GDAX: cancel_after

conf-sample.js

@@ -133,6 +133,8 @@ c.rsi_periods = 14
 c.balance_snapshot_period = '15m'
 // avg. amount of slippage to apply to sim trades
 c.avg_slippage_pct = 0.045
+// time to leave an order open, default to 1 day (this feature is not supported on all exchanges, currently: GDAX)
+c.cancel_after = 'day'
 
 // Notifiers:
 c.notifiers = {}

extensions/exchanges/btce/exchange.js

@@ -1,7 +1,7 @@
 //
 // Warning - Some of the functions need testing
 // by someone in posession of a BTCe account
-// In particular this is the case for 
+// In particular this is the case for
 // the buy, sell, cancelOrderand getOrderfunctions
 //
 var BTCE = require('btce')
@@ -166,6 +166,7 @@ module.exports = function container (get, set, clear) {
       }
       */
       delete opts.order_type
+      delete opts.cancel_after
       client.trade({'pair': pair, 'type': type, 'rate': opts.price, 'amount': opts.size }, function(err, body) {
         body = statusErr(err, body)
         // Fix me - Check return codes from API

extensions/exchanges/gdax/exchange.js

@@ -137,8 +137,12 @@ module.exports = function container (get, set, clear) {
       if (opts.order_type === 'taker') {
         delete opts.price
         delete opts.post_only
+        delete opts.cancel_after
         opts.type = 'market'
       }
+      else {
+        opts.time_in_force = 'GTT'
+      }
       delete opts.order_type
       client.buy(opts, function (err, resp, body) {
         if (body && body.message === 'Insufficient funds') {
@@ -164,8 +168,12 @@ module.exports = function container (get, set, clear) {
       if (opts.order_type === 'taker') {
         delete opts.price
         delete opts.post_only
+        delete opts.cancel_after
         opts.type = 'market'
       }
+      else {
+        opts.time_in_force = 'GTT'
+      }
       delete opts.order_type
       client.sell(opts, function (err, resp, body) {
         if (body && body.message === 'Insufficient funds') {
@@ -204,4 +212,4 @@ module.exports = function container (get, set, clear) {
     }
   }
   return exchange
-}
+}

lib/engine.js

@@ -558,7 +558,8 @@ module.exports = function container (get, set, clear) {
             size: s.buy_order.orig_size,
             fee: fee,
             price: price,
-            order_type: so.order_type
+            order_type: so.order_type,
+            cancel_after: so.cancel_after
           }
           s.my_trades.push(my_trade)
           if (so.stats) {