nodejs-order-book 8.0.0 → 8.1.0

package/dist/esm/orderbook.js

@@ -44,7 +44,16 @@ var OrderBook = /** @class */ (function () {
             /* node:coverage ignore next 4 - We don't need test for this */
             if (!_this.experimentalConditionalOrders)
                 throw new Error("In order to use conditional orders you need to instantiate the order book with the `experimentalConditionalOrders` option set to true");
-            return _this._stopMarket(options);
+            var response = _this._stopMarket(options);
+            if (_this.enableJournaling && response.err === null) {
+                response.log = {
+                    opId: ++_this._lastOp,
+                    ts: Date.now(),
+                    op: "sm",
+                    o: options,
+                };
+            }
+            return response;
         };
         /**
          * Create a stop limit order. See {@link StopLimitOrderOptions} for details.
@@ -62,7 +71,16 @@ var OrderBook = /** @class */ (function () {
             /* node:coverage ignore next 4 - We don't need test for this */
             if (!_this.experimentalConditionalOrders)
                 throw new Error("In order to use conditional orders you need to instantiate the order book with the `experimentalConditionalOrders` option set to true");
-            return _this._stopLimit(options);
+            var response = _this._stopLimit(options);
+            if (_this.enableJournaling && response.err === null) {
+                response.log = {
+                    opId: ++_this._lastOp,
+                    ts: Date.now(),
+                    op: "sl",
+                    o: options,
+                };
+            }
+            return response;
         };
         /**
          * Create an OCO (One-Cancels-the-Other) order.
@@ -91,7 +109,16 @@ var OrderBook = /** @class */ (function () {
             /* node:coverage ignore next 4 - We don't need test for this */
             if (!_this.experimentalConditionalOrders)
                 throw new Error("In order to use conditional orders you need to instantiate the order book with the `experimentalConditionalOrders` option set to true");
-            return _this._oco(options);
+            var response = _this._oco(options);
+            if (_this.enableJournaling && response.err === null) {
+                response.log = {
+                    opId: ++_this._lastOp,
+                    ts: Date.now(),
+                    op: "oco",
+                    o: options,
+                };
+            }
+            return response;
         };
         /**
          * Modify an existing order with given ID. When an order is modified by price or quantity,
@@ -225,7 +252,7 @@ var OrderBook = /** @class */ (function () {
         };
         this._market = function (options, incomingResponse) {
             var response = incomingResponse !== null && incomingResponse !== void 0 ? incomingResponse : _this.validateMarketOrder(options);
-            if (response.err != null)
+            if (response.err !== null)
                 return response;
             var quantityToTrade = options.size;
             var iter;
@@ -250,41 +277,19 @@ var OrderBook = /** @class */ (function () {
             }
             response.quantityLeft = quantityToTrade;
             _this.executeConditionalOrder(options.side, priceBefore, response);
-            if (_this.enableJournaling) {
-                response.log = {
-                    opId: ++_this._lastOp,
-                    ts: Date.now(),
-                    op: "m",
-                    o: { side: options.side, size: options.size },
-                };
-            }
             return response;
         };
         this._limit = function (options, incomingResponse) {
             var _a, _b;
             var response = incomingResponse !== null && incomingResponse !== void 0 ? incomingResponse : _this.validateLimitOrder(options);
-            if (response.err != null)
+            if (response.err !== null)
                 return response;
-            var order = _this.createLimitOrder(response, options.side, options.id, options.size, options.price, (_a = options.postOnly) !== null && _a !== void 0 ? _a : false, (_b = options.timeInForce) !== null && _b !== void 0 ? _b : TimeInForce.GTC, options.ocoStopPrice);
-            if (_this.enableJournaling && order != null) {
-                response.log = {
-                    opId: ++_this._lastOp,
-                    ts: Date.now(),
-                    op: "l",
-                    o: {
-                        side: order.side,
-                        id: order.id,
-                        size: order.size,
-                        price: order.price,
-                        timeInForce: order.timeInForce,
-                    },
-                };
-            }
+            _this.createLimitOrder(response, options.side, options.id, options.size, options.price, (_a = options.postOnly) !== null && _a !== void 0 ? _a : false, (_b = options.timeInForce) !== null && _b !== void 0 ? _b : TimeInForce.GTC, options.ocoStopPrice);
             return response;
         };
         this._stopMarket = function (options) {
             var response = _this.validateMarketOrder(options);
-            if (response.err != null)
+            if (response.err !== null)
                 return response;
             var stopMarket = OrderFactory.createOrder(__assign(__assign({}, options), { type: OrderType.STOP_MARKET }));
             return _this._stopOrder(stopMarket, response);
@@ -292,7 +297,7 @@ var OrderBook = /** @class */ (function () {
         this._stopLimit = function (options) {
             var _a;
             var response = _this.validateLimitOrder(options);
-            if (response.err != null)
+            if (response.err !== null)
                 return response;
             var stopLimit = OrderFactory.createOrder(__assign(__assign({}, options), { type: OrderType.STOP_LIMIT, timeInForce: (_a = options.timeInForce) !== null && _a !== void 0 ? _a : TimeInForce.GTC }));
             return _this._stopOrder(stopLimit, response);
@@ -301,7 +306,7 @@ var OrderBook = /** @class */ (function () {
             var _a;
             var response = _this.validateLimitOrder(options);
             /* node:coverage ignore next - Already validated with limit test */
-            if (response.err != null)
+            if (response.err !== null)
                 return response;
             if (_this.validateOCOOrder(options)) {
                 // We use the same ID for Stop Limit and Limit Order, since
@@ -315,7 +320,7 @@ var OrderBook = /** @class */ (function () {
                     ocoStopPrice: options.stopPrice,
                 }, response);
                 /* node:coverage ignore next - Already validated with limit test */
-                if (response.err != null)
+                if (response.err !== null)
                     return response;
                 var stopLimit = OrderFactory.createOrder({
                     type: OrderType.STOP_LIMIT,
@@ -543,21 +548,48 @@ var OrderBook = /** @class */ (function () {
                         if (side == null || size == null) {
                             throw CustomError(ERROR.INVALID_JOURNAL_LOG);
                         }
-                        _this.market({ side: side, size: size });
+                        _this.market(log.o);
                         break;
                     }
                     case "l": {
-                        var _b = log.o, side = _b.side, id = _b.id, size = _b.size, price = _b.price, timeInForce = _b.timeInForce;
+                        var _b = log.o, side = _b.side, id = _b.id, size = _b.size, price = _b.price;
                         if (side == null || id == null || size == null || price == null) {
                             throw CustomError(ERROR.INVALID_JOURNAL_LOG);
                         }
-                        _this.limit({
-                            side: side,
-                            id: id,
-                            size: size,
-                            price: price,
-                            timeInForce: timeInForce,
-                        });
+                        _this.limit(log.o);
+                        break;
+                    }
+                    case "sm": {
+                        var _c = log.o, side = _c.side, size = _c.size, stopPrice = _c.stopPrice;
+                        if (side == null || size == null || stopPrice == null) {
+                            throw CustomError(ERROR.INVALID_JOURNAL_LOG);
+                        }
+                        _this.stopMarket(log.o);
+                        break;
+                    }
+                    case "sl": {
+                        var _d = log.o, side = _d.side, id = _d.id, size = _d.size, price = _d.price, stopPrice = _d.stopPrice;
+                        if (side == null ||
+                            id == null ||
+                            size == null ||
+                            price == null ||
+                            stopPrice == null) {
+                            throw CustomError(ERROR.INVALID_JOURNAL_LOG);
+                        }
+                        _this.stopLimit(log.o);
+                        break;
+                    }
+                    case "oco": {
+                        var _e = log.o, side = _e.side, id = _e.id, size = _e.size, price = _e.price, stopPrice = _e.stopPrice, stopLimitPrice = _e.stopLimitPrice;
+                        if (side == null ||
+                            id == null ||
+                            size == null ||
+                            price == null ||
+                            stopPrice == null ||
+                            stopLimitPrice == null) {
+                            throw CustomError(ERROR.INVALID_JOURNAL_LOG);
+                        }
+                        _this.oco(log.o);
                         break;
                     }
                     case "d":
@@ -748,40 +780,23 @@ var OrderBook = /** @class */ (function () {
         enumerable: false,
         configurable: true
     });
-    OrderBook.prototype.createOrder = function (typeOrOptions, side, size, price, orderID, timeInForce, stopPrice, stopLimitPrice, stopLimitTimeInForce, postOnly) {
-        if (timeInForce === void 0) { timeInForce = TimeInForce.GTC; }
-        if (stopLimitTimeInForce === void 0) { stopLimitTimeInForce = TimeInForce.GTC; }
-        var options;
-        // We don't want to test the deprecated signature.
-        /* node:coverage disable */
-        if (typeof typeOrOptions === "string" &&
-            side !== undefined &&
-            size !== undefined) {
-            options = {
-                type: typeOrOptions,
-                side: side,
-                size: size,
-                // @ts-expect-error
-                price: price,
-                id: orderID,
-                timeInForce: timeInForce,
-                // @ts-expect-error
-                stopPrice: stopPrice,
-                // @ts-expect-error
-                stopLimitPrice: stopLimitPrice,
-                stopLimitTimeInForce: stopLimitTimeInForce,
-                postOnly: postOnly,
-            };
-            /* node:coverage enable */
-        }
-        else if (typeof typeOrOptions === "object") {
-            options = typeOrOptions;
-            /* node:coverage disable */
-        }
-        else {
-            throw new Error("Invalid arguments.");
-        }
-        /* node:coverage enable */
+    /**
+     * Create new order. See {@link CreateOrderOptions} for details.
+     *
+     * @param options
+     * @param options.type - `limit` | `market` | 'stop_limit' | 'stop_market' | 'oco'
+     * @param options.side - `sell` or `buy`
+     * @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 only for limit order
+     * @param options.orderID - Unique order ID. Param only for limit order
+     * @param options.postOnly - Can be used with 'limit' order and when it's `true` the order will be rejected if immediately matches and trades as a taker. Default is `false`
+     * @param options.stopPrice - The price at which the order will be triggered. Used with `stop_limit` and `stop_market` order.
+     * @param options.stopLimitPrice - The price at which the order will be triggered. Used with `stop_limit` and `stop_market` order.
+     * @param options.timeInForce - Time-in-force supported are: `GTC` (default), `FOK`, `IOC`. Param only for limit order
+     * @param options.stopLimitTimeInForce - Time-in-force supported are: `GTC` (default), `FOK`, `IOC`. Param only for limit order
+     * @returns An object with the result of the processed order or an error. See {@link IProcessOrder} for the returned data structure
+     */
+    OrderBook.prototype.createOrder = function (options) {
         switch (options.type) {
             case OrderType.MARKET:
                 return this.market(options);
@@ -804,43 +819,49 @@ var OrderBook = /** @class */ (function () {
                 };
         }
     };
-    OrderBook.prototype.market = function (sideOrOptions, size) {
-        // We don't want to test the deprecated signature.
-        /* node:coverage disable */
-        if (typeof sideOrOptions === "string" && size !== undefined) {
-            return this._market({ side: sideOrOptions, size: size });
-            /* node:coverage enable */
-        }
-        if (typeof sideOrOptions === "object") {
-            return this._market(sideOrOptions);
-            /* node:coverage disable */
+    /**
+     * 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
+     */
+    OrderBook.prototype.market = function (options) {
+        var response = this._market(options);
+        if (this.enableJournaling && response.err === null) {
+            response.log = {
+                opId: ++this._lastOp,
+                ts: Date.now(),
+                op: "m",
+                o: options,
+            };
         }
-        throw new Error("Invalid arguments.");
-        /* node:coverage enable */
+        return response;
     };
-    OrderBook.prototype.limit = function (sideOrOptions, orderID, size, price, timeInForce) {
-        if (timeInForce === void 0) { timeInForce = TimeInForce.GTC; }
-        // We don't want to test the deprecated signature.
-        /* node:coverage disable */
-        if (typeof sideOrOptions === "string" &&
-            orderID !== undefined &&
-            size !== undefined &&
-            price !== undefined) {
-            return this._limit({
-                id: orderID,
-                side: sideOrOptions,
-                size: size,
-                price: price,
-                timeInForce: timeInForce,
-            });
-            /* node:coverage enable */
-        }
-        if (typeof sideOrOptions === "object") {
-            return this._limit(sideOrOptions);
-            /* node:coverage disable */
+    /**
+     * 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
+     */
+    OrderBook.prototype.limit = function (options) {
+        var response = this._limit(options);
+        if (this.enableJournaling && response.err === null) {
+            response.log = {
+                opId: ++this._lastOp,
+                ts: Date.now(),
+                op: "l",
+                o: options,
+            };
         }
-        throw new Error("Invalid arguments.");
-        /* node:coverage enable */
+        return response;
     };
     return OrderBook;
 }());

package/dist/types/orderbook.d.ts

@@ -1,6 +1,6 @@
 import { type OrderBookError } from "./errors";
 import { type LimitOrder } from "./order";
-import { type CreateOrderOptions, type ICancelOrder, type IProcessOrder, type LimitOrderOptions, type MarketOrderOptions, type OCOOrderOptions, type OrderBookOptions, OrderType, type OrderUpdatePrice, type OrderUpdateSize, Side, type Snapshot, type StopLimitOrderOptions, type StopMarketOrderOptions, TimeInForce } from "./types";
+import { type CreateOrderOptions, type ICancelOrder, type IProcessOrder, type LimitOrderOptions, type MarketOrderOptions, type OCOOrderOptions, type OrderBookOptions, type OrderUpdatePrice, type OrderUpdateSize, Side, type Snapshot, type StopLimitOrderOptions, type StopMarketOrderOptions } from "./types";
 export declare class OrderBook {
     private orders;
     private _lastOp;
@@ -38,25 +38,6 @@ export declare class OrderBook {
      * @returns An object with the result of the processed order or an error. See {@link IProcessOrder} for the returned data structure
      */
     createOrder(options: CreateOrderOptions): IProcessOrder;
-    /**
-     * @deprecated This implementation has been deprecated and will be removed on v7.0.0.
-     * Use createOrder({ type, side, size, price, id, timeInForce }) instead.
-     *
-     * Create a trade order
-     *
-     * @param type - `limit` | `market` | 'stop_limit' | 'stop_market' | 'oco'
-     * @param side - `sell` or `buy`
-     * @param size - How much of currency you want to trade in units of base currency
-     * @param price - The price at which the order is to be fullfilled, in units of the quote currency. Param only for limit order
-     * @param orderID - Unique order ID. Param only for limit order
-     * @param timeInForce - Time-in-force supported are: `GTC` (default), `FOK`, `IOC`. Param only for limit order
-     * @param stopPrice - The price at which the order will be triggered. Used with `stop_limit` and `stop_market` order.
-     * @param stopLimitPrice - The price at which the order will be triggered. Used with `stop_limit` and `stop_market` order.
-     * @param stopLimitTimeInForce - Time-in-force supported are: `GTC` (default), `FOK`, `IOC`. Param only for limit order
-     * @param postOnly - Can be used with 'limit' order and when it's `true` the order will be rejected if immediately matches and trades as a taker. Default is `false`
-     * @returns An object with the result of the processed order or an error. See {@link IProcessOrder} for the returned data structure
-     */
-    createOrder(type: OrderType, side: Side, size: number, price?: number, orderID?: string, timeInForce?: TimeInForce, stopPrice?: number, stopLimitPrice?: number, stopLimitTimeInForce?: TimeInForce, postOnly?: boolean): IProcessOrder;
     /**
      * Create a market order. See {@link MarketOrderOptions} for details.
      *
@@ -66,17 +47,6 @@ export declare class OrderBook {
      * @returns An object with the result of the processed order or an error. See {@link IProcessOrder} for the returned data structure
      */
     market(options: MarketOrderOptions): IProcessOrder;
-    /**
-     * @deprecated This implementation has been deprecated and will be removed on v7.0.0.
-     * Use market({ side, size }) instead.
-     *
-     * Create a market order
-     *
-     * @param side - `sell` or `buy`
-     * @param 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
-     */
-    market(side: Side, size: number): IProcessOrder;
     /**
      * Create a stop market order. See {@link StopMarketOrderOptions} for details.
      *
@@ -100,20 +70,6 @@ export declare class OrderBook {
      * @returns An object with the result of the processed order or an error. See {@link IProcessOrder} for the returned data structure
      */
     limit(options: LimitOrderOptions): IProcessOrder;
-    /**
-     * @deprecated This implementation has been deprecated and will be removed on v7.0.0.
-     * Use limit({ id, side, size, price, timeInForce }) instead.
-     *
-     * Create a limit order
-     *
-     * @param side - `sell` or `buy`
-     * @param orderID - Unique order ID
-     * @param size - How much of currency you want to trade in units of base currency
-     * @param price - The price at which the order is to be fullfilled, in units of the quote currency
-     * @param 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
-     */
-    limit(side: Side, orderID: string, size: number, price: number, timeInForce?: TimeInForce): IProcessOrder;
     /**
      * Create a stop limit order. See {@link StopLimitOrderOptions} for details.
      *

package/dist/types/types.d.ts

@@ -88,7 +88,6 @@ export interface InternalStopLimitOrderOptions extends ILimitOrderOptions {
  * Specific options for oco order.
  */
 export interface OCOOrderOptions extends StopLimitOrderOptions {
-    stopPrice: number;
     stopLimitPrice: number;
     stopLimitTimeInForce?: TimeInForce;
 }
@@ -185,19 +184,10 @@ export interface CancelOrderOptions {
     /** Unique identifier of the order. */
     orderID: string;
 }
-/**
- * Represents a cancel order operation.
- */
-export interface ICancelOrder {
-    order: LimitOrder;
-    stopOrder?: StopOrder;
-    /** Optional log related to the order cancellation. */
-    log?: CancelOrderJournalLog;
-}
 /**
  * Represents a log entry for a market order operation.
  */
-export interface MarketOrderJournalLog {
+interface MarketOrderJournalLog {
     /** Incremental ID of the operation */
     opId: number;
     /** Timestamp of the operation. */
@@ -210,7 +200,7 @@ export interface MarketOrderJournalLog {
 /**
  * Represents a log entry for a limit order operation.
  */
-export interface LimitOrderJournalLog {
+interface LimitOrderJournalLog {
     /** Incremental ID of the operation */
     opId: number;
     /** Timestamp of the operation. */
@@ -220,10 +210,49 @@ export interface LimitOrderJournalLog {
     /** Specific options for the limit order. */
     o: LimitOrderOptions;
 }
+/**
+ * Represents a log entry for a stop_market order operation.
+ */
+interface StopMarketOrderJournalLog {
+    /** Incremental ID of the operation */
+    opId: number;
+    /** Timestamp of the operation. */
+    ts: number;
+    /** Operation type: 'sm' for stop_market order. */
+    op: "sm";
+    /** Specific options for the stop_market order. */
+    o: StopMarketOrderOptions;
+}
+/**
+ * Represents a log entry for a stop_limit order operation.
+ */
+interface StopLimitOrderJournalLog {
+    /** Incremental ID of the operation */
+    opId: number;
+    /** Timestamp of the operation. */
+    ts: number;
+    /** Operation type: 'l' for stop_limit order. */
+    op: "sl";
+    /** Specific options for the stop_limit order. */
+    o: StopLimitOrderOptions;
+}
+/**
+ * Represents a log entry for a oco order operation.
+ */
+interface OCOOrderJournalLog {
+    /** Incremental ID of the operation */
+    opId: number;
+    /** Timestamp of the operation. */
+    ts: number;
+    /** Operation type: 'l' for oco order. */
+    op: "oco";
+    /** Specific options for the oco order. */
+    o: OCOOrderOptions;
+}
 /**
  * Represents a log entry for an order modification operation.
  */
-export interface ModifyOrderJournalLog {
+interface ModifyOrderJournalLog {
     /** Incremental ID of the operation */
     opId: number;
     /** Timestamp of the operation. */
@@ -236,7 +265,7 @@ export interface ModifyOrderJournalLog {
 /**
  * Represents a log entry for an order cancellation operation.
  */
-export interface CancelOrderJournalLog {
+interface CancelOrderJournalLog {
     /** Incremental ID of the operation */
     opId: number;
     /** Timestamp of the operation. */
@@ -249,7 +278,7 @@ export interface CancelOrderJournalLog {
 /**
  * Discriminated union of all journaling log types.
  */
-export type JournalLog = MarketOrderJournalLog | LimitOrderJournalLog | ModifyOrderJournalLog | CancelOrderJournalLog;
+export type JournalLog = MarketOrderJournalLog | LimitOrderJournalLog | StopMarketOrderJournalLog | StopLimitOrderJournalLog | OCOOrderJournalLog | ModifyOrderJournalLog | CancelOrderJournalLog;
 export type CreateOrderOptions = ({
     type: OrderType.MARKET;
 } & MarketOrderOptions) | ({
@@ -261,6 +290,15 @@ export type CreateOrderOptions = ({
 } & StopLimitOrderOptions) | ({
     type: OrderType.OCO;
 } & OCOOrderOptions);
+/**
+ * Represents a cancel order operation.
+ */
+export interface ICancelOrder {
+    order: LimitOrder;
+    stopOrder?: StopOrder;
+    /** Optional log related to the order cancellation. */
+    log?: CancelOrderJournalLog;
+}
 /**
  * Options for configuring the order book.
  */