Refactor order status handling in NadoGateway and MakerEngine. Introduce isOrderActiveStatus utility to streamline order filtering logic. Add tests for error handling and order status utilities.

This commit is contained in:
discountry
2025-12-20 13:10:48 +08:00
parent 84e8ce1d43
commit 6e5413ec1e
7 changed files with 90 additions and 12 deletions
+2 -1
View File
@@ -1275,13 +1275,14 @@ export class NadoGateway {
const origQty = fromX18(new BigNumber(order.amountX18).abs()).toFixed();
const remaining = fromX18(new BigNumber(order.unfilledAmountX18).abs()).toFixed();
const executed = new BigNumber(origQty).minus(remaining);
const status = executed.isFinite() && executed.gt(0) ? "PARTIALLY_FILLED" : "NEW";
orders.push({
orderId: order.digest,
clientOrderId: order.clientId != null ? String(order.clientId) : order.digest,
symbol: displaySymbol,
side,
type,
status: "NEW",
status,
price: fromX18(order.priceX18).toFixed(),
origQty,
executedQty: executed.isFinite() ? executed.toFixed() : "0",
+8 -5
View File
@@ -10,6 +10,7 @@ import type {
import { formatPriceToString } from "../utils/math";
import { createTradeLog, type TradeLogEntry } from "../logging/trade-log";
import { extractMessage, isInsufficientBalanceError, isUnknownOrderError, isRateLimitError } from "../utils/errors";
import { isOrderActiveStatus } from "../utils/order-status";
import { getPosition } from "../utils/strategy";
import type { PositionSnapshot } from "../utils/strategy";
import { computePositionPnl } from "../utils/pnl";
@@ -183,7 +184,12 @@ export class MakerEngine {
(orders) => {
this.syncLocksWithOrders(orders);
this.openOrders = Array.isArray(orders)
? orders.filter((order) => order.type !== "MARKET" && order.symbol === this.config.symbol)
? orders.filter(
(order) =>
order.type !== "MARKET" &&
order.symbol === this.config.symbol &&
isOrderActiveStatus(order.status)
)
: [];
const currentIds = new Set(this.openOrders.map((order) => String(order.orderId)));
for (const id of Array.from(this.pendingCancelOrders)) {
@@ -386,10 +392,7 @@ export class MakerEngine {
private async syncOrders(targets: DesiredOrder[]): Promise<void> {
const availableOrders = this.openOrders.filter((o) => !this.pendingCancelOrders.has(String(o.orderId)));
const openOrders = availableOrders.filter((order) => {
const status = (order.status ?? "").toUpperCase();
return !status.includes("CLOSED") && !status.includes("FILLED") && !status.includes("CANCELED");
});
const openOrders = availableOrders.filter((order) => isOrderActiveStatus(order.status));
const { toCancel, toPlace } = makeOrderPlan(openOrders, targets);
for (const order of toCancel) {
+8 -5
View File
@@ -10,6 +10,7 @@ import type {
import { formatPriceToString } from "../utils/math";
import { createTradeLog } from "../logging/trade-log";
import { isUnknownOrderError, isRateLimitError } from "../utils/errors";
import { isOrderActiveStatus } from "../utils/order-status";
import { getPosition, parseSymbolParts } from "../utils/strategy";
import type { PositionSnapshot } from "../utils/strategy";
import { computeDepthStats } from "../utils/depth";
@@ -212,7 +213,12 @@ export class OffsetMakerEngine {
this.syncLocksWithOrders(orders);
this.feedStatus.orders = true;
this.openOrders = Array.isArray(orders)
? orders.filter((order) => order.type !== "MARKET" && order.symbol === this.config.symbol)
? orders.filter(
(order) =>
order.type !== "MARKET" &&
order.symbol === this.config.symbol &&
isOrderActiveStatus(order.status)
)
: [];
const currentIds = new Set(this.openOrders.map((order) => String(order.orderId)));
for (const id of Array.from(this.pendingCancelOrders)) {
@@ -650,10 +656,7 @@ export class OffsetMakerEngine {
private async syncOrders(targets: DesiredOrder[]): Promise<void> {
const availableOrders = this.openOrders.filter((o) => !this.pendingCancelOrders.has(String(o.orderId)));
const openOrders = availableOrders.filter((order) => {
const status = (order.status ?? "").toUpperCase();
return !status.includes("CLOSED") && !status.includes("FILLED") && !status.includes("CANCELED");
});
const openOrders = availableOrders.filter((order) => isOrderActiveStatus(order.status));
// Coalesce reprices for entry orders: if within tick threshold or within dwell window, keep existing order
const adjustedTargets: DesiredOrder[] = targets.map((t) => ({ ...t }));
+23
View File
@@ -0,0 +1,23 @@
import { describe, expect, it } from "vitest";
import { isUnknownOrderError } from "./errors";
describe("isUnknownOrderError", () => {
it("matches Nado digest-not-found by code", () => {
const err = Object.assign(
new Error("2020: Order with the provided digest (0xdeadbeef) could not be found."),
{ code: 2020 }
);
expect(isUnknownOrderError(err)).toBe(true);
});
it("matches Nado digest-not-found by message", () => {
const err = new Error("Order with the provided digest (0xdeadbeef) could not be found.");
expect(isUnknownOrderError(err)).toBe(true);
});
it("does not match unrelated errors", () => {
expect(isUnknownOrderError(new Error("insufficient balance"))).toBe(false);
});
});
+9 -1
View File
@@ -1,4 +1,10 @@
export function isUnknownOrderError(error: unknown): boolean {
if (!error) return false;
if (typeof error === "object" && error !== null && "code" in error) {
const code = Number((error as { code?: unknown }).code);
// Nado: 2020: Order with the provided digest ... could not be found.
if (Number.isFinite(code) && code === 2020) return true;
}
const message = extractMessage(error);
if (!message) return false;
const upper = message.toUpperCase();
@@ -7,7 +13,9 @@ export function isUnknownOrderError(error: unknown): boolean {
upper.includes("CODE\":-2011") ||
upper.includes("ORDER_ID_NOT_FOUND") ||
upper.includes("ORDER_IS_CLOSED") ||
upper.includes("COULD NOT FIND ORDER")
upper.includes("COULD NOT FIND ORDER") ||
upper.includes("ORDER WITH THE PROVIDED DIGEST") ||
(upper.includes("COULD NOT BE FOUND") && upper.includes("ORDER"))
);
}
+29
View File
@@ -0,0 +1,29 @@
import { describe, expect, it } from "vitest";
import { isOrderActiveStatus } from "./order-status";
describe("isOrderActiveStatus", () => {
it("treats empty status as active", () => {
expect(isOrderActiveStatus(undefined)).toBe(true);
expect(isOrderActiveStatus("")).toBe(true);
expect(isOrderActiveStatus(" ")).toBe(true);
});
it("treats typical active statuses as active", () => {
expect(isOrderActiveStatus("NEW")).toBe(true);
expect(isOrderActiveStatus("PARTIALLY_FILLED")).toBe(true);
expect(isOrderActiveStatus("waiting_price")).toBe(true);
});
it("treats final/non-open statuses as inactive", () => {
expect(isOrderActiveStatus("FILLED")).toBe(false);
expect(isOrderActiveStatus("CANCELED")).toBe(false);
expect(isOrderActiveStatus("CANCELLED")).toBe(false);
expect(isOrderActiveStatus("REJECTED")).toBe(false);
expect(isOrderActiveStatus("EXPIRED")).toBe(false);
expect(isOrderActiveStatus("TRIGGERED")).toBe(false);
expect(isOrderActiveStatus("CLOSED")).toBe(false);
expect(isOrderActiveStatus("closed_by_user")).toBe(false);
});
});
+11
View File
@@ -0,0 +1,11 @@
export function isOrderActiveStatus(status: string | undefined): boolean {
if (!status) return true;
const normalized = status.trim().toUpperCase();
if (!normalized) return true;
if (normalized.includes("CLOSED")) return false;
if (normalized === "FILLED") return false;
if (normalized === "CANCELED" || normalized === "CANCELLED") return false;
if (normalized === "REJECTED" || normalized === "EXPIRED") return false;
if (normalized === "TRIGGERED") return false;
return true;
}