fetchOpenOrder not work for stopLoss order #24377

xuyangcn · 2024-11-26T09:16:38Z

Operating System

Ubuntu

Programming Languages

JavaScript

CCXT Version

4.4.33

Description

I create stopLoss order, but could not fetch the open orders

Code

 const orders = await exchangeClient.fetchOpenOrders(symbol= symbol,since=0,limit=20, params = { ordType: 'conditional', })  
 const orders = await exchangeClient.fetchOpenOrders(symbol= symbol,since=0,limit=20, params = { stop: true, })  
 const orders = await exchangeClient.fetchOpenOrders(symbol= symbol,since=0,limit=20, params = { stop: true, ordType: 'conditional', })

The text was updated successfully, but these errors were encountered:

carlosmiei · 2024-11-26T09:20:48Z

Hello @xuyangcn,

What's the exchange being used?

xuyangcn · 2024-11-26T10:17:05Z

okx

xuyangcn · 2024-11-26T10:18:43Z

in okx.js , I can see response have order information, but after parseOrders, the ret is empty

const data = this.safeList(response, 'data', []);

const ret = this.parseOrders(data, market, since, limit, params);
console.log("ret", ret);

carlosmiei · 2024-11-26T10:44:08Z

@xuyangcn Can you please post a verbose log?

you can do

await exchange.loadMarkets()
exchange.verbose = true
// call fethcOpenOrders here

that will print the verbose request that you can post here

xuyangcn · 2024-11-26T10:59:08Z

fetch Request:
okx GET https://www.okx.com/api/v5/trade/orders-algo-pending?instId=BLUR-USDT&limit=20&ordType=conditional
RequestHeaders:
RequestBody:
undefined

handleRestResponse:
okx GET https://www.okx.com/api/v5/trade/orders-algo-pending?instId=BLUR-USDT&limit=20&ordType=conditional 200 OK
ResponseHeaders:
{
'B-Locale': 'en_US',
'Cache-Control': 'no-cache, no-store, max-age=0, must-revalidate',
'Cf-Cache-Status': 'DYNAMIC',
'Cf-Ray': '8e895ce18a530c4d-MRS',
Connection: 'keep-alive',
'Content-Encoding': 'gzip',
'Content-Type': 'application/json',
Date: 'Tue, 26 Nov 2024 10:58:21 GMT',
Expires: '0',
'Ok-After': '2016828546853150721',
'Ok-Before': '2016839820202778624',
Pragma: 'no-cache',
Server: 'cloudflare',
'Set-Cookie': 'locale=en-US; Max-Age=604800; Expires=Tue, 03-Dec-2024 10:58:21 GMT; Path=/, __cf_bm=RAyWBzAKakf5PCPSzfMkNyUCIBQuBGu1nWMeZ2IoOXs-1732618701-1.0.1.1-7pLeroKQ6PpouPIPdeGtyZPaQY1YAkOso6xS.s9fKh53BFv4p7TyLxcDcvL0NdFiHusY12nTaw54bCpiscM2pg; path=/; expires=Tue, 26-Nov-24 11:28:21 GMT; domain=.okx.com; HttpOnly; Secure; SameSite=None',
'Strict-Transport-Security': 'max-age=31536000; includeSubDomains',
'Transfer-Encoding': 'chunked',
Vary: 'Accept-Encoding, Origin',
'X-Brokerid': '0',
'X-Content-Type-Options': 'nosniff, nosniff',
'X-Frame-Options': 'SAMEORIGIN, DENY',
'X-Xss-Protection': '1; mode=block, 1; mode=block'
}
ResponseBody:
{"code":"0","data":[{"activePx":"","actualPx":"","actualSide":"","actualSz":"0","algoClOrdId":"e847386590ce4dBCea047aae8474a2c6","algoId":"2016839820202778624","amendPxOnTriggerType":"0","attachAlgoOrds":[],"cTime":"1732608910526","callbackRatio":"","callbackSpread":"","ccy":"","chaseType":"","chaseVal":"","clOrdId":"e847386590ce4dBCea047aae8474a2c6","closeFraction":"","failCode":"0","instId":"BLUR-USDT","instType":"SPOT","isTradeBorrowMode":"","last":"0.3173","lever":"","linkedOrd":{"ordId":""},"maxChaseType":"","maxChaseVal":"","moveTriggerPx":"","ordId":"","ordIdList":[],"ordPx":"","ordType":"conditional","posSide":"net","pxLimit":"","pxSpread":"","pxVar":"","quickMgnType":"","reduceOnly":"false","side":"buy","slOrdPx":"0.45","slTriggerPx":"0.4","slTriggerPxType":"last","state":"live","sz":"20","szLimit":"","tag":"e847386590ce4dBC","tdMode":"cash","tgtCcy":"","timeInterval":"","tpOrdPx":"","tpTriggerPx":"","tpTriggerPxType":"","triggerPx":"","triggerPxType":"","triggerTime":"","uTime":"1732608910526"},{"activePx":"","actualPx":"","actualSide":"","actualSz":"0","algoClOrdId":"e847386590ce4dBCa0a06a0094978729","algoId":"2016836406609747968","amendPxOnTriggerType":"0","attachAlgoOrds":[],"cTime":"1732608808793","callbackRatio":"","callbackSpread":"","ccy":"","chaseType":"","chaseVal":"","clOrdId":"e847386590ce4dBCa0a06a0094978729","closeFraction":"","failCode":"0","instId":"BLUR-USDT","instType":"SPOT","isTradeBorrowMode":"","last":"0.318","lever":"","linkedOrd":{"ordId":""},"maxChaseType":"","maxChaseVal":"","moveTriggerPx":"","ordId":"","ordIdList":[],"ordPx":"","ordType":"conditional","posSide":"net","pxLimit":"","pxSpread":"","pxVar":"","quickMgnType":"","reduceOnly":"false","side":"buy","slOrdPx":"0.45","slTriggerPx":"0.4","slTriggerPxType":"last","state":"live","sz":"20","szLimit":"","tag":"e847386590ce4dBC","tdMode":"cash","tgtCcy":"","timeInterval":"","tpOrdPx":"","tpTriggerPx":"","tpTriggerPxType":"","triggerPx":"","triggerPxType":"","triggerTime":"","uTime":"1732608808793"},{"activePx":"","actualPx":"","actualSide":"","actualSz":"0","algoClOrdId":"e847386590ce4dBC574c961d74ab8257","algoId":"2016833615753420800","amendPxOnTriggerType":"0","attachAlgoOrds":[],"cTime":"1732608725619","callbackRatio":"","callbackSpread":"","ccy":"","chaseType":"","chaseVal":"","clOrdId":"e847386590ce4dBC574c961d74ab8257","closeFraction":"","failCode":"0","instId":"BLUR-USDT","instType":"SPOT","isTradeBorrowMode":"","last":"0.3177","lever":"","linkedOrd":{"ordId":""},"maxChaseType":"","maxChaseVal":"","moveTriggerPx":"","ordId":"","ordIdList":[],"ordPx":"","ordType":"conditional","posSide":"net","pxLimit":"","pxSpread":"","pxVar":"","quickMgnType":"","reduceOnly":"false","side":"buy","slOrdPx":"0.45","slTriggerPx":"0.4","slTriggerPxType":"last","state":"live","sz":"20","szLimit":"","tag":"e847386590ce4dBC","tdMode":"cash","tgtCcy":"","timeInterval":"","tpOrdPx":"","tpTriggerPx":"","tpTriggerPxType":"","triggerPx":"","triggerPxType":"","triggerTime":"","uTime":"1732608725619"},{"activePx":"","actualPx":"","actualSide":"","actualSz":"0","algoClOrdId":"e847386590ce4dBC2ba170c9840991cc","algoId":"2016828546853150721","amendPxOnTriggerType":"0","attachAlgoOrds":[],"cTime":"1732608574554","callbackRatio":"","callbackSpread":"","ccy":"","chaseType":"","chaseVal":"","clOrdId":"e847386590ce4dBC2ba170c9840991cc","closeFraction":"","failCode":"0","instId":"BLUR-USDT","instType":"SPOT","isTradeBorrowMode":"","last":"0.3197","lever":"","linkedOrd":{"ordId":""},"maxChaseType":"","maxChaseVal":"","moveTriggerPx":"","ordId":"","ordIdList":[],"ordPx":"","ordType":"conditional","posSide":"net","pxLimit":"","pxSpread":"","pxVar":"","quickMgnType":"","reduceOnly":"false","side":"buy","slOrdPx":"0.45","slTriggerPx":"0.4","slTriggerPxType":"last","state":"live","sz":"20","szLimit":"","tag":"e847386590ce4dBC","tdMode":"cash","tgtCcy":"","timeInterval":"","tpOrdPx":"","tpTriggerPx":"","tpTriggerPxType":"","triggerPx":"","triggerPxType":"","triggerTime":"","uTime":"1732608574554"}],"msg":""}

carlosmiei · 2024-11-26T11:00:58Z

@xuyangcn The output seems ok, which symbol are you providing?

xuyangcn · 2024-11-26T11:03:11Z

BLURUSDT

carlosmiei · 2024-11-26T11:07:20Z

@xuyangcn That format is incorrect, it should be BLUR/USDT, please read this: https://docs.ccxt.com/#/README?id=symbols-and-market-ids

xuyangcn · 2024-11-26T11:17:40Z

Yes, I give BLUR/USDT, and internally, it translate to BLUR-USDT

carlosmiei · 2024-11-26T11:20:26Z

@xuyangcn But does it work now?

xuyangcn · 2024-11-26T11:22:13Z

No, not because of the symbol, from the response, you can see that okx already return the orders, I think, it is parseOrder problem

xuyangcn · 2024-11-26T11:23:36Z

it is still not working, it works on v1.xx, I just upgrade to 4.4.33

carlosmiei · 2024-11-26T11:32:49Z

@xuyangcn Can you try without since just to see if that makes a difference?

xuyangcn · 2024-11-26T11:39:20Z

yes, if the since is 0, nothing return,
if I change to 1, then it returned my open orders,
without since, it will report error from okx
{"code":"51000","data":[],"msg":"Parameter param error"}

carlosmiei · 2024-11-26T11:40:27Z

@xuyangcn What if you don't provide since at all? since is not required you don't need to provide it

xuyangcn · 2024-11-26T11:41:01Z

without since, it will report error from okx
{"code":"51000","data":[],"msg":"Parameter param error"}

carlosmiei · 2024-11-26T11:44:10Z

@xuyangcn How are you calling it exactly? since is not required so I'm not sure that's causing the error

xuyangcn · 2024-11-26T11:52:18Z

const orders = await exchangeClient.fetchOpenOrders(symbol= symbol,since=1,limit=20, params = { ordType: 'conditional', })
in this way, it works fine.
if I remove since, it will report error.
if I since = 0, it return nothing.
I believe it is a bug,
and should look into
https://github.com/ccxt/ccxt/blob/master/js/src/base/Exchange.js#L1934

carlosmiei · 2024-11-26T11:58:00Z

if I remove since, it will report error.

@xuyangcn This does not make sense because OKX does not even accept a since https://www.okx.com/docs-v5/en/#order-book-trading-algo-trading-get-algo-order-list

xuyangcn · 2024-11-26T12:10:08Z

Yes, since and limit are implemented in ccxt side.
If you read the code https://github.com/ccxt/ccxt/blob/master/js/src/base/Exchange.js#L1934
See the line bolded. If I give since = 0, it makes secondCondition become false, then this order will not push to the array

filterByValueSinceLimit(array, field, value = undefined, since = undefined, limit = undefined, key = 'timestamp', tail = false) {
const valueIsDefined = this.valueIsDefined(value);
const sinceIsDefined = this.valueIsDefined(since);
const parsedArray = this.toArray(array);
let result = parsedArray;
// single-pass filter for both symbol and since
if (valueIsDefined || sinceIsDefined) {
result = [];
for (let i = 0; i < parsedArray.length; i++) {
const entry = parsedArray[i];
const entryFiledEqualValue = entry[field] === value;
const firstCondition = valueIsDefined ? entryFiledEqualValue : true;
const entryKeyValue = this.safeValue(entry, key);
const entryKeyGESince = (entryKeyValue) && since && (entryKeyValue >= since);
const secondCondition = sinceIsDefined ? entryKeyGESince : true;
if (firstCondition && secondCondition) {
result.push(entry);
}
}
}
if (tail && limit !== undefined) {
return this.arraySlice(result, -limit);
}
return this.filterByLimit(result, limit, key, sinceIsDefined);
}

carlosmiei · 2024-11-26T12:10:59Z

@xuyangcn I know but you reported an issue coming from the API directly

without since, it will report error from okx
{"code":"51000","data":[],"msg":"Parameter param error"}

xuyangcn · 2024-11-26T12:18:32Z

const orders = await exchangeClient.fetchOpenOrders(symbol= symbol, limit=20,params = { ordType: 'conditional', })
I got this request link from your verbose, and it is wrong
okx GET https://www.okx.com/api/v5/trade/orders-pending?instId=BLUR-USDT&limit%5BordType%5D=conditional 400 Bad Request

But if I use below line
const orders = await exchangeClient.fetchOpenOrders(symbol= symbol, since=1,limit=20,params = { ordType: 'conditional', })
I got this request link from your verbose, and it is correct one.
okx GET https://www.okx.com/api/v5/trade/orders-algo-pending?instId=BLUR-USDT&limit=20&ordType=conditional 200 OK

xuyangcn · 2024-11-26T12:18:56Z

without since, the url send to okx is wrong

xuyangcn · 2024-11-26T12:21:21Z

there are two bugs, I think,

without since, it makes a wrong http get request
if since is 0, it makes secondCondition always equal to 0, and then no order return.

carlosmiei · 2024-11-26T14:24:28Z

@xuyangcn I think i can reproduce the issue when providing since=0 (I will take a look) but when I don't provide any since it works as expected, check this out:

n okx fetchOpenOrders "LTC/USDT:USDT" undefined undefined '{"trigger": true, "ordType":"conditional"}' --sandbox  --no-table
2024-11-26T14:22:48.592Z
Node.js: v18.18.0
CCXT v4.4.33
okx.fetchOpenOrders (LTC/USDT:USDT, , , [object Object])
2024-11-26T14:22:49.701Z iteration 0 passed in 340 ms

[
  {
    info: {}
    id: '2017146754403004416',
    clientOrderId: 'e847386590ce4dBC510e616e0438b78a',
    timestamp: 1732618057878,
    datetime: '2024-11-26T10:47:37.878Z',
    lastTradeTimestamp: undefined,
    lastUpdateTimestamp: 1732618057878,
    symbol: 'LTC/USDT:USDT',
    type: 'conditional',
    timeInForce: undefined,
    postOnly: undefined,
    side: 'buy',
    price: undefined,
    stopLossPrice: 100,
    takeProfitPrice: undefined,
    stopPrice: undefined,
    triggerPrice: undefined,
    average: undefined,
    cost: undefined,
    amount: 1,
    filled: undefined,
    remaining: undefined,
    status: 'open',
    fee: undefined,
    trades: [],
    reduceOnly: false,
    fees: []
  }
]
2024-11-26T14:22:49.701Z iterat

xuyangcn · 2024-11-26T15:47:08Z

try without since, with limit=20

xuyangcn · 2024-11-26T15:49:57Z

yes, since = 0 is fixed

carlosmiei · 2024-11-26T16:00:39Z

@xuyangcn as you can see

 n okx fetchOpenOrders "LTC/USDT:USDT" undefined 20 '{"trigger": true, "ordType":"conditional"}' --sandbox          
2024-11-26T16:00:25.768Z
Node.js: v18.18.0
CCXT v4.4.32
okx.fetchOpenOrders (LTC/USDT:USDT, , 20, [object Object])
2024-11-26T16:00:26.810Z iteration 0 passed in 338 ms

                 id |                    clientOrderId |     timestamp |                 datetime | lastTradeTimestamp | lastUpdateTimestamp |        symbol |        type | timeInForce | postOnly | side | price | stopLossPrice | takeProfitPrice | stopPrice | triggerPrice | average | cost | amount | filled | remaining | status | fee | trades | reduceOnly | fees
--------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
2017146754403004416 | e847386590ce4dBC510e616e0438b78a | 1732618057878 | 2024-11-26T10:47:37.878Z |                    |       1732618057878 | LTC/USDT:USDT | conditional |             |          |  buy |       |           100 |                 |           |              |         |      |      1 |        |           |   open |     |     [] |      false |   []
2017769660556365824 | e847386590ce4dBCb1d8f95f54858ef3 | 1732636621928 | 2024-11-26T15:57:01.928Z |                    |       1732636621928 | LTC/USDT:USDT | conditional |             |          |  buy |       |           100 |                 |           |              |         |      |      1 |        |           |   open |     |     [] |      false |   []
2017772751087325184 | e847386590ce4dBC9b4c490e149f946e | 1732636714033 | 2024-11-26T15:58:34.033Z |

xuyangcn · 2024-11-27T06:50:12Z

my guess, you pass since = undefined,
and my way is
const orders = await exchangeClient.fetchOpenOrders(symbol= symbol, limit=20,params = { ordType: 'conditional', })

carlosmiei · 2024-11-27T09:18:10Z

@xuyangcn Wait, there's no named params in JS, how are you doing symbol=symbol, limit=20, etc ?

xuyangcn · 2024-12-01T18:46:44Z

it has named params in JS

carlosmiei self-assigned this Nov 26, 2024

carlosmiei mentioned this issue Nov 26, 2024

fix(filterByValueSinceLimit): handle since = 0 #24380

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fetchOpenOrder not work for stopLoss order #24377

fetchOpenOrder not work for stopLoss order #24377

fetchOpenOrder not work for stopLoss order #24377

fetchOpenOrder not work for stopLoss order #24377

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