aljaz/bitfinex-api-py
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Invalid orders should be removed from pending_orders (#126)

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* 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
This commit is contained in:
Dario Moceri
2021-04-09 16:20:08 +02:00
committed by GitHub
parent 3d4847934d
commit d198ccb7a7
4 changed files with 17 additions and 1 deletions
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8
bfxapi/websockets/order_manager.py
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@@ -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,