@silvana-one/orderbook 1.1.8

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package/README.md ADDED
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+ # @silvana-one/orderbook
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+
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+ Silvana Orderbook Client - A TypeScript/JavaScript client library for interacting with the Silvana Orderbook Service via gRPC.
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+
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+ ## Installation
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+
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+ ```bash
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+ npm install @silvana-one/orderbook
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+ ```
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+
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+ ## Usage
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+
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+ ### Basic Setup
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+
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+ ```typescript
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+ import { OrderbookClient, OrderType, OrderStatus, TimeInForce } from '@silvana-one/orderbook';
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+
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+ // Initialize the client
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+ const client = new OrderbookClient({
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+ baseUrl: 'http://localhost:50052',
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+ token: 'your-jwt-token-here'
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+ });
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+ ```
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+
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+ ### Submitting Orders
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+
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+ ```typescript
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+ // Submit a buy order
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+ const response = await client.submitOrder({
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+ marketId: 'BTC-USD',
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+ orderType: OrderType.BID,
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+ price: '50000.00',
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+ quantity: '0.5',
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+ timeInForce: TimeInForce.GTC,
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+ expiresAt: new Date('2024-12-31'),
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+ traderOrderRef: 'my-order-123'
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+ });
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+
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+ if (response.success) {
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+ console.log('Order submitted:', response.order);
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+ }
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+ ```
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+
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+ ### Querying Orders
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+
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+ ```typescript
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+ // Get your active orders
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+ const orders = await client.getOrders({
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+ marketId: 'BTC-USD',
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+ status: OrderStatus.ACTIVE,
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+ limit: 50
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+ });
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+
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+ // Get order history
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+ const history = await client.getOrderHistory({
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+ marketId: 'BTC-USD',
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+ fromTime: new Date('2024-01-01'),
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+ toTime: new Date(),
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+ limit: 100
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+ });
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+ ```
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+
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+ ### Market Data
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+
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+ ```typescript
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+ // Get orderbook depth
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+ const depth = await client.getOrderbookDepth({
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+ marketId: 'BTC-USD',
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+ depth: 20
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+ });
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+
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+ console.log('Bids:', depth.orderbook?.bids);
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+ console.log('Offers:', depth.orderbook?.offers);
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+
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+ // Get market data for multiple markets
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+ const marketData = await client.getMarketData({
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+ marketIds: ['BTC-USD', 'ETH-USD']
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+ });
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+ ```
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+
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+ ### Streaming Real-time Updates
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+
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+ ```typescript
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+ // Subscribe to orderbook updates
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+ const orderbookStream = client.subscribeOrderbook({
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+ marketId: 'BTC-USD',
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+ depth: 10
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+ });
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+
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+ for await (const update of orderbookStream) {
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+ console.log('Orderbook update:', update);
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+ }
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+
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+ // Subscribe to your order updates
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+ const orderStream = client.subscribeOrders({
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+ marketId: 'BTC-USD'
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+ });
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+
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+ for await (const update of orderStream) {
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+ console.log('Order update:', update.eventType, update.order);
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+ }
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+ ```
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+
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+ ### Canceling Orders
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+
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+ ```typescript
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+ const cancelResponse = await client.cancelOrder({
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+ orderId: BigInt(12345)
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+ });
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+
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+ if (cancelResponse.success) {
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+ console.log('Order cancelled');
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+ }
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+ ```
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+
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+ ## API Methods
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+
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+ ### Order Management
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+ - `submitOrder()` - Submit a new order
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+ - `cancelOrder()` - Cancel an existing order
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+ - `getOrders()` - Get your orders
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+ - `getOrderHistory()` - Get historical orders
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+
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+ ### Market Data
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+ - `getMarkets()` - Get available markets
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+ - `getInstruments()` - Get tradable instruments
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+ - `getOrderbookDepth()` - Get orderbook depth
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+ - `getMarketData()` - Get market statistics
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+
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+ ### Settlements
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+ - `getSettlementProposals()` - Get settlement proposals
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+ - `getSettlements()` - Get completed settlements
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+
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+ ### Streaming (Real-time)
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+ - `subscribeOrderbook()` - Stream orderbook updates
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+ - `subscribeOrders()` - Stream order updates
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+ - `subscribeSettlements()` - Stream settlement updates
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+
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+ ## Types and Enums
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+
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+ The package exports all necessary types and enums:
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+
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+ ```typescript
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+ import {
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+ OrderType,
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+ OrderStatus,
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+ TimeInForce,
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+ MarketType,
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+ SettlementStatus,
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+ type Order,
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+ type Market,
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+ type Instrument,
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+ type Settlement,
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+ type OrderbookDepth
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+ } from '@silvana-one/orderbook';
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+ ```
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+
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+ ## JWT Authentication
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+
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+ All methods require JWT authentication. The token should be signed with an Ed25519 private key and include the necessary claims for accessing the orderbook service.
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+
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+ ```typescript
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+ const token = generateJWT({
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+ sub: 'trader-id',
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+ exp: Date.now() + 3600000,
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+ // ... other required claims
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+ });
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+
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+ const client = new OrderbookClient({
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+ baseUrl: 'http://orderbook-service:50052',
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+ token
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+ });
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+ ```
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+
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+ ## Error Handling
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+
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+ All async methods may throw errors. It's recommended to wrap calls in try-catch blocks:
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+
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+ ```typescript
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+ try {
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+ const response = await client.submitOrder({
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+ // ... order parameters
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+ });
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+ } catch (error) {
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+ console.error('Failed to submit order:', error);
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+ }
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+ ```
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+
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+ ## License
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+
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+ Apache-2.0
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+ export * from "./proto/silvana/orderbook/v1/orderbook_pb.js";
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+ import { type GetOrdersResponse, type GetOrderbookDepthResponse, type GetSettlementProposalsResponse, type GetInstrumentsResponse, type GetMarketsResponse, type GetOrderHistoryResponse, type GetMarketDataResponse, type GetSettlementsResponse, type SubmitOrderResponse, type CancelOrderResponse, OrderType, OrderStatus, TimeInForce, MarketType, SettlementStatus } from "./proto/silvana/orderbook/v1/orderbook_pb.js";
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+ export { OrderType, OrderStatus, TimeInForce, MarketType, SettlementStatus };
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+ /**
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+ * Custom error class for Orderbook client errors
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+ */
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+ export declare class OrderbookError extends Error {
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+ code?: string | undefined;
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+ details?: any | undefined;
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+ constructor(message: string, code?: string | undefined, details?: any | undefined);
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+ }
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+ /**
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+ * Orderbook client configuration
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+ */
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+ export interface OrderbookClientConfig {
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+ /** Base URL of the orderbook service (e.g., "http://localhost:50052") */
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+ baseUrl: string;
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+ /** JWT token for authentication */
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+ token: string;
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+ }
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+ /**
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+ * Orderbook client for interacting with the Silvana Orderbook Service
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+ */
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+ export declare class OrderbookClient {
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+ private client;
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+ private token;
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+ /**
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+ * Creates a new OrderbookClient instance
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+ * @param config Client configuration
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+ */
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+ constructor(config: OrderbookClientConfig);
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+ /**
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+ * Creates JWT auth object
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+ */
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+ private createAuth;
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+ /**
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+ * Wraps async calls with error handling
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+ */
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+ private wrapCall;
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+ /**
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+ * Get orders for the authenticated user
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+ */
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+ getOrders(params?: {
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+ marketId?: string;
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+ status?: OrderStatus;
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+ orderType?: OrderType;
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+ limit?: number;
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+ offset?: number;
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+ }): Promise<GetOrdersResponse>;
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+ /**
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+ * Get orderbook depth for a market
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+ */
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+ getOrderbookDepth(params: {
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+ marketId: string;
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+ depth?: number;
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+ }): Promise<GetOrderbookDepthResponse>;
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+ /**
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+ * Get settlement proposals for the authenticated user
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+ */
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+ getSettlementProposals(params?: {
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+ marketId?: string;
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+ status?: SettlementStatus;
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+ limit?: number;
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+ offset?: number;
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+ }): Promise<GetSettlementProposalsResponse>;
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+ /**
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+ * Get available instruments
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+ */
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+ getInstruments(params: {
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+ instrumentType?: string;
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+ limit?: number;
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+ offset?: number;
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+ }): Promise<GetInstrumentsResponse>;
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+ /**
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+ * Get available markets
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+ */
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+ getMarkets(params?: {
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+ marketType?: MarketType;
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+ baseInstrument?: string;
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+ quoteInstrument?: string;
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+ activeOnly?: boolean;
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+ limit?: number;
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+ offset?: number;
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+ }): Promise<GetMarketsResponse>;
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+ /**
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+ * Get order history for the authenticated user
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+ */
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+ getOrderHistory(params: {
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+ marketId?: string;
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+ fromTime?: Date;
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+ toTime?: Date;
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+ limit?: number;
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+ offset?: number;
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+ }): Promise<GetOrderHistoryResponse>;
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+ /**
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+ * Get market data
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+ */
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+ getMarketData(params: {
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+ marketIds?: string[];
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+ }): Promise<GetMarketDataResponse>;
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+ /**
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+ * Get settlements (completed) for the authenticated user
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+ */
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+ getSettlements(params: {
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+ marketId?: string;
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+ fromTime?: Date;
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+ toTime?: Date;
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+ limit?: number;
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+ offset?: number;
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+ }): Promise<GetSettlementsResponse>;
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+ /**
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+ * Submit a new order
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+ */
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+ submitOrder(params: {
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+ marketId: string;
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+ orderType: OrderType;
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+ price: string;
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+ quantity: string;
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+ timeInForce: TimeInForce;
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+ expiresAt?: Date;
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+ traderOrderRef?: string;
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+ credentials?: any;
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+ requirements?: any;
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+ metadata?: any;
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+ }): Promise<SubmitOrderResponse>;
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+ /**
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+ * Cancel an existing order
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+ */
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+ cancelOrder(params: {
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+ orderId: bigint;
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+ }): Promise<CancelOrderResponse>;
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+ /**
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+ * Subscribe to orderbook updates (streaming)
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+ */
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+ subscribeOrderbook(params: {
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+ marketId: string;
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+ depth?: number;
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+ }): AsyncIterable<import("./proto/silvana/orderbook/v1/orderbook_pb.js").OrderbookUpdate>;
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+ /**
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+ * Subscribe to order updates (streaming)
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+ */
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+ subscribeOrders(params: {
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+ marketId?: string;
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+ }): AsyncIterable<import("./proto/silvana/orderbook/v1/orderbook_pb.js").OrderUpdate>;
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+ /**
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+ * Subscribe to settlement updates (streaming)
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+ */
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+ subscribeSettlements(params: {
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+ marketId?: string;
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+ }): AsyncIterable<import("./proto/silvana/orderbook/v1/orderbook_pb.js").SettlementUpdate>;
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+ }