nodejs-order-book 10.0.1 → 10.1.1

package/dist/esm/stopside.js

@@ -3,71 +3,70 @@ import createRBTree from "functional-red-black-tree";
 import { CustomError, ERROR } from "./errors";
 import { StopQueue } from "./stopqueue";
 import { Side } from "./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(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 CustomError(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 === Side.BUY) {
-                lowerBound = highest;
-                upperBound = lowest - 1;
-            }
-            else {
-                lowerBound = lowest;
-                upperBound = highest + 1;
-            }
-            _this._priceTree.forEach(function (price, queue) {
-                if ((_this._side === Side.BUY && price >= lowest) ||
-                    (_this._side === Side.SELL && price <= highest)) {
-                    queues.push(queue);
-                }
-            }, lowerBound, // Inclusive
-            upperBound);
-            return queues;
-        };
-        this.priceTree = function () {
-            return _this._priceTree;
-        };
-        var compare = side === Side.SELL
-            ? function (a, b) { return a - b; }
-            : function (a, b) { return b - a; };
+export class StopSide {
+    _priceTree;
+    _prices = {};
+    _side;
+    constructor(side) {
+        const compare = side === Side.SELL
+            ? (a, b) => a - b
+            : (a, b) => b - a;
         this._priceTree = createRBTree(compare);
         this._side = side;
     }
-    return StopSide;
-}());
-export { 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(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 CustomError(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 === Side.BUY) {
+            lowerBound = highest;
+            upperBound = lowest - 1;
+        }
+        else {
+            lowerBound = lowest;
+            upperBound = highest + 1;
+        }
+        this._priceTree.forEach((price, queue) => {
+            if ((this._side === Side.BUY && price >= lowest) ||
+                (this._side === Side.SELL && price <= highest)) {
+                queues.push(queue);
+            }
+        }, lowerBound, // Inclusive
+        upperBound);
+        return queues;
+    };
+    priceTree = () => {
+        return this._priceTree;
+    };
+}

package/dist/esm/types.js

@@ -3,6 +3,13 @@ export var Side;
     Side["BUY"] = "buy";
     Side["SELL"] = "sell";
 })(Side || (Side = {}));
+export var SelfTradePreventionMode;
+(function (SelfTradePreventionMode) {
+    SelfTradePreventionMode["NONE"] = "NONE";
+    SelfTradePreventionMode["EXPIRE_TAKER"] = "EXPIRE_TAKER";
+    SelfTradePreventionMode["EXPIRE_MAKER"] = "EXPIRE_MAKER";
+    SelfTradePreventionMode["EXPIRE_BOTH"] = "EXPIRE_BOTH";
+})(SelfTradePreventionMode || (SelfTradePreventionMode = {}));
 export var OrderType;
 (function (OrderType) {
     OrderType["LIMIT"] = "limit";

package/dist/esm/utils.js

@@ -1,5 +1,5 @@
 /* node:coverage ignore next - Don't know why this line is uncovered */
-export var safeStringify = function (value) {
+export const safeStringify = (value) => {
     try {
         return JSON.stringify(value);
     }
@@ -8,7 +8,7 @@ export var safeStringify = function (value) {
     }
 };
 /* node:coverage ignore next - Don't know why this line is uncovered */
-export var safeParse = function (value) {
+export const safeParse = (value) => {
     try {
         return JSON.parse(value);
     }

package/dist/types/errors.d.ts

@@ -14,7 +14,8 @@ export declare enum ERROR {
     LIMIT_ORDER_FOK_NOT_FILLABLE = "LIMIT_ORDER_FOK_NOT_FILLABLE",
     LIMIT_ORDER_POST_ONLY = "LIMIT_ORDER_POST_ONLY",
     ORDER_ALREDY_EXISTS = "ORDER_ALREDY_EXISTS",
-    ORDER_NOT_FOUND = "ORDER_NOT_FOUND"
+    ORDER_NOT_FOUND = "ORDER_NOT_FOUND",
+    STP_TRIGGERED = "STP_TRIGGERED"
 }
 export declare const ErrorCodes: Record<ERROR, number>;
 export declare const ErrorMessages: Record<ERROR, string>;

package/dist/types/index.d.ts

@@ -1,4 +1,4 @@
 import { OrderBook } from "./orderbook";
 import type { CreateOrderOptions, ICancelOrder, IOrder, IProcessOrder, LimitOrderOptions, MarketOrderOptions, OCOOrderOptions, OrderBookOptions, OrderUpdatePrice, OrderUpdateSize, StopLimitOrderOptions, StopMarketOrderOptions } from "./types";
-import { OrderType, Side } from "./types";
-export { type CreateOrderOptions, type ICancelOrder, type IOrder, type IProcessOrder, type LimitOrderOptions, type MarketOrderOptions, type OCOOrderOptions, OrderBook, type OrderBookOptions, OrderType, type OrderUpdatePrice, type OrderUpdateSize, Side, type StopLimitOrderOptions, type StopMarketOrderOptions, };
+import { OrderType, SelfTradePreventionMode, Side } from "./types";
+export { type CreateOrderOptions, type ICancelOrder, type IOrder, type IProcessOrder, type LimitOrderOptions, type MarketOrderOptions, type OCOOrderOptions, OrderBook, type OrderBookOptions, OrderType, type OrderUpdatePrice, type OrderUpdateSize, SelfTradePreventionMode, Side, type StopLimitOrderOptions, type StopMarketOrderOptions, };

package/dist/types/order.d.ts

@@ -1,9 +1,11 @@
-import { type ILimitOrder, type InternalLimitOrderOptions, type InternalStopLimitOrderOptions, type InternalStopMarketOrderOptions, type IStopLimitOrder, type IStopMarketOrder, type OrderOptions, OrderType, type Side, type TimeInForce } from "./types";
+import { type ILimitOrder, type InternalLimitOrderOptions, type InternalStopLimitOrderOptions, type InternalStopMarketOrderOptions, type IStopLimitOrder, type IStopMarketOrder, type OrderOptions, OrderType, SelfTradePreventionMode, type Side, type TimeInForce } from "./types";
 declare abstract class BaseOrder {
     readonly _id: string;
     readonly _side: Side;
     _size: number;
     _time: number;
+    readonly _accountId: string;
+    readonly _stpMode: SelfTradePreventionMode;
     constructor(options: OrderOptions);
     get id(): string;
     get side(): Side;
@@ -11,6 +13,8 @@ declare abstract class BaseOrder {
     set size(size: number);
     get time(): number;
     set time(time: number);
+    get accountId(): string;
+    get stpMode(): SelfTradePreventionMode;
     abstract toString(): void;
     abstract toJSON(): void;
     abstract toObject(): void;

package/dist/types/types.d.ts

@@ -4,6 +4,12 @@ export declare enum Side {
     BUY = "buy",
     SELL = "sell"
 }
+export declare enum SelfTradePreventionMode {
+    NONE = "NONE",
+    EXPIRE_TAKER = "EXPIRE_TAKER",
+    EXPIRE_MAKER = "EXPIRE_MAKER",
+    EXPIRE_BOTH = "EXPIRE_BOTH"
+}
 export declare enum OrderType {
     LIMIT = "limit",
     MARKET = "market",
@@ -26,10 +32,14 @@ interface BaseOrderOptions {
     id?: string;
     side: Side;
     size: number;
+    accountId?: string;
+    stpMode?: SelfTradePreventionMode;
 }
 interface InternalBaseOrderOptions extends BaseOrderOptions {
     type: OrderType;
     time?: number;
+    accountId?: string;
+    stpMode?: SelfTradePreventionMode;
 }
 /**
  * Specific options for a market order.
@@ -62,6 +72,8 @@ export interface InternalLimitOrderOptions extends ILimitOrderOptions {
     takerQty: number;
     postOnly?: boolean;
     ocoStopPrice?: number;
+    accountId?: string;
+    stpMode?: SelfTradePreventionMode;
 }
 /**
  * Specific options for a stop market order.
@@ -72,6 +84,8 @@ export interface StopMarketOrderOptions extends MarketOrderOptions {
 export interface InternalStopMarketOrderOptions extends IMarketOrderOptions {
     type: OrderType.STOP_MARKET;
     stopPrice: number;
+    accountId?: string;
+    stpMode?: SelfTradePreventionMode;
 }
 /**
  * Specific options for a stop limit order.
@@ -83,6 +97,8 @@ export interface InternalStopLimitOrderOptions extends ILimitOrderOptions {
     type: OrderType.STOP_LIMIT;
     stopPrice: number;
     isOCO?: boolean;
+    accountId?: string;
+    stpMode?: SelfTradePreventionMode;
 }
 /**
  * Specific options for oco order.
@@ -116,6 +132,8 @@ export interface ILimitOrder {
     timeInForce: TimeInForce;
     takerQty: number;
     makerQty: number;
+    accountId?: string;
+    stpMode?: SelfTradePreventionMode;
 }
 /**
  * Object object representation of a stop market order returned by the toObject() method.
@@ -127,6 +145,8 @@ export interface IStopMarketOrder {
     size: number;
     stopPrice: number;
     time: number;
+    accountId?: string;
+    stpMode?: SelfTradePreventionMode;
 }
 /**
  * Object object representation of a stop limit order returned by the toObject() method.
@@ -141,6 +161,8 @@ export interface IStopLimitOrder {
     timeInForce: TimeInForce;
     time: number;
     isOCO: boolean;
+    accountId?: string;
+    stpMode?: SelfTradePreventionMode;
 }
 /**
  * Represents an order in the order book.
@@ -167,6 +189,8 @@ export interface IProcessOrder {
     err: OrderBookError | null;
     /** Optional journal log entry related to the order processing. */
     log?: JournalLog;
+    /** Orders expired due to Self-Trade Prevention (STP). */
+    stpExpired?: IOrder[];
 }
 export interface ConditionOrderOptions {
     stopPrice: number;

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "nodejs-order-book",
-  "version": "10.0.1",
+  "version": "10.1.1",
   "description": "Node.js Lmit Order Book for high-frequency trading (HFT).",
   "author": "Andrea Fassina <fasenderos@gmail.com>",
   "license": "MIT",
@@ -44,20 +44,21 @@
     "functional-red-black-tree": "1.0.1"
   },
   "devDependencies": {
-    "@biomejs/biome": "^2.1.2",
-    "@commitlint/cli": "^19.3.0",
-    "@commitlint/config-conventional": "^19.2.2",
-    "@release-it/conventional-changelog": "^10.0.0",
+    "@biomejs/biome": "^2.5.1",
+    "@commitlint/cli": "^21.1.0",
+    "@commitlint/config-conventional": "^21.1.0",
+    "@release-it/conventional-changelog": "^11.0.1",
     "@types/functional-red-black-tree": "^1.0.6",
-    "c8": "^10.1.2",
-    "gaussian": "^1.0.0",
-    "husky": "^9.1.1",
+    "@types/node": "^26.0.1",
+    "c8": "^11.0.0",
+    "gaussian": "^1.3.0",
+    "husky": "^9.1.7",
     "nanobench": "^3.0.0",
     "pinst": "^3.0.0",
-    "release-it": "^19.0.2",
-    "ts-node": "^10.0.0",
-    "tsx": "^4.16.5",
-    "typescript": "^5.0.0"
+    "release-it": "^20.2.1",
+    "ts-node": "^10.9.2",
+    "tsx": "^4.22.4",
+    "typescript": "^6.0.3"
   },
   "publishConfig": {
     "access": "public"