@imbingox/acex 0.4.0-beta.15 → 0.4.0-beta.17

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Files changed (19) hide show
  1. package/CHANGELOG.md +12 -0
  2. package/docs/api.md +38 -8
  3. package/package.json +1 -1
  4. package/src/client/context.ts +22 -0
  5. package/src/client/private-subscription-coordinator.ts +113 -5
  6. package/src/client/runtime.ts +43 -5
  7. package/src/errors.ts +1 -0
  8. package/src/internal/async-event-bus.ts +75 -3
  9. package/src/managers/account-manager.ts +43 -16
  10. package/src/managers/market-manager.ts +111 -7
  11. package/src/managers/order/data-status.ts +9 -0
  12. package/src/managers/order/model.ts +3 -0
  13. package/src/managers/order/snapshot.ts +1 -0
  14. package/src/managers/order-manager.ts +244 -31
  15. package/src/types/account.ts +9 -2
  16. package/src/types/client.ts +8 -2
  17. package/src/types/market.ts +19 -4
  18. package/src/types/order.ts +11 -3
  19. package/src/types/shared.ts +15 -0
package/src/types/order.ts CHANGED
@@ -1,5 +1,6 @@
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  import type { PositionSide } from "./account.ts";
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  import type {
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+ BufferedEventStreamOptions,
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  PrivateRuntimeReason,
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  PrivateRuntimeStatus,
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  SubscriptionActivity,
@@ -34,7 +35,8 @@ export type OrderStatus =
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  | "filled"
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  | "canceled"
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  | "rejected"
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- | "expired";
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+ | "expired"
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+ | "unknown";
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  export type CreateOrderType = "limit" | "market";
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@@ -159,8 +161,14 @@ export type OrderEvent =
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  | OrderSnapshotReplacedEvent;
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  export interface OrderEventStreams {
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- updates(filter?: OrderEventFilter): AsyncIterable<OrderEvent>;
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- status(filter?: OrderEventFilter): AsyncIterable<OrderStatusChangedEvent>;
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+ updates(
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+ filter?: OrderEventFilter,
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+ options?: BufferedEventStreamOptions,
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+ ): AsyncIterable<OrderEvent>;
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+ status(
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+ filter?: OrderEventFilter,
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+ options?: BufferedEventStreamOptions,
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+ ): AsyncIterable<OrderStatusChangedEvent>;
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  }
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  export interface OrderManager {
package/src/types/shared.ts CHANGED
@@ -107,6 +107,8 @@ export interface AccountRuntimeOptions {
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  export interface OrderRuntimeOptions {
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  maxClosedOrdersPerSymbol?: number;
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+ missingOrderEvictionThreshold?: number;
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+ pendingClaimTtlMs?: number;
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  }
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  export interface CreateClientOptions {
@@ -173,11 +175,24 @@ export interface StopOptions {
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  timeoutMs?: number;
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  }
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+ export type EventStreamMode = "buffer" | "conflate";
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+
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+ export interface EventStreamOptions {
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+ mode?: EventStreamMode;
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+ maxBuffer?: number;
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+ }
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+
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+ export interface BufferedEventStreamOptions {
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+ maxBuffer?: number;
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+ }
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+
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  export interface AcexInternalError {
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  source: "client" | "market" | "account" | "order" | "adapter" | "runtime";
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  venue?: Venue;
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  accountId?: string;
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  symbol?: string;
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+ stream?: string;
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+ maxBuffer?: number;
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  error: Error;
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  ts: number;
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  }