@orderly.network/hooks 1.3.0-alpha.0 → 1.3.2

package/esm/orderly/useOrderbookStream.d.ts.map

@@ -1 +1 @@
-{"version":3,"file":"useOrderbookStream.d.ts","sourceRoot":"","sources":["../../src/orderly/useOrderbookStream.ts"],"names":[],"mappings":"AAWA,MAAM,MAAM,aAAa,GAAG,MAAM,EAAE,CAAC;AAErC,MAAM,MAAM,aAAa,GAAG;IACxB,IAAI,EAAE,aAAa,EAAE,CAAC;IACtB,IAAI,EAAE,aAAa,EAAE,CAAC;CACzB,CAAC;AAyFF;;;;;GAKG;AACH,eAAO,MAAM,eAAe,UACjB,MAAM,GAAG,SAAS,SAClB,MAAM,WACJ,OAAO,QACV,aAAa,KACpB,aAyDF,CAAC;AAgCF,eAAO,MAAM,cAAc,SAAU,aAAa,UAAU,aAAa;;;CAWxE,CAAC;AAEF;;GAEG;AACH,MAAM,MAAM,gBAAgB,GAAG;IAC3B,gFAAgF;IAChF,KAAK,CAAC,EAAE,MAAM,CAAC;IACf,4IAA4I;IAC5I,OAAO,CAAC,EAAE,OAAO,CAAC;CACrB,CAAC;AAIF;;;GAGG;AACH,eAAO,MAAM,kBAAkB,WACnB,MAAM,YACL,aAAa,YACZ,gBAAgB;;;;;;;;;;;2BA8GgB,MAAM;;;;;;;;;IAmDnD,CAAC;AAEF,MAAM,MAAM,wBAAwB,GAAG,UAAU,CAAC,OAAO,kBAAkB,CAAC,CAAC"}
+{"version":3,"file":"useOrderbookStream.d.ts","sourceRoot":"","sources":["../../src/orderly/useOrderbookStream.ts"],"names":[],"mappings":"AAWA,MAAM,MAAM,aAAa,GAAG,MAAM,EAAE,CAAC;AAErC,MAAM,MAAM,aAAa,GAAG;IACxB,IAAI,EAAE,aAAa,EAAE,CAAC;IACtB,IAAI,EAAE,aAAa,EAAE,CAAC;CACzB,CAAC;AAyFF;;;;;GAKG;AACH,eAAO,MAAM,eAAe,UACjB,MAAM,GAAG,SAAS,SAClB,MAAM,WACJ,OAAO,QACV,aAAa,KACpB,aAyDF,CAAC;AAgCF,eAAO,MAAM,cAAc,SAAU,aAAa,UAAU,aAAa;;;CAWxE,CAAC;AAEF;;GAEG;AACH,MAAM,MAAM,gBAAgB,GAAG;IAC3B,gFAAgF;IAChF,KAAK,CAAC,EAAE,MAAM,CAAC;IACf,4IAA4I;IAC5I,OAAO,CAAC,EAAE,OAAO,CAAC;CACrB,CAAC;AAIF;;;GAGG;AACH,eAAO,MAAM,kBAAkB,WACnB,MAAM,YACL,aAAa,YACZ,gBAAgB;;;;;;;;;;;2BAqHgB,MAAM;;;;;;;;;IAmDnD,CAAC;AAEF,MAAM,MAAM,wBAAwB,GAAG,UAAU,CAAC,OAAO,kBAAkB,CAAC,CAAC"}

package/esm/orderly/useOrderbookStream.js

@@ -4,7 +4,7 @@ import { useMarkPrice } from "./useMarkPrice";
 import { useWS } from "../useWS";
 import { useEventEmitter } from "../useEventEmitter";
 import { useSymbolsInfo } from "./useSymbolsInfo";
-import { Decimal } from "@orderly.network/utils";
+import { Decimal, removeTrailingZeros } from "@orderly.network/utils";
 import { min } from "ramda";
 import { SDKError } from "@orderly.network/types";
 import orderbooksService from './orderbook.service';
@@ -41,7 +41,7 @@ const reduceItems = (depth, level, data, asks = false)=>{
                 const priceStr = price.toString();
                 const index = priceStr.indexOf(".");
                 const decimal = priceStr.slice(index + 1);
-                const decimalDepth = depth.toString().slice(2).length;
+                const decimalDepth = removeTrailingZeros(depth).toString().slice(2).length;
                 const decimalStr = decimal.slice(0, min(decimal.length, decimalDepth));
                 priceKey = new Decimal(priceStr.slice(0, index) + "." + decimalStr).toNumber();
             }
@@ -204,11 +204,18 @@ const INIT_DATA = {
     const prevMiddlePrice = useRef(0);
     const depths = useMemo(()=>{
         const tick = config("quote_tick");
+        if (typeof tick === 'undefined') return [];
+        try {
+            const base = new Decimal(tick);
+            return [
+                base.toNumber(),
+                base.mul(10).toNumber(),
+                base.mul(100).toNumber(),
+                base.mul(1000).toNumber()
+            ];
+        } catch (e) {}
         return [
-            tick,
-            tick * 10,
-            tick * 100,
-            tick * 1000
+            tick
         ];
     }, [
         config("quote_tick")

package/esm/orderly/useOrderbookStream.js.map

@@ -1 +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} 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 = 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. If filled, it will add [nan, nan, nan, nan]. 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 = useRef<number>(0);\n\n    const depths = useMemo(() => {\n        const tick = config(\"quote_tick\");\n\n        return [tick, tick * 10, tick * 100, tick * 1000];\n    }, [config(\"quote_tick\")]);\n\n    useEffect(() => {\n        setDepth(config(\"quote_tick\"));\n    }, [config(\"quote_tick\")]);\n\n    const ws = useWS();\n\n    const ticker = useTickerStream(symbol);\n\n    const eventEmitter = useEventEmitter();\n\n    // const orderbookRequest =\n\n    useEffect(() => {\n        let needRequestFullOrderbook= true;\n        setIsLoading(true);\n        let orderBookUpdateSub: any;\n        let fullOrderBookUpdateSub: any;\n        orderBookUpdateSub = ws.subscribe(\n            {\n                event: \"subscribe\",\n                topic: `${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 = useCallback((item: OrderBookItem) => {\n        eventEmitter.emit(\"orderbook:item:click\", item);\n    }, []);\n\n    const onDepthChange = useCallback((depth: number) => {\n        //\n        setDepth(() => depth);\n    }, []);\n\n\n    const reducedData = reduceOrderbook(depth, level, padding, {\n        asks: [...data.asks],\n        bids: [...data.bids],\n    });\n\n    // emit the asks0 and bids0\n    useEffect(() => {\n        const updateData = [\n            reducedData.asks?.[reducedData.asks.length - 1]?.[0],\n            reducedData.bids?.[0]?.[0]\n        ];\n        eventEmitter.emit(\"orderbook:update\", updateData);\n    }, [reducedData.asks?.[reducedData.asks.length - 1]?.[0], reducedData.bids?.[0]?.[0]]);\n\n    const middlePrice = useMemo(() => {\n        let asksFrist = 0,\n            bidsFirst = 0;\n\n        if (data.asks.length > 0) {\n            asksFrist = reducedData.asks?.[reducedData.asks.length - 1]?.[0];\n        }\n\n        if (data.bids.length > 0) {\n            bidsFirst = data.bids[0][0];\n        }\n\n        if (isNaN(asksFrist) || isNaN(bidsFirst) || !ticker) return 0;\n\n\n        return [asksFrist, bidsFirst, ticker[\"24h_close\"]].sort()[1];\n    }, [ticker?.[\"24h_close\"], data]);\n\n    useEffect(() => {\n        prevMiddlePrice.current = middlePrice;\n    }, [middlePrice]);\n\n    return [\n        {\n            asks: reducedData.asks.slice(-level),\n            bids: reducedData.bids.slice(0, level),\n            markPrice: markPrice,\n            middlePrice: [prevMiddlePrice.current, middlePrice],\n        },\n        {onDepthChange, depth, allDepths: depths, isLoading, onItemClick},\n    ];\n};\n\nexport type useOrderbookStreamReturn = ReturnType<typeof 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+{"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. If filled, it will add [nan, nan, nan, nan]. 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 = useRef<number>(0);\n\n    const depths = useMemo(() => {\n        const tick = config(\"quote_tick\");\n        if (typeof tick === 'undefined') return [];\n\n        try {\n            const base = new Decimal(tick);\n            return [base.toNumber(), base.mul(10).toNumber(), base.mul(100).toNumber(), base.mul(1000).toNumber()];\n        } catch (e) {\n\n        }\n        return [tick];\n    }, [config(\"quote_tick\")]);\n\n    useEffect(() => {\n        setDepth(config(\"quote_tick\"));\n    }, [config(\"quote_tick\")]);\n\n    const ws = useWS();\n\n    const ticker = useTickerStream(symbol);\n\n    const eventEmitter = useEventEmitter();\n\n    // const orderbookRequest =\n\n    useEffect(() => {\n        let needRequestFullOrderbook= true;\n        setIsLoading(true);\n        let orderBookUpdateSub: any;\n        let fullOrderBookUpdateSub: any;\n        orderBookUpdateSub = ws.subscribe(\n            {\n                event: \"subscribe\",\n                topic: `${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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{\n            bidsFirst = data.bids[0][0];\n        }\n\n        if (isNaN(asksFrist) || isNaN(bidsFirst) || !ticker) return 0;\n\n\n        return [asksFrist, bidsFirst, ticker[\"24h_close\"]].sort()[1];\n    }, [ticker?.[\"24h_close\"], data]);\n\n    useEffect(() => {\n        prevMiddlePrice.current = middlePrice;\n    }, [middlePrice]);\n\n    return [\n        {\n            asks: reducedData.asks.slice(-level),\n            bids: reducedData.bids.slice(0, level),\n            markPrice: markPrice,\n            middlePrice: [prevMiddlePrice.current, middlePrice],\n        },\n        {onDepthChange, depth, allDepths: depths, isLoading, onItemClick},\n    ];\n};\n\nexport type useOrderbookStreamReturn = ReturnType<typeof 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package/esm/version.d.ts

@@ -5,6 +5,6 @@ declare global {
         };
     }
 }
-declare const _default: "1.3.0-alpha.0";
+declare const _default: "1.3.2";
 export default _default;
 //# sourceMappingURL=version.d.ts.map

package/esm/version.d.ts.map

@@ -1 +1 @@
-{"version":3,"file":"version.d.ts","sourceRoot":"","sources":["../src/version.ts"],"names":[],"mappings":"AACA,OAAO,CAAC,MAAM,CAAC;IACX,UAAU,MAAM;QACZ,mBAAmB,CAAC,EAAE;YAClB,CAAC,GAAG,EAAE,MAAM,GAAG,MAAM,CAAC;SACzB,CAAC;KACL;CACJ;;AAMD,wBAA+B"}
+{"version":3,"file":"version.d.ts","sourceRoot":"","sources":["../src/version.ts"],"names":[],"mappings":"AACA,OAAO,CAAC,MAAM,CAAC;IACX,UAAU,MAAM;QACZ,mBAAmB,CAAC,EAAE;YAClB,CAAC,GAAG,EAAE,MAAM,GAAG,MAAM,CAAC;SACzB,CAAC;KACL;CACJ;;AAMD,wBAAuB"}

package/esm/version.js

@@ -1,7 +1,7 @@
 if (typeof window !== 'undefined') {
     window.__ORDERLY_VERSION__ = window.__ORDERLY_VERSION__ || {};
-    window.__ORDERLY_VERSION__["@orderly.network/hooks"] = "1.3.0-alpha.0";
+    window.__ORDERLY_VERSION__["@orderly.network/hooks"] = "1.3.2";
 }
-export default "1.3.0-alpha.0";
+export default "1.3.2";
 
 //# sourceMappingURL=version.js.map

package/esm/version.js.map

@@ -1 +1 @@
-{"version":3,"sources":["../src/version.ts"],"sourcesContent":["\ndeclare global {\n    interface Window {\n        __ORDERLY_VERSION__?: {\n            [key: string]: string;\n        };\n    }\n}\nif(typeof window !== 'undefined') {\n    window.__ORDERLY_VERSION__ = window.__ORDERLY_VERSION__ || {};\n    window.__ORDERLY_VERSION__[\"@orderly.network/hooks\"] = \"1.3.0-alpha.0\";\n};\n\nexport default \"1.3.0-alpha.0\";\n"],"names":["window","__ORDERLY_VERSION__"],"rangeMappings":";;;;","mappings":"AAQA,IAAG,OAAOA,WAAW,aAAa;IAC9BA,OAAOC,mBAAmB,GAAGD,OAAOC,mBAAmB,IAAI,CAAC;IAC5DD,OAAOC,mBAAmB,CAAC,yBAAyB,GAAG;AAC3D;AAEA,eAAe,gBAAgB"}
+{"version":3,"sources":["../src/version.ts"],"sourcesContent":["\ndeclare global {\n    interface Window {\n        __ORDERLY_VERSION__?: {\n            [key: string]: string;\n        };\n    }\n}\nif(typeof window !== 'undefined') {\n    window.__ORDERLY_VERSION__ = window.__ORDERLY_VERSION__ || {};\n    window.__ORDERLY_VERSION__[\"@orderly.network/hooks\"] = \"1.3.2\";\n};\n\nexport default \"1.3.2\";\n"],"names":["window","__ORDERLY_VERSION__"],"rangeMappings":";;;;","mappings":"AAQA,IAAG,OAAOA,WAAW,aAAa;IAC9BA,OAAOC,mBAAmB,GAAGD,OAAOC,mBAAmB,IAAI,CAAC;IAC5DD,OAAOC,mBAAmB,CAAC,yBAAyB,GAAG;AAC3D;AAEA,eAAe,QAAQ"}

package/lib/orderly/useOrderbookStream.d.ts.map

@@ -1 +1 @@
-{"version":3,"file":"useOrderbookStream.d.ts","sourceRoot":"","sources":["../../src/orderly/useOrderbookStream.ts"],"names":[],"mappings":"AAWA,MAAM,MAAM,aAAa,GAAG,MAAM,EAAE,CAAC;AAErC,MAAM,MAAM,aAAa,GAAG;IACxB,IAAI,EAAE,aAAa,EAAE,CAAC;IACtB,IAAI,EAAE,aAAa,EAAE,CAAC;CACzB,CAAC;AAyFF;;;;;GAKG;AACH,eAAO,MAAM,eAAe,UACjB,MAAM,GAAG,SAAS,SAClB,MAAM,WACJ,OAAO,QACV,aAAa,KACpB,aAyDF,CAAC;AAgCF,eAAO,MAAM,cAAc,SAAU,aAAa,UAAU,aAAa;;;CAWxE,CAAC;AAEF;;GAEG;AACH,MAAM,MAAM,gBAAgB,GAAG;IAC3B,gFAAgF;IAChF,KAAK,CAAC,EAAE,MAAM,CAAC;IACf,4IAA4I;IAC5I,OAAO,CAAC,EAAE,OAAO,CAAC;CACrB,CAAC;AAIF;;;GAGG;AACH,eAAO,MAAM,kBAAkB,WACnB,MAAM,YACL,aAAa,YACZ,gBAAgB;;;;;;;;;;;2BA8GgB,MAAM;;;;;;;;;IAmDnD,CAAC;AAEF,MAAM,MAAM,wBAAwB,GAAG,UAAU,CAAC,OAAO,kBAAkB,CAAC,CAAC"}
+{"version":3,"file":"useOrderbookStream.d.ts","sourceRoot":"","sources":["../../src/orderly/useOrderbookStream.ts"],"names":[],"mappings":"AAWA,MAAM,MAAM,aAAa,GAAG,MAAM,EAAE,CAAC;AAErC,MAAM,MAAM,aAAa,GAAG;IACxB,IAAI,EAAE,aAAa,EAAE,CAAC;IACtB,IAAI,EAAE,aAAa,EAAE,CAAC;CACzB,CAAC;AAyFF;;;;;GAKG;AACH,eAAO,MAAM,eAAe,UACjB,MAAM,GAAG,SAAS,SAClB,MAAM,WACJ,OAAO,QACV,aAAa,KACpB,aAyDF,CAAC;AAgCF,eAAO,MAAM,cAAc,SAAU,aAAa,UAAU,aAAa;;;CAWxE,CAAC;AAEF;;GAEG;AACH,MAAM,MAAM,gBAAgB,GAAG;IAC3B,gFAAgF;IAChF,KAAK,CAAC,EAAE,MAAM,CAAC;IACf,4IAA4I;IAC5I,OAAO,CAAC,EAAE,OAAO,CAAC;CACrB,CAAC;AAIF;;;GAGG;AACH,eAAO,MAAM,kBAAkB,WACnB,MAAM,YACL,aAAa,YACZ,gBAAgB;;;;;;;;;;;2BAqHgB,MAAM;;;;;;;;;IAmDnD,CAAC;AAEF,MAAM,MAAM,wBAAwB,GAAG,UAAU,CAAC,OAAO,kBAAkB,CAAC,CAAC"}

package/lib/orderly/useOrderbookStream.js

@@ -67,7 +67,7 @@ const reduceItems = (depth, level, data, asks = false)=>{
                 const priceStr = price.toString();
                 const index = priceStr.indexOf(".");
                 const decimal = priceStr.slice(index + 1);
-                const decimalDepth = depth.toString().slice(2).length;
+                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();
             }
@@ -222,11 +222,18 @@ const useOrderbookStream = (symbol, initial = INIT_DATA, options)=>{
     const prevMiddlePrice = (0, _react.useRef)(0);
     const depths = (0, _react.useMemo)(()=>{
         const tick = config("quote_tick");
+        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,
-            tick * 10,
-            tick * 100,
-            tick * 1000
+            tick
         ];
     }, [
         config("quote_tick")

package/lib/orderly/useOrderbookStream.js.map

@@ -1 +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} 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 = 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. If filled, it will add [nan, nan, nan, nan]. 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 = useRef<number>(0);\n\n    const depths = useMemo(() => {\n        const tick = config(\"quote_tick\");\n\n        return [tick, tick * 10, tick * 100, tick * 1000];\n    }, [config(\"quote_tick\")]);\n\n    useEffect(() => {\n        setDepth(config(\"quote_tick\"));\n    }, [config(\"quote_tick\")]);\n\n    const ws = useWS();\n\n    const ticker = useTickerStream(symbol);\n\n    const eventEmitter = useEventEmitter();\n\n    // const orderbookRequest =\n\n    useEffect(() => {\n        let needRequestFullOrderbook= true;\n        setIsLoading(true);\n        let orderBookUpdateSub: any;\n        let fullOrderBookUpdateSub: any;\n        orderBookUpdateSub = ws.subscribe(\n            {\n                event: \"subscribe\",\n                topic: `${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 = useCallback((item: OrderBookItem) => {\n        eventEmitter.emit(\"orderbook:item:click\", item);\n    }, []);\n\n    const onDepthChange = useCallback((depth: number) => {\n        //\n        setDepth(() => depth);\n    }, []);\n\n\n    const reducedData = reduceOrderbook(depth, level, padding, {\n        asks: [...data.asks],\n        bids: [...data.bids],\n    });\n\n    // emit the asks0 and bids0\n    useEffect(() => {\n        const updateData = [\n            reducedData.asks?.[reducedData.asks.length - 1]?.[0],\n            reducedData.bids?.[0]?.[0]\n        ];\n        eventEmitter.emit(\"orderbook:update\", updateData);\n    }, [reducedData.asks?.[reducedData.asks.length - 1]?.[0], reducedData.bids?.[0]?.[0]]);\n\n    const middlePrice = useMemo(() => {\n        let asksFrist = 0,\n            bidsFirst = 0;\n\n        if (data.asks.length > 0) {\n            asksFrist = reducedData.asks?.[reducedData.asks.length - 1]?.[0];\n        }\n\n        if (data.bids.length > 0) {\n            bidsFirst = data.bids[0][0];\n        }\n\n        if (isNaN(asksFrist) || isNaN(bidsFirst) || !ticker) return 0;\n\n\n        return [asksFrist, bidsFirst, ticker[\"24h_close\"]].sort()[1];\n    }, [ticker?.[\"24h_close\"], data]);\n\n    useEffect(() => {\n        prevMiddlePrice.current = middlePrice;\n    }, [middlePrice]);\n\n    return [\n        {\n            asks: reducedData.asks.slice(-level),\n            bids: reducedData.bids.slice(0, level),\n            markPrice: markPrice,\n            middlePrice: [prevMiddlePrice.current, middlePrice],\n        },\n        {onDepthChange, depth, allDepths: depths, isLoading, onItemClick},\n    ];\n};\n\nexport type useOrderbookStreamReturn = ReturnType<typeof 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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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`${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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package/lib/version.d.ts

@@ -5,6 +5,6 @@ declare global {
         };
     }
 }
-declare const _default: "1.3.0-alpha.0";
+declare const _default: "1.3.2";
 export default _default;
 //# sourceMappingURL=version.d.ts.map

package/lib/version.d.ts.map

@@ -1 +1 @@
-{"version":3,"file":"version.d.ts","sourceRoot":"","sources":["../src/version.ts"],"names":[],"mappings":"AACA,OAAO,CAAC,MAAM,CAAC;IACX,UAAU,MAAM;QACZ,mBAAmB,CAAC,EAAE;YAClB,CAAC,GAAG,EAAE,MAAM,GAAG,MAAM,CAAC;SACzB,CAAC;KACL;CACJ;;AAMD,wBAA+B"}
+{"version":3,"file":"version.d.ts","sourceRoot":"","sources":["../src/version.ts"],"names":[],"mappings":"AACA,OAAO,CAAC,MAAM,CAAC;IACX,UAAU,MAAM;QACZ,mBAAmB,CAAC,EAAE;YAClB,CAAC,GAAG,EAAE,MAAM,GAAG,MAAM,CAAC;SACzB,CAAC;KACL;CACJ;;AAMD,wBAAuB"}

package/lib/version.js

@@ -10,8 +10,8 @@ Object.defineProperty(exports, "default", {
 });
 if (typeof window !== 'undefined') {
     window.__ORDERLY_VERSION__ = window.__ORDERLY_VERSION__ || {};
-    window.__ORDERLY_VERSION__["@orderly.network/hooks"] = "1.3.0-alpha.0";
+    window.__ORDERLY_VERSION__["@orderly.network/hooks"] = "1.3.2";
 }
-const _default = "1.3.0-alpha.0";
+const _default = "1.3.2";
 
 //# sourceMappingURL=version.js.map

package/lib/version.js.map

@@ -1 +1 @@
-{"version":3,"sources":["../src/version.ts"],"sourcesContent":["\ndeclare global {\n    interface Window {\n        __ORDERLY_VERSION__?: {\n            [key: string]: string;\n        };\n    }\n}\nif(typeof window !== 'undefined') {\n    window.__ORDERLY_VERSION__ = window.__ORDERLY_VERSION__ || {};\n    window.__ORDERLY_VERSION__[\"@orderly.network/hooks\"] = \"1.3.0-alpha.0\";\n};\n\nexport default \"1.3.0-alpha.0\";\n"],"names":["window","__ORDERLY_VERSION__"],"rangeMappings":";;;;;;;;;;;;;;","mappings":";;;;+BAaA;;;eAAA;;;AALA,IAAG,OAAOA,WAAW,aAAa;IAC9BA,OAAOC,mBAAmB,GAAGD,OAAOC,mBAAmB,IAAI,CAAC;IAC5DD,OAAOC,mBAAmB,CAAC,yBAAyB,GAAG;AAC3D;MAEA,WAAe"}
+{"version":3,"sources":["../src/version.ts"],"sourcesContent":["\ndeclare global {\n    interface Window {\n        __ORDERLY_VERSION__?: {\n            [key: string]: string;\n        };\n    }\n}\nif(typeof window !== 'undefined') {\n    window.__ORDERLY_VERSION__ = window.__ORDERLY_VERSION__ || {};\n    window.__ORDERLY_VERSION__[\"@orderly.network/hooks\"] = \"1.3.2\";\n};\n\nexport default \"1.3.2\";\n"],"names":["window","__ORDERLY_VERSION__"],"rangeMappings":";;;;;;;;;;;;;;","mappings":";;;;+BAaA;;;eAAA;;;AALA,IAAG,OAAOA,WAAW,aAAa;IAC9BA,OAAOC,mBAAmB,GAAGD,OAAOC,mBAAmB,IAAI,CAAC;IAC5DD,OAAOC,mBAAmB,CAAC,yBAAyB,GAAG;AAC3D;MAEA,WAAe"}

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "@orderly.network/hooks",
-  "version": "1.3.0-alpha.0",
+  "version": "1.3.2",
   "description": "",
   "main": "lib/index.js",
   "module": "esm/index.js",
@@ -30,18 +30,18 @@
     "tsup": "^7.1.0",
     "typedoc": "^0.24.8",
     "typescript": "^5.1.6",
-    "tsconfig": "0.2.0-alpha.0"
+    "tsconfig": "0.2.2"
   },
   "dependencies": {
     "ramda": "^0.29.0",
     "swr": "^2.2.4",
     "use-constant": "^1.1.1",
     "use-debounce": "^9.0.4",
-    "@orderly.network/core": "1.3.0-alpha.0",
-    "@orderly.network/net": "1.3.0-alpha.0",
-    "@orderly.network/perp": "3.1.0-alpha.0",
-    "@orderly.network/types": "1.3.0-alpha.0",
-    "@orderly.network/utils": "1.3.0-alpha.0"
+    "@orderly.network/net": "1.3.2",
+    "@orderly.network/perp": "3.1.2",
+    "@orderly.network/core": "1.3.2",
+    "@orderly.network/utils": "1.3.2",
+    "@orderly.network/types": "1.3.2"
   },
   "publishConfig": {
     "access": "public"