npm - @flexemarkets/fm-sdk - Versions diffs - 0.1.2 → 0.1.4 - Mend

@flexemarkets/fm-sdk 0.1.2 → 0.1.4

This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.

Files changed (20) hide show

package/dist/client.d.ts CHANGED Viewed

@@ -78,6 +78,24 @@ export declare function parseSession(data: JsonObject): Session;
 export declare function parseOrder(data: JsonObject): Order;
 export declare function parseHolding(data: JsonObject): Holding;
 export declare function parseConnection(data: JsonObject): ClientConnection;
+/**
+ * The orders inside a HAL envelope.
+ *
+ * The server embeds them under `orders`. It was `orderDtoes` — Spring HATEOAS
+ * pluralising `OrderDto` — and every SDK still read that name long after the
+ * server stopped sending it, so `activeOrders` and `recentTrades` returned an
+ * empty array always. `MarketView` seeds from `activeOrders`, so its books were
+ * never seeded; they filled from live deltas and looked plausible.
+ *
+ * Then the envelope itself went: fm-server now sends a bare array. Accepting
+ * both *names* did not survive that, and this SDK failed the same silent way a
+ * second time — `._embedded` on an array is `undefined`, so it returned an
+ * empty book rather than throwing, while Java and Python at least raised.
+ *
+ * So read the shape rather than assume one. All three are accepted, because
+ * all three are still deployed somewhere.
+ */
+export declare function embeddedOrders(data: unknown): JsonObject[];
 /**
  * The most aggressive price this market will accept on `side`.
  *
@@ -271,12 +289,33 @@ export declare class Flexemarkets {
      * The recent-trades snapshot, for seeding the trade-history tape.
      * Same `x-fm-as-of-seq` contract as `activeOrders`. Server caps
      * at 5000; default size is 1000.
+     *
+     * Ordering is the server's and has changed: up to and including fm-server
+     * 4.3.1 this answered newest first, later versions answer oldest first.
+     * Either way it is the newest `size` trades that come back — only their
+     * order differs. `Trades` sorts what it is given, so a caller seeding a tape
+     * through `MarketView` is unaffected; a caller reading this list directly
+     * should not assume one.
      */
     recentTrades(marketplaceId: number, size?: number): Promise<Snapshot<Order[]>>;
     orders(marketplaceId: number, options?: {
         symbol?: string;
         sessionIds?: number[];
     }): Promise<Order[]>;
+    /**
+     * Trades in one market, in ascending order id.
+     *
+     * Answered by a symbol-keyed route, so the orders come back without the
+     * symbol on them and with the trade id in `original`; both are filled in
+     * before returning, which is what makes the result a trade list rather than
+     * a set of half-populated orders.
+     *
+     * This is the FM-3 surface (`/api/orders-json/symbol-trades`) and its order
+     * is the server's, which sorts by order id and nothing else. It is neither
+     * chronological by trade time nor most-recent-first — the first element is
+     * the lowest id, not the latest trade. Sort by `lastModifiedDate` if you
+     * want time order.
+     */
     trades(marketplaceId: number, symbol: string): Promise<Order[]>;
     holdings(marketplaceId: number, sessionIds?: number[] | null): Promise<Holding[]>;
     holding(marketplaceId: number): Promise<Holding>;

package/dist/client.js CHANGED Viewed

@@ -305,9 +305,19 @@ export function parseConnection(data) {
  * empty array always. `MarketView` seeds from `activeOrders`, so its books were
  * never seeded; they filled from live deltas and looked plausible.
  *
- * Both names are accepted, so an older server still works.
+ * Then the envelope itself went: fm-server now sends a bare array. Accepting
+ * both *names* did not survive that, and this SDK failed the same silent way a
+ * second time — `._embedded` on an array is `undefined`, so it returned an
+ * empty book rather than throwing, while Java and Python at least raised.
+ *
+ * So read the shape rather than assume one. All three are accepted, because
+ * all three are still deployed somewhere.
  */
-function embeddedOrders(data) {
+export function embeddedOrders(data) {
+    if (Array.isArray(data))
+        return data;
+    if (data === null || typeof data !== "object")
+        return [];
     const embedded = data._embedded;
     return embedded?.orders ?? embedded?.orderDtoes ?? [];
 }
@@ -1026,6 +1036,13 @@ export class Flexemarkets {
      * The recent-trades snapshot, for seeding the trade-history tape.
      * Same `x-fm-as-of-seq` contract as `activeOrders`. Server caps
      * at 5000; default size is 1000.
+     *
+     * Ordering is the server's and has changed: up to and including fm-server
+     * 4.3.1 this answered newest first, later versions answer oldest first.
+     * Either way it is the newest `size` trades that come back — only their
+     * order differs. `Trades` sorts what it is given, so a caller seeding a tape
+     * through `MarketView` is unaffected; a caller reading this list directly
+     * should not assume one.
      */
     async recentTrades(marketplaceId, size = 1000) {
         const url = `${this._baseUrl}/v1/marketplaces/${marketplaceId}/orders/recent-trades?size=${size}`;
@@ -1051,6 +1068,20 @@ export class Flexemarkets {
         const data = await this._get(url);
         return data.map(parseOrder);
     }
+    /**
+     * Trades in one market, in ascending order id.
+     *
+     * Answered by a symbol-keyed route, so the orders come back without the
+     * symbol on them and with the trade id in `original`; both are filled in
+     * before returning, which is what makes the result a trade list rather than
+     * a set of half-populated orders.
+     *
+     * This is the FM-3 surface (`/api/orders-json/symbol-trades`) and its order
+     * is the server's, which sorts by order id and nothing else. It is neither
+     * chronological by trade time nor most-recent-first — the first element is
+     * the lowest id, not the latest trade. Sort by `lastModifiedDate` if you
+     * want time order.
+     */
     async trades(marketplaceId, symbol) {
         const url = uriParamMarketplaceIdParam(this._apiRoot, "symbolTradesJson", marketplaceId, `symbol=${symbol}`);
         const data = await this._get(url);

package/dist/client.js.map CHANGED Viewed

	@@ -1 +1 @@
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package/dist/index.d.ts CHANGED Viewed

@@ -1,11 +1,12 @@
 /** Flexemarkets TypeScript SDK. */
 export type { Person, Account, Token, Security, Holding, Market, Marketplace, Session, Order, ClientConnection, TickGrid, Version, ConflictFailure, } from "./types.js";
-export { Side, OrderType, toSide, toOrderType, SESSION_STATE_INIT, SESSION_STATE_OPEN, SESSION_STATE_PAUSED, SESSION_STATE_CLOSED, getSecurity, isApproved, orderedSecurities, holdingUnits, priceRound, unitRound, tickRound, gridRound, unitGrid, } from "./types.js";
+export { Side, OrderType, toSide, toOrderType, SESSION_STATE_INIT, SESSION_STATE_OPEN, SESSION_STATE_PAUSED, SESSION_STATE_CLOSED, getSecurity, isApproved, orderedSecurities, holdingUnits, priceRound, unitRound, tickRound, gridRound, unitGrid, displayName, } from "./types.js";
 export { Flexemarkets, FlexemarketsError, AuthenticationError, AuthorizationError, InvalidArgumentError, ConnectionFailedError, ConfigurationError, ConflictError, HttpError, ApiError, AccountNameConflictError, PersonHasMarketplaceDataError, } from "./client.js";
 export { toInstant } from "./timestamps.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 { Trades, MarketplaceTrades, tradeOf } from "./trades.js";
+export type { Trade } from "./trades.js";
 export type { StompFrame, StreamDropped, Reconnected, FrameUnreadable, FmEvent, EventCallback, } from "./stomp.js";
 export type { MarketView, Subscription, GapEvent, ReconnectEvent } from "./market-view.js";
 export type { Snapshot } from "./snapshot.js";

package/dist/index.js CHANGED Viewed

@@ -1,5 +1,5 @@
 /** Flexemarkets TypeScript SDK. */
-export { Side, OrderType, toSide, toOrderType, SESSION_STATE_INIT, SESSION_STATE_OPEN, SESSION_STATE_PAUSED, SESSION_STATE_CLOSED, getSecurity, isApproved, orderedSecurities, holdingUnits, priceRound, unitRound, tickRound, gridRound, unitGrid, } from "./types.js";
+export { Side, OrderType, toSide, toOrderType, SESSION_STATE_INIT, SESSION_STATE_OPEN, SESSION_STATE_PAUSED, SESSION_STATE_CLOSED, getSecurity, isApproved, orderedSecurities, holdingUnits, priceRound, unitRound, tickRound, gridRound, unitGrid, displayName, } from "./types.js";
 // Client
 export { Flexemarkets, FlexemarketsError, AuthenticationError, AuthorizationError, InvalidArgumentError, ConnectionFailedError, ConfigurationError, ConflictError, HttpError, ApiError, AccountNameConflictError, PersonHasMarketplaceDataError, } from "./client.js";
 export { toInstant } from "./timestamps.js";
@@ -8,6 +8,6 @@ export { isCancel, isLimit, isBuy, isSell, contra, isAvailable, isConsumed, isSp
 // Order book
 export { OrderBook, OrderBooks } from "./orderbook.js";
 // Trades
-export { Trades, MarketplaceTrades } from "./trades.js";
+export { Trades, MarketplaceTrades, tradeOf } from "./trades.js";
 export { NO_SEQ } from "./stomp.js";
 //# sourceMappingURL=index.js.map

package/dist/index.js.map CHANGED Viewed

	@@ -1 +1 @@
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1	+ {"version":3,"file":"index.js","sourceRoot":"","sources":["../src/index.ts"],"names":[],"mappings":"AAAA,mCAAmC;AAmBnC,OAAO,EACL,IAAI,EACJ,SAAS,EACT,MAAM,EACN,WAAW,EACX,kBAAkB,EAClB,kBAAkB,EAClB,oBAAoB,EACpB,oBAAoB,EACpB,WAAW,EACX,UAAU,EACV,iBAAiB,EACjB,YAAY,EACZ,UAAU,EACV,SAAS,EACT,SAAS,EACT,SAAS,EACT,QAAQ,EACR,WAAW,GACZ,MAAM,YAAY,CAAC;AAEpB,SAAS;AACT,OAAO,EACL,YAAY,EACZ,iBAAiB,EACjB,mBAAmB,EACnB,kBAAkB,EAClB,oBAAoB,EACpB,qBAAqB,EACrB,kBAAkB,EAClB,aAAa,EACb,SAAS,EACT,QAAQ,EACR,wBAAwB,EACxB,6BAA6B,GAC9B,MAAM,aAAa,CAAC;AAErB,OAAO,EAAE,SAAS,EAAE,MAAM,iBAAiB,CAAC;AAE5C,cAAc;AACd,OAAO,EACL,QAAQ,EACR,OAAO,EACP,KAAK,EACL,MAAM,EACN,MAAM,EACN,WAAW,EACX,UAAU,EACV,OAAO,EACP,QAAQ,EACR,QAAQ,EACR,SAAS,EACT,SAAS,GACV,MAAM,kBAAkB,CAAC;AAE1B,aAAa;AACb,OAAO,EAAE,SAAS,EAAE,UAAU,EAAE,MAAM,gBAAgB,CAAC;AAEvD,SAAS;AACT,OAAO,EAAE,MAAM,EAAE,iBAAiB,EAAE,OAAO,EAAE,MAAM,aAAa,CAAC;AAgBjE,OAAO,EAAE,MAAM,EAAE,MAAM,YAAY,CAAC"}

package/dist/market-view.d.ts CHANGED Viewed

@@ -11,6 +11,7 @@
  */
 import type { Flexemarkets } from "./client.js";
 import { OrderBook } from "./orderbook.js";
+import { type Trade, type Trades } from "./trades.js";
 import type { Holding, Market, Order, Session } from "./types.js";
 /**
  * Handle returned by `MarketView.on*` listener registrations. Call
@@ -51,6 +52,16 @@ export interface MarketView {
      * `marketId` isn't in this marketplace.
      */
     orderBook(marketId: number): OrderBook | null;
+    /**
+     * Always-current trade tape for `marketId`, most recent last. Returns null
+     * if `marketId` isn't in this marketplace.
+     *
+     * Maintained alongside {@link orderBook}: seeded from the server's recent
+     * trades when the view opens, then kept current from the same delta stream.
+     * Each `Trade` on it carries both sides of its match — the resting
+     * order that was taken and the aggressor that took it.
+     */
+    trades(marketId: number): Trades | null;
     /**
      * Most-recent session update observed. Null until the first
      * SESSION-UPDATE frame lands.
@@ -68,6 +79,25 @@ export interface MarketView {
      * `marketId` changes. The handler receives the post-update book.
      */
     onOrderBookChange(marketId: number, handler: (b: OrderBook) => void): Subscription;
+    /**
+     * Register a handler that fires for each trade on `marketId`.
+     *
+     * The missing member of the family {@link onOrderBookChange} and
+     * {@link onSessionChange} belong to. Without it, "tell me when a trade
+     * happens" is asked as "tell me when the book changed, then let me look" —
+     * which answers a different question, since a book changes on every resting
+     * order and most changes are not trades.
+     *
+     * Fires **once per trade**, oldest first, rather than coalescing a batch the
+     * way {@link onOrderBookChange} does. A trade is a discrete event with its own
+     * price and counterparties; collapsing two into one callback would lose one.
+     *
+     * Live deltas only. A gap or a reconnect re-seeds the tape from the server's
+     * snapshot, and those trades do not fire here — they are not new, they are
+     * what was missed. {@link onGap} and {@link onReconnect} are how a caller
+     * learns that happened.
+     */
+    onTrade(marketId: number, handler: (t: Trade) => void): Subscription;
     /** Register a handler for the caller's holding changes. */
     onHoldingChange(handler: (h: Holding) => void): Subscription;
     /**
@@ -107,6 +137,7 @@ export declare class DefaultMarketView implements MarketView {
     private readonly _sessionHandlers;
     private readonly _holdingHandlers;
     private readonly _bookHandlers;
+    private readonly _tradeHandlers;
     private readonly _gapHandlers;
     private readonly _reconnectHandlers;
     private _closed;
@@ -137,9 +168,11 @@ export declare class DefaultMarketView implements MarketView {
      */
     private _seedFromSnapshot;
     orderBook(marketId: number): OrderBook | null;
+    trades(marketId: number): Trades | null;
     session(): Session | null;
     holding(): Holding | null;
     onSessionChange(handler: (s: Session) => void): Subscription;
+    onTrade(marketId: number, handler: (t: Trade) => void): Subscription;
     onOrderBookChange(marketId: number, handler: (b: OrderBook) => void): Subscription;
     onHoldingChange(handler: (h: Holding) => void): Subscription;
     onGap(handler: (e: GapEvent) => void): Subscription;
@@ -183,10 +216,12 @@ export declare class MarketViewHandle implements MarketView {
     get marketplaceId(): number;
     get markets(): Market[];
     orderBook(marketId: number): OrderBook | null;
+    trades(marketId: number): Trades | null;
     session(): Session | null;
     holding(): Holding | null;
     onSessionChange(handler: (s: Session) => void): Subscription;
     onOrderBookChange(marketId: number, handler: (b: OrderBook) => void): Subscription;
+    onTrade(marketId: number, handler: (t: Trade) => void): Subscription;
     onHoldingChange(handler: (h: Holding) => void): Subscription;
     onGap(handler: (e: GapEvent) => void): Subscription;
     onReconnect(handler: (e: ReconnectEvent) => void): Subscription;

package/dist/market-view.js CHANGED Viewed

@@ -24,6 +24,7 @@ export class DefaultMarketView {
     _sessionHandlers = [];
     _holdingHandlers = [];
     _bookHandlers = [];
+    _tradeHandlers = [];
     _gapHandlers = [];
     _reconnectHandlers = [];
     _closed = false;
@@ -103,6 +104,10 @@ export class DefaultMarketView {
         this._ensureOpen();
         return this._orderBooks.get(marketId) ?? null;
     }
+    trades(marketId) {
+        this._ensureOpen();
+        return this._trades.get(marketId);
+    }
     session() {
         this._ensureOpen();
         return this._session;
@@ -120,6 +125,16 @@ export class DefaultMarketView {
                 this._sessionHandlers.splice(i, 1);
         };
     }
+    onTrade(marketId, handler) {
+        this._ensureOpen();
+        const entry = { marketId, handler };
+        this._tradeHandlers.push(entry);
+        return () => {
+            const i = this._tradeHandlers.indexOf(entry);
+            if (i >= 0)
+                this._tradeHandlers.splice(i, 1);
+        };
+    }
     onOrderBookChange(marketId, handler) {
         this._ensureOpen();
         const entry = { marketId, handler };
@@ -302,7 +317,18 @@ export class DefaultMarketView {
         const orders = update.orders;
         const touched = _marketIdsTouched(orders);
         this._orderBooks.update(orders);
-        this._trades.update(orders);
+        const traded = this._trades.update(orders);
+        // Trades first: the more specific event, and a book handler that then reads
+        // the tape sees the same trade the trade handler was just given. Both
+        // aggregators are already current either way — what is ordered here is only
+        // which handler hears about it first.
+        for (const [marketId, fresh] of traded) {
+            for (const h of this._tradeHandlers) {
+                if (h.marketId === marketId)
+                    for (const trade of fresh)
+                        h.handler(trade);
+            }
+        }
         for (const marketId of touched) {
             const book = this._orderBooks.get(marketId);
             if (!book)
@@ -376,6 +402,10 @@ export class MarketViewHandle {
         this._check();
         return this._shared.orderBook(marketId);
     }
+    trades(marketId) {
+        this._check();
+        return this._shared.trades(marketId);
+    }
     session() {
         this._check();
         return this._shared.session();
@@ -396,6 +426,12 @@ export class MarketViewHandle {
         this._mySubscriptions.push(sub);
         return sub;
     }
+    onTrade(marketId, handler) {
+        this._check();
+        const sub = this._shared.onTrade(marketId, handler);
+        this._mySubscriptions.push(sub);
+        return sub;
+    }
     onHoldingChange(handler) {
         this._check();
         const sub = this._shared.onHoldingChange(handler);

package/dist/market-view.js.map CHANGED Viewed

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package/dist/orderbook.js CHANGED Viewed

@@ -3,7 +3,7 @@
  *
  * Port of fm.orderbook (Python) / fm.OrderBook (Java).
  */
-import { isAvailable, isBuy, isCancel, isResting, isSplit, isSymbol } from "./order-utils.js";
+import { findOrder, isAvailable, isBuy, isCancel, isResting, isSplit, isSymbol, } from "./order-utils.js";
 /**
  * Aggregated price-level order book for a single market.
  *
@@ -41,9 +41,22 @@ export class OrderBook {
             // During initialisation, disregard all non-available orders
             if (!this._initialized)
                 continue;
-            // Remove CANCEL orders
             if (isCancel(order)) {
-                this._remove(side, price, units);
+                // fm-server broadcasts a cancel as two rows: the CANCEL, and the LIMIT it
+                // consumed, which carries the cancel as its consumer. The resting branch
+                // below removes that limit, because a cancelled limit was on the book and
+                // isResting says so. Removing here as well takes the units off twice.
+                //
+                // Both removals landing on a level that held only the cancelled order left
+                // it empty either way, which is why this survived: the one test that
+                // covered a cancel used a single one-unit order. Give the level units from
+                // a second order and the cancel takes that one down with it.
+                //
+                // So remove only when the order being cancelled is not in this batch --
+                // which keeps a lone CANCEL working, and stops the pair double-counting.
+                if (findOrder(orders, order.consumer) === null) {
+                    this._remove(side, price, units);
+                }
                 continue;
             }
             // Remove split orders from book

package/dist/orderbook.js.map CHANGED Viewed

	@@ -1 +1 @@
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1	+ {"version":3,"file":"orderbook.js","sourceRoot":"","sources":["../src/orderbook.ts"],"names":[],"mappings":"AAAA;;;;GAIG;AAEH,OAAO,EACL,SAAS,EAAE,WAAW,EAAE,KAAK,EAAE,QAAQ,EAAE,SAAS,EAAE,OAAO,EAAE,QAAQ,GACtE,MAAM,kBAAkB,CAAC;AAG1B;;;;;GAKG;AACH,MAAM,OAAO,SAAS;IACX,MAAM,CAAS;IACP,KAAK,GAAG,IAAI,GAAG,EAAkB,CAAC,CAAC,gBAAgB;IACnD,MAAM,GAAG,IAAI,GAAG,EAAkB,CAAC,CAAC,gBAAgB;IAC7D,YAAY,GAAG,KAAK,CAAC;IAE7B,YAAY,MAAc;QACxB,IAAI,CAAC,MAAM,GAAG,MAAM,CAAC;IACvB,CAAC;IAED,IAAI,MAAM;QACR,OAAO,IAAI,CAAC,MAAM,CAAC,MAAO,CAAC;IAC7B,CAAC;IAED,IAAI,QAAQ;QACV,OAAO,IAAI,CAAC,MAAM,CAAC,EAAE,CAAC;IACxB,CAAC;IAED,6EAA6E;IAE7E,MAAM,CAAC,MAAe;QACpB,IAAI,YAAY,GAAG,KAAK,CAAC;QAEzB,KAAK,MAAM,KAAK,IAAI,MAAM,EAAE,CAAC;YAC3B,IAAI,CAAC,QAAQ,CAAC,IAAI,CAAC,MAAM,EAAE,KAAK,CAAC;gBAAE,SAAS;YAE5C,MAAM,IAAI,GAAG,KAAK,CAAC,IAAK,CAAC;YACzB,MAAM,KAAK,GAAG,KAAK,CAAC,KAAK,CAAC;YAC1B,MAAM,KAAK,GAAG,KAAK,CAAC,KAAK,CAAC;YAE1B,6CAA6C;YAC7C,IAAI,WAAW,CAAC,KAAK,CAAC,EAAE,CAAC;gBACvB,IAAI,CAAC,IAAI,CAAC,IAAI,EAAE,KAAK,EAAE,KAAK,CAAC,CAAC;gBAC9B,SAAS;YACX,CAAC;YAED,4DAA4D;YAC5D,IAAI,CAAC,IAAI,CAAC,YAAY;gBAAE,SAAS;YAEjC,IAAI,QAAQ,CAAC,KAAK,CAAC,EAAE,CAAC;gBACpB,0EAA0E;gBAC1E,yEAAyE;gBACzE,0EAA0E;gBAC1E,sEAAsE;gBACtE,EAAE;gBACF,2EAA2E;gBAC3E,qEAAqE;gBACrE,2EAA2E;gBAC3E,6DAA6D;gBAC7D,EAAE;gBACF,wEAAwE;gBACxE,yEAAyE;gBACzE,IAAI,SAAS,CAAC,MAAM,EAAE,KAAK,CAAC,QAAQ,CAAC,KAAK,IAAI,EAAE,CAAC;oBAC/C,IAAI,CAAC,OAAO,CAAC,IAAI,EAAE,KAAK,EAAE,KAAK,CAAC,CAAC;gBACnC,CAAC;gBACD,SAAS;YACX,CAAC;YAED,gCAAgC;YAChC,IAAI,OAAO,CAAC,KAAK,CAAC,EAAE,CAAC;gBACnB,YAAY,GAAG,IAAI,CAAC;gBACpB,IAAI,CAAC,OAAO,CAAC,IAAI,EAAE,KAAK,EAAE,KAAK,CAAC,CAAC;gBACjC,SAAS;YACX,CAAC;YAED,gDAAgD;YAChD,IAAI,CAAC,YAAY,IAAI,SAAS,CAAC,MAAM,EAAE,KAAK,CAAC,EAAE,CAAC;gBAC9C,IAAI,CAAC,OAAO,CAAC,IAAI,EAAE,KAAK,EAAE,KAAK,CAAC,CAAC;gBACjC,SAAS;YACX,CAAC;QACH,CAAC;QAED,IAAI,CAAC,IAAI,CAAC,YAAY,EAAE,CAAC;YACvB,IAAI,CAAC,YAAY,GAAG,IAAI,CAAC;QAC3B,CAAC;IACH,CAAC;IAEO,IAAI,CAAC,IAAY,EAAE,KAAa,EAAE,KAAa;QACrD,MAAM,MAAM,GAAG,IAAI,CAAC,YAAY,CAAC,IAAI,CAAC,CAAC;QACvC,MAAM,CAAC,GAAG,CAAC,KAAK,EAAE,CAAC,MAAM,CAAC,GAAG,CAAC,KAAK,CAAC,IAAI,CAAC,CAAC,GAAG,KAAK,CAAC,CAAC;IACtD,CAAC;IAEO,OAAO,CAAC,IAAY,EAAE,KAAa,EAAE,KAAa;QACxD,MAAM,MAAM,GAAG,IAAI,CAAC,YAAY,CAAC,IAAI,CAAC,CAAC;QACvC,MAAM,OAAO,GAAG,CAAC,MAAM,CAAC,GAAG,CAAC,KAAK,CAAC,IAAI,CAAC,CAAC,GAAG,KAAK,CAAC;QACjD,IAAI,OAAO,GAAG,CAAC,EAAE,CAAC;YAChB,MAAM,CAAC,MAAM,CAAC,KAAK,CAAC,CAAC;QACvB,CAAC;aAAM,CAAC;YACN,MAAM,CAAC,GAAG,CAAC,KAAK,EAAE,OAAO,CAAC,CAAC;QAC7B,CAAC;IACH,CAAC;IAEO,YAAY,CAAC,IAAY;QAC/B,OAAO,KAAK,CAAC,IAAI,CAAC,CAAC,CAAC,CAAC,IAAI,CAAC,KAAK,CAAC,CAAC,CAAC,IAAI,CAAC,MAAM,CAAC;IAChD,CAAC;IAED,6EAA6E;IAE7E,QAAQ,CAAC,IAAY;QACnB,OAAO,IAAI,CAAC,YAAY,CAAC,IAAI,CAAC,CAAC,IAAI,GAAG,CAAC,CAAC;IAC1C,CAAC;IAED,SAAS,CAAC,IAAY;QACpB,MAAM,MAAM,GAAG,IAAI,CAAC,YAAY,CAAC,IAAI,CAAC,CAAC;QACvC,IAAI,MAAM,CAAC,IAAI,KAAK,CAAC;YAAE,OAAO,CAAC,CAAC,CAAC;QACjC,MAAM,MAAM,GAAG,CAAC,GAAG,MAAM,CAAC,IAAI,EAAE,CAAC,CAAC;QAClC,OAAO,KAAK,CAAC,IAAI,CAAC,CAAC,CAAC,CAAC,IAAI,CAAC,GAAG,CAAC,GAAG,MAAM,CAAC,CAAC,CAAC,CAAC,IAAI,CAAC,GAAG,CAAC,GAAG,MAAM,CAAC,CAAC;IACjE,CAAC;IAED,SAAS,CAAC,IAAY;QACpB,MAAM,MAAM,GAAG,IAAI,CAAC,YAAY,CAAC,IAAI,CAAC,CAAC;QACvC,IAAI,MAAM,CAAC,IAAI,KAAK,CAAC;YAAE,OAAO,CAAC,CAAC,CAAC;QACjC,MAAM,MAAM,GAAG,CAAC,GAAG,MAAM,CAAC,IAAI,EAAE,CAAC,CAAC;QAClC,MAAM,IAAI,GAAG,KAAK,CAAC,IAAI,CAAC,CAAC,CAAC,CAAC,IAAI,CAAC,GAAG,CAAC,GAAG,MAAM,CAAC,CAAC,CAAC,CAAC,IAAI,CAAC,GAAG,CAAC,GAAG,MAAM,CAAC,CAAC;QACrE,OAAO,MAAM,CAAC,GAAG,CAAC,IAAI,CAAE,CAAC;IAC3B,CAAC;IAED,YAAY;QACV,OAAO,IAAI,CAAC,SAAS,CAAC,KAAK,CAAC,CAAC;IAC/B,CAAC;IAED,YAAY;QACV,OAAO,IAAI,CAAC,SAAS,CAAC,KAAK,CAAC,CAAC;IAC/B,CAAC;IAED,aAAa;QACX,OAAO,IAAI,CAAC,SAAS,CAAC,MAAM,CAAC,CAAC;IAChC,CAAC;IAED,aAAa;QACX,OAAO,IAAI,CAAC,SAAS,CAAC,MAAM,CAAC,CAAC;IAChC,CAAC;IAED,0DAA0D;IAC1D,SAAS;QACP,OAAO,CAAC,GAAG,IAAI,CAAC,KAAK,CAAC,OAAO,EAAE,CAAC,CAAC,IAAI,CAAC,CAAC,CAAC,EAAE,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,CAAC,CAAC,GAAG,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC;IAC/D,CAAC;IAED,yDAAyD;IACzD,UAAU;QACR,OAAO,CAAC,GAAG,IAAI,CAAC,MAAM,CAAC,OAAO,EAAE,CAAC,CAAC,IAAI,CAAC,CAAC,CAAC,EAAE,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,CAAC,CAAC,GAAG,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC;IAChE,CAAC;IAED;;;;;OAKG;IACH,KAAK;QACH,IAAI,CAAC,KAAK,CAAC,KAAK,EAAE,CAAC;QACnB,IAAI,CAAC,MAAM,CAAC,KAAK,EAAE,CAAC;QACpB,IAAI,CAAC,YAAY,GAAG,KAAK,CAAC;IAC5B,CAAC;CACF;AAED;;GAEG;AACH,MAAM,OAAO,UAAU;IACJ,MAAM,GAAG,IAAI,GAAG,EAAqB,CAAC;IAEvD,YAAY,OAAiB;QAC3B,KAAK,MAAM,CAAC,IAAI,OAAO,EAAE,CAAC;YACxB,IAAI,CAAC,MAAM,CAAC,GAAG,CAAC,CAAC,CAAC,EAAE,EAAE,IAAI,SAAS,CAAC,CAAC,CAAC,CAAC,CAAC;QAC1C,CAAC;IACH,CAAC;IAED,MAAM,CAAC,MAAe;QACpB,KAAK,MAAM,IAAI,IAAI,IAAI,CAAC,MAAM,CAAC,MAAM,EAAE,EAAE,CAAC;YACxC,IAAI,CAAC,MAAM,CAAC,MAAM,CAAC,CAAC;QACtB,CAAC;IACH,CAAC;IAED,QAAQ,CAAC,QAAgB,EAAE,IAAY;QACrC,OAAO,IAAI,CAAC,MAAM,CAAC,GAAG,CAAC,QAAQ,CAAE,CAAC,QAAQ,CAAC,IAAI,CAAC,CAAC;IACnD,CAAC;IAED,SAAS,CAAC,QAAgB,EAAE,IAAY;QACtC,OAAO,IAAI,CAAC,MAAM,CAAC,GAAG,CAAC,QAAQ,CAAE,CAAC,SAAS,CAAC,IAAI,CAAC,CAAC;IACpD,CAAC;IAED,UAAU;QACR,OAAO,CAAC,GAAG,IAAI,CAAC,MAAM,CAAC,MAAM,EAAE,CAAC,CAAC;IACnC,CAAC;IAED,GAAG,CAAC,QAAgB;QAClB,OAAO,IAAI,CAAC,MAAM,CAA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package/dist/ticker.js CHANGED Viewed

@@ -40,7 +40,7 @@ function display(books, trades, session, endpointUrl = "") {
         const bid = book.bestBuyPrice();
         const ask = book.bestSellPrice();
         const symbol = book.symbol ?? "?";
-        const recent = trades.get(book.marketId).mostRecentPrices();
+        const recent = trades.get(book.marketId)?.mostRecentPrices() ?? [];
         lines.push(`  ${symbol.padStart(6)}  ${price(bid)}  ${price(ask)}  ${spread(bid, ask)}   ${tradePrices(recent, TRADE_DISPLAY_COUNT)}`);
     }
     lines.push("");

package/dist/ticker.js.map CHANGED Viewed

	@@ -1 +1 @@
1	- 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1	+ 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package/dist/trades.d.ts CHANGED Viewed

@@ -1,14 +1,56 @@
 /**
  * Trade history maintained from WebSocket order events.
  *
- * Port of fm.trades (Python) / fm.Trades (Java).
+ * Port of fm.trades (Python) / fm.Trade and fm.Trades (Java).
  */
 import type { Market, Order } from "./types.js";
 /**
- * Bounded FIFO queue of executed trades for a single market.
+ * One trade: the resting order, the order that crossed it, and the numbers
+ * each side contributes.
  *
- * Updated incrementally from WebSocket ORDERS-UPDATE events.
- * Keeps the most recent `capacity` trades.
+ * A trade is not a distinct thing on the wire. The exchange expresses one as a
+ * pair of orders referring to each other, so every number a caller wants has to
+ * be read off one side or the other — and *which* side is the part that is easy
+ * to get wrong. Both sides are kept here, and the derived fields record the
+ * choice rather than leaving each caller to make it again:
+ *
+ * - `price` and `units` come from `resting`, which carries the terms the trade
+ *   happened on.
+ * - `at` comes from `aggressor`, because the trade happened when the incoming
+ *   order arrived, not when the quote it took was posted.
+ *
+ * The pairing rule is the one `TradesSummary` in fm-manager has always used: an
+ * order that is a consumed limit whose consumer is also a limit is one side of
+ * a match, and {@link isResting} says which side. Before this type existed the
+ * tape kept only the resting order, so "who took this trade" answered with the
+ * maker — a real participant, at a real price, in a complete-looking line that
+ * named the wrong person.
+ */
+export interface Trade {
+    resting: Order;
+    aggressor: Order;
+    price: number;
+    units: number;
+    at: Date | null;
+}
+/** A trade from its two sides, taking each derived field off the side that
+ *  carries it. */
+export declare function tradeOf(resting: Order, aggressor: Order): Trade;
+/**
+ * Bounded FIFO queue of executed trades for a single market, newest last.
+ *
+ * Updated incrementally from WebSocket ORDERS-UPDATE events, and seeded from
+ * the `/v1/orders/recent-trades` snapshot. Keeps the most recent `capacity`
+ * trades.
+ *
+ * Each batch is sorted by the time the aggressor arrived before it is appended,
+ * which is what makes "newest last" true rather than merely intended. Up to and
+ * including fm-server 4.3.1 the snapshot MarketView seeds and re-seeds from — on
+ * open, on a sequence gap, and after a reconnect — arrived newest *first*, so a
+ * tape that appended in array order held its trades backwards and the caller
+ * asking for the latest one got the oldest it had retained. Later servers send
+ * it oldest-first; sorting here is what makes the tape's own contract
+ * independent of which one answered.
  */
 export declare class Trades {
     readonly market: Market;
@@ -17,11 +59,19 @@ export declare class Trades {
     constructor(market: Market, capacity?: number);
     get marketId(): number;
     size(): number;
-    update(orders: Order[]): void;
+    /**
+     * Apply an orders update, and return the trades it added — oldest first, and
+     * empty for the many updates that move the book without trading. What
+     * MarketView hands to an `onTrade` handler.
+     */
+    update(orders: Order[]): Trade[];
     private _append;
-    mostRecentTrades(): Order[];
+    mostRecentTrades(): Trade[];
+    /** The most recent trade — what a caller asking "what just happened" wants.
+     *  `null` when nothing has traded yet. */
+    last(): Trade | null;
     mostRecentPrices(): number[];
-    drain(): Order[];
+    drain(): Trade[];
     /** Empty the trade tape — used by MarketView's gap-recovery flow. */
     clear(): void;
 }
@@ -31,10 +81,22 @@ export declare class Trades {
 export declare class MarketplaceTrades {
     private readonly _trades;
     constructor(markets: Market[], capacity?: number);
-    update(orders: Order[]): void;
+    /**
+     * Apply an orders update to every tape, and return the trades each market
+     * gained, keyed by market id, with markets that gained none left out — which
+     * is most of them on most updates.
+     *
+     * MarketView dispatches `onTrade` from this rather than diffing tape sizes,
+     * since a full tape drops its oldest as it takes a new one and the size does
+     * not move.
+     */
+    update(orders: Order[]): Map<number, Trade[]>;
     mostRecentPrices(): number[][];
     collection(): Trades[];
-    get(marketId: number): Trades;
+    /** That market's tape, or null when the market is not in this marketplace —
+     *  the lookup MarketView needs, where an unknown id is an answer rather than
+     *  a crash on the next property read. */
+    get(marketId: number): Trades | null;
     /** Empty every per-market trade tape — see {@link Trades.clear}. */
     clear(): void;
 }

package/dist/trades.js CHANGED Viewed

@@ -1,14 +1,35 @@
 /**
  * Trade history maintained from WebSocket order events.
  *
- * Port of fm.trades (Python) / fm.Trades (Java).
+ * Port of fm.trades (Python) / fm.Trade and fm.Trades (Java).
  */
-import { isCancel, isConsumed, isSplit, isSymbol } from "./order-utils.js";
+import { findOrder, isConsumed, isLimit, isResting, isSymbol } from "./order-utils.js";
+/** A trade from its two sides, taking each derived field off the side that
+ *  carries it. */
+export function tradeOf(resting, aggressor) {
+    return {
+        resting,
+        aggressor,
+        price: resting.price,
+        units: resting.units,
+        at: aggressor.lastModifiedDate,
+    };
+}
 /**
- * Bounded FIFO queue of executed trades for a single market.
+ * Bounded FIFO queue of executed trades for a single market, newest last.
+ *
+ * Updated incrementally from WebSocket ORDERS-UPDATE events, and seeded from
+ * the `/v1/orders/recent-trades` snapshot. Keeps the most recent `capacity`
+ * trades.
  *
- * Updated incrementally from WebSocket ORDERS-UPDATE events.
- * Keeps the most recent `capacity` trades.
+ * Each batch is sorted by the time the aggressor arrived before it is appended,
+ * which is what makes "newest last" true rather than merely intended. Up to and
+ * including fm-server 4.3.1 the snapshot MarketView seeds and re-seeds from — on
+ * open, on a sequence gap, and after a reconnect — arrived newest *first*, so a
+ * tape that appended in array order held its trades backwards and the caller
+ * asking for the latest one got the oldest it had retained. Later servers send
+ * it oldest-first; sorting here is what makes the tape's own contract
+ * independent of which one answered.
  */
 export class Trades {
     market;
@@ -27,32 +48,34 @@ export class Trades {
         return this._container.length;
     }
     // -- update from WebSocket events ------------------------------------------
+    /**
+     * Apply an orders update, and return the trades it added — oldest first, and
+     * empty for the many updates that move the book without trading. What
+     * MarketView hands to an `onTrade` handler.
+     */
     update(orders) {
-        const consumers = new Map();
+        const found = [];
         for (const order of orders) {
             if (!isSymbol(this.market.symbol, order))
                 continue;
-            if (isCancel(order))
+            if (!isLimit(order) || !isConsumed(order))
+                continue;
+            const aggressor = findOrder(orders, order.consumer);
+            if (aggressor === null || !isLimit(aggressor))
                 continue;
-            if (isSplit(order))
+            if (!isResting(orders, order))
                 continue;
-            if (isConsumed(order)) {
-                consumers.set(order.id, order);
-                const consumer = consumers.get(order.consumer);
-                if (consumer !== undefined) {
-                    // The resting order is the one with the older original ID
-                    if (order.original < consumer.original) {
-                        this._append(order);
-                    }
-                    else {
-                        this._append(consumer);
-                    }
-                }
-            }
+            found.push(tradeOf(order, aggressor));
         }
+        // Stable since ES2019, so trades the server did not stamp keep the order
+        // it delivered them in rather than being shuffled among themselves.
+        found.sort((a, b) => time(a) - time(b));
+        for (const trade of found)
+            this._append(trade);
+        return found;
     }
-    _append(order) {
-        this._container.push(order);
+    _append(trade) {
+        this._container.push(trade);
         while (this._container.length > this.capacity) {
             this._container.shift();
         }
@@ -61,8 +84,15 @@ export class Trades {
     mostRecentTrades() {
         return [...this._container];
     }
+    /** The most recent trade — what a caller asking "what just happened" wants.
+     *  `null` when nothing has traded yet. */
+    last() {
+        return this._container.length > 0
+            ? this._container[this._container.length - 1]
+            : null;
+    }
     mostRecentPrices() {
-        return this._container.map((o) => o.price);
+        return this._container.map((t) => t.price);
     }
     drain() {
         const trades = [...this._container];
@@ -84,10 +114,23 @@ export class MarketplaceTrades {
             this._trades.set(m.id, new Trades(m, capacity));
         }
     }
+    /**
+     * Apply an orders update to every tape, and return the trades each market
+     * gained, keyed by market id, with markets that gained none left out — which
+     * is most of them on most updates.
+     *
+     * MarketView dispatches `onTrade` from this rather than diffing tape sizes,
+     * since a full tape drops its oldest as it takes a new one and the size does
+     * not move.
+     */
     update(orders) {
-        for (const t of this._trades.values()) {
-            t.update(orders);
+        const added = new Map();
+        for (const [marketId, tape] of this._trades) {
+            const fresh = tape.update(orders);
+            if (fresh.length > 0)
+                added.set(marketId, fresh);
         }
+        return added;
     }
     mostRecentPrices() {
         return [...this._trades.values()]
@@ -97,8 +140,11 @@ export class MarketplaceTrades {
     collection() {
         return [...this._trades.values()];
     }
+    /** That market's tape, or null when the market is not in this marketplace —
+     *  the lookup MarketView needs, where an unknown id is an answer rather than
+     *  a crash on the next property read. */
     get(marketId) {
-        return this._trades.get(marketId);
+        return this._trades.get(marketId) ?? null;
     }
     /** Empty every per-market trade tape — see {@link Trades.clear}. */
     clear() {
@@ -106,4 +152,8 @@ export class MarketplaceTrades {
             t.clear();
     }
 }
+/** Epoch millis for sorting, with unstamped trades last. */
+function time(trade) {
+    return trade.at === null ? Number.POSITIVE_INFINITY : trade.at.getTime();
+}
 //# sourceMappingURL=trades.js.map

package/dist/trades.js.map CHANGED Viewed

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package/dist/types.d.ts CHANGED Viewed

@@ -238,6 +238,27 @@ export interface Order {
     createdDate: Date | null;
     lastModifiedDate: Date | null;
 }
+/**
+ * The best human label a person record carries: the trimmed full name, or the
+ * email when there is no name.
+ *
+ * Every consumer of `users()` was writing this, because none of the three
+ * fields it reads can be relied on alone — `firstName` and `lastName` are each
+ * optional, and a person with neither still has to appear somewhere in a
+ * report.
+ *
+ * Deliberately not `"Name <email>"`: that is a presentation choice, and a
+ * caller who wants it can compose one from this and `email`.
+ *
+ * A function rather than a method because `Person` is a plain wire interface
+ * here — Java puts this on the record and Python on the dataclass, which is
+ * each language's own idiom for the same thing.
+ *
+ * @returns the full name, else the email, else null — and null only for a
+ *   record carrying neither, which fm-server does not produce since email is
+ *   the account key.
+ */
+export declare function displayName(person: Person): string | null;
 export interface ClientConnection {
     marketplaceId: number;
     connectionId: number;

package/dist/types.js CHANGED Viewed

@@ -103,4 +103,31 @@ export function toOrderType(value) {
     const upper = value?.trim().toUpperCase();
     return upper === "LIMIT" || upper === "CANCEL" ? upper : null;
 }
+/**
+ * The best human label a person record carries: the trimmed full name, or the
+ * email when there is no name.
+ *
+ * Every consumer of `users()` was writing this, because none of the three
+ * fields it reads can be relied on alone — `firstName` and `lastName` are each
+ * optional, and a person with neither still has to appear somewhere in a
+ * report.
+ *
+ * Deliberately not `"Name <email>"`: that is a presentation choice, and a
+ * caller who wants it can compose one from this and `email`.
+ *
+ * A function rather than a method because `Person` is a plain wire interface
+ * here — Java puts this on the record and Python on the dataclass, which is
+ * each language's own idiom for the same thing.
+ *
+ * @returns the full name, else the email, else null — and null only for a
+ *   record carrying neither, which fm-server does not produce since email is
+ *   the account key.
+ */
+export function displayName(person) {
+    const name = `${(person.firstName ?? "").trim()} ${(person.lastName ?? "").trim()}`.trim();
+    if (name)
+        return name;
+    const email = (person.email ?? "").trim();
+    return email ? email : null;
+}
 //# sourceMappingURL=types.js.map

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package/package.json CHANGED Viewed

@@ -1,6 +1,6 @@
 {
   "name": "@flexemarkets/fm-sdk",
-  "version": "0.1.2",
+  "version": "0.1.4",
   "description": "Flexemarkets TypeScript SDK",
   "type": "module",
   "main": "dist/index.js",