@christtrade/depth 0.14.1 → 0.15.0

package/types/interfaces/plugins/IChartPlugin.d.ts

@@ -13,6 +13,7 @@ import type { SerialTrade, PriceHistory } from '../../lib/types';
 import type { FootprintBar } from '../../lib/types/footprint';
 import type { BracketAmendment } from '../../lib/types/trading-types';
 import type { PlaceOrderRequest } from '../../lib/matchingEngine';
+import type { CommandDef, CvarDef } from '../../console/Console';
 export type PluginType = 'indicator' | 'drawing' | 'chart-type' | 'data-source' | 'extension' | 'strategy';
 export type Permission = 'data:read' | 'data:write' | 'eventbus:emit' | 'eventbus:intercept' | 'ui:pane' | 'ui:panel' | 'ui:toolbar' | 'ui:context-menu' | 'render:overlay' | 'render:shader' | 'drawing:register' | 'chart-type:register' | 'theme:register' | 'audio' | 'network' | 'storage' | 'intercept' | 'execution:read' | 'execution:write';
 export interface ToolbarItem {
@@ -228,6 +229,15 @@ export interface PluginContext {
     playback: {
         registerState(snapshot: PluginStateSnapshot): () => void;
     };
+    /**
+    * add cmds and cvarsto the charts console. name them 'yourplugin:thing'
+    * so 'thing' alone still finds them. everything registered here goes away when the plugin
+    * uninstalls. the returned fn removes one sooner
+    */
+    console: {
+        register(def: CommandDef): () => void;
+        registerCvar(def: CvarDef): () => void;
+    };
 }
 export interface ChartPlugin {
     readonly id: string;

package/types/lib/matchingEngine.d.ts

@@ -19,6 +19,15 @@ export declare const NQ_FEE_SCHEDULE: FeeSchedule;
 export declare const MICRO_FEE_SCHEDULE: FeeSchedule;
 export declare const ZERO_FEE_SCHEDULE: FeeSchedule;
 export declare function feeScheduleFor(symbolInfo?: SymbolInfo | null): FeeSchedule;
+export type BookLevel = {
+    price: number;
+    size: number;
+    orders: number;
+};
+export type BookDepth = {
+    bids: BookLevel[];
+    asks: BookLevel[];
+};
 export interface L3EngineOptions {
     symbolInfo?: SymbolInfo;
     tickSize?: number;
@@ -128,6 +137,11 @@ export interface L3MatchingEngine {
     getFillSearch: () => FillSearchOptions;
     /** Cheap gate: is there any resting order / untriggered bracket that could fill? */
     hasPendingTriggers: () => boolean;
+    /**
+     * Resting size at the best `levels` prices each side (best first). Only an
+     * order by order feed builds a book, anything coarser returns empty sides
+     */
+    getDepth: (levels: number) => BookDepth;
     /**
      * Replay a skipped span's bars (fetched at fillSearch.maxResolution) to apply
      * fills the jump would otherwise have skipped. Bars must be time-ascending.

package/types/lib/storage.d.ts

@@ -14,6 +14,8 @@ export declare const StorageKey: {
     readonly colorSwatches: "christtrade:chart:color-swatches";
     readonly pluginStartup: "christtrade:chart:plugin-startup";
     readonly pluginPanels: "christtrade:chart:plugin-panels";
+    readonly console: "christtrade:chart:console";
+    readonly consoleHistory: "christtrade:chart:console-history";
 };
 /**  sdklaföfkdslfk:Settings blob a plugin owns via `ctx.getSettings()` / `ctx.saveSettings()`. */
 export declare function pluginSettingsKey(pluginId: string): string;