nodejs-order-book 8.0.0

package/LICENSE

@@ -0,0 +1,21 @@
+MIT License
+
+Copyright (c) 2022-2023 Andrea Fassina and contributors
+
+Permission is hereby granted, free of charge, to any person obtaining a copy
+of this software and associated documentation files (the "Software"), to deal
+in the Software without restriction, including without limitation the rights
+to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
+copies of the Software, and to permit persons to whom the Software is
+furnished to do so, subject to the following conditions:
+
+The above copyright notice and this permission notice shall be included in all
+copies or substantial portions of the Software.
+
+THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
+IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
+FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
+AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
+LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
+OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE
+SOFTWARE.

package/README.md

@@ -0,0 +1,464 @@
+<p align="center">
+    <a href="https://www.npmjs.com/package/nodejs-order-book" target="_blank"><img src="https://img.shields.io/npm/v/nodejs-order-book?color=blue" alt="NPM Version"></a>
+    <a href="https://github.com/fasenderos/nodejs-order-book/blob/main/LICENSE" target="_blank"><img src="https://img.shields.io/npm/l/nodejs-order-book" alt="Package License"></a>
+    <a href="https://www.npmjs.com/package/nodejs-order-book" target="_blank"><img src="https://img.shields.io/npm/dm/nodejs-order-book" alt="NPM Downloads"></a>
+    <a href="https://circleci.com/gh/fasenderos/nodejs-order-book" target="_blank"><img src="https://img.shields.io/circleci/build/github/fasenderos/nodejs-order-book/main" alt="CircleCI" ></a>
+    <a href="https://codecov.io/github/fasenderos/nodejs-order-book" target="_blank"><img src="https://img.shields.io/codecov/c/github/fasenderos/nodejs-order-book" alt="Codecov"></a>
+    <a href="https://github.com/fasenderos/nodejs-order-book"><img src="https://badgen.net/badge/icon/typescript?icon=typescript&label" alt="Built with TypeScript"></a>
+</p>
+
+# Node.js Order Book
+
+Ultra-fast Node.js Order Book written in TypeScript for high-frequency trading (HFT) :rocket::rocket:
+
+:star: Star me on GitHub — it motivates me a lot!
+
+## Features
+
+- Standard price-time priority
+- Supports both market and limit orders
+- Supports `post-only` limit order
+- Supports conditional orders [**Stop Limit, Stop Market and OCO**](#conditional-orders-) <img src="https://img.shields.io/badge/Experimental-blue" alt="Experimental">
+- Supports time in force GTC, FOK and IOC
+- Supports order cancelling
+- Supports order price and/or size updating
+- Snapshot and journaling functionalities for restoring the order book during server startup
+- **High performance (above 300k trades per second)**
+
+**Machine:** ASUS ExpertBook, 11th Gen Intel(R) Core(TM) i7-1165G7, 2.80Ghz, 16GB RAM, Node.js v18.4.0.
+
+<img src="https://user-images.githubusercontent.com/1219087/181792292-8619ee25-bf75-4871-a06c-bd6c82157f33.png" alt="nodejs-order-book-benchmark" title="nodejs-order-book benchmark" />
+
+## Installation
+
+Install with npm:
+
+```sh
+npm install nodejs-order-book
+```
+
+Install with yarn:
+
+```sh
+yarn add nodejs-order-book
+```
+
+Install with pnpm:
+
+```sh
+pnpm add nodejs-order-book
+```
+
+## Usage
+
+To start using order book you need to import `OrderBook` and create new instance:
+
+```js
+import { OrderBook } from 'nodejs-order-book'
+
+const ob = new OrderBook()
+```
+
+Then you'll be able to use next primary functions:
+
+```js
+ob.createOrder({ type: 'limit' | 'market', side: 'buy' | 'sell', size: number, price?: number, id?: string, postOnly?: boolean, timeInForce?: 'GTC' | 'FOK' | 'IOC' })
+
+ob.limit({ id: string, side: 'buy' | 'sell', size: number, price: number, postOnly?: boolean, timeInForce?: 'GTC' | 'FOK' | 'IOC' })
+
+ob.market({ side: 'buy' | 'sell', size: number })
+
+ob.modify(orderID: string, { side: 'buy' | 'sell', size: number, price: number })
+
+ob.cancel(orderID: string)
+```
+### Conditional Orders ![Experimental](https://img.shields.io/badge/Experimental-blue)
+The version `v6.1.0` introduced support for Conditional Orders `Stop Market`, `Stop Limit` and `OCO`. Even though the test coverage for these new features is at 100%, they are not yet considered stable because they have not been tested with real-world scenarios. For this reason, if you want to use conditional orders, you need to instantiate the order book with the `experimentalConditionalOrders` option set to `true`.
+```js
+import { OrderBook } from 'nodejs-order-book'
+
+const ob = new OrderBook({ experimentalConditionalOrders: true })
+
+ob.createOrder({ type: 'stop_limit' | 'stop_market' | 'oco', side: 'buy' | 'sell', size: number, price?: number, id?: string, stopPrice?: number, timeInForce?: 'GTC' | 'FOK' | 'IOC', stopLimitTimeInForce?: 'GTC' | 'FOK' | 'IOC' })
+
+ob.stopLimit({ id: string, side: 'buy' | 'sell', size: number, price: number, stopPrice: number, timeInForce?: 'GTC' | 'FOK' | 'IOC' })
+
+ob.stopMarket({ side: 'buy' | 'sell', size: number, stopPrice: number })
+
+ob.oco({ id: string, side: 'buy' | 'sell', size: number, price: number, stopPrice: number, stopLimitPrice: number, timeInForce?: 'GTC' | 'FOK' | 'IOC', stopLimitTimeInForce?: 'GTC' | 'FOK' | 'IOC' })
+```
+
+## About primary functions
+
+To add an order to the order book you can call the general `createOrder()` function or calling the underlying `limit()`, `market()`, `stopLimit()`, `stopMarket()` or `oco()` functions
+
+### Create Order
+
+```js
+// Create limit order
+ob.createOrder({ type: 'limit', side: 'buy' | 'sell', size: number, price: number, id: string, postOnly?: boolean, timeInForce?: 'GTC' | 'FOK' | 'IOC' })
+
+// Create market order
+ob.createOrder({ type: 'market', side: 'buy' | 'sell', size: number })
+
+// Create stop limit order
+ob.createOrder({ type: 'stop_limit', side: 'buy' | 'sell', size: number, price: number, id: string, stopPrice: number, timeInForce?: 'GTC' | 'FOK' | 'IOC' })
+
+// Create stop market order
+ob.createOrder({ type: 'stop_market', side: 'buy' | 'sell', size: number, stopPrice: number })
+
+// Create OCO order
+ob.createOrder({ type: 'oco', side: 'buy' | 'sell', size: number, stopPrice: number, stopLimitPrice: number, timeInForce?: 'GTC' | 'FOK' | 'IOC', stopLimitTimeInForce?: 'GTC' | 'FOK' | 'IOC' })
+```
+
+### Create Limit Order
+
+```js
+/**
+ * Create a limit order. See {@link LimitOrderOptions} for details.
+ *
+ * @param options
+ * @param options.side - `sell` or `buy`
+ * @param options.id - Unique order ID
+ * @param options.size - How much of currency you want to trade in units of base currency
+ * @param options.price - The price at which the order is to be fullfilled, in units of the quote currency
+ * @param options.postOnly - When `true` the order will be rejected if immediately matches and trades as a taker. Default is `false`
+ * @param options.timeInForce - Time-in-force type supported are: GTC, FOK, IOC. Default is GTC
+ * @returns An object with the result of the processed order or an error. See {@link IProcessOrder} for the returned data structure
+ */
+ob.limit({ side: 'buy' | 'sell', id: string, size: number, price: number, postOnly?: boolean, timeInForce?: 'GTC' | 'FOK' | 'IOC' })
+```
+
+For example:
+
+```
+ob.limit({ side: "sell", id: "uniqueID", size: 55, price: 100 })
+
+asks: 110 -> 5      110 -> 5
+      100 -> 1      100 -> 56
+--------------  ->  --------------
+bids: 90  -> 5      90  -> 5
+      80  -> 1      80  -> 1
+
+done    - null
+partial - null
+```
+
+```
+ob.limit({ side: "buy", id: "uniqueID", size: 7, price: 120 })
+
+asks: 110 -> 5
+      100 -> 1
+--------------  ->  --------------
+bids: 90  -> 5      120 -> 1
+      80  -> 1      90  -> 5
+                    80  -> 1
+
+done    - 2 (or more orders)
+partial - uniqueID order
+```
+
+```
+ob.limit({ side: "buy", id: "uniqueID", size: 3, price: 120 })
+
+asks: 110 -> 5
+      100 -> 1      110 -> 3
+--------------  ->  --------------
+bids: 90  -> 5      90  -> 5
+      80  -> 1      80  -> 1
+
+done    - 1 order with 100 price, (may be also few orders with 110 price) + uniqueID order
+partial - 1 order with price 110
+```
+
+### Create Market Order
+
+```js
+/**
+ * Create a market order. See {@link MarketOrderOptions} for details.
+ *
+ * @param options
+ * @param options.side - `sell` or `buy`
+ * @param options.size - How much of currency you want to trade in units of base currency
+ * @returns An object with the result of the processed order or an error. See {@link IProcessOrder} for the returned data structure
+ */
+ob.market({ side: 'buy' | 'sell', size: number })
+```
+
+For example:
+
+```
+ob.market({ side: 'sell', size: 6 })
+
+asks: 110 -> 5      110 -> 5
+      100 -> 1      100 -> 1
+--------------  ->  --------------
+bids: 90  -> 5      80 -> 1
+      80  -> 2
+
+done         - 2 (or more orders)
+partial      - 1 order with price 80
+quantityLeft - 0
+```
+
+```
+ob.market({ side: 'buy', size: 10 })
+
+asks: 110 -> 5
+      100 -> 1
+--------------  ->  --------------
+bids: 90  -> 5      90  -> 5
+      80  -> 1      80  -> 1
+
+done         - 2 (or more orders)
+partial      - null
+quantityLeft - 4
+```
+
+### Create Stop Limit Order
+
+```js
+/**
+ * Create a stop limit order. See {@link StopLimitOrderOptions} for details.
+ *
+ * @param options
+ * @param options.side - `sell` or `buy`
+ * @param options.id - Unique order ID
+ * @param options.size - How much of currency you want to trade in units of base currency
+ * @param options.price - The price at which the order is to be fullfilled, in units of the quote currency
+ * @param options.stopPrice - The price at which the order will be triggered.
+ * @param options.timeInForce - Time-in-force type supported are: GTC, FOK, IOC. Default is GTC
+ * @returns An object with the result of the processed order or an error. See {@link IProcessOrder} for the returned data structure
+ */
+ob.stopLimit({ side: 'buy' | 'sell', id: string, size: number, price: number, stopPrice: number, timeInForce?: 'GTC' | 'FOK' | 'IOC' })
+```
+
+### Create Stop Market Order
+
+```js
+/**
+ * Create a stop market order. See {@link StopMarketOrderOptions} for details.
+ *
+ * @param options
+ * @param options.side - `sell` or `buy`
+ * @param options.size - How much of currency you want to trade in units of base currency
+ * @param options.stopPrice - The price at which the order will be triggered.
+ * @returns An object with the result of the processed order or an error. See {@link IProcessOrder} for the returned data structure
+ */
+ob.stopMarket({ side: 'buy' | 'sell', size: number, stopPrice: number })
+```
+
+### Create OCO (One-Cancels-the-Other) Order
+
+```js
+/**
+ * Create an OCO (One-Cancels-the-Other) order.
+ * OCO order combines a `stop_limit` order and a `limit` order, where if stop price
+ * is triggered or limit order is fully or partially fulfilled, the other is canceled.
+ * Both orders have the same `side` and `size`. If you cancel one of the orders, the
+ * entire OCO order pair will be canceled.
+ *
+ * For BUY orders the `stopPrice` must be above the current price and the `price` below the current price
+ * For SELL orders the `stopPrice` must be below the current price and the `price` above the current price
+ *
+ * See {@link OCOOrderOptions} for details.
+ *
+ * @param options
+ * @param options.side - `sell` or `buy`
+ * @param options.id - Unique order ID
+ * @param options.size - How much of currency you want to trade in units of base currency
+ * @param options.price - The price of the `limit` order at which the order is to be fullfilled, in units of the quote currency
+ * @param options.stopPrice - The price at which the `stop_limit` order will be triggered.
+ * @param options.stopLimitPrice - The price of the `stop_limit` order at which the order is to be fullfilled, in units of the quote currency.
+ * @param options.timeInForce - Time-in-force of the `limit` order. Type supported are: GTC, FOK, IOC. Default is GTC
+ * @param options.stopLimitTimeInForce - Time-in-force of the `stop_limit` order. Type supported are: GTC, FOK, IOC. Default is GTC
+ * @returns An object with the result of the processed order or an error. See {@link IProcessOrder} for the returned data structure
+ */
+ob.oco({ side: 'buy' | 'sell', id: string, size: number, price: number, stopPrice: number, stopLimitPrice: number, timeInForce?: 'GTC' | 'FOK' | 'IOC', stopLimitTimeInForce?: 'GTC' | 'FOK' | 'IOC' })
+```
+
+### Modify an existing order
+
+```js
+/**
+ * Modify an existing order with given ID. When an order is modified by price or quantity,
+ * it will be deemed as a new entry. Under the price-time-priority algorithm, orders are
+ * prioritized according to their order price and order time. Hence, the latest orders
+ * will be placed at the back of the matching order queue.
+ *
+ * @param orderID - The ID of the order to be modified
+ * @param orderUpdate - An object with the modified size and/or price of an order. The shape of the object is `{size, price}`.
+ * @returns An object with the result of the processed order or an error
+ */
+ob.modify(orderID: string, { size: number, price: number })
+```
+
+For example:
+
+```
+ob.limit({ side: "sell", id: "uniqueID", size: 55, price: 100 })
+
+asks: 110 -> 5      110 -> 5
+      100 -> 1      100 -> 56
+--------------  ->  --------------
+bids: 90  -> 5      90  -> 5
+      80  -> 1      80  -> 1
+
+// Modify the size from 55 to 65
+ob.modify("uniqueID", { size: 65 })
+
+asks: 110 -> 5      110 -> 5
+      100 -> 56     100 -> 66
+--------------  ->  --------------
+bids: 90  -> 5      90  -> 5
+      80  -> 1      80  -> 1
+
+
+// Modify the price from 100 to 110
+ob.modify("uniqueID", { price: 110 })
+
+asks: 110 -> 5      110 -> 70
+      100 -> 66     100 -> 1
+--------------  ->  --------------
+bids: 90  -> 5      90  -> 5
+      80  -> 1      80  -> 1
+```
+
+### Cancel Order
+
+```js
+/**
+ * Remove an existing order with given ID from the order book
+ *
+ * @param orderID - The ID of the order to be removed
+ * @returns The removed order if exists or `undefined`
+ */
+ob.cancel(orderID: string)
+```
+
+For example:
+
+```
+ob.cancel("myUniqueID-Sell-1-with-100")
+
+asks: 110 -> 5
+      100 -> 1      110 -> 5
+--------------  ->  --------------
+bids: 90  -> 5      90  -> 5
+      80  -> 1      80  -> 1
+```
+
+## Options
+
+The orderbook can be initialized with the following options by passing them to the constructor:
+
+### Snapshot
+A `snapshot` represents the state of the order book at a specific point in time. It includes the following properties:
+
+ - `asks`: List of ask orders, each with a `price` and a list of associated `orders`.
+ - `bids`: List of bid orders, each with a `price` and a list of associated `orders`.
+ - `ts`: A timestamp indicating when the snapshot was taken, in Unix timestamp format.
+ - `lastOp`: The id of the last operation included in the snapshot
+
+Snapshots are crucial for restoring the order book to a previous state. The orderbook can restore from a snapshot before processing any journal logs, ensuring consistency and accuracy.
+After taking the snapshot, you can safely remove all logs preceding the `lastOp` id.
+
+```js
+const ob = new OrderBook({ enableJournaling: true})
+
+// after every order save the log to the database
+const order = ob.limit({ side: "sell", id: "uniqueID", size: 55, price: 100 })
+await saveLog(order.log)
+
+// ... after some time take a snapshot of the order book and save it on the database
+
+const snapshot = ob.snapshot()
+await saveSnapshot(snapshot)
+
+// If you want you can safely remove all logs preceding the `lastOp` id of the snapshot, and continue to save each subsequent log to the database
+await removePreviousLogs(snapshot.lastOp)
+
+// On server restart get the snapshot and logs from the database and initialize the order book
+const logs = await getLogs()
+const snapshot = await getSnapshot()
+
+const ob = new OrderBook({ snapshot, journal: log, enableJournaling: true })
+```
+
+### Journal Logs
+The `journal` option expects an array of journal logs that you can get by setting `enableJournaling` to true. When the journal is provided, the order book will replay all the operations, bringing the order book to the same state as the last log.
+```js
+// Assuming 'logs' is an array of log entries retrieved from the database
+
+const logs = await getLogs()
+const ob = new OrderBook({ journal: logs, enableJournalLog: true })
+```
+By combining snapshots with journaling, you can effectively restore and audit the state of the order book.
+
+### Enable Journaling
+`enabledJournaling` is a configuration setting that determines whether journaling is enabled or disabled. When enabled, the property `log` will be added to the body of the response for each operation. The logs must be saved to the database and can then be used when a new instance of the order book is instantiated.
+```js
+const ob = new OrderBook({ enableJournaling: true }) // false by default
+
+// after every order save the log to the database
+const order = ob.limit({ side: "sell", id: "uniqueID", size: 55, price: 100 })
+await saveLog(order.log)
+```
+
+## Development
+
+### Build
+
+Build production (distribution) files in your dist folder:
+
+```sh
+npm run build
+```
+
+### Testing
+
+To run all the unit-test
+
+```sh
+npm run test
+```
+
+### Coverage
+
+Run testing coverage
+
+```sh
+npm run test:cov
+```
+
+### Benchmarking
+
+Before running benchmark, make sure to have built the source code with `npm run build` first
+
+```sh
+npm run bench
+```
+
+## Contributing
+
+I would greatly appreciate any contributions to make this project better. Please make sure to follow the below guidelines before getting your hands dirty.
+
+1. Fork the repository
+2. Create your branch (git checkout -b my-branch)
+3. Commit any changes to your branch
+4. Push your changes to your remote branch
+5. Open a pull request
+
+## Donation
+
+If this project help you reduce time to develop, you can give me a cup of coffee 🍵 :)
+
+- USDT (TRC20): `TXArNxsq2Ee8Jvsk45PudVio52Joiq1yEe`
+- BTC: `1GYDVSAQNgG7MFhV5bk15XJy3qoE4NFenp`
+- BTC (BEP20): `0xf673ee099be8129ec05e2f549d96ebea24ac5d97`
+- ETH (ERC20): `0xf673ee099be8129ec05e2f549d96ebea24ac5d97`
+- BNB (BEP20): `0xf673ee099be8129ec05e2f549d96ebea24ac5d97`
+
+## License
+
+Copyright [Andrea Fassina](https://github.com/fasenderos), Licensed under [MIT](LICENSE).

package/dist/cjs/errors.js

@@ -0,0 +1,81 @@
+"use strict";
+var _a, _b;
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.CustomError = exports.OrderBookError = exports.ErrorMessages = exports.ErrorCodes = exports.ERROR = void 0;
+var ERROR;
+(function (ERROR) {
+    ERROR["DEFAULT"] = "DEFAULT";
+    ERROR["INSUFFICIENT_QUANTITY"] = "INSUFFICIENT_QUANTITY";
+    ERROR["INVALID_CONDITIONAL_ORDER"] = "INVALID_CONDITIONAL_ORDER";
+    ERROR["INVALID_JOURNAL_LOG"] = "INVALID_JOURNAL_LOG";
+    ERROR["INVALID_ORDER_TYPE"] = "INVALID_ORDER_TYPE";
+    ERROR["INVALID_PRICE"] = "INVALID_PRICE";
+    ERROR["INVALID_PRICE_LEVEL"] = "INVALID_PRICE_LEVEL";
+    ERROR["INVALID_PRICE_OR_QUANTITY"] = "INVALID_PRICE_OR_QUANTITY";
+    ERROR["INVALID_QUANTITY"] = "INVALID_QUANTITY";
+    ERROR["INVALID_SIDE"] = "INVALID_SIDE";
+    ERROR["INVALID_TIF"] = "INVALID_TIF";
+    ERROR["LIMIT_ORDER_FOK_NOT_FILLABLE"] = "LIMIT_ORDER_FOK_NOT_FILLABLE";
+    ERROR["LIMIT_ORDER_POST_ONLY"] = "LIMIT_ORDER_POST_ONLY";
+    ERROR["ORDER_ALREDY_EXISTS"] = "ORDER_ALREDY_EXISTS";
+    ERROR["ORDER_NOT_FOUND"] = "ORDER_NOT_FOUND";
+})(ERROR || (exports.ERROR = ERROR = {}));
+exports.ErrorCodes = (_a = {},
+    // 10xx General issues
+    _a[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,
+    // 12xx Internal error
+    _a[ERROR.INSUFFICIENT_QUANTITY] = 1200,
+    _a[ERROR.INVALID_PRICE_LEVEL] = 1201,
+    _a[ERROR.INVALID_JOURNAL_LOG] = 1201,
+    _a);
+exports.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;
+        if (error != null && exports.ErrorMessages[error] != null) {
+            errorMessage = exports.ErrorMessages[error];
+        }
+        else {
+            var customMessage = error === undefined || error === "" ? "" : ": ".concat(error);
+            errorMessage = "".concat(exports.ErrorMessages.DEFAULT).concat(customMessage);
+        }
+        this.message = errorMessage;
+        this.code = (_a = exports.ErrorCodes[error]) !== null && _a !== void 0 ? _a : exports.ErrorCodes[ERROR.DEFAULT];
+    }
+    return OrderBookError;
+}());
+exports.OrderBookError = OrderBookError;
+/* node:coverage ignore next - Don't know why this line is uncoverd */
+var CustomError = function (error) {
+    return new OrderBookError(error);
+};
+exports.CustomError = CustomError;

package/dist/cjs/index.js

@@ -0,0 +1,10 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.Side = exports.OrderType = exports.OrderBook = void 0;
+/* node:coverage disable */
+var orderbook_1 = require("./orderbook");
+Object.defineProperty(exports, "OrderBook", { enumerable: true, get: function () { return orderbook_1.OrderBook; } });
+var types_1 = require("./types");
+Object.defineProperty(exports, "OrderType", { enumerable: true, get: function () { return types_1.OrderType; } });
+Object.defineProperty(exports, "Side", { enumerable: true, get: function () { return types_1.Side; } });
+/* node:coverage enable */