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@@ -768,11 +768,11 @@ async function setupWsOrderGateways(options: {
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});
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await gateway.connect();
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adapterRegistry.get(entry.id).attachWsGateway(gateway);
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- const fillsChannel = `fills.${address}`;
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- const ordersChannel = `orders.${address}`;
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- wsClient.subscribeAuthenticated(fillsChannel);
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- wsClient.subscribeAuthenticated(ordersChannel);
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- logger.info({ accountId: entry.id, fillsChannel, ordersChannel }, 'WS order gateway connected and subscribed to channels');
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+ const tradesParams = { source: 'account_trades', account: address };
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+ const ordersParams = { source: 'account_order_updates', account: address };
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+ wsClient.subscribeAuthenticated('account_trades', tradesParams);
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+ wsClient.subscribeAuthenticated('account_order_updates', ordersParams);
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+ logger.info({ accountId: entry.id, tradesParams, ordersParams }, 'WS order gateway connected and subscribed to channels');
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} catch (error) {
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logger.error({ accountId: entry.id, error }, 'Failed to initialize WS order gateway');
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throw error;
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@@ -813,11 +813,12 @@ function handlePrivateMessage(
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const channel = parsed?.channel;
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if (typeof channel !== "string") return;
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- if (channel.startsWith("fills.") && channel.endsWith(address)) {
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+ if (channel === "account_trades" || (channel.startsWith("fills.") && channel.endsWith(address))) {
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const payload = parsed.data;
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const records = Array.isArray(payload) ? payload : [payload];
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logger.info({ accountId, channel, recordCount: records.length }, 'Received fill message from WebSocket');
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for (const record of records) {
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+ if (record?.u && record.u !== address) continue;
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const fill = mapFillPayload(record);
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if (!fill) {
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logger.warn({ accountId, record }, 'Failed to map fill payload');
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@@ -831,11 +832,12 @@ function handlePrivateMessage(
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return;
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}
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- if (channel.startsWith("orders.") && channel.endsWith(address)) {
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+ if (channel === "account_order_updates" || (channel.startsWith("orders.") && channel.endsWith(address))) {
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const payload = parsed.data;
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const records = Array.isArray(payload) ? payload : [payload];
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logger.info({ accountId, channel, recordCount: records.length }, 'Received order update message from WebSocket');
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for (const record of records) {
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+ if (record?.u && record.u !== address) continue;
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const update = record ?? {};
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logger.info({ accountId, orderUpdate: update }, 'Processing order update event');
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routeOrder(accountId, update);
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@@ -850,25 +852,34 @@ function handlePrivateMessage(
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});
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return;
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}
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+
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+ logger.debug({ accountId, channel, payload: parsed?.data ?? parsed }, 'Unhandled Pacifica WS message');
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}
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function mapFillPayload(data: any): Fill | undefined {
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if (!data) return undefined;
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- const orderId = data.order_id ?? data.orderId;
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- const symbol = data.symbol;
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- const rawSide = (data.side ?? data.direction ?? "").toString().toLowerCase();
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- const side = rawSide === "bid" || rawSide === "buy" ? "buy" : rawSide === "ask" || rawSide === "sell" ? "sell" : undefined;
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- const price = Number(data.price ?? data.px);
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- const sizeRaw = Number(data.size ?? data.amount);
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+ const orderId = data.order_id ?? data.orderId ?? data.i ?? data.orderId;
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+ const symbol = data.symbol ?? data.s;
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+ const rawSideInput = (data.side ?? data.direction ?? data.d ?? data.ts ?? '').toString().toLowerCase();
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+ let side: 'buy' | 'sell' | undefined;
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+ if (rawSideInput === 'bid' || rawSideInput === 'buy' || rawSideInput.includes('long')) {
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+ side = 'buy';
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+ } else if (rawSideInput === 'ask' || rawSideInput === 'sell' || rawSideInput.includes('short')) {
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+ side = 'sell';
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+ }
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+ const price = Number(data.price ?? data.px ?? data.p);
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+ const sizeRaw = Number(data.size ?? data.sz ?? data.amount ?? data.a);
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if (!orderId || !symbol || !side || !Number.isFinite(price) || !Number.isFinite(sizeRaw)) {
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return undefined;
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}
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const size = Math.abs(sizeRaw);
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- const fee = data.fee !== undefined ? Number(data.fee) : 0;
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- const liquidityRaw = (data.liquidity ?? '').toString().toLowerCase();
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- const liquidity = liquidityRaw === 'taker' ? 'taker' : 'maker';
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- const tradeId = String(data.trade_id ?? data.tradeId ?? `${orderId}-${Date.now()}`);
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- const tsValue = data.ts !== undefined ? Number(data.ts) : Date.now();
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+ const fee = data.fee !== undefined ? Number(data.fee) : data.f !== undefined ? Number(data.f) : 0;
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+ const liquidityRaw = (data.liquidity ?? data.te ?? '').toString().toLowerCase();
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+ const liquidity = liquidityRaw.includes('taker') ? 'taker' : 'maker';
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+ const tradeId = String(data.trade_id ?? data.tradeId ?? data.h ?? `${orderId}-${Date.now()}`);
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+ const tsValue = data.ts !== undefined && Number.isFinite(Number(data.ts)) ? Number(data.ts)
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+ : data.t !== undefined ? Number(data.t)
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+ : Date.now();
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const ts = Number.isFinite(tsValue) ? tsValue : Date.now();
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return {
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orderId: String(orderId),
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