fix(vendor-ccxt): add lock for accountInfo to avoid oscillation (#467)

apps/vendor-ccxt/src/index.ts

@@ -10,6 +10,7 @@ import {
   OrderType,
   PositionVariant,
   formatTime,
+  UUID,
 } from '@yuants/data-model';
 import { Terminal } from '@yuants/protocol';
 import '@yuants/protocol/lib/services';
@@ -68,6 +69,8 @@ interface IGeneralSpecificRelation {
   // @ts-ignore
   const ex: Exchange = new ccxt[EXCHANGE_ID](CCXT_PARAMS);
 
+  let accountInfoLock = false;
+
   console.info(
     formatTime(Date.now()),
     `FeatureCheck`,
@@ -102,7 +105,10 @@ interface IGeneralSpecificRelation {
   }
 
   const terminal_id =
-    process.env.TERMINAL_ID || `CCXT-${EXCHANGE_ID}-${PUBLIC_ONLY ? 'PUBLIC' : account_id}-${CURRENCY}`;
+    process.env.TERMINAL_ID ||
+    `CCXT-${EXCHANGE_ID}-${PUBLIC_ONLY ? 'PUBLIC' : account_id}-${CURRENCY}${
+      PUBLIC_ONLY ? `-${UUID()}` : ''
+    }`;
 
   const terminal = new Terminal(process.env.HOST_URL!, {
     terminal_id,
@@ -331,7 +337,7 @@ interface IGeneralSpecificRelation {
         ? defer(() => ex.watchTicker(symbol))
         : defer(() => ex.fetchTicker(symbol)).pipe(
             //
-            repeat({ delay: 500 }),
+            repeat({ delay: 1000 }),
           )
     ).pipe(
       combineLatestWith(useFundingRate(symbol)),
@@ -497,12 +503,24 @@ interface IGeneralSpecificRelation {
         );
       }),
       timeout(30_000),
-      tap({ error: (e) => console.error(formatTime(Date.now()), 'accountInfo$', e) }),
+      tap({
+        error: (e) => console.error(formatTime(Date.now()), 'accountInfo$', e),
+        next: () => {
+          if (accountInfoLock) {
+            console.info(formatTime(Date.now()), 'accountInfo$ is locked');
+          }
+        },
+      }),
       retry({ delay: 1000 }),
       shareReplay(1),
     );
 
-    terminal.provideAccountInfo(accountInfo$);
+    terminal.provideAccountInfo(
+      accountInfo$.pipe(
+        // stuck on submit order to prevent duplicated order
+        filter(() => !accountInfoLock),
+      ),
+    );
 
     terminal.provideService(
       'SubmitOrder',
@@ -544,6 +562,17 @@ interface IGeneralSpecificRelation {
           map(() => {
             return { res: { code: 0, message: 'OK' } };
           }),
+          tap({
+            subscribe: () => {
+              if (accountInfoLock) {
+                throw new Error('accountInfo is locked');
+              }
+              accountInfoLock = true;
+            },
+            finalize: () => {
+              accountInfoLock = false;
+            },
+          }),
         );
       },
     );

common/changes/@yuants/vendor-ccxt/2024-02-24-13-18.json

@@ -0,0 +1,10 @@
+{
+  "changes": [
+    {
+      "packageName": "@yuants/vendor-ccxt",
+      "comment": "fix order lock bug",
+      "type": "patch"
+    }
+  ],
+  "packageName": "@yuants/vendor-ccxt"
+}