Invalid orders should be removed from pending_orders (#126)

* Invalid orders should be removed from pending_orders

* If an EXCHANGE_FILL_OR_KILL order is unfilled and cancelled, confirm_order_new will not get called. This can leave lots of pending orders remaining in the order_manager.

However, confirm_order_closed will get called, and therefore we should delete pending orders from that method as well.
* updated CHANGELOG

CHANGELOG

@@ -1,3 +1,7 @@
+1.1.12
+-) Invalid orders are now removed from pending_orders
+-) FOK orders cancelled are now removed from pending_orders
+
 1.1.11
 -) Removed pendingOrders from BfxWebsocket() (it was not used anywhere)
 -) Fixed issue in confirm_order_new() (the keys of the dict pending_orders are the cids of the orders, and not the ids)

bfxapi/version.py

@@ -2,4 +2,4 @@
 This module contains the current version of the bfxapi lib
 """
 
-__version__ = '1.1.11'
+__version__ = '1.1.12'

bfxapi/websockets/bfx_websocket.py

@@ -314,6 +314,7 @@ class BfxWebsocket(GenericWebsocket):
         notificationText = nInfo[7]
         if notificationType == 'ERROR':
             # self._emit('error', notificationText)
+            await self._order_error_handler(data)
             self.logger.error(
                 "Notification ERROR: {}".format(notificationText))
         else:
@@ -327,6 +328,9 @@ class BfxWebsocket(GenericWebsocket):
     async def _order_closed_handler(self, data):
         await self.orderManager.confirm_order_closed(data)
 
+    async def _order_error_handler(self, data):
+        await self.orderManager.confirm_order_error(data)
+
     async def _order_update_handler(self, data):
         await self.orderManager.confirm_order_update(data)
 

bfxapi/websockets/order_manager.py

@@ -43,6 +43,8 @@ class OrderManager:
         order.set_open_state(False)
         if order.id in self.open_orders:
             del self.open_orders[order.id]
+        if order.cid in self.pending_orders:
+            del self.pending_orders[order.cid]
         self.closed_orders[order.id] = order
         if not order.is_confirmed():
             order.set_confirmed()
@@ -87,6 +89,12 @@ class OrderManager:
         self.logger.info("Order new: {}".format(order))
         self.bfxapi._emit('order_new', order)
 
+    async def confirm_order_error(self, raw_ws_data):
+        cid = raw_ws_data[2][4][2]
+        if cid in self.pending_orders:
+            del self.pending_orders[cid]
+        self.logger.info("Deleted Order CID {} from pending orders".format(cid))
+
     async def submit_order(self, symbol, price, amount, market_type=Order.Type.LIMIT,
                            hidden=False, price_trailing=None, price_aux_limit=None,
                            oco_stop_price=None, close=False, reduce_only=False,