fix(exchange): widen MEXC recvWindow to 60s and retry on 700003#3822
Merged
Conversation
MEXC round-trip latency from the API egress has a heavy tail (p99 ~5s,
outliers >60s). Signed requests carried no recvWindow, so MEXC's 5s
default rejected slow calls with error 700003 ("Timestamp for this
request is outside of the recvWindow"), failing liquidity-management
pipelines (e.g. the XMR deficit rule) before any order was placed.
Set recvWindow to the MEXC maximum (60s) on both the ccxt client options
and the custom signed REST path, and retry the custom path once with a
fresh timestamp on 700003.
davidleomay
reviewed
Jun 4, 2026
Comment on lines
+176
to
+177
| // max recvWindow (60s) to tolerate MEXC round-trip latency spikes that otherwise reject the request with error 700003 | ||
| params.recvWindow = '60000'; |
Member
There was a problem hiding this comment.
This duplicates config -> DRY
Collaborator
Author
There was a problem hiding this comment.
Good catch — extracted into a single source Config.mexcRecvWindow, now referenced by both the ccxt options and the custom signed REST path (42f8a22).
Avoid duplicating the 60000 literal across the ccxt options and the custom signed REST path by reading both from Config.mexcRecvWindow.
davidleomay
approved these changes
Jun 4, 2026
This file contains hidden or bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
Sign up for free
to join this conversation on GitHub.
Already have an account?
Sign in to comment
2 participants
Add this suggestion to a batch that can be applied as a single commit.This suggestion is invalid because no changes were made to the code.Suggestions cannot be applied while the pull request is closed.Suggestions cannot be applied while viewing a subset of changes.Only one suggestion per line can be applied in a batch.Add this suggestion to a batch that can be applied as a single commit.Applying suggestions on deleted lines is not supported.You must change the existing code in this line in order to create a valid suggestion.Outdated suggestions cannot be applied.This suggestion has been applied or marked resolved.Suggestions cannot be applied from pending reviews.Suggestions cannot be applied on multi-line comments.Suggestions cannot be applied while the pull request is queued to merge.Suggestion cannot be applied right now. Please check back later.
Problem
Liquidity-management pipelines that trade on MEXC (e.g. the XMR deficit rule) intermittently fail with:
The failing order aborts before any trade is placed (input/output amounts are
null), so no funds are moved — but the deficit goes unhandled during episodes.Root cause (evidence-based)
App Insights (
appi-dfx-api-prd) shows MEXC round-trip latency from the API egress has a heavy tail: p50 ≈ 270 ms, but p99 ≈ 4–6 s and outliers up to ~70 s. Every captured timestamp-rejection (HTTP 400) has a duration > 5 s; fast calls never get rejected. It is therefore a latency problem, not host clock skew.The signed requests carried no
recvWindow, so MEXC applied its 5 s default and rejected any call slower than that:fetchBalanceetc.): nooptions.recvWindowset.MexcService.request): norecvWindowparam.Fix
config.mexc: setoptions.recvWindow = 60000(MEXC maximum).ccxtreads this directly at sign time, so it applies to all ccxt-routed signed calls.MexcService: sendrecvWindow=60000on the custom signed REST path and retry once with a fresh timestamp on error700003(covers the rare >60 s outlier endpoints likecapital/deposit/hisrec).Scope is limited to MEXC (the only exchange exhibiting this).
Test plan
type-check,format:check,lintpass locallyconfig.spec.ts,exchange.service.spec.ts,exchange.controller.spec.tspassdevelop/DEV after deploy