big-order-book 1.0.3 → 2.0.1

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) {
@@ -234,6 +234,7 @@ class BigOrderBook {
             }
             currentItem.detach();
             this.bidCount--;
+            this.orderItemMap.delete(currentBid.id);
             takeSize += this._convertValueToSize(currentBid.lastValueTaken, currentBid.price);
             takeValue += currentBid.lastValueTaken;
             priceOrderLinkedList.valueRemaining -= currentBid.lastValueTaken;
@@ -366,6 +367,7 @@ class BigOrderBook {
             }
             currentItem.detach();
             this.askCount--;
+            this.orderItemMap.delete(currentAsk.id);
             takeSize += currentAsk.lastSizeTaken;
             takeValue += this._convertSizeToValue(currentAsk.lastSizeTaken, currentAsk.price);
             priceOrderLinkedList.sizeRemaining -= currentAsk.lastSizeTaken;

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "big-order-book",
-  "version": "1.0.3",
+  "version": "2.0.1",
   "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": {

package/test/index.js

@@ -637,6 +637,61 @@ describe('BigOrderBook unit tests', async () => {
       assert(result.makers[0].lastValueTaken === 1000n);
       assert(result.makers[0].valueRemaining === 0n);
     });
+
+    it('should fully remove an order which has been filled', async () => {
+      orderBook = new BigOrderBook({
+        minPartialTakeValue: 51
+      });
+
+      orderBook.add({
+        id: `ask0`,
+        type: 'limit',
+        price: 1,
+        targetChain: 'lsk',
+        targetWalletAddress: '22245678912345678222L',
+        senderId: '11111111111222222222L',
+        side: 'ask',
+        size: 10
+      });
+      orderBook.add({
+        id: `bid0`,
+        type: 'limit',
+        price: 1,
+        targetChain: 'clsk',
+        targetWalletAddress: '22245678912345678222L',
+        senderId: '11111111111222223333L',
+        side: 'bid',
+        value: 10
+      });
+
+      assert(orderBook.has('ask0') === false);
+      assert(orderBook.has('bid0') === false);
+
+      orderBook.add({
+        id: `bid0`,
+        type: 'limit',
+        price: 1,
+        targetChain: 'clsk',
+        targetWalletAddress: '22245678912345678222L',
+        senderId: '11111111111222223333L',
+        side: 'bid',
+        value: 10
+      });
+
+      orderBook.add({
+        id: `ask0`,
+        type: 'limit',
+        price: 1,
+        targetChain: 'lsk',
+        targetWalletAddress: '22245678912345678222L',
+        senderId: '11111111111222222222L',
+        side: 'ask',
+        size: 10
+      });
+
+      assert(orderBook.has('bid0') === false);
+      assert(orderBook.has('ask0') === false);
+    });
   });
 
   describe('#has', async () => {