1.default.delay(UPDATE_WAIT_INTERVAL_SEC * 1000)];
case 1:
_e.sent();
return [3 /*break*/, 0];
case 2: return [2 /*return*/];
}
});
});
};
OrderTask.prototype.process = function (order) {
var event = { type: types_1.ObEventTypes.ORDER_UPDATE_TASK, payload: order, source: orderbook_1.EventSource.SELF };
if (this.config.isAllInOneNode || (this.config.isTaskNode && this.config.isTaskWorker)) {
this.events$.next(event);
}
else {
this.zeromqTaskGateway.dispatchTask(__assign({}, event, { source: orderbook_1.EventSource.TASK_NODE }));
}
};
OrderTask = __decorate([
common_1.Injectable(),
__param(0, common_1.Inject('EventSubject')),
__metadata("design:paramtypes", [rxjs_1.Subject,
orderbook_service_1.OrderbookService,
global_model_1.ObConfig,
zeromq_task_gateway_1.ZeromqTaskGateway])
], OrderTask);
return OrderTask;
}());
exports.OrderTask = OrderTask;
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