Merge branch 'vest-fix-intent' into vest-fixes
This commit is contained in:
+14
-9
@@ -46,8 +46,8 @@ import {
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} from './db';
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import { getCachedFirm } from './firm-catalog';
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import { firmInstruments } from './instruments';
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import type { PlatformClient, PlatformAccount, PlatformContract, ClientHealth, PickContext } from './platform-client';
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import { OrderNotPlacedError, isOrderNotPlaced, errorMessage } from './platform-client';
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import type { PlatformClient, PlatformAccount, PlatformContract, ClientHealth, PickContext, OrderIntent } from './platform-client';
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import { OrderNotPlacedError, isOrderNotPlaced, errorMessage, orderEffect } from './platform-client';
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import { encodeContractName, decodeContractName, roundToStep, scoreCandidate } from './dxtrade-helpers';
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import { vestSessionFor, dropVestSession, listVestSessions, refuseVestSession } from './vest-session';
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import {
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@@ -1792,10 +1792,11 @@ export class VestClient implements PlatformClient {
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/**
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* Place an order and wait for its fill: an open when the account is flat,
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* a close (or reduce) of the position when it holds the opposite side.
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* Adding to a position is refused, and so is an open against another
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* account's opposite position in the same symbol (no hedging). Resolves
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* with the fill `price`.
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* a close (or reduce) of the position when it holds the opposite side —
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* only the one `intent` names, when given (orderEffect). Adding to a
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* position is refused, and so is an open against another account's
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* opposite position in the same symbol (no hedging). Resolves with the
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* fill `price`.
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*/
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public async sendOrder(
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accountId: number,
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@@ -1804,9 +1805,10 @@ export class VestClient implements PlatformClient {
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action: 'Buy' | 'Sell',
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orderType: 'Market' | 'Limit',
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price?: number,
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intent?: OrderIntent,
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): Promise<Record<string, unknown>> {
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try {
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return await this.sendOrderAndWait(accountId, contractSymbol, quantity, action, orderType, price);
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return await this.sendOrderAndWait(accountId, contractSymbol, quantity, action, orderType, price, intent);
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} catch (err) {
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if (!isOrderNotPlaced(err)) this.suspectAccounts.set(accountId, Date.now());
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throw err;
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@@ -1820,6 +1822,7 @@ export class VestClient implements PlatformClient {
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action: 'Buy' | 'Sell',
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orderType: 'Market' | 'Limit',
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price?: number,
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intent?: OrderIntent,
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): Promise<Record<string, unknown>> {
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const { uuid, symbol, step, spec } = this.orderContext(accountId, contractSymbol);
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const side: 'long' | 'short' = action === 'Buy' ? 'long' : 'short';
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@@ -1829,8 +1832,10 @@ export class VestClient implements PlatformClient {
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} catch (err) {
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throw new OrderNotPlacedError(`Vest position check failed — order not sent: ${errorMessage(err)}`);
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}
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const existing = positions.find((p) => p.symbol === symbol);
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if (existing && existing.side === side) throw new OrderNotPlacedError(`adding to an open ${symbol} position is not supported`);
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const held = positions.find((p) => p.symbol === symbol);
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const recorded = this.positionsDetail.get(accountId)?.find((p) => p.symbol === symbol)?.side ?? null;
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// orderEffect picks open or close; `existing` is the position a close closes.
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const existing = orderEffect({ symbol, held: held?.side ?? null, recorded, side, intent }) === 'close' ? held : undefined;
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const units = roundToStep(contracts * step, step);
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const qty = (n: number) => formatDecimal(n, spec.sizeDecimals);
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