@orderly.network/hooks 1.2.0 → 1.3.2

package/lib/orderly/useOrderbookStream.js

@@ -1,91 +1,115 @@
 "use strict";
-var __importDefault = (this && this.__importDefault) || function (mod) {
-    return (mod && mod.__esModule) ? mod : { "default": mod };
-};
-Object.defineProperty(exports, "__esModule", { value: true });
-exports.useOrderbookStream = exports.mergeOrderbook = exports.reduceOrderbook = void 0;
-const react_1 = require("react");
-const useTickerStream_1 = require("./useTickerStream");
-const useMarkPrice_1 = require("./useMarkPrice");
-const useWS_1 = require("../useWS");
-const useEventEmitter_1 = require("../useEventEmitter");
-const useSymbolsInfo_1 = require("./useSymbolsInfo");
-const utils_1 = require("@orderly.network/utils");
-const ramda_1 = require("ramda");
-const types_1 = require("@orderly.network/types");
-const orderbook_service_1 = __importDefault(require("./orderbook.service"));
-const paddingFn = (len) => Array(len).fill([Number.NaN, Number.NaN, Number.NaN, Number.NaN]);
-const asksSortFn = (a, b) => a[0] - b[0];
-const bidsSortFn = (a, b) => b[0] - a[0];
+Object.defineProperty(exports, "__esModule", {
+    value: true
+});
+function _export(target, all) {
+    for(var name in all)Object.defineProperty(target, name, {
+        enumerable: true,
+        get: all[name]
+    });
+}
+_export(exports, {
+    mergeOrderbook: function() {
+        return mergeOrderbook;
+    },
+    reduceOrderbook: function() {
+        return reduceOrderbook;
+    },
+    useOrderbookStream: function() {
+        return useOrderbookStream;
+    }
+});
+const _react = require("react");
+const _useTickerStream = require("./useTickerStream");
+const _useMarkPrice = require("./useMarkPrice");
+const _useWS = require("../useWS");
+const _useEventEmitter = require("../useEventEmitter");
+const _useSymbolsInfo = require("./useSymbolsInfo");
+const _utils = require("@orderly.network/utils");
+const _ramda = require("ramda");
+const _types = require("@orderly.network/types");
+const _orderbookservice = /*#__PURE__*/ _interop_require_default(require("./orderbook.service"));
+function _interop_require_default(obj) {
+    return obj && obj.__esModule ? obj : {
+        default: obj
+    };
+}
+const paddingFn = (len)=>Array(len).fill([
+        Number.NaN,
+        Number.NaN,
+        Number.NaN,
+        Number.NaN
+    ]);
+const asksSortFn = (a, b)=>a[0] - b[0];
+const bidsSortFn = (a, b)=>b[0] - a[0];
 // const commonSortFn = (a: OrderBookItem, b: OrderBookItem) => b[0] - a[0];
-const reduceItems = (depth, level, data, asks = false) => {
+const reduceItems = (depth, level, data, asks = false)=>{
     if (!Array.isArray(data) || data.length === 0) {
         return [];
     }
-    let newData = [...data];
+    let newData = [
+        ...data
+    ];
     const result = [];
     //
     if (typeof depth !== "undefined") {
         const prices = new Map();
-        for (let i = 0; i < data.length; i++) {
+        for(let i = 0; i < data.length; i++){
             const [price, quantity] = data[i];
-            if (isNaN(price) || isNaN(quantity))
-                continue;
+            if (isNaN(price) || isNaN(quantity)) continue;
             let priceKey;
             if (asks) {
-                priceKey = new utils_1.Decimal(Math.ceil(price / depth)).mul(depth).toNumber();
-            }
-            else {
-                priceKey = new utils_1.Decimal(Math.floor(price / depth)).mul(depth).toNumber();
+                priceKey = new _utils.Decimal(Math.ceil(price / depth)).mul(depth).toNumber();
+            } 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, (0, ramda_1.min)(decimal.length, decimalDepth));
-                priceKey = new utils_1.Decimal(priceStr.slice(0, index) + "." + decimalStr).toNumber();
+                const decimalDepth = (0, _utils.removeTrailingZeros)(depth).toString().slice(2).length;
+                const decimalStr = decimal.slice(0, (0, _ramda.min)(decimal.length, decimalDepth));
+                priceKey = new _utils.Decimal(priceStr.slice(0, index) + "." + decimalStr).toNumber();
             }
             // console.log(`reduce items price: ${price}, priceKey: ${priceKey}, depth: ${depth}, resetPriceKey: ${price.toString === priceKey.toString}`);
             // console.log(`ask: ${asks} reduce items price: ${priceKey}`);
             if (prices.has(priceKey)) {
                 const item = prices.get(priceKey);
-                const itemPrice = new utils_1.Decimal(item[1]).add(quantity).toNumber();
+                const itemPrice = new _utils.Decimal(item[1]).add(quantity).toNumber();
                 // prices.push([price, quantity]);
-                prices.set(priceKey, [priceKey, itemPrice]);
-            }
-            else {
-                prices.set(priceKey, [priceKey, quantity]);
+                prices.set(priceKey, [
+                    priceKey,
+                    itemPrice
+                ]);
+            } else {
+                prices.set(priceKey, [
+                    priceKey,
+                    quantity
+                ]);
             }
         }
         newData = Array.from(prices.values());
     }
-    for (let i = 0; i < newData.length; i++) {
+    for(let i = 0; i < newData.length; i++){
         const [price, quantity] = newData[i];
-        if (isNaN(price) || isNaN(quantity))
-            continue;
-        const newQuantity = new utils_1.Decimal(quantity)
-            .add(result.length > 0 ? result[result.length - 1][2] : 0)
-            .toNumber();
-        const newAmount = new utils_1.Decimal(quantity * price)
-            .add(result.length > 0 ? result[result.length - 1][3] : 0)
-            .toNumber();
-        result.push([price, quantity, newQuantity, newAmount]);
-        // if the total is greater than the level, break
-        // TODO:
-        // if (i + 1 >= level) {
-        //   break;
-        // }
+        if (isNaN(price) || isNaN(quantity)) continue;
+        const newQuantity = new _utils.Decimal(quantity).add(result.length > 0 ? result[result.length - 1][2] : 0).toNumber();
+        const newAmount = new _utils.Decimal(quantity * price).add(result.length > 0 ? result[result.length - 1][3] : 0).toNumber();
+        result.push([
+            price,
+            quantity,
+            newQuantity,
+            newAmount
+        ]);
+    // if the total is greater than the level, break
+    // TODO:
+    // if (i + 1 >= level) {
+    //   break;
+    // }
     }
     return result;
 };
-/**
- * @name reduceOrderbook
- * @param depth
- * @param level
- * @param data
- */
-const reduceOrderbook = (depth, level, padding, data) => {
+const reduceOrderbook = (depth, level, padding, data)=>{
     let asks = reduceItems(depth, level, data.asks, true);
     let bids = reduceItems(depth, level, data.bids);
     /// not empty and asks.price <= bids.price
@@ -93,17 +117,21 @@ const reduceOrderbook = (depth, level, padding, data) => {
         if (asks.length === 1) {
             const [price, qty, newQuantity, newAmount] = asks[0];
             asks.shift();
-            asks.push([price + (depth === undefined ? 0 : depth), qty, newQuantity, newAmount]);
-        }
-        else {
+            asks.push([
+                price + (depth === undefined ? 0 : depth),
+                qty,
+                newQuantity,
+                newAmount
+            ]);
+        } else {
             const [bidPrice] = bids[0];
-            while (asks.length > 0) {
+            while(asks.length > 0){
                 const [askPrice, askQty, newQuantity, newAmount] = asks[0];
                 if (askPrice <= bidPrice) {
                     // console.log("xxxxxxxxxxx reset ask list begin", [...asks], { ...asks[0] });
                     asks.shift();
                     let logStr = "";
-                    for (let index = 0; index < asks.length; index++) {
+                    for(let index = 0; index < asks.length; index++){
                         if (index === 0) {
                             const quantity = asks[index][1] + askQty;
                             asks[index][1] = quantity;
@@ -111,17 +139,15 @@ const reduceOrderbook = (depth, level, padding, data) => {
                             // asks[index][3] += newAmount;
                             // FIXME: fix this code later
                             asks[index][3] = Math.ceil(quantity) * asks[index][0];
-                        }
-                        else {
+                        } else {
                             // asks[index][3] += newAmount;
                             // FIXME: fix this code later
                             asks[index][3] = asks[index][0] * asks[index][1] + asks[index - 1][3];
                         }
                         logStr += `index: ${index} ${asks[index]}\n`;
                     }
-                    // console.log("xxxxxxxxxxx reset ask list end", logStr);
-                }
-                else {
+                // console.log("xxxxxxxxxxx reset ask list end", logStr);
+                } else {
                     break;
                 }
             }
@@ -129,39 +155,32 @@ const reduceOrderbook = (depth, level, padding, data) => {
     }
     asks = asks.reverse();
     if (padding) {
-        asks =
-            asks.length < level ? paddingFn(level - asks.length).concat(asks) : asks;
-        bids =
-            bids.length < level ? bids.concat(paddingFn(level - bids.length)) : bids;
+        asks = asks.length < level ? paddingFn(level - asks.length).concat(asks) : asks;
+        bids = bids.length < level ? bids.concat(paddingFn(level - bids.length)) : bids;
     }
     return {
         asks: asks,
-        bids: bids,
+        bids: bids
     };
 };
-exports.reduceOrderbook = reduceOrderbook;
-const mergeItems = (data, update) => {
+const mergeItems = (data, update)=>{
     // let index = -1;
-    if (data.length === 0)
-        return update;
-    data = data.filter(([price]) => !isNaN(price));
-    while (update.length > 0) {
+    if (data.length === 0) return update;
+    data = data.filter(([price])=>!isNaN(price));
+    while(update.length > 0){
         const item = update.shift();
         //
         if (item) {
             const [price, quantity] = item;
-            const index = data.findIndex(([p], index) => p === price);
+            const index = data.findIndex(([p], index)=>p === price);
             //
             if (index === -1) {
-                if (quantity === 0)
-                    continue;
+                if (quantity === 0) continue;
                 data.push(item);
-            }
-            else {
+            } else {
                 if (quantity === 0) {
                     data.splice(index, 1);
-                }
-                else {
+                } else {
                     data[index] = item;
                 }
             }
@@ -169,63 +188,89 @@ const mergeItems = (data, update) => {
     }
     return data;
 };
-const mergeOrderbook = (data, update) => {
-    let asks = [...data.asks];
-    let bids = [...data.bids];
+const mergeOrderbook = (data, update)=>{
+    let asks = [
+        ...data.asks
+    ];
+    let bids = [
+        ...data.bids
+    ];
     asks = mergeItems(asks, update.asks).sort(asksSortFn);
     bids = mergeItems(bids, update.bids).sort(bidsSortFn);
     return {
         asks: asks,
-        bids: bids,
+        bids: bids
     };
 };
-exports.mergeOrderbook = mergeOrderbook;
-const INIT_DATA = { asks: [], bids: [] };
-/**
- * @name useOrderbookStream
- * @description React hook that returns the current orderbook for a given market
- */
-const useOrderbookStream = (symbol, initial = INIT_DATA, options) => {
+const INIT_DATA = {
+    asks: [],
+    bids: []
+};
+const useOrderbookStream = (symbol, initial = INIT_DATA, options)=>{
     if (!symbol) {
-        throw new types_1.SDKError("useOrderbookStream requires a symbol");
+        throw new _types.SDKError("useOrderbookStream requires a symbol");
     }
     const level = options?.level ?? 10;
     const padding = options?.padding ?? true;
-    const [requestData, setRequestData] = (0, react_1.useState)(null);
-    const [data, setData] = (0, react_1.useState)(initial);
-    const [isLoading, setIsLoading] = (0, react_1.useState)(true);
+    const [requestData, setRequestData] = (0, _react.useState)(null);
+    const [data, setData] = (0, _react.useState)(initial);
+    const [isLoading, setIsLoading] = (0, _react.useState)(true);
     // const [level, setLevel] = useState(() => options?.level ?? 10);
-    const config = (0, useSymbolsInfo_1.useSymbolsInfo)()[symbol];
-    const [depth, setDepth] = (0, react_1.useState)();
+    const config = (0, _useSymbolsInfo.useSymbolsInfo)()[symbol];
+    const [depth, setDepth] = (0, _react.useState)();
     // markPrice, lastPrice
-    const prevMiddlePrice = (0, react_1.useRef)(0);
-    const depths = (0, react_1.useMemo)(() => {
+    const prevMiddlePrice = (0, _react.useRef)(0);
+    const depths = (0, _react.useMemo)(()=>{
         const tick = config("quote_tick");
-        return [tick, tick * 10, tick * 100, tick * 1000];
-    }, [config("quote_tick")]);
-    (0, react_1.useEffect)(() => {
+        if (typeof tick === 'undefined') return [];
+        try {
+            const base = new _utils.Decimal(tick);
+            return [
+                base.toNumber(),
+                base.mul(10).toNumber(),
+                base.mul(100).toNumber(),
+                base.mul(1000).toNumber()
+            ];
+        } catch (e) {}
+        return [
+            tick
+        ];
+    }, [
+        config("quote_tick")
+    ]);
+    (0, _react.useEffect)(()=>{
         setDepth(config("quote_tick"));
-    }, [config("quote_tick")]);
-    const ws = (0, useWS_1.useWS)();
-    const ticker = (0, useTickerStream_1.useTickerStream)(symbol);
-    const eventEmitter = (0, useEventEmitter_1.useEventEmitter)();
+    }, [
+        config("quote_tick")
+    ]);
+    const ws = (0, _useWS.useWS)();
+    const ticker = (0, _useTickerStream.useTickerStream)(symbol);
+    const eventEmitter = (0, _useEventEmitter.useEventEmitter)();
     // const orderbookRequest =
-    (0, react_1.useEffect)(() => {
+    (0, _react.useEffect)(()=>{
         let needRequestFullOrderbook = true;
         setIsLoading(true);
         let orderBookUpdateSub;
         let fullOrderBookUpdateSub;
         orderBookUpdateSub = ws.subscribe({
             event: "subscribe",
-            topic: `${symbol}@orderbookupdate`,
+            topic: `${symbol}@orderbookupdate`
         }, {
-            formatter: (message) => message,
-            onMessage: (message) => {
+            formatter: (message)=>message,
+            onMessage: (message)=>{
                 const { data: wsData, ts } = message;
                 const { asks, bids, prevTs } = wsData;
-                orderbook_service_1.default.updateOrderbook(symbol, { asks, bids, ts, prevTs }, () => needRequestFullOrderbook = true);
-                const data = orderbook_service_1.default.getRawOrderbook(symbol);
-                setData({ bids: data.bids, asks: data.asks });
+                _orderbookservice.default.updateOrderbook(symbol, {
+                    asks,
+                    bids,
+                    ts,
+                    prevTs
+                }, ()=>needRequestFullOrderbook = true);
+                const data = _orderbookservice.default.getRawOrderbook(symbol);
+                setData({
+                    bids: data.bids,
+                    asks: data.asks
+                });
             }
         });
         if (needRequestFullOrderbook) {
@@ -235,50 +280,66 @@ const useOrderbookStream = (symbol, initial = INIT_DATA, options) => {
                 id: `${symbol}@orderbook`,
                 params: {
                     type: "orderbook",
-                    symbol: symbol,
-                },
+                    symbol: symbol
+                }
             }, {
-                formatter: (message) => message,
-                onMessage: (message) => {
+                formatter: (message)=>message,
+                onMessage: (message)=>{
                     const { symbol, asks, bids, ts } = message.data;
-                    orderbook_service_1.default.setFullOrderbook(symbol, { asks, bids, ts });
-                    const data = orderbook_service_1.default.getRawOrderbook(symbol);
-                    setData({ bids: data.bids, asks: data.asks });
+                    _orderbookservice.default.setFullOrderbook(symbol, {
+                        asks,
+                        bids,
+                        ts
+                    });
+                    const data = _orderbookservice.default.getRawOrderbook(symbol);
+                    setData({
+                        bids: data.bids,
+                        asks: data.asks
+                    });
                     setIsLoading(false);
-                },
+                }
             });
             needRequestFullOrderbook = false;
         }
-        return () => {
+        return ()=>{
             // unsubscribe
             orderBookUpdateSub?.();
             fullOrderBookUpdateSub?.();
-            orderbook_service_1.default.resetOrderBook(symbol);
+            _orderbookservice.default.resetOrderBook(symbol);
             setData(INIT_DATA);
         };
-    }, [symbol]);
+    }, [
+        symbol
+    ]);
     // const {data:markPrices} = useMarkPricesStream();
-    const { data: markPrice } = (0, useMarkPrice_1.useMarkPrice)(symbol);
-    const onItemClick = (0, react_1.useCallback)((item) => {
+    const { data: markPrice } = (0, _useMarkPrice.useMarkPrice)(symbol);
+    const onItemClick = (0, _react.useCallback)((item)=>{
         eventEmitter.emit("orderbook:item:click", item);
     }, []);
-    const onDepthChange = (0, react_1.useCallback)((depth) => {
+    const onDepthChange = (0, _react.useCallback)((depth)=>{
         //
-        setDepth(() => depth);
+        setDepth(()=>depth);
     }, []);
-    const reducedData = (0, exports.reduceOrderbook)(depth, level, padding, {
-        asks: [...data.asks],
-        bids: [...data.bids],
+    const reducedData = reduceOrderbook(depth, level, padding, {
+        asks: [
+            ...data.asks
+        ],
+        bids: [
+            ...data.bids
+        ]
     });
     // emit the asks0 and bids0
-    (0, react_1.useEffect)(() => {
+    (0, _react.useEffect)(()=>{
         const updateData = [
             reducedData.asks?.[reducedData.asks.length - 1]?.[0],
             reducedData.bids?.[0]?.[0]
         ];
         eventEmitter.emit("orderbook:update", updateData);
-    }, [reducedData.asks?.[reducedData.asks.length - 1]?.[0], reducedData.bids?.[0]?.[0]]);
-    const middlePrice = (0, react_1.useMemo)(() => {
+    }, [
+        reducedData.asks?.[reducedData.asks.length - 1]?.[0],
+        reducedData.bids?.[0]?.[0]
+    ]);
+    const middlePrice = (0, _react.useMemo)(()=>{
         let asksFrist = 0, bidsFirst = 0;
         if (data.asks.length > 0) {
             asksFrist = reducedData.asks?.[reducedData.asks.length - 1]?.[0];
@@ -286,21 +347,39 @@ const useOrderbookStream = (symbol, initial = INIT_DATA, options) => {
         if (data.bids.length > 0) {
             bidsFirst = data.bids[0][0];
         }
-        if (isNaN(asksFrist) || isNaN(bidsFirst) || !ticker)
-            return 0;
-        return [asksFrist, bidsFirst, ticker["24h_close"]].sort()[1];
-    }, [ticker?.["24h_close"], data]);
-    (0, react_1.useEffect)(() => {
+        if (isNaN(asksFrist) || isNaN(bidsFirst) || !ticker) return 0;
+        return [
+            asksFrist,
+            bidsFirst,
+            ticker["24h_close"]
+        ].sort()[1];
+    }, [
+        ticker?.["24h_close"],
+        data
+    ]);
+    (0, _react.useEffect)(()=>{
         prevMiddlePrice.current = middlePrice;
-    }, [middlePrice]);
+    }, [
+        middlePrice
+    ]);
     return [
         {
             asks: reducedData.asks.slice(-level),
             bids: reducedData.bids.slice(0, level),
             markPrice: markPrice,
-            middlePrice: [prevMiddlePrice.current, middlePrice],
+            middlePrice: [
+                prevMiddlePrice.current,
+                middlePrice
+            ]
         },
-        { onDepthChange, depth, allDepths: depths, isLoading, onItemClick },
+        {
+            onDepthChange,
+            depth,
+            allDepths: depths,
+            isLoading,
+            onItemClick
+        }
     ];
 };
-exports.useOrderbookStream = useOrderbookStream;
+
+//# sourceMappingURL=useOrderbookStream.js.map

package/lib/orderly/useOrderbookStream.js.map

@@ -0,0 +1 @@
+{"version":3,"sources":["../../src/orderly/useOrderbookStream.ts"],"sourcesContent":["import {useCallback, useEffect, useMemo, useRef, useState} from \"react\";\nimport {useTickerStream} from \"./useTickerStream\";\nimport {useMarkPrice} from \"./useMarkPrice\";\nimport {useWS} from \"../useWS\";\nimport {useEventEmitter} from \"../useEventEmitter\";\nimport {useSymbolsInfo} from \"./useSymbolsInfo\";\nimport {Decimal, removeTrailingZeros} from \"@orderly.network/utils\";\nimport {max, min} from \"ramda\";\nimport {SDKError} from \"@orderly.network/types\";\nimport orderbooksService from './orderbook.service';\n\nexport type OrderBookItem = number[];\n\nexport type OrderbookData = {\n    asks: OrderBookItem[];\n    bids: OrderBookItem[];\n};\n\nconst paddingFn = (len: number) =>\n    Array(len).fill([Number.NaN, Number.NaN, Number.NaN, Number.NaN] as OrderBookItem);\n\nconst asksSortFn = (a: OrderBookItem, b: OrderBookItem) => a[0] - b[0];\n\nconst bidsSortFn = (a: OrderBookItem, b: OrderBookItem) => b[0] - a[0];\n\n// const commonSortFn = (a: OrderBookItem, b: OrderBookItem) => b[0] - a[0];\n\nconst reduceItems = (\n    depth: number | undefined,\n    level: number,\n    data: OrderBookItem[],\n    asks = false\n) => {\n    if (!Array.isArray(data) || data.length === 0) {\n        return [];\n    }\n    let newData = [...data];\n    const result: OrderBookItem[] = [];\n\n    //\n\n    if (typeof depth !== \"undefined\") {\n        const prices = new Map<number, number[]>();\n        for (let i = 0; i < data.length; i++) {\n            const [price, quantity] = data[i];\n            if (isNaN(price) || isNaN(quantity)) continue;\n            let priceKey;\n\n            if (asks) {\n                priceKey = new Decimal(Math.ceil(price / depth)).mul(depth).toNumber();\n            } else {\n                priceKey = new Decimal(Math.floor(price / depth)).mul(depth).toNumber();\n            }\n\n            if (depth < 1 && depth > 0 && priceKey.toString().indexOf(\".\") !== -1) {\n                const priceStr = price.toString();\n                const index = priceStr.indexOf(\".\");\n                const decimal = priceStr.slice(index + 1);\n                const decimalDepth = removeTrailingZeros(depth).toString().slice(2).length;\n                const decimalStr = decimal.slice(0, min(decimal.length, decimalDepth));\n                priceKey = new Decimal(\n                    priceStr.slice(0, index) + \".\" + decimalStr\n                ).toNumber();\n            }\n\n            // console.log(`reduce items price: ${price}, priceKey: ${priceKey}, depth: ${depth}, resetPriceKey: ${price.toString === priceKey.toString}`);\n            // console.log(`ask: ${asks} reduce items price: ${priceKey}`);\n\n            if (prices.has(priceKey)) {\n                const item = prices.get(priceKey)!;\n                const itemPrice = new Decimal(item[1]).add(quantity).toNumber();\n\n                // prices.push([price, quantity]);\n                prices.set(priceKey, [priceKey, itemPrice]);\n            } else {\n                prices.set(priceKey, [priceKey, quantity]);\n            }\n        }\n\n        newData = Array.from(prices.values());\n    }\n\n    for (let i = 0; i < newData.length; i++) {\n        const [price, quantity] = newData[i];\n        if (isNaN(price) || isNaN(quantity)) continue;\n\n        const newQuantity = new Decimal(quantity)\n            .add(result.length > 0 ? result[result.length - 1][2] : 0)\n            .toNumber();\n\n        const newAmount = new Decimal(quantity * price)\n            .add(result.length > 0 ? result[result.length - 1][3] : 0)\n            .toNumber();\n\n        result.push([price, quantity, newQuantity, newAmount]);\n        // if the total is greater than the level, break\n        // TODO:\n        // if (i + 1 >= level) {\n        //   break;\n        // }\n    }\n\n    return result;\n};\n\n/**\n * @name reduceOrderbook\n * @param depth\n * @param level\n * @param data\n */\nexport const reduceOrderbook = (\n    depth: number | undefined,\n    level: number,\n    padding: boolean,\n    data: OrderbookData,\n): OrderbookData => {\n    let asks = reduceItems(depth, level, data.asks, true);\n\n    let bids = reduceItems(depth, level, data.bids);\n\n    /// not empty and asks.price <= bids.price\n    if (asks.length !== 0 && bids.length !== 0 && asks[0][0] <= bids[0][0]) {\n        if (asks.length === 1) {\n            const [price, qty, newQuantity, newAmount] = asks[0];\n            asks.shift();\n            asks.push([price + (depth === undefined ? 0 : depth), qty, newQuantity, newAmount]);\n        } else {\n            const [bidPrice] = bids[0];\n            while (asks.length > 0) {\n                const [askPrice, askQty, newQuantity, newAmount] = asks[0];\n\n\n                if (askPrice <= bidPrice) {\n                    // console.log(\"xxxxxxxxxxx reset ask list begin\", [...asks], { ...asks[0] });\n                    asks.shift();\n                    let logStr = \"\";\n                    for (let index = 0; index < asks.length; index++) {\n                        if (index === 0) {\n                            const quantity = asks[index][1] + askQty;\n                            asks[index][1] = quantity;\n                            asks[index][2] = quantity;\n                            // asks[index][3] += newAmount;\n                            // FIXME: fix this code later\n                            asks[index][3] = Math.ceil(quantity) * asks[index][0];\n                        } else {\n                            // asks[index][3] += newAmount;\n                            // FIXME: fix this code later\n                            asks[index][3] = asks[index][0] * asks[index][1] + asks[index - 1][3];\n                        }\n                        logStr += `index: ${index} ${asks[index]}\\n`;\n                    }\n                    // console.log(\"xxxxxxxxxxx reset ask list end\", logStr);\n                } else {\n                    break;\n                }\n            }\n        }\n    }\n\n    asks = asks.reverse();\n\n    if (padding) {\n        asks =\n            asks.length < level ? paddingFn(level - asks.length).concat(asks) : asks;\n        bids =\n            bids.length < level ? bids.concat(paddingFn(level - bids.length)) : bids;\n    }\n\n    return {\n        asks: asks,\n        bids: bids,\n    };\n};\n\nconst mergeItems = (data: OrderBookItem[], update: OrderBookItem[]) => {\n    // let index = -1;\n    if (data.length === 0) return update;\n\n    data = data.filter(([price]) => !isNaN(price));\n\n    while (update.length > 0) {\n        const item = update.shift();\n        //\n        if (item) {\n            const [price, quantity] = item;\n\n            const index = data.findIndex(([p], index) => p === price);\n            //\n            if (index === -1) {\n                if (quantity === 0) continue;\n                data.push(item);\n            } else {\n                if (quantity === 0) {\n                    data.splice(index, 1);\n                } else {\n                    data[index] = item;\n                }\n            }\n        }\n    }\n\n    return data;\n};\n\nexport const mergeOrderbook = (data: OrderbookData, update: OrderbookData) => {\n    let asks = [...data.asks];\n    let bids = [...data.bids];\n\n    asks = mergeItems(asks, update.asks).sort(asksSortFn);\n    bids = mergeItems(bids, update.bids).sort(bidsSortFn);\n\n    return {\n        asks: asks,\n        bids: bids,\n    };\n};\n\n/**\n * Configuration for the Order Book\n */\nexport type OrderbookOptions = {\n    /** Indicates the number of data entries to return for ask/bid, default is 10 */\n    level?: number;\n    /** Whether to fill in when the actual data entries are less than the level. 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Default is true */\n    padding?: boolean;\n};\n\nconst INIT_DATA = {asks: [], bids: []};\n\n/**\n * @name useOrderbookStream\n * @description React hook that returns the current orderbook for a given market\n */\nexport const useOrderbookStream = (\n    symbol: string,\n    initial: OrderbookData = INIT_DATA,\n    options?: OrderbookOptions\n) => {\n    if (!symbol) {\n        throw new SDKError(\"useOrderbookStream requires a symbol\");\n    }\n\n    const level = options?.level ?? 10;\n    const padding = options?.padding ?? true;\n\n    const [requestData, setRequestData] = useState<OrderbookData | null>(null);\n    const [data, setData] = useState<OrderbookData>(initial);\n    const [isLoading, setIsLoading] = useState(true);\n    // const [level, setLevel] = useState(() => options?.level ?? 10);\n\n    const config = useSymbolsInfo()[symbol];\n\n    const [depth, setDepth] = useState<number | undefined>();\n\n    // markPrice, lastPrice\n    const prevMiddlePrice = 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`${symbol}@orderbookupdate`,\n            },\n            {\n                formatter: (message) => message,\n                onMessage: (message: any) => {\n                    const {data: wsData, ts} = message;\n                    const {asks, bids, prevTs} = wsData;\n                    orderbooksService.updateOrderbook(symbol, {asks, bids, ts, prevTs}, () => needRequestFullOrderbook = true);\n\n\n                    const data = orderbooksService.getRawOrderbook(symbol);\n                    setData({bids: data.bids, asks: data.asks});\n\n                }\n            }\n        )\n\n        if ( needRequestFullOrderbook) {\n            setIsLoading(true);\n\n            fullOrderBookUpdateSub = ws.onceSubscribe(\n                {\n                    event: \"request\",\n                    id: `${symbol}@orderbook`,\n                    params: {\n                        type: \"orderbook\",\n                        symbol: symbol,\n                    },\n                },\n                {\n                    formatter: (message) => message,\n                    onMessage: (message: any) => {\n                        const {symbol, asks, bids, ts} = message.data;\n                        orderbooksService.setFullOrderbook(symbol, {asks, bids, ts})\n                        const data = orderbooksService.getRawOrderbook(symbol);\n                        setData({bids: data.bids, asks: data.asks});\n\n                        setIsLoading(false);\n                    },\n                }\n            )\n            needRequestFullOrderbook= false;\n        }\n\n        return () => {\n            // unsubscribe\n            orderBookUpdateSub?.();\n            fullOrderBookUpdateSub?.();\n            orderbooksService.resetOrderBook(symbol);\n            setData(INIT_DATA);\n        }\n\n    }, [symbol]);\n\n    // const {data:markPrices} = useMarkPricesStream();\n\n    const {data: markPrice} = useMarkPrice(symbol);\n\n\n    const onItemClick = 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