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更新 MakerEngine 和 TrendEngine,添加待撤销订单管理逻辑;更新 MakerApp,调整累计成交量显示位置
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@@ -54,6 +54,7 @@ export class MakerEngine {
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private readonly locks: OrderLockMap = {};
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private readonly timers: OrderTimerMap = {};
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private readonly pending: OrderPendingMap = {};
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private readonly pendingCancelOrders = new Set<number>();
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private readonly tradeLog: ReturnType<typeof createTradeLog>;
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private readonly listeners = new Map<MakerEvent, Set<MakerListener>>();
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@@ -121,6 +122,12 @@ export class MakerEngine {
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this.openOrders = Array.isArray(orders)
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? orders.filter((order) => order.type !== "MARKET" && order.symbol === this.config.symbol)
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: [];
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const currentIds = new Set(this.openOrders.map((order) => order.orderId));
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for (const id of Array.from(this.pendingCancelOrders)) {
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if (!currentIds.has(id)) {
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this.pendingCancelOrders.delete(id);
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}
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}
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this.emitUpdate();
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});
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@@ -214,6 +221,9 @@ export class MakerEngine {
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continue;
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}
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const reduceOnly = order.reduceOnly === true;
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if (this.pendingCancelOrders.has(order.orderId)) {
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continue;
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}
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const matchedIndex = targets.findIndex((target, index) => {
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if (!unmatched.has(index)) return false;
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if (target.side !== order.side) return false;
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@@ -228,14 +238,17 @@ export class MakerEngine {
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}
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for (const order of toCancel) {
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this.pendingCancelOrders.add(order.orderId);
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try {
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await this.exchange.cancelOrder({ symbol: this.config.symbol, orderId: order.orderId });
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this.tradeLog.push("order", `撤销不匹配订单 ${order.side} @ ${order.price} reduceOnly=${order.reduceOnly}`);
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} catch (error) {
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if (isUnknownOrderError(error)) {
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this.tradeLog.push("order", "撤销时发现订单已被成交/取消,忽略");
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this.pendingCancelOrders.delete(order.orderId);
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} else {
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this.tradeLog.push("error", `撤销订单失败: ${String(error)}`);
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this.pendingCancelOrders.delete(order.orderId);
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}
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}
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}
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@@ -303,13 +316,17 @@ export class MakerEngine {
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private async flushOrders(): Promise<void> {
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if (!this.openOrders.length) return;
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for (const order of this.openOrders) {
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if (this.pendingCancelOrders.has(order.orderId)) continue;
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this.pendingCancelOrders.add(order.orderId);
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try {
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await this.exchange.cancelOrder({ symbol: this.config.symbol, orderId: order.orderId });
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} catch (error) {
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if (isUnknownOrderError(error)) {
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this.tradeLog.push("order", "订单已不存在,撤销跳过");
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this.pendingCancelOrders.delete(order.orderId);
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} else {
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this.tradeLog.push("error", `撤销订单失败: ${String(error)}`);
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this.pendingCancelOrders.delete(order.orderId);
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}
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}
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}
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@@ -78,6 +78,8 @@ export class TrendEngine {
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private sessionQuoteVolume = 0;
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private prevPositionAmt = 0;
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private initializedPosition = false;
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private cancelAllRequested = false;
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private readonly pendingCancelOrders = new Set<number>();
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private readonly listeners = new Map<TrendEngineEvent, Set<TrendEngineListener>>();
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@@ -131,6 +133,15 @@ export class TrendEngine {
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this.openOrders = Array.isArray(orders)
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? orders.filter((order) => order.type !== "MARKET" && order.symbol === this.config.symbol)
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: [];
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const currentIds = new Set(this.openOrders.map((order) => order.orderId));
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for (const id of Array.from(this.pendingCancelOrders)) {
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if (!currentIds.has(id)) {
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this.pendingCancelOrders.delete(id);
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}
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}
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if (this.openOrders.length === 0 || this.pendingCancelOrders.size === 0) {
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this.cancelAllRequested = false;
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}
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this.emitUpdate();
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});
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this.exchange.watchDepth(this.config.symbol, (depth) => {
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@@ -210,14 +221,17 @@ export class TrendEngine {
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this.lastPrice = currentPrice;
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return;
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}
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if (this.openOrders.length > 0) {
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if (this.openOrders.length > 0 && !this.cancelAllRequested) {
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try {
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await this.exchange.cancelAllOrders({ symbol: this.config.symbol });
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this.cancelAllRequested = true;
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} catch (err) {
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if (isUnknownOrderError(err)) {
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this.tradeLog.push("order", "撤单时部分订单已不存在,忽略");
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this.cancelAllRequested = true;
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} else {
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this.tradeLog.push("error", `撤销挂单失败: ${String(err)}`);
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this.cancelAllRequested = false;
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}
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}
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}
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@@ -315,6 +329,7 @@ export class TrendEngine {
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const orderIdList = this.openOrders.map((order) => order.orderId);
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try {
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await this.exchange.cancelOrders({ symbol: this.config.symbol, orderIdList });
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orderIdList.forEach((id) => this.pendingCancelOrders.add(id));
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} catch (err) {
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if (isUnknownOrderError(err)) {
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this.tradeLog.push("order", "止损前撤单发现订单已不存在");
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