@hyperix/hooks 0.1.3 → 0.1.4

package/dist/index.d.ts

@@ -7,11 +7,21 @@ type L2Book = {
     bids: L2BookLevel[];
     asks: L2BookLevel[];
     maxCumulativeSize: number;
+    levels: {
+        nSigFigs: number;
+        tick: string;
+    }[];
+    spread: number;
+    spreadPercent: number;
 };
 type UseL2BookOptions = {
     depth?: number;
     nSigFigs?: number;
 };
+declare function calcOrderbookLevels(price: number): {
+    nSigFigs: number;
+    tick: string;
+}[];
 declare const useL2Book: (coin: string, options?: UseL2BookOptions) => _outofgas_react_stream.UseSubscribeState<L2Book>;
 
-export { type L2Book, type L2BookLevel, type UseL2BookOptions, useDebouncedValue, useL2Book };
+export { type L2Book, type L2BookLevel, type UseL2BookOptions, calcOrderbookLevels, useDebouncedValue, useL2Book };

package/dist/index.js

@@ -2197,7 +2197,26 @@ var wsTransport = new WebSocketTransport();
 var wsClient = new SubscriptionClient({ transport: wsTransport });
 
 // src/use-l2-book.ts
-var EMPTY_L2_BOOK = { bids: [], asks: [], maxCumulativeSize: 0 };
+var EMPTY_L2_BOOK = {
+  bids: [],
+  asks: [],
+  maxCumulativeSize: 0,
+  levels: [],
+  spread: 0,
+  spreadPercent: 0
+};
+var HL_NSIGFIGS = [5, 4, 3, 2];
+function calcOrderbookLevels(price) {
+  if (!price || price <= 0) return [];
+  const magnitude = Math.floor(Math.log10(price));
+  return HL_NSIGFIGS.map((nSigFigs) => {
+    const tick = new decimal_default(10).pow(magnitude - nSigFigs + 1).toFixed();
+    return {
+      nSigFigs,
+      tick
+    };
+  });
+}
 function withCumulativeSize(levels, depth) {
   let cumulativeSize = new decimal_default(0);
   const slicedLevels = depth === void 0 ? levels : levels.slice(0, depth);
@@ -2217,10 +2236,18 @@ function formatL2Book(levels, depth) {
     ...formattedAsks.map(([, , cumulativeSize]) => cumulativeSize),
     0
   );
+  const ask1 = formattedAsks?.length > 0 ? formattedAsks[0][0] : 1;
+  const bid1 = formattedBids?.length > 0 ? formattedBids[0][0] : 1;
+  const midPrice = new decimal_default(ask1).plus(bid1).div(2).toNumber();
+  const spread = new decimal_default(ask1).minus(bid1).toNumber();
+  const spreadPercent = new decimal_default(spread).div(midPrice).toNumber();
   return {
     bids: formattedBids,
     asks: formattedAsks,
-    maxCumulativeSize
+    maxCumulativeSize,
+    levels: calcOrderbookLevels(midPrice),
+    spread,
+    spreadPercent
   };
 }
 var useL2Book = (coin, options = {}) => {
@@ -2240,6 +2267,7 @@ var useL2Book = (coin, options = {}) => {
   });
 };
 export {
+  calcOrderbookLevels,
   useDebouncedValue,
   useL2Book
 };

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "@hyperix/hooks",
-  "version": "0.1.3",
+  "version": "0.1.4",
   "type": "module",
   "main": "dist/index.js",
   "types": "dist/index.d.ts",