@orderly.network/hooks 0.0.93 → 0.0.95

package/dist/index.js

@@ -666,6 +666,14 @@ var reduceItems = (depth, level, data, asks = false) => {
       } else {
         priceKey = new utils.Decimal(Math.floor(price / depth)).mul(depth).toNumber();
       }
+      if (depth < 1 && depth > 0 && priceKey.toString().indexOf(".") !== -1) {
+        const priceStr = price.toString();
+        const index = priceStr.indexOf(".");
+        const decimal = priceStr.slice(index + 1);
+        const decimalDepth = depth.toString().slice(2).length;
+        const decimalStr = decimal.slice(0, ramda.min(decimal.length, decimalDepth));
+        priceKey = new utils.Decimal(priceStr.slice(0, index) + "." + decimalStr).toNumber();
+      }
       if (prices.has(priceKey)) {
         const item = prices.get(priceKey);
         const itemPrice = new utils.Decimal(item[1]).add(quantity).toNumber();
@@ -686,8 +694,32 @@ var reduceItems = (depth, level, data, asks = false) => {
   return result;
 };
 var reduceOrderbook = (depth, level, data) => {
-  const asks = reduceItems(depth, level, data.asks, true).reverse();
-  const bids = reduceItems(depth, level, data.bids);
+  let asks = reduceItems(depth, level, data.asks, true);
+  let bids = reduceItems(depth, level, data.bids);
+  if (asks.length !== 0 && bids.length !== 0 && asks[0][0] <= bids[0][0]) {
+    if (asks.length === 1) {
+      const [price, qty, newQuantity] = asks[0];
+      asks.shift();
+      asks.push([price + (depth === void 0 ? 0 : depth), qty, newQuantity]);
+    } else {
+      const [bidPrice] = bids[0];
+      while (asks.length > 0) {
+        const [askPrice, askQty, newQuantity] = asks[0];
+        if (askPrice <= bidPrice) {
+          asks.shift();
+          for (let index = 0; index < asks.length; index++) {
+            if (index === 0) {
+              asks[index][1] += askQty;
+            }
+            asks[index][2] += newQuantity;
+          }
+        } else {
+          break;
+        }
+      }
+    }
+  }
+  asks = asks.reverse();
   return {
     asks: asks.length < level ? paddingFn(level - asks.length).concat(asks) : asks,
     bids: bids.length < level ? bids.concat(paddingFn(level - bids.length)) : bids
@@ -830,7 +862,10 @@ var useOrderbookStream = (symbol, initial = INIT_DATA, options) => {
   React2.useEffect(() => {
     prevMiddlePrice.current = middlePrice;
   }, [middlePrice]);
-  const reducedData = reduceOrderbook(depth, level, data);
+  const reducedData = reduceOrderbook(depth, level, {
+    asks: [...data.asks],
+    bids: [...data.bids]
+  });
   return [
     {
       asks: reducedData.asks.slice(-level),