nodejs-order-book 10.0.1 → 10.1.1

package/dist/cjs/stopside.js

@@ -5,75 +5,75 @@ var __importDefault = (this && this.__importDefault) || function (mod) {
 Object.defineProperty(exports, "__esModule", { value: true });
 exports.StopSide = void 0;
 /* node:coverage ignore next - Don't know why first and last line of each file count as uncovered */
-var functional_red_black_tree_1 = __importDefault(require("functional-red-black-tree"));
-var errors_1 = require("./errors");
-var stopqueue_1 = require("./stopqueue");
-var types_1 = require("./types");
-var StopSide = /** @class */ (function () {
-    function StopSide(side) {
-        var _this = this;
-        this._prices = {};
-        // appends order to definite price level
-        this.append = function (order) {
-            var price = order.stopPrice;
-            var strPrice = price.toString();
-            if (_this._prices[strPrice] === undefined) {
-                var priceQueue = new stopqueue_1.StopQueue(price);
-                _this._prices[strPrice] = priceQueue;
-                _this._priceTree = _this._priceTree.insert(price, priceQueue);
-            }
-            return _this._prices[strPrice].append(order);
-        };
-        // removes order from definite price level
-        this.remove = function (id, stopPrice) {
-            var strPrice = stopPrice.toString();
-            if (_this._prices[strPrice] === undefined) {
-                throw (0, errors_1.CustomError)(errors_1.ERROR.INVALID_PRICE_LEVEL);
-            }
-            var deletedOrder = _this._prices[strPrice].remove(id);
-            if (_this._prices[strPrice].len() === 0) {
-                delete _this._prices[strPrice];
-                _this._priceTree = _this._priceTree.remove(stopPrice);
-            }
-            return deletedOrder;
-        };
-        this.removePriceLevel = function (priceLevel) {
-            delete _this._prices[priceLevel.toString()];
-            _this._priceTree = _this._priceTree.remove(priceLevel);
-        };
-        // Get orders queue between two price levels
-        this.between = function (priceBefore, marketPrice) {
-            var queues = [];
-            var lowerBound = priceBefore;
-            var upperBound = marketPrice;
-            var highest = Math.max(priceBefore, marketPrice);
-            var lowest = Math.min(priceBefore, marketPrice);
-            if (_this._side === types_1.Side.BUY) {
-                lowerBound = highest;
-                upperBound = lowest - 1;
-            }
-            else {
-                lowerBound = lowest;
-                upperBound = highest + 1;
-            }
-            _this._priceTree.forEach(function (price, queue) {
-                if ((_this._side === types_1.Side.BUY && price >= lowest) ||
-                    (_this._side === types_1.Side.SELL && price <= highest)) {
-                    queues.push(queue);
-                }
-            }, lowerBound, // Inclusive
-            upperBound);
-            return queues;
-        };
-        this.priceTree = function () {
-            return _this._priceTree;
-        };
-        var compare = side === types_1.Side.SELL
-            ? function (a, b) { return a - b; }
-            : function (a, b) { return b - a; };
+const functional_red_black_tree_1 = __importDefault(require("functional-red-black-tree"));
+const errors_1 = require("./errors");
+const stopqueue_1 = require("./stopqueue");
+const types_1 = require("./types");
+class StopSide {
+    _priceTree;
+    _prices = {};
+    _side;
+    constructor(side) {
+        const compare = side === types_1.Side.SELL
+            ? (a, b) => a - b
+            : (a, b) => b - a;
         this._priceTree = (0, functional_red_black_tree_1.default)(compare);
         this._side = side;
     }
-    return StopSide;
-}());
+    // appends order to definite price level
+    append = (order) => {
+        const price = order.stopPrice;
+        const strPrice = price.toString();
+        if (this._prices[strPrice] === undefined) {
+            const priceQueue = new stopqueue_1.StopQueue(price);
+            this._prices[strPrice] = priceQueue;
+            this._priceTree = this._priceTree.insert(price, priceQueue);
+        }
+        return this._prices[strPrice].append(order);
+    };
+    // removes order from definite price level
+    remove = (id, stopPrice) => {
+        const strPrice = stopPrice.toString();
+        if (this._prices[strPrice] === undefined) {
+            throw (0, errors_1.CustomError)(errors_1.ERROR.INVALID_PRICE_LEVEL);
+        }
+        const deletedOrder = this._prices[strPrice].remove(id);
+        if (this._prices[strPrice].len() === 0) {
+            delete this._prices[strPrice];
+            this._priceTree = this._priceTree.remove(stopPrice);
+        }
+        return deletedOrder;
+    };
+    removePriceLevel = (priceLevel) => {
+        delete this._prices[priceLevel.toString()];
+        this._priceTree = this._priceTree.remove(priceLevel);
+    };
+    // Get orders queue between two price levels
+    between = (priceBefore, marketPrice) => {
+        const queues = [];
+        let lowerBound = priceBefore;
+        let upperBound = marketPrice;
+        const highest = Math.max(priceBefore, marketPrice);
+        const lowest = Math.min(priceBefore, marketPrice);
+        if (this._side === types_1.Side.BUY) {
+            lowerBound = highest;
+            upperBound = lowest - 1;
+        }
+        else {
+            lowerBound = lowest;
+            upperBound = highest + 1;
+        }
+        this._priceTree.forEach((price, queue) => {
+            if ((this._side === types_1.Side.BUY && price >= lowest) ||
+                (this._side === types_1.Side.SELL && price <= highest)) {
+                queues.push(queue);
+            }
+        }, lowerBound, // Inclusive
+        upperBound);
+        return queues;
+    };
+    priceTree = () => {
+        return this._priceTree;
+    };
+}
 exports.StopSide = StopSide;

package/dist/cjs/types.js

@@ -1,11 +1,18 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
-exports.TimeInForce = exports.OrderType = exports.Side = void 0;
+exports.TimeInForce = exports.OrderType = exports.SelfTradePreventionMode = exports.Side = void 0;
 var Side;
 (function (Side) {
     Side["BUY"] = "buy";
     Side["SELL"] = "sell";
 })(Side || (exports.Side = Side = {}));
+var SelfTradePreventionMode;
+(function (SelfTradePreventionMode) {
+    SelfTradePreventionMode["NONE"] = "NONE";
+    SelfTradePreventionMode["EXPIRE_TAKER"] = "EXPIRE_TAKER";
+    SelfTradePreventionMode["EXPIRE_MAKER"] = "EXPIRE_MAKER";
+    SelfTradePreventionMode["EXPIRE_BOTH"] = "EXPIRE_BOTH";
+})(SelfTradePreventionMode || (exports.SelfTradePreventionMode = SelfTradePreventionMode = {}));
 var OrderType;
 (function (OrderType) {
     OrderType["LIMIT"] = "limit";

package/dist/cjs/utils.js

@@ -2,7 +2,7 @@
 Object.defineProperty(exports, "__esModule", { value: true });
 exports.safeParse = exports.safeStringify = void 0;
 /* node:coverage ignore next - Don't know why this line is uncovered */
-var safeStringify = function (value) {
+const safeStringify = (value) => {
     try {
         return JSON.stringify(value);
     }
@@ -12,7 +12,7 @@ var safeStringify = function (value) {
 };
 exports.safeStringify = safeStringify;
 /* node:coverage ignore next - Don't know why this line is uncovered */
-var safeParse = function (value) {
+const safeParse = (value) => {
     try {
         return JSON.parse(value);
     }

package/dist/esm/errors.js

@@ -1,4 +1,3 @@
-var _a, _b;
 export var ERROR;
 (function (ERROR) {
     ERROR["DEFAULT"] = "DEFAULT";
@@ -16,62 +15,64 @@ export var ERROR;
     ERROR["LIMIT_ORDER_POST_ONLY"] = "LIMIT_ORDER_POST_ONLY";
     ERROR["ORDER_ALREDY_EXISTS"] = "ORDER_ALREDY_EXISTS";
     ERROR["ORDER_NOT_FOUND"] = "ORDER_NOT_FOUND";
+    ERROR["STP_TRIGGERED"] = "STP_TRIGGERED";
 })(ERROR || (ERROR = {}));
-export var ErrorCodes = (_a = {},
+export const ErrorCodes = {
     // 10xx General issues
-    _a[ERROR.DEFAULT] = 1000,
+    [ERROR.DEFAULT]: 1000,
     // 11xx Request issues
-    _a[ERROR.INVALID_ORDER_TYPE] = 1100,
-    _a[ERROR.INVALID_SIDE] = 1101,
-    _a[ERROR.INVALID_QUANTITY] = 1102,
-    _a[ERROR.INVALID_PRICE] = 1103,
-    _a[ERROR.INVALID_PRICE_OR_QUANTITY] = 1104,
-    _a[ERROR.INVALID_TIF] = 1105,
-    _a[ERROR.LIMIT_ORDER_FOK_NOT_FILLABLE] = 1106,
-    _a[ERROR.LIMIT_ORDER_POST_ONLY] = 1107,
-    _a[ERROR.INVALID_CONDITIONAL_ORDER] = 1108,
-    _a[ERROR.ORDER_ALREDY_EXISTS] = 1109,
-    _a[ERROR.ORDER_NOT_FOUND] = 1110,
+    [ERROR.INVALID_ORDER_TYPE]: 1100,
+    [ERROR.INVALID_SIDE]: 1101,
+    [ERROR.INVALID_QUANTITY]: 1102,
+    [ERROR.INVALID_PRICE]: 1103,
+    [ERROR.INVALID_PRICE_OR_QUANTITY]: 1104,
+    [ERROR.INVALID_TIF]: 1105,
+    [ERROR.LIMIT_ORDER_FOK_NOT_FILLABLE]: 1106,
+    [ERROR.LIMIT_ORDER_POST_ONLY]: 1107,
+    [ERROR.INVALID_CONDITIONAL_ORDER]: 1108,
+    [ERROR.ORDER_ALREDY_EXISTS]: 1109,
+    [ERROR.ORDER_NOT_FOUND]: 1110,
     // 12xx Internal error
-    _a[ERROR.INSUFFICIENT_QUANTITY] = 1200,
-    _a[ERROR.INVALID_PRICE_LEVEL] = 1201,
-    _a[ERROR.INVALID_JOURNAL_LOG] = 1201,
-    _a);
-export var ErrorMessages = (_b = {},
-    _b[ERROR.DEFAULT] = "Something wrong",
-    _b[ERROR.INSUFFICIENT_QUANTITY] = "Insufficient quantity to calculate price",
-    _b[ERROR.INVALID_CONDITIONAL_ORDER] = "Stop-Limit Order (BUY: marketPrice < stopPrice <= price, SELL: marketPrice > stopPrice >= price). Stop-Market Order (BUY: marketPrice < stopPrice, SELL: marketPrice > stopPrice). OCO order (BUY: price < marketPrice < stopPrice, SELL: price > marketPrice > stopPrice)",
-    _b[ERROR.INVALID_ORDER_TYPE] = "Supported order type are 'limit' and 'market'",
-    _b[ERROR.INVALID_PRICE] = "Invalid order price",
-    _b[ERROR.INVALID_PRICE_LEVEL] = "Invalid order price level",
-    _b[ERROR.INVALID_PRICE_OR_QUANTITY] = "Invalid order price or quantity",
-    _b[ERROR.INVALID_QUANTITY] = "Invalid order quantity",
-    _b[ERROR.INVALID_SIDE] = "Invalid side: must be either 'sell' or 'buy'",
-    _b[ERROR.INVALID_TIF] = "Invalid TimeInForce: must be one of 'GTC', 'IOC' or 'FOK'",
-    _b[ERROR.LIMIT_ORDER_FOK_NOT_FILLABLE] = "Limit FOK order not fillable",
-    _b[ERROR.LIMIT_ORDER_POST_ONLY] = "Post-only limit order rejected because would execute immediately",
-    _b[ERROR.ORDER_ALREDY_EXISTS] = "Order already exists",
-    _b[ERROR.ORDER_NOT_FOUND] = "Order not found",
-    _b[ERROR.INVALID_JOURNAL_LOG] = "Invalid journal log format",
-    _b);
-var OrderBookError = /** @class */ (function () {
-    function OrderBookError(error) {
-        var _a;
-        var errorMessage;
+    [ERROR.INSUFFICIENT_QUANTITY]: 1200,
+    [ERROR.INVALID_PRICE_LEVEL]: 1201,
+    [ERROR.INVALID_JOURNAL_LOG]: 1201,
+    [ERROR.STP_TRIGGERED]: 1202,
+};
+export const ErrorMessages = {
+    [ERROR.DEFAULT]: "Something wrong",
+    [ERROR.INSUFFICIENT_QUANTITY]: "Insufficient quantity to calculate price",
+    [ERROR.INVALID_CONDITIONAL_ORDER]: "Stop-Limit Order (BUY: marketPrice < stopPrice <= price, SELL: marketPrice > stopPrice >= price). Stop-Market Order (BUY: marketPrice < stopPrice, SELL: marketPrice > stopPrice). OCO order (BUY: price < marketPrice < stopPrice, SELL: price > marketPrice > stopPrice)",
+    [ERROR.INVALID_ORDER_TYPE]: "Supported order type are 'limit' and 'market'",
+    [ERROR.INVALID_PRICE]: "Invalid order price",
+    [ERROR.INVALID_PRICE_LEVEL]: "Invalid order price level",
+    [ERROR.INVALID_PRICE_OR_QUANTITY]: "Invalid order price or quantity",
+    [ERROR.INVALID_QUANTITY]: "Invalid order quantity",
+    [ERROR.INVALID_SIDE]: "Invalid side: must be either 'sell' or 'buy'",
+    [ERROR.INVALID_TIF]: "Invalid TimeInForce: must be one of 'GTC', 'IOC' or 'FOK'",
+    [ERROR.LIMIT_ORDER_FOK_NOT_FILLABLE]: "Limit FOK order not fillable",
+    [ERROR.LIMIT_ORDER_POST_ONLY]: "Post-only limit order rejected because would execute immediately",
+    [ERROR.ORDER_ALREDY_EXISTS]: "Order already exists",
+    [ERROR.ORDER_NOT_FOUND]: "Order not found",
+    [ERROR.INVALID_JOURNAL_LOG]: "Invalid journal log format",
+    [ERROR.STP_TRIGGERED]: "Self-trade prevention triggered",
+};
+export class OrderBookError {
+    message;
+    code;
+    constructor(error) {
+        let errorMessage;
         if (error != null && ErrorMessages[error] != null) {
             errorMessage = ErrorMessages[error];
         }
         else {
-            var customMessage = error === undefined || error === "" ? "" : ": ".concat(error);
-            errorMessage = "".concat(ErrorMessages.DEFAULT).concat(customMessage);
+            const customMessage = error === undefined || error === "" ? "" : `: ${error}`;
+            errorMessage = `${ErrorMessages.DEFAULT}${customMessage}`;
         }
         this.message = errorMessage;
-        this.code = (_a = ErrorCodes[error]) !== null && _a !== void 0 ? _a : ErrorCodes[ERROR.DEFAULT];
+        this.code = ErrorCodes[error] ?? ErrorCodes[ERROR.DEFAULT];
     }
-    return OrderBookError;
-}());
-export { OrderBookError };
+}
 /* node:coverage ignore next - Don't know why this line is uncoverd */
-export var CustomError = function (error) {
+export const CustomError = (error) => {
     return new OrderBookError(error);
 };

package/dist/esm/index.js

@@ -1,5 +1,5 @@
 /* node:coverage disable */
 import { OrderBook } from "./orderbook";
-import { OrderType, Side } from "./types";
-export { OrderBook, OrderType, Side, };
+import { OrderType, SelfTradePreventionMode, Side } from "./types";
+export { OrderBook, OrderType, SelfTradePreventionMode, Side, };
 /* node:coverage enable */