almtools 2.0.8 → 3.0.0

package/lib/orderbook.js

@@ -0,0 +1,182 @@
+/*!
+ * Copyright (c) 2026 Nezzx
+ * All Rights Reserved.
+ * For execution only.
+ */
+
+const fs = require('fs');
+const EventEmitter = require('events');
+
+/* =======================
+   ORDER BOOK
+======================= */
+
+class OrderBook extends EventEmitter {
+  constructor(asset) {
+    super();
+    this.asset = asset;
+
+    this.bids = []; // buy orders (price desc)
+    this.asks = []; // sell orders (price asc)
+
+    this.ohlcStores = {};
+  }
+
+  /* ===== OHLC ===== */
+
+  ensureOHLC(timeframe) {
+    if (!this.ohlcStores[timeframe]) {
+      const { OHLCStore } = require('./ohlc'); // optional split
+      this.ohlcStores[timeframe] = new OHLCStore(timeframe);
+    }
+  }
+
+  getOHLC(timeframe, limit = 100) {
+    return this.ohlcStores[timeframe]?.getCandles(limit) || [];
+  }
+
+  saveToDB(filename = 'ohlc.json') {
+    const data = {
+      meta: {
+        savedAt: Date.now(),
+        resolutions: Object.keys(this.ohlcStores)
+      },
+      ohlc: {}
+    };
+
+    for (const tf in this.ohlcStores) {
+      data.ohlc[tf] = this.ohlcStores[tf].getCandles();
+    }
+
+    fs.writeFileSync(filename, JSON.stringify(data, null, 2));
+  }
+
+  /* ===== ORDER API ===== */
+
+  addOrder({ id, user, side, price, qty }) {
+    if (!id || !user) return;
+    if (!['buy', 'sell'].includes(side)) return;
+    if (price <= 0 || qty <= 0) return;
+
+    const locked = price * qty;
+
+    if (!this.asset.lock(user, locked)) {
+      this.emit('order_rejected', {
+        id,
+        user,
+        reason: 'INSUFFICIENT_BALANCE'
+      });
+      return;
+    }
+
+    const order = {
+      id,
+      user,
+      side,
+      price,
+      qty,
+      remaining: qty,
+      locked,
+      time: Date.now()
+    };
+
+    if (side === 'buy') {
+      this.bids.push(order);
+      this.bids.sort((a, b) => b.price - a.price || a.time - b.time);
+    } else {
+      this.asks.push(order);
+      this.asks.sort((a, b) => a.price - b.price || a.time - b.time);
+    }
+
+    this.emit('order_added', order);
+    this._match();
+  }
+
+  /* ===== MATCHING ENGINE ===== */
+
+  _match() {
+    while (this.bids.length && this.asks.length) {
+      const buy = this.bids[0];
+      const sell = this.asks[0];
+
+      if (buy.price < sell.price) break;
+
+      const qty = Math.min(buy.remaining, sell.remaining);
+      const price = sell.price;
+      const value = qty * price;
+
+      // SETTLEMENT
+      this.asset.unlock(buy.user, value);
+      this.asset.unlock(sell.user, value);
+
+      this.asset.transfer(buy.user, sell.user, value);
+
+      buy.remaining -= qty;
+      sell.remaining -= qty;
+
+      buy.locked -= value;
+      sell.locked -= value;
+
+      // OHLC UPDATE (example: 1m & 5m)
+      const now = Date.now();
+      this._updateOHLC(price, qty, now);
+
+      this.emit('trade', {
+        buyer: buy.user,
+        seller: sell.user,
+        price,
+        qty,
+        value,
+        time: now
+      });
+
+      if (buy.remaining <= 0) {
+        if (buy.locked > 0) {
+          this.asset.unlock(buy.user, buy.locked);
+        }
+        this.bids.shift();
+      }
+
+      if (sell.remaining <= 0) {
+        if (sell.locked > 0) {
+          this.asset.unlock(sell.user, sell.locked);
+        }
+        this.asks.shift();
+      }
+    }
+  }
+
+  _updateOHLC(price, qty, timestamp) {
+    const frames = [60000, 300000]; // 1m, 5m
+    for (const tf of frames) {
+      this.ensureOHLC(tf);
+      this.ohlcStores[tf].addPrice(price, qty, timestamp);
+    }
+  }
+
+  /* ===== CANCEL ===== */
+
+  cancel(orderId) {
+    const cancelFrom = list => {
+      const idx = list.findIndex(o => o.id === orderId);
+      if (idx === -1) return false;
+
+      const o = list[idx];
+      if (o.locked > 0) {
+        this.asset.unlock(o.user, o.locked);
+      }
+
+      list.splice(idx, 1);
+      return true;
+    };
+
+    const cancelled =
+      cancelFrom(this.bids) || cancelFrom(this.asks);
+
+    if (cancelled) {
+      this.emit('order_cancelled', orderId);
+    }
+  }
+}
+
+module.exports = OrderBook;