nodejs-order-book 10.0.1 → 10.1.1

package/dist/esm/order.js

@@ -1,289 +1,243 @@
-var __extends = (this && this.__extends) || (function () {
-    var extendStatics = function (d, b) {
-        extendStatics = Object.setPrototypeOf ||
-            ({ __proto__: [] } instanceof Array && function (d, b) { d.__proto__ = b; }) ||
-            function (d, b) { for (var p in b) if (Object.prototype.hasOwnProperty.call(b, p)) d[p] = b[p]; };
-        return extendStatics(d, b);
-    };
-    return function (d, b) {
-        if (typeof b !== "function" && b !== null)
-            throw new TypeError("Class extends value " + String(b) + " is not a constructor or null");
-        extendStatics(d, b);
-        function __() { this.constructor = d; }
-        d.prototype = b === null ? Object.create(b) : (__.prototype = b.prototype, new __());
-    };
-})();
 /* node:coverage ignore next - Don't know why first and last line of each file count as uncovered */
 import { randomUUID } from "node:crypto";
 import { CustomError, ERROR } from "./errors";
-import { OrderType, } from "./types";
+import { OrderType, SelfTradePreventionMode, } from "./types";
 import { safeStringify } from "./utils";
-var BaseOrder = /** @class */ (function () {
-    function BaseOrder(options) {
-        var _a, _b;
-        this._id = (_a = options.id) !== null && _a !== void 0 ? _a : randomUUID();
+class BaseOrder {
+    _id;
+    _side;
+    _size;
+    _time;
+    _accountId;
+    _stpMode;
+    constructor(options) {
+        this._id = options.id ?? randomUUID();
         this._side = options.side;
         this._size = options.size;
-        this._time = (_b = options.time) !== null && _b !== void 0 ? _b : Date.now();
+        this._time = options.time ?? Date.now();
+        this._accountId = options.accountId ?? "";
+        this._stpMode = options.stpMode ?? SelfTradePreventionMode.NONE;
     }
-    Object.defineProperty(BaseOrder.prototype, "id", {
-        // Getter for order ID
-        get: function () {
-            return this._id;
-        },
-        enumerable: false,
-        configurable: true
-    });
-    Object.defineProperty(BaseOrder.prototype, "side", {
-        // Getter for order side
-        get: function () {
-            return this._side;
-        },
-        enumerable: false,
-        configurable: true
-    });
-    Object.defineProperty(BaseOrder.prototype, "size", {
-        // Getter for order size
-        get: function () {
-            return this._size;
-        },
-        // Setter for order size
-        set: function (size) {
-            this._size = size;
-        },
-        enumerable: false,
-        configurable: true
-    });
-    Object.defineProperty(BaseOrder.prototype, "time", {
-        // Getter for order timestamp
-        get: function () {
-            return this._time;
-        },
-        // Setter for order timestamp
-        set: function (time) {
-            this._time = time;
-        },
-        enumerable: false,
-        configurable: true
-    });
-    return BaseOrder;
-}());
-var LimitOrder = /** @class */ (function (_super) {
-    __extends(LimitOrder, _super);
-    function LimitOrder(options) {
-        var _a;
-        var _this = _super.call(this, options) || this;
-        _this.toString = function () {
-            return "".concat(_this._id, ":\n    type: ").concat(_this.type, "\n    side: ").concat(_this._side, "\n    size: ").concat(_this._size, "\n    origSize: ").concat(_this._origSize, "\n    price: ").concat(_this._price, "\n    time: ").concat(_this._time, "\n    timeInForce: ").concat(_this._timeInForce, "\n    makerQty: ").concat(_this._makerQty, "\n    takerQty: ").concat(_this._takerQty);
-        };
-        _this.toJSON = function () { return safeStringify(_this.toObject()); };
-        _this.toObject = function () { return ({
-            id: _this._id,
-            type: _this.type,
-            side: _this._side,
-            size: _this._size,
-            origSize: _this._origSize,
-            price: _this._price,
-            time: _this._time,
-            timeInForce: _this._timeInForce,
-            makerQty: _this._makerQty,
-            takerQty: _this._takerQty,
-        }); };
-        _this._type = options.type;
-        _this._origSize = options.origSize;
-        _this._price = options.price;
-        _this._timeInForce = options.timeInForce;
-        _this._makerQty = options.makerQty;
-        _this._takerQty = options.takerQty;
-        _this._postOnly = (_a = options.postOnly) !== null && _a !== void 0 ? _a : false;
-        _this._ocoStopPrice = options.ocoStopPrice;
-        return _this;
+    // Getter for order ID
+    get id() {
+        return this._id;
     }
-    Object.defineProperty(LimitOrder.prototype, "type", {
-        // Getter for order type
-        get: function () {
-            return this._type;
-        },
-        enumerable: false,
-        configurable: true
-    });
-    Object.defineProperty(LimitOrder.prototype, "price", {
-        // Getter for order price
-        get: function () {
-            return this._price;
-        },
-        // Getter for order price
-        set: function (price) {
-            this._price = price;
-        },
-        enumerable: false,
-        configurable: true
-    });
-    Object.defineProperty(LimitOrder.prototype, "timeInForce", {
-        // Getter for timeInForce price
-        get: function () {
-            return this._timeInForce;
-        },
-        enumerable: false,
-        configurable: true
-    });
-    Object.defineProperty(LimitOrder.prototype, "postOnly", {
-        // Getter for order postOnly
-        get: function () {
-            return this._postOnly;
-        },
-        enumerable: false,
-        configurable: true
-    });
-    Object.defineProperty(LimitOrder.prototype, "origSize", {
-        // Getter for the original size of the order
-        get: function () {
-            return this._origSize;
-        },
-        enumerable: false,
-        configurable: true
-    });
-    Object.defineProperty(LimitOrder.prototype, "makerQty", {
-        // Getter for order makerQty
-        get: function () {
-            return this._makerQty;
-        },
-        enumerable: false,
-        configurable: true
-    });
-    Object.defineProperty(LimitOrder.prototype, "takerQty", {
-        // Getter for order takerQty
-        get: function () {
-            return this._takerQty;
-        },
-        enumerable: false,
-        configurable: true
-    });
-    Object.defineProperty(LimitOrder.prototype, "ocoStopPrice", {
-        get: function () {
-            return this._ocoStopPrice;
-        },
-        enumerable: false,
-        configurable: true
-    });
-    return LimitOrder;
-}(BaseOrder));
-export { LimitOrder };
-var StopMarketOrder = /** @class */ (function (_super) {
-    __extends(StopMarketOrder, _super);
-    function StopMarketOrder(options) {
-        var _this = _super.call(this, options) || this;
-        _this.toString = function () {
-            return "".concat(_this._id, ":\n    type: ").concat(_this.type, "\n    side: ").concat(_this._side, "\n    size: ").concat(_this._size, "\n    stopPrice: ").concat(_this._stopPrice, "\n    time: ").concat(_this._time);
-        };
-        _this.toJSON = function () { return safeStringify(_this.toObject()); };
-        _this.toObject = function () { return ({
-            id: _this._id,
-            type: _this.type,
-            side: _this._side,
-            size: _this._size,
-            stopPrice: _this._stopPrice,
-            time: _this._time,
-        }); };
-        _this._type = options.type;
-        _this._stopPrice = options.stopPrice;
-        return _this;
+    // Getter for order side
+    get side() {
+        return this._side;
     }
-    Object.defineProperty(StopMarketOrder.prototype, "type", {
-        // Getter for order type
-        get: function () {
-            return this._type;
-        },
-        enumerable: false,
-        configurable: true
-    });
-    Object.defineProperty(StopMarketOrder.prototype, "stopPrice", {
-        // Getter for order stopPrice
-        get: function () {
-            return this._stopPrice;
-        },
-        enumerable: false,
-        configurable: true
-    });
-    return StopMarketOrder;
-}(BaseOrder));
-export { StopMarketOrder };
-var StopLimitOrder = /** @class */ (function (_super) {
-    __extends(StopLimitOrder, _super);
-    function StopLimitOrder(options) {
-        var _a;
-        var _this = _super.call(this, options) || this;
-        _this.toString = function () {
-            return "".concat(_this._id, ":\n    type: ").concat(_this.type, "\n    side: ").concat(_this._side, "\n    size: ").concat(_this._size, "\n    price: ").concat(_this._price, "\n    stopPrice: ").concat(_this._stopPrice, "\n\tisOCO: ").concat(_this.isOCO, "\n    timeInForce: ").concat(_this._timeInForce, "\n    time: ").concat(_this._time);
-        };
-        _this.toJSON = function () { return safeStringify(_this.toObject()); };
-        _this.toObject = function () { return ({
-            id: _this._id,
-            type: _this.type,
-            side: _this._side,
-            size: _this._size,
-            price: _this._price,
-            stopPrice: _this._stopPrice,
-            isOCO: _this.isOCO,
-            timeInForce: _this._timeInForce,
-            time: _this._time,
-        }); };
-        _this._type = options.type;
-        _this._price = options.price;
-        _this._stopPrice = options.stopPrice;
-        _this._timeInForce = options.timeInForce;
-        _this._isOCO = (_a = options.isOCO) !== null && _a !== void 0 ? _a : false;
-        return _this;
+    // Getter for order size
+    get size() {
+        return this._size;
     }
-    Object.defineProperty(StopLimitOrder.prototype, "type", {
-        // Getter for order type
-        get: function () {
-            return this._type;
-        },
-        enumerable: false,
-        configurable: true
-    });
-    Object.defineProperty(StopLimitOrder.prototype, "price", {
-        // Getter for order price
-        get: function () {
-            return this._price;
-        },
-        // Getter for order price
-        set: function (price) {
-            this._price = price;
-        },
-        enumerable: false,
-        configurable: true
-    });
-    Object.defineProperty(StopLimitOrder.prototype, "stopPrice", {
-        // Getter for order stopPrice
-        get: function () {
-            return this._stopPrice;
-        },
-        enumerable: false,
-        configurable: true
+    // Setter for order size
+    set size(size) {
+        this._size = size;
+    }
+    // Getter for order timestamp
+    get time() {
+        return this._time;
+    }
+    // Setter for order timestamp
+    set time(time) {
+        this._time = time;
+    }
+    // Getter for account ID (self-trade prevention)
+    get accountId() {
+        return this._accountId;
+    }
+    // Getter for self-trade prevention mode
+    get stpMode() {
+        return this._stpMode;
+    }
+}
+export class LimitOrder extends BaseOrder {
+    _type;
+    _origSize;
+    _price;
+    _timeInForce;
+    _makerQty;
+    _takerQty;
+    _postOnly;
+    // Refers to the linked Stop Limit order stopPrice
+    _ocoStopPrice;
+    constructor(options) {
+        super(options);
+        this._type = options.type;
+        this._origSize = options.origSize;
+        this._price = options.price;
+        this._timeInForce = options.timeInForce;
+        this._makerQty = options.makerQty;
+        this._takerQty = options.takerQty;
+        this._postOnly = options.postOnly ?? false;
+        this._ocoStopPrice = options.ocoStopPrice;
+    }
+    // Getter for order type
+    get type() {
+        return this._type;
+    }
+    // Getter for order price
+    get price() {
+        return this._price;
+    }
+    // Getter for order price
+    set price(price) {
+        this._price = price;
+    }
+    // Getter for timeInForce price
+    get timeInForce() {
+        return this._timeInForce;
+    }
+    // Getter for order postOnly
+    get postOnly() {
+        return this._postOnly;
+    }
+    // Getter for the original size of the order
+    get origSize() {
+        return this._origSize;
+    }
+    // Getter for order makerQty
+    get makerQty() {
+        return this._makerQty;
+    }
+    // Getter for order takerQty
+    get takerQty() {
+        return this._takerQty;
+    }
+    get ocoStopPrice() {
+        return this._ocoStopPrice;
+    }
+    toString = () => `${this._id}:
+    type: ${this.type}
+    side: ${this._side}
+    size: ${this._size}
+    origSize: ${this._origSize}
+    price: ${this._price}
+    time: ${this._time}
+    timeInForce: ${this._timeInForce}
+    makerQty: ${this._makerQty}
+    takerQty: ${this._takerQty}`;
+    toJSON = () => safeStringify(this.toObject());
+    toObject = () => ({
+        id: this._id,
+        type: this.type,
+        side: this._side,
+        size: this._size,
+        origSize: this._origSize,
+        price: this._price,
+        time: this._time,
+        timeInForce: this._timeInForce,
+        makerQty: this._makerQty,
+        takerQty: this._takerQty,
+        ...(this._accountId ? { accountId: this._accountId } : {}),
+        ...(this._stpMode !== SelfTradePreventionMode.NONE
+            ? { stpMode: this._stpMode }
+            : {}),
     });
-    Object.defineProperty(StopLimitOrder.prototype, "timeInForce", {
-        // Getter for timeInForce price
-        get: function () {
-            return this._timeInForce;
-        },
-        enumerable: false,
-        configurable: true
+}
+export class StopMarketOrder extends BaseOrder {
+    _type;
+    _stopPrice;
+    constructor(options) {
+        super(options);
+        this._type = options.type;
+        this._stopPrice = options.stopPrice;
+    }
+    // Getter for order type
+    get type() {
+        return this._type;
+    }
+    // Getter for order stopPrice
+    get stopPrice() {
+        return this._stopPrice;
+    }
+    toString = () => `${this._id}:
+    type: ${this.type}
+    side: ${this._side}
+    size: ${this._size}
+    stopPrice: ${this._stopPrice}
+    time: ${this._time}`;
+    toJSON = () => safeStringify(this.toObject());
+    toObject = () => ({
+        id: this._id,
+        type: this.type,
+        side: this._side,
+        size: this._size,
+        stopPrice: this._stopPrice,
+        time: this._time,
+        ...(this._accountId ? { accountId: this._accountId } : {}),
+        ...(this._stpMode !== SelfTradePreventionMode.NONE
+            ? { stpMode: this._stpMode }
+            : {}),
     });
-    Object.defineProperty(StopLimitOrder.prototype, "isOCO", {
-        // Getter for order isOCO
-        get: function () {
-            return this._isOCO;
-        },
-        enumerable: false,
-        configurable: true
+}
+export class StopLimitOrder extends BaseOrder {
+    _type;
+    _price;
+    _stopPrice;
+    _timeInForce;
+    // It's true when there is a linked Limit Order
+    _isOCO;
+    constructor(options) {
+        super(options);
+        this._type = options.type;
+        this._price = options.price;
+        this._stopPrice = options.stopPrice;
+        this._timeInForce = options.timeInForce;
+        this._isOCO = options.isOCO ?? false;
+    }
+    // Getter for order type
+    get type() {
+        return this._type;
+    }
+    // Getter for order price
+    get price() {
+        return this._price;
+    }
+    // Getter for order price
+    set price(price) {
+        this._price = price;
+    }
+    // Getter for order stopPrice
+    get stopPrice() {
+        return this._stopPrice;
+    }
+    // Getter for timeInForce price
+    get timeInForce() {
+        return this._timeInForce;
+    }
+    // Getter for order isOCO
+    get isOCO() {
+        return this._isOCO;
+    }
+    toString = () => `${this._id}:
+    type: ${this.type}
+    side: ${this._side}
+    size: ${this._size}
+    price: ${this._price}
+    stopPrice: ${this._stopPrice}
+	isOCO: ${this.isOCO}
+    timeInForce: ${this._timeInForce}
+    time: ${this._time}`;
+    toJSON = () => safeStringify(this.toObject());
+    toObject = () => ({
+        id: this._id,
+        type: this.type,
+        side: this._side,
+        size: this._size,
+        price: this._price,
+        stopPrice: this._stopPrice,
+        isOCO: this.isOCO,
+        timeInForce: this._timeInForce,
+        time: this._time,
+        ...(this._accountId ? { accountId: this._accountId } : {}),
+        ...(this._stpMode !== SelfTradePreventionMode.NONE
+            ? { stpMode: this._stpMode }
+            : {}),
     });
-    return StopLimitOrder;
-}(BaseOrder));
-export { StopLimitOrder };
-export var OrderFactory = {
-    createOrder: function (options) {
+}
+export const OrderFactory = {
+    createOrder(options) {
         switch (options.type) {
             case OrderType.LIMIT:
                 // biome-ignore lint: don't know how to typing this return