Only emit trades executed after subscription

aloysius-pgast · Jun 21, 2018 · 242370b · 242370b
1 parent 2974893
commit 242370b
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Showing 3 changed files with 23 additions and 2 deletions.
diff --git a/CHANGELOG.md b/CHANGELOG.md
@@ -1,5 +1,8 @@
 # Change Log
 
+## [v1.1.6]
+* Only return trades which were executed after subscription (this means that first 'trades' event will be emitted only when the first trade will be executed after subscription)
+
 ## [v1.1.5]
 * Fix _ticker_ timestamp
 

diff --git a/lib/client.js b/lib/client.js
@@ -1472,7 +1472,25 @@ _queryExchangeState(pair)
                 // only if we didn't already emitted a 'trades' event for same cseq
                 if (self._subscriptions.markets.pairs[pair].lastUpdateCseq != data.N)
                 {
-                    self.emit('trades', tradesEvt);
+                    // only emit trades which were executed after subscription
+                    let minTimestamp = self._subscriptions.markets.pairs[pair].timestamp;
+                    // if oldest entry is < timestamp(subscription), we need to do some filtering
+                    if (tradesEvt.data[tradesEvt.data.length - 1].timestamp < minTimestamp)
+                    {
+                        let data = [];
+                        _.forEach(tradesEvt.data, (e) => {
+                            if (e.timestamp < minTimestamp)
+                            {
+                                return;
+                            }
+                            data.push(e);
+                        });
+                        tradesEvt.data = data;
+                    }
+                    if (0 != tradesEvt.data.length)
+                    {
+                        self.emit('trades', tradesEvt);
+                    }
                 }
             }
         });

diff --git a/package.json b/package.json
@@ -1,6 +1,6 @@
 {
   "name": "bittrex-signalr-client",
-  "version": "1.1.5",
+  "version": "1.1.6",
   "description": "Node.js implementation of SignalR protocol tailored for Bittrex exchange",
   "main": "lib/client.js",
   "scripts": {},