big-order-book 1.0.1 → 2.0.0

package/index.js

@@ -145,11 +145,11 @@ class BigOrderBook {
   }
 
   _convertSizeToValue(size, price) {
-    return size * BigInt(Math.floor(price * this.pricePrecisionFactor)) / BigInt(this.pricePrecisionFactor);
+    return size * BigInt(Math.round(price * this.pricePrecisionFactor)) / BigInt(this.pricePrecisionFactor);
   }
 
   _convertValueToSize(value, price) {
-    return (value * BigInt(this.pricePrecisionFactor)) / BigInt(Math.floor(price * this.pricePrecisionFactor));
+    return value * BigInt(this.pricePrecisionFactor) / BigInt(Math.round(price * this.pricePrecisionFactor));
   }
 
   _addAsk(ask) {
@@ -174,16 +174,22 @@ class BigOrderBook {
           `The limit ask order with id ${ask.id} did not have a valid price property`
         );
       }
-      ask.price = Math.ceil(ask.price * this.pricePrecisionFactor) / this.pricePrecisionFactor;
+      ask.price = Math.round(ask.price * this.pricePrecisionFactor) / this.pricePrecisionFactor;
     }
     if (ask.sizeRemaining == null) {
       ask.sizeRemaining = BigInt(ask.size);
+    } else {
+      ask.sizeRemaining = BigInt(ask.sizeRemaining);
     }
     if (ask.lastSizeTaken == null) {
       ask.lastSizeTaken = 0n;
+    } else {
+      ask.lastSizeTaken = BigInt(ask.lastSizeTaken);
     }
     if (ask.lastValueTaken == null) {
       ask.lastValueTaken = 0n;
+    } else {
+      ask.lastValueTaken = BigInt(ask.lastValueTaken);
     }
 
     let makers = [];
@@ -300,16 +306,22 @@ class BigOrderBook {
           `The limit bid order with id ${bid.id} did not have a valid price property`
         );
       }
-      bid.price = Math.ceil(bid.price * this.pricePrecisionFactor) / this.pricePrecisionFactor;
+      bid.price = Math.round(bid.price * this.pricePrecisionFactor) / this.pricePrecisionFactor;
     }
     if (bid.valueRemaining == null) {
       bid.valueRemaining = BigInt(bid.value);
+    } else {
+      bid.valueRemaining = BigInt(bid.valueRemaining);
     }
     if (bid.lastSizeTaken == null) {
       bid.lastSizeTaken = 0n;
+    } else {
+      bid.lastSizeTaken = BigInt(bid.lastSizeTaken);
     }
     if (bid.lastValueTaken == null) {
       bid.lastValueTaken = 0n;
+    } else {
+      bid.lastValueTaken = BigInt(bid.lastValueTaken);
     }
 
     let makers = [];

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "big-order-book",
-  "version": "1.0.1",
+  "version": "2.0.0",
   "description": "An efficient order book which supports market and limit orders with fast insertion and search - Works with the BigInt type.",
   "main": "index.js",
   "scripts": {
@@ -8,7 +8,7 @@
   },
   "repository": {
     "type": "git",
-    "url": "git+https://github.com/jondubois/big-order-book.git"
+    "url": "git+https://github.com/Capitalisk/big-order-book.git"
   },
   "keywords": [
     "order",
@@ -19,9 +19,9 @@
   "author": "Jonathan Gros-Dubois",
   "license": "GPL-3.0",
   "bugs": {
-    "url": "https://github.com/jondubois/big-order-book/issues"
+    "url": "https://github.com/Capitalisk/big-order-book/issues"
   },
-  "homepage": "https://github.com/jondubois/big-order-book#readme",
+  "homepage": "https://github.com/Capitalisk/big-order-book#readme",
   "dependencies": {
     "linked-list": "^2.1.0",
     "proper-skip-list": "^4.1.0"