feat(okx): cancel algo orders

gmtech-xyz · Apr 20, 2023 · dbc94ea · dbc94ea
1 parent e8954cc
commit dbc94ea
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Showing 2 changed files with 41 additions and 10 deletions.
diff --git a/src/exchanges/okx/okx.exchange.ts b/src/exchanges/okx/okx.exchange.ts
@@ -41,7 +41,6 @@ import {
 import { OKXPrivateWebsocket } from './okx.ws-private';
 import { OKXPublicWebsocket } from './okx.ws-public';
 
-// TODO: Cancel algo orders
 // TODO: Update orders
 // TODO: Update algo orders
 // TODO: Place trailing stops
@@ -514,6 +513,11 @@ export class OKXExchange extends BaseExchange {
   };
 
   cancelOrders = async (orders: Order[]) => {
+    await this.cancelNormalOrders(orders);
+    await this.cancelAlgoOrders(orders);
+  };
+
+  cancelNormalOrders = async (orders: Order[]) => {
     const batches = orders
       .filter((o) => o.type === OrderType.Limit)
       .reduce((acc: Array<Record<string, any>>, o) => {
@@ -523,22 +527,48 @@ export class OKXExchange extends BaseExchange {
       }, []);
 
     await forEachSeries(chunk(batches, 20), async (batch) => {
-      await this.unlimitedXHR.post(ENDPOINTS.CANCEL_ORDERS, batch);
+      const {
+        data: { data },
+      } = await this.unlimitedXHR.post(ENDPOINTS.CANCEL_ORDERS, batch);
+
+      data.forEach((d: Record<string, any>) => {
+        if (d.sMsg) this.emitter.emit('error', d.sMsg);
+      });
+    });
+  };
+
+  cancelAlgoOrders = async (orders: Order[]) => {
+    const batches = orders
+      .filter((o) => o.type !== OrderType.Limit)
+      .reduce((acc: Array<Record<string, any>>, o) => {
+        const market = this.store.markets.find((m) => m.symbol === o.symbol);
+        if (!market) return acc;
+        return [
+          ...acc,
+          {
+            instId: market.id,
+            algoId: o.id.replace('_sl', '').replace('_tp', ''),
+          },
+        ];
+      }, []);
+
+    await forEachSeries(chunk(batches, 20), async (batch) => {
+      const {
+        data: { data },
+      } = await this.unlimitedXHR.post(ENDPOINTS.CANCEL_ALGO_ORDERS, batch);
+
+      data.forEach((d: Record<string, any>) => {
+        if (d.sMsg) this.emitter.emit('error', d.sMsg);
+      });
     });
   };
 
   cancelSymbolOrders = async (symbol: string) => {
     const market = this.store.markets.find((m) => m.symbol === symbol);
     if (!market) return;
 
-    const orders = this.store.orders.filter(
-      (o) => o.symbol === symbol && o.type === OrderType.Limit
-    );
-
-    const batches = orders.map((o) => ({ instId: market.id, ordId: o.id }));
-    await forEachSeries(chunk(batches, 20), async (batch) => {
-      await this.unlimitedXHR.post(ENDPOINTS.CANCEL_ORDERS, batch);
-    });
+    const orders = this.store.orders.filter((o) => o.symbol === symbol);
+    await this.cancelOrders(orders);
   };
 
   setLeverage = async (symbol: string, inputLeverage: number) => {

diff --git a/src/exchanges/okx/okx.types.ts b/src/exchanges/okx/okx.types.ts
@@ -27,6 +27,7 @@ export const ENDPOINTS = {
   UNFILLED_ORDERS: '/api/v5/trade/orders-pending',
   UNFILLED_ALGO_ORDERS: '/api/v5/trade/orders-algo-pending',
   CANCEL_ORDERS: '/api/v5/trade/cancel-batch-orders',
+  CANCEL_ALGO_ORDERS: '/api/v5/trade/cancel-algos',
   PLACE_ORDERS: '/api/v5/trade/batch-orders',
   SET_LEVERAGE: '/api/v5/account/set-leverage',
   LEVERAGE: '/api/v5/account/leverage-info',