Merge pull request #3062 from DFXswiss/develop

Release: develop -> main

Author: davidleomay

src/integration/exchange/dto/mexc.dto.ts

@@ -126,3 +126,14 @@ export interface MexcMyTrade {
   isMaker: boolean;
   isBestMatch: boolean;
 }
+
+export interface MexcOrderResponse {
+  symbol: string;
+  orderId: string;
+  orderListId: number;
+  price: string;
+  origQty: string;
+  type: string;
+  side: string;
+  transactTime: number;
+}

src/integration/exchange/services/exchange.service.ts

@@ -354,7 +354,7 @@ export abstract class ExchangeService extends PricingProvider implements OnModul
     return this.createOrder(pair, direction, amount, price).then((o) => o.id);
   }
 
-  private async createOrder(pair: string, direction: OrderSide, amount: number, price: number): Promise<Order> {
+  protected async createOrder(pair: string, direction: OrderSide, amount: number, price: number): Promise<Order> {
     return this.callApi((e) => e.createOrder(pair, 'limit', direction, amount, price));
   }
 

src/integration/exchange/services/mexc.service.ts

@@ -1,6 +1,6 @@
 import { Injectable } from '@nestjs/common';
 import { Method } from 'axios';
-import { Market, mexc, OrderBook, Trade, Transaction } from 'ccxt';
+import { Market, mexc, Order, OrderBook, Trade, Transaction } from 'ccxt';
 import { Config, GetConfig } from 'src/config/config';
 import { Blockchain } from 'src/integration/blockchain/shared/enums/blockchain.enum';
 import { DfxLogger } from 'src/shared/services/dfx-logger';
@@ -12,12 +12,13 @@ import {
   MexcExchangeInfo,
   MexcMyTrade,
   MexcOrderBook,
+  MexcOrderResponse,
   MexcSymbol,
   MexcTrade,
   Withdrawal,
   WithdrawalStatus,
 } from '../dto/mexc.dto';
-import { ExchangeService } from './exchange.service';
+import { ExchangeService, OrderSide } from './exchange.service';
 
 @Injectable()
 export class MexcService extends ExchangeService {
@@ -288,4 +289,18 @@ export class MexcService extends ExchangeService {
       fees: t.commission ? [{ cost: parseFloat(t.commission), currency: t.commissionAsset }] : [],
     }));
   }
+
+  protected async createOrder(pair: string, direction: OrderSide, amount: number, price: number): Promise<Order> {
+    const symbol = pair.replace('/', '');
+
+    const response = await this.request<MexcOrderResponse>('POST', 'order', {
+      symbol,
+      side: direction.toUpperCase(),
+      type: 'LIMIT',
+      quantity: amount.toString(),
+      price: price.toString(),
+    });
+
+    return { id: response.orderId } as Order;
+  }
 }

src/subdomains/core/liquidity-management/adapters/actions/base/ccxt-exchange.adapter.ts

@@ -149,6 +149,12 @@ export abstract class CcxtExchangeAdapter extends LiquidityActionAdapter {
     const availableBalance = await this.getAvailableTradeBalance(tradeAsset, targetAssetEntity.name);
     let effectiveMax = Math.min(maxSellAmount, availableBalance);
 
+    if (availableBalance < minSellAmount) {
+      throw new OrderNotProcessableException(
+        `${this.exchangeService.name}: not enough balance for ${tradeAsset} (balance: ${availableBalance}, min. requested: ${minSellAmount}, max. requested: ${maxSellAmount})`,
+      );
+    }
+
     if (liquidityLimited) {
       const { amount: liquidity, price: liquidityPrice } = await this.getBestPriceLiquidity(
         tradeAsset,
@@ -157,12 +163,6 @@ export abstract class CcxtExchangeAdapter extends LiquidityActionAdapter {
       effectiveMax = Math.min(effectiveMax, Util.floor(liquidity * liquidityPrice, 6));
     }
 
-    if (effectiveMax < minSellAmount) {
-      throw new OrderNotProcessableException(
-        `${this.exchangeService.name}: not enough balance/liquidity for ${tradeAsset} (balance: ${effectiveMax}, min. requested: ${minSellAmount}, max. requested: ${maxSellAmount})`,
-      );
-    }
-
     const amount = effectiveMax;
 
     order.inputAmount = amount;
@@ -197,17 +197,17 @@ export abstract class CcxtExchangeAdapter extends LiquidityActionAdapter {
     const availableBalance = await this.getAvailableTradeBalance(asset, tradeAsset);
     let effectiveMax = Math.min(order.maxAmount, availableBalance);
 
+    if (availableBalance < order.minAmount) {
+      throw new OrderNotProcessableException(
+        `${this.exchangeService.name}: not enough balance for ${asset} (balance: ${availableBalance}, min. requested: ${order.minAmount}, max. requested: ${order.maxAmount})`,
+      );
+    }
+
     if (liquidityLimited) {
       const { amount: liquidity } = await this.getBestPriceLiquidity(asset, tradeAsset);
       effectiveMax = Math.min(effectiveMax, liquidity);
     }
 
-    if (effectiveMax < order.minAmount) {
-      throw new OrderNotProcessableException(
-        `${this.exchangeService.name}: not enough balance/liquidity for ${asset} (balance: ${effectiveMax}, min. requested: ${order.minAmount}, max. requested: ${order.maxAmount})`,
-      );
-    }
-
     const amount = effectiveMax;
 
     order.inputAmount = amount;