@silvana-one/orderbook 1.1.8
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- package/LICENSE +201 -0
- package/README.md +191 -0
- package/dist/node/grpc.d.ts +151 -0
- package/dist/node/grpc.js +220 -0
- package/dist/node/grpc.js.map +1 -0
- package/dist/node/index.cjs +468 -0
- package/dist/node/index.d.ts +1 -0
- package/dist/node/index.js +2 -0
- package/dist/node/index.js.map +1 -0
- package/dist/node/proto/silvana/orderbook/v1/orderbook_pb.d.ts +1826 -0
- package/dist/node/proto/silvana/orderbook/v1/orderbook_pb.js +484 -0
- package/dist/node/proto/silvana/orderbook/v1/orderbook_pb.js.map +1 -0
- package/dist/tsconfig.tsbuildinfo +1 -0
- package/dist/tsconfig.web.tsbuildinfo +1 -0
- package/dist/web/grpc.d.ts +151 -0
- package/dist/web/grpc.js +220 -0
- package/dist/web/grpc.js.map +1 -0
- package/dist/web/index.d.ts +1 -0
- package/dist/web/index.js +2 -0
- package/dist/web/index.js.map +1 -0
- package/dist/web/proto/silvana/orderbook/v1/orderbook_pb.d.ts +1826 -0
- package/dist/web/proto/silvana/orderbook/v1/orderbook_pb.js +484 -0
- package/dist/web/proto/silvana/orderbook/v1/orderbook_pb.js.map +1 -0
- package/package.json +59 -0
- package/src/grpc.ts +356 -0
- package/src/index.ts +1 -0
- package/src/proto/silvana/orderbook/v1/orderbook_pb.ts +2202 -0
package/LICENSE
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package/README.md
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# @silvana-one/orderbook
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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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## Installation
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```bash
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npm install @silvana-one/orderbook
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```
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## Usage
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### Basic Setup
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```typescript
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import { OrderbookClient, OrderType, OrderStatus, TimeInForce } from '@silvana-one/orderbook';
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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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### Submitting Orders
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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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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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### Querying Orders
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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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// 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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### Market Data
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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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console.log('Bids:', depth.orderbook?.bids);
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console.log('Offers:', depth.orderbook?.offers);
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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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### Streaming Real-time Updates
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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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for await (const update of orderbookStream) {
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console.log('Orderbook update:', update);
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}
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// Subscribe to your order updates
|
|
95
|
+
const orderStream = client.subscribeOrders({
|
|
96
|
+
marketId: 'BTC-USD'
|
|
97
|
+
});
|
|
98
|
+
|
|
99
|
+
for await (const update of orderStream) {
|
|
100
|
+
console.log('Order update:', update.eventType, update.order);
|
|
101
|
+
}
|
|
102
|
+
```
|
|
103
|
+
|
|
104
|
+
### Canceling Orders
|
|
105
|
+
|
|
106
|
+
```typescript
|
|
107
|
+
const cancelResponse = await client.cancelOrder({
|
|
108
|
+
orderId: BigInt(12345)
|
|
109
|
+
});
|
|
110
|
+
|
|
111
|
+
if (cancelResponse.success) {
|
|
112
|
+
console.log('Order cancelled');
|
|
113
|
+
}
|
|
114
|
+
```
|
|
115
|
+
|
|
116
|
+
## API Methods
|
|
117
|
+
|
|
118
|
+
### Order Management
|
|
119
|
+
- `submitOrder()` - Submit a new order
|
|
120
|
+
- `cancelOrder()` - Cancel an existing order
|
|
121
|
+
- `getOrders()` - Get your orders
|
|
122
|
+
- `getOrderHistory()` - Get historical orders
|
|
123
|
+
|
|
124
|
+
### Market Data
|
|
125
|
+
- `getMarkets()` - Get available markets
|
|
126
|
+
- `getInstruments()` - Get tradable instruments
|
|
127
|
+
- `getOrderbookDepth()` - Get orderbook depth
|
|
128
|
+
- `getMarketData()` - Get market statistics
|
|
129
|
+
|
|
130
|
+
### Settlements
|
|
131
|
+
- `getSettlementProposals()` - Get settlement proposals
|
|
132
|
+
- `getSettlements()` - Get completed settlements
|
|
133
|
+
|
|
134
|
+
### Streaming (Real-time)
|
|
135
|
+
- `subscribeOrderbook()` - Stream orderbook updates
|
|
136
|
+
- `subscribeOrders()` - Stream order updates
|
|
137
|
+
- `subscribeSettlements()` - Stream settlement updates
|
|
138
|
+
|
|
139
|
+
## Types and Enums
|
|
140
|
+
|
|
141
|
+
The package exports all necessary types and enums:
|
|
142
|
+
|
|
143
|
+
```typescript
|
|
144
|
+
import {
|
|
145
|
+
OrderType,
|
|
146
|
+
OrderStatus,
|
|
147
|
+
TimeInForce,
|
|
148
|
+
MarketType,
|
|
149
|
+
SettlementStatus,
|
|
150
|
+
type Order,
|
|
151
|
+
type Market,
|
|
152
|
+
type Instrument,
|
|
153
|
+
type Settlement,
|
|
154
|
+
type OrderbookDepth
|
|
155
|
+
} from '@silvana-one/orderbook';
|
|
156
|
+
```
|
|
157
|
+
|
|
158
|
+
## JWT Authentication
|
|
159
|
+
|
|
160
|
+
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.
|
|
161
|
+
|
|
162
|
+
```typescript
|
|
163
|
+
const token = generateJWT({
|
|
164
|
+
sub: 'trader-id',
|
|
165
|
+
exp: Date.now() + 3600000,
|
|
166
|
+
// ... other required claims
|
|
167
|
+
});
|
|
168
|
+
|
|
169
|
+
const client = new OrderbookClient({
|
|
170
|
+
baseUrl: 'http://orderbook-service:50052',
|
|
171
|
+
token
|
|
172
|
+
});
|
|
173
|
+
```
|
|
174
|
+
|
|
175
|
+
## Error Handling
|
|
176
|
+
|
|
177
|
+
All async methods may throw errors. It's recommended to wrap calls in try-catch blocks:
|
|
178
|
+
|
|
179
|
+
```typescript
|
|
180
|
+
try {
|
|
181
|
+
const response = await client.submitOrder({
|
|
182
|
+
// ... order parameters
|
|
183
|
+
});
|
|
184
|
+
} catch (error) {
|
|
185
|
+
console.error('Failed to submit order:', error);
|
|
186
|
+
}
|
|
187
|
+
```
|
|
188
|
+
|
|
189
|
+
## License
|
|
190
|
+
|
|
191
|
+
Apache-2.0
|
|
@@ -0,0 +1,151 @@
|
|
|
1
|
+
export * from "./proto/silvana/orderbook/v1/orderbook_pb.js";
|
|
2
|
+
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";
|
|
3
|
+
export { OrderType, OrderStatus, TimeInForce, MarketType, SettlementStatus };
|
|
4
|
+
/**
|
|
5
|
+
* Custom error class for Orderbook client errors
|
|
6
|
+
*/
|
|
7
|
+
export declare class OrderbookError extends Error {
|
|
8
|
+
code?: string | undefined;
|
|
9
|
+
details?: any | undefined;
|
|
10
|
+
constructor(message: string, code?: string | undefined, details?: any | undefined);
|
|
11
|
+
}
|
|
12
|
+
/**
|
|
13
|
+
* Orderbook client configuration
|
|
14
|
+
*/
|
|
15
|
+
export interface OrderbookClientConfig {
|
|
16
|
+
/** Base URL of the orderbook service (e.g., "http://localhost:50052") */
|
|
17
|
+
baseUrl: string;
|
|
18
|
+
/** JWT token for authentication */
|
|
19
|
+
token: string;
|
|
20
|
+
}
|
|
21
|
+
/**
|
|
22
|
+
* Orderbook client for interacting with the Silvana Orderbook Service
|
|
23
|
+
*/
|
|
24
|
+
export declare class OrderbookClient {
|
|
25
|
+
private client;
|
|
26
|
+
private token;
|
|
27
|
+
/**
|
|
28
|
+
* Creates a new OrderbookClient instance
|
|
29
|
+
* @param config Client configuration
|
|
30
|
+
*/
|
|
31
|
+
constructor(config: OrderbookClientConfig);
|
|
32
|
+
/**
|
|
33
|
+
* Creates JWT auth object
|
|
34
|
+
*/
|
|
35
|
+
private createAuth;
|
|
36
|
+
/**
|
|
37
|
+
* Wraps async calls with error handling
|
|
38
|
+
*/
|
|
39
|
+
private wrapCall;
|
|
40
|
+
/**
|
|
41
|
+
* Get orders for the authenticated user
|
|
42
|
+
*/
|
|
43
|
+
getOrders(params?: {
|
|
44
|
+
marketId?: string;
|
|
45
|
+
status?: OrderStatus;
|
|
46
|
+
orderType?: OrderType;
|
|
47
|
+
limit?: number;
|
|
48
|
+
offset?: number;
|
|
49
|
+
}): Promise<GetOrdersResponse>;
|
|
50
|
+
/**
|
|
51
|
+
* Get orderbook depth for a market
|
|
52
|
+
*/
|
|
53
|
+
getOrderbookDepth(params: {
|
|
54
|
+
marketId: string;
|
|
55
|
+
depth?: number;
|
|
56
|
+
}): Promise<GetOrderbookDepthResponse>;
|
|
57
|
+
/**
|
|
58
|
+
* Get settlement proposals for the authenticated user
|
|
59
|
+
*/
|
|
60
|
+
getSettlementProposals(params?: {
|
|
61
|
+
marketId?: string;
|
|
62
|
+
status?: SettlementStatus;
|
|
63
|
+
limit?: number;
|
|
64
|
+
offset?: number;
|
|
65
|
+
}): Promise<GetSettlementProposalsResponse>;
|
|
66
|
+
/**
|
|
67
|
+
* Get available instruments
|
|
68
|
+
*/
|
|
69
|
+
getInstruments(params: {
|
|
70
|
+
instrumentType?: string;
|
|
71
|
+
limit?: number;
|
|
72
|
+
offset?: number;
|
|
73
|
+
}): Promise<GetInstrumentsResponse>;
|
|
74
|
+
/**
|
|
75
|
+
* Get available markets
|
|
76
|
+
*/
|
|
77
|
+
getMarkets(params?: {
|
|
78
|
+
marketType?: MarketType;
|
|
79
|
+
baseInstrument?: string;
|
|
80
|
+
quoteInstrument?: string;
|
|
81
|
+
activeOnly?: boolean;
|
|
82
|
+
limit?: number;
|
|
83
|
+
offset?: number;
|
|
84
|
+
}): Promise<GetMarketsResponse>;
|
|
85
|
+
/**
|
|
86
|
+
* Get order history for the authenticated user
|
|
87
|
+
*/
|
|
88
|
+
getOrderHistory(params: {
|
|
89
|
+
marketId?: string;
|
|
90
|
+
fromTime?: Date;
|
|
91
|
+
toTime?: Date;
|
|
92
|
+
limit?: number;
|
|
93
|
+
offset?: number;
|
|
94
|
+
}): Promise<GetOrderHistoryResponse>;
|
|
95
|
+
/**
|
|
96
|
+
* Get market data
|
|
97
|
+
*/
|
|
98
|
+
getMarketData(params: {
|
|
99
|
+
marketIds?: string[];
|
|
100
|
+
}): Promise<GetMarketDataResponse>;
|
|
101
|
+
/**
|
|
102
|
+
* Get settlements (completed) for the authenticated user
|
|
103
|
+
*/
|
|
104
|
+
getSettlements(params: {
|
|
105
|
+
marketId?: string;
|
|
106
|
+
fromTime?: Date;
|
|
107
|
+
toTime?: Date;
|
|
108
|
+
limit?: number;
|
|
109
|
+
offset?: number;
|
|
110
|
+
}): Promise<GetSettlementsResponse>;
|
|
111
|
+
/**
|
|
112
|
+
* Submit a new order
|
|
113
|
+
*/
|
|
114
|
+
submitOrder(params: {
|
|
115
|
+
marketId: string;
|
|
116
|
+
orderType: OrderType;
|
|
117
|
+
price: string;
|
|
118
|
+
quantity: string;
|
|
119
|
+
timeInForce: TimeInForce;
|
|
120
|
+
expiresAt?: Date;
|
|
121
|
+
traderOrderRef?: string;
|
|
122
|
+
credentials?: any;
|
|
123
|
+
requirements?: any;
|
|
124
|
+
metadata?: any;
|
|
125
|
+
}): Promise<SubmitOrderResponse>;
|
|
126
|
+
/**
|
|
127
|
+
* Cancel an existing order
|
|
128
|
+
*/
|
|
129
|
+
cancelOrder(params: {
|
|
130
|
+
orderId: bigint;
|
|
131
|
+
}): Promise<CancelOrderResponse>;
|
|
132
|
+
/**
|
|
133
|
+
* Subscribe to orderbook updates (streaming)
|
|
134
|
+
*/
|
|
135
|
+
subscribeOrderbook(params: {
|
|
136
|
+
marketId: string;
|
|
137
|
+
depth?: number;
|
|
138
|
+
}): AsyncIterable<import("./proto/silvana/orderbook/v1/orderbook_pb.js").OrderbookUpdate>;
|
|
139
|
+
/**
|
|
140
|
+
* Subscribe to order updates (streaming)
|
|
141
|
+
*/
|
|
142
|
+
subscribeOrders(params: {
|
|
143
|
+
marketId?: string;
|
|
144
|
+
}): AsyncIterable<import("./proto/silvana/orderbook/v1/orderbook_pb.js").OrderUpdate>;
|
|
145
|
+
/**
|
|
146
|
+
* Subscribe to settlement updates (streaming)
|
|
147
|
+
*/
|
|
148
|
+
subscribeSettlements(params: {
|
|
149
|
+
marketId?: string;
|
|
150
|
+
}): AsyncIterable<import("./proto/silvana/orderbook/v1/orderbook_pb.js").SettlementUpdate>;
|
|
151
|
+
}
|