@flexemarkets/fm-sdk 0.0.0

package/dist/index.d.ts

@@ -0,0 +1,10 @@
+/** Flexemarkets TypeScript SDK. */
+export type { Person, Account, Token, Security, Holding, Market, Marketplace, Session, Order, ClientConnection, Version, ApiRoot, ConflictFailure, } from "./types.js";
+export { SESSION_STATE_INIT, SESSION_STATE_OPEN, SESSION_STATE_PAUSED, SESSION_STATE_CLOSED, ORDER_TYPE_LIMIT, ORDER_TYPE_CANCEL, ORDER_SIDE_BUY, ORDER_SIDE_SELL, getSecurity, holdingUnits, priceRound, getLink, } from "./types.js";
+export { Flexemarkets, FlexemarketsError, AuthenticationError, AuthorizationError, InvalidArgumentError, ConnectionFailedError, ConfigurationError, } from "./client.js";
+export type { FlexemarketsOptions } from "./client.js";
+export { isCancel, isLimit, isBuy, isSell, contra, isAvailable, isConsumed, isSplit, isSymbol, isSubmit, isResting, findOrder, } from "./order-utils.js";
+export { OrderBook, OrderBooks } from "./orderbook.js";
+export { Trades, MarketplaceTrades } from "./trades.js";
+export { EventListener } from "./stomp.js";
+export type { StompFrame, WsTransportError, WsException, FmEvent, EventCallback, } from "./stomp.js";

package/dist/index.js

@@ -0,0 +1,13 @@
+/** Flexemarkets TypeScript SDK. */
+export { SESSION_STATE_INIT, SESSION_STATE_OPEN, SESSION_STATE_PAUSED, SESSION_STATE_CLOSED, ORDER_TYPE_LIMIT, ORDER_TYPE_CANCEL, ORDER_SIDE_BUY, ORDER_SIDE_SELL, getSecurity, holdingUnits, priceRound, getLink, } from "./types.js";
+// Client
+export { Flexemarkets, FlexemarketsError, AuthenticationError, AuthorizationError, InvalidArgumentError, ConnectionFailedError, ConfigurationError, } from "./client.js";
+// Order utils
+export { isCancel, isLimit, isBuy, isSell, contra, isAvailable, isConsumed, isSplit, isSymbol, isSubmit, isResting, findOrder, } from "./order-utils.js";
+// Order book
+export { OrderBook, OrderBooks } from "./orderbook.js";
+// Trades
+export { Trades, MarketplaceTrades } from "./trades.js";
+// Events
+export { EventListener } from "./stomp.js";
+//# sourceMappingURL=index.js.map

package/dist/index.js.map

@@ -0,0 +1 @@
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package/dist/order-utils.d.ts

@@ -0,0 +1,22 @@
+/**
+ * Order status utilities.
+ *
+ * Port of fm.order_utils (Python) / fm.OrderUtils (Java).
+ */
+import { Order } from "./types.js";
+export declare function isCancel(order: Order): boolean;
+export declare function isLimit(order: Order): boolean;
+export declare function isBuy(side: string): boolean;
+export declare function isSell(side: string): boolean;
+export declare function contra(side: string): string;
+/** Order is resting on the book (consumer is null). */
+export declare function isAvailable(order: Order): boolean;
+/** Order has been matched with another order. */
+export declare function isConsumed(order: Order): boolean;
+/** Order has been split into multiple fills. */
+export declare function isSplit(order: Order): boolean;
+export declare function isSymbol(symbol: string | null, order: Order): boolean;
+export declare function isSubmit(order: Order): boolean;
+export declare function findOrder(orders: Order[], orderId: number | null | undefined): Order | null;
+/** Determine if an order is currently resting on the book. */
+export declare function isResting(orders: Order[], order: Order): boolean;

package/dist/order-utils.js

@@ -0,0 +1,131 @@
+/**
+ * Order status utilities.
+ *
+ * Port of fm.order_utils (Python) / fm.OrderUtils (Java).
+ */
+import { ORDER_TYPE_CANCEL, ORDER_TYPE_LIMIT, ORDER_SIDE_BUY, ORDER_SIDE_SELL, } from "./types.js";
+export function isCancel(order) {
+    return order.type?.toUpperCase() === ORDER_TYPE_CANCEL;
+}
+export function isLimit(order) {
+    return order.type?.toUpperCase() === ORDER_TYPE_LIMIT;
+}
+export function isBuy(side) {
+    return side.toUpperCase() === ORDER_SIDE_BUY;
+}
+export function isSell(side) {
+    return side.toUpperCase() === ORDER_SIDE_SELL;
+}
+export function contra(side) {
+    return isBuy(side) ? ORDER_SIDE_SELL : ORDER_SIDE_BUY;
+}
+/** Order is resting on the book (consumer is null). */
+export function isAvailable(order) {
+    return order.consumer === null || order.consumer === undefined;
+}
+/** Order has been matched with another order. */
+export function isConsumed(order) {
+    return order.consumer !== null && order.consumer !== undefined && order.consumer !== 0;
+}
+/** Order has been split into multiple fills. */
+export function isSplit(order) {
+    return order.consumer !== null && order.consumer !== undefined && order.consumer === 0;
+}
+export function isSymbol(symbol, order) {
+    if (symbol === null || symbol === undefined)
+        return true;
+    return order.symbol?.toUpperCase() === symbol.toUpperCase();
+}
+export function isSubmit(order) {
+    return isCancel(order) || (order.id === order.original && order.id === order.supplier);
+}
+export function findOrder(orders, orderId) {
+    if (orderId === null || orderId === undefined)
+        return null;
+    for (const o of orders) {
+        if (o.id === orderId)
+            return o;
+    }
+    return null;
+}
+function isCancelled(orders, order) {
+    const consumer = findOrder(orders, order.consumer);
+    if (consumer !== null) {
+        if (order.type !== consumer.type)
+            return true;
+    }
+    return false;
+}
+function inTradeSet(orders, orderId) {
+    for (const o of orders) {
+        if (o.id === orderId)
+            return true;
+    }
+    return false;
+}
+function isTraded(orders, order) {
+    if (isLimit(order) && isConsumed(order)) {
+        const consumer = findOrder(orders, order.consumer);
+        if (consumer !== null && isLimit(consumer))
+            return true;
+    }
+    return false;
+}
+function firstChild(orders, order) {
+    for (const o of orders) {
+        if (order.id === o.original && !isSplit(o))
+            return o;
+    }
+    return null;
+}
+function isCreatedEarlier(order, consumer) {
+    return order.id < consumer.id;
+}
+function isOlder(orders, o1, o2) {
+    if (o1 === null)
+        return true;
+    if (o2 === null)
+        return false;
+    const o1In = inTradeSet(orders, o1.original);
+    const o2In = inTradeSet(orders, o2.original);
+    if (!o1In && o2In)
+        return true;
+    if (o1In && !o2In)
+        return false;
+    const o1Original = o1.id === o1.original ? o1 : findOrder(orders, o1.original);
+    const o2Original = o2.id === o2.original ? o2 : findOrder(orders, o2.original);
+    if (o1Original === null || o2Original === null) {
+        return o1Original === null;
+    }
+    return isCreatedEarlier(o1Original, o2Original);
+}
+function isSupplierOlder(orders, order) {
+    if (order === null)
+        return false;
+    const orderSupplier = findOrder(orders, order.supplier);
+    const consumer = findOrder(orders, order.consumer);
+    const consumerSupplierId = consumer !== null ? consumer.supplier : null;
+    const consumerSupplier = findOrder(orders, consumerSupplierId);
+    return isOlder(orders, orderSupplier, consumerSupplier);
+}
+/** Determine if an order is currently resting on the book. */
+export function isResting(orders, order) {
+    // available order is resting
+    if (isAvailable(order))
+        return true;
+    // CANCEL order is not resting
+    if (isCancel(order))
+        return false;
+    // Cancelled LIMIT order is resting
+    if (isCancelled(orders, order))
+        return true;
+    // order with supplier not in trade-set is resting
+    if (!inTradeSet(orders, order.supplier))
+        return true;
+    // order supplier older than consumer supplier
+    if (isTraded(orders, order))
+        return isSupplierOlder(orders, order);
+    // split order with child younger than its consumer is resting
+    return isSupplierOlder(orders, firstChild(orders, order));
+}
+//# sourceMappingURL=order-utils.js.map

package/dist/order-utils.js.map

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package/dist/orderbook.d.ts

@@ -0,0 +1,48 @@
+/**
+ * Order book maintained from WebSocket order events.
+ *
+ * Port of fm.orderbook (Python) / fm.OrderBook (Java).
+ */
+import type { Market, Order } from "./types.js";
+/**
+ * Aggregated price-level order book for a single market.
+ *
+ * Updated incrementally from WebSocket ORDERS-UPDATE events.
+ * Buys are sorted highest-first (best bid), sells lowest-first (best ask).
+ */
+export declare class OrderBook {
+    readonly market: Market;
+    private readonly _buys;
+    private readonly _sells;
+    private _initialized;
+    constructor(market: Market);
+    get symbol(): string;
+    get marketId(): number;
+    update(orders: Order[]): void;
+    private _add;
+    private _remove;
+    private _priceLevels;
+    hasValue(side: string): boolean;
+    bestPrice(side: string): number;
+    bestUnits(side: string): number;
+    bestBuyPrice(): number;
+    bestBuyUnits(): number;
+    bestSellPrice(): number;
+    bestSellUnits(): number;
+    /** Price levels sorted highest-first (best bid first). */
+    buyLevels(): [number, number][];
+    /** Price levels sorted lowest-first (best ask first). */
+    sellLevels(): [number, number][];
+}
+/**
+ * Container of OrderBook instances, one per market.
+ */
+export declare class OrderBooks {
+    private readonly _books;
+    constructor(markets: Market[]);
+    update(orders: Order[]): void;
+    hasValue(marketId: number, side: string): boolean;
+    bestPrice(marketId: number, side: string): number;
+    collection(): OrderBook[];
+    get(marketId: number): OrderBook;
+}

package/dist/orderbook.js

@@ -0,0 +1,150 @@
+/**
+ * Order book maintained from WebSocket order events.
+ *
+ * Port of fm.orderbook (Python) / fm.OrderBook (Java).
+ */
+import { isAvailable, isBuy, isCancel, isResting, isSplit, isSymbol } from "./order-utils.js";
+/**
+ * Aggregated price-level order book for a single market.
+ *
+ * Updated incrementally from WebSocket ORDERS-UPDATE events.
+ * Buys are sorted highest-first (best bid), sells lowest-first (best ask).
+ */
+export class OrderBook {
+    market;
+    _buys = new Map(); // price → units
+    _sells = new Map(); // price → units
+    _initialized = false;
+    constructor(market) {
+        this.market = market;
+    }
+    get symbol() {
+        return this.market.symbol;
+    }
+    get marketId() {
+        return this.market.id;
+    }
+    // -- update from WebSocket events ------------------------------------------
+    update(orders) {
+        let isSplitBatch = false;
+        for (const order of orders) {
+            if (!isSymbol(this.symbol, order))
+                continue;
+            const side = order.side;
+            const price = order.price;
+            const units = order.units;
+            // Add all available orders to the order book
+            if (isAvailable(order)) {
+                this._add(side, price, units);
+                continue;
+            }
+            // During initialisation, disregard all non-available orders
+            if (!this._initialized)
+                continue;
+            // Remove CANCEL orders
+            if (isCancel(order)) {
+                this._remove(side, price, units);
+                continue;
+            }
+            // Remove split orders from book
+            if (isSplit(order)) {
+                isSplitBatch = true;
+                this._remove(side, price, units);
+                continue;
+            }
+            // If not a split, remove consumed resting order
+            if (!isSplitBatch && isResting(orders, order)) {
+                this._remove(side, price, units);
+                continue;
+            }
+        }
+        if (!this._initialized) {
+            this._initialized = true;
+        }
+    }
+    _add(side, price, units) {
+        const levels = this._priceLevels(side);
+        levels.set(price, (levels.get(price) ?? 0) + units);
+    }
+    _remove(side, price, units) {
+        const levels = this._priceLevels(side);
+        const updated = (levels.get(price) ?? 0) - units;
+        if (updated < 1) {
+            levels.delete(price);
+        }
+        else {
+            levels.set(price, updated);
+        }
+    }
+    _priceLevels(side) {
+        return isBuy(side) ? this._buys : this._sells;
+    }
+    // -- query -----------------------------------------------------------------
+    hasValue(side) {
+        return this._priceLevels(side).size > 0;
+    }
+    bestPrice(side) {
+        const levels = this._priceLevels(side);
+        if (levels.size === 0)
+            return -1;
+        const prices = [...levels.keys()];
+        return isBuy(side) ? Math.max(...prices) : Math.min(...prices);
+    }
+    bestUnits(side) {
+        const levels = this._priceLevels(side);
+        if (levels.size === 0)
+            return -1;
+        const prices = [...levels.keys()];
+        const best = isBuy(side) ? Math.max(...prices) : Math.min(...prices);
+        return levels.get(best);
+    }
+    bestBuyPrice() {
+        return this.bestPrice("BUY");
+    }
+    bestBuyUnits() {
+        return this.bestUnits("BUY");
+    }
+    bestSellPrice() {
+        return this.bestPrice("SELL");
+    }
+    bestSellUnits() {
+        return this.bestUnits("SELL");
+    }
+    /** Price levels sorted highest-first (best bid first). */
+    buyLevels() {
+        return [...this._buys.entries()].sort((a, b) => b[0] - a[0]);
+    }
+    /** Price levels sorted lowest-first (best ask first). */
+    sellLevels() {
+        return [...this._sells.entries()].sort((a, b) => a[0] - b[0]);
+    }
+}
+/**
+ * Container of OrderBook instances, one per market.
+ */
+export class OrderBooks {
+    _books = new Map();
+    constructor(markets) {
+        for (const m of markets) {
+            this._books.set(m.id, new OrderBook(m));
+        }
+    }
+    update(orders) {
+        for (const book of this._books.values()) {
+            book.update(orders);
+        }
+    }
+    hasValue(marketId, side) {
+        return this._books.get(marketId).hasValue(side);
+    }
+    bestPrice(marketId, side) {
+        return this._books.get(marketId).bestPrice(side);
+    }
+    collection() {
+        return [...this._books.values()];
+    }
+    get(marketId) {
+        return this._books.get(marketId);
+    }
+}
+//# sourceMappingURL=orderbook.js.map

package/dist/orderbook.js.map

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package/dist/stomp.d.ts

@@ -0,0 +1,49 @@
+/**
+ * WebSocket STOMP event listener for Flexemarkets.
+ *
+ * Implements STOMP 1.2 framing over WebSocket, matching the Python
+ * EventListener / Java StompListener behaviour.
+ */
+import type { Holding, Order, Session, Version } from "./types.js";
+export interface StompFrame {
+    command: string;
+    headers: Record<string, string>;
+    body: string;
+}
+export declare function encodeFrame(frame: StompFrame): string;
+export declare function decodeFrame(raw: string): StompFrame;
+export interface WsTransportError {
+    kind: "transport-error";
+    exception: Error;
+}
+export interface WsException {
+    kind: "ws-exception";
+    command: string;
+    headers: Record<string, string>;
+    body: string;
+    exception: Error;
+}
+export type FmEvent = Version | Session | Session[] | Holding | Order[] | WsTransportError | WsException;
+export type EventCallback = (event: FmEvent) => void;
+export declare class EventListener {
+    private readonly _wsUrl;
+    private readonly _bearerToken;
+    private readonly _marketplaceId;
+    private readonly _callback;
+    private readonly _clientDescription;
+    private readonly _parseHolding;
+    private readonly _parseOrder;
+    private _ws;
+    private _closed;
+    private _subscriptionCounter;
+    constructor(wsUrl: string, bearerToken: string, marketplaceId: number, callback: EventCallback, clientDescription: string, parseHolding: (data: Record<string, unknown>) => Holding, parseOrder: (data: Record<string, unknown>) => Order);
+    start(): Promise<void>;
+    reconnect(): Promise<void>;
+    close(): void;
+    private _connect;
+    private _disconnect;
+    private _nextId;
+    private _stompConnect;
+    private _subscribe;
+    private _receiveLoop;
+}