nodejs-order-book 8.0.1 → 9.0.0

package/README.md

@@ -9,20 +9,50 @@
 
 # Node.js Order Book
 
-Ultra-fast Node.js Order Book written in TypeScript for high-frequency trading (HFT) :rocket::rocket:
-
+<p align="center">
+Ultra-fast Node.js Order Book written in TypeScript </br> for high-frequency trading (HFT) :rocket::rocket: </br></br>
 :star: Star me on GitHub — it motivates me a lot!
+</p>
+
+## Table of Contents
+
+- [Features](#features)
+- [Installation](#installation)
+- [Usage](#usage)
+- [Experimental Conditional Orders](#conditional-orders-)
+- [About Primary Functions](#about-primary-functions)
+  - [Create order `createOrder()`](#create-order)
+  - [Create Limit order `limit()`](#create-limit-order)
+  - [Create Market order `market()`](#create-market-order)
+  - [Create Stop Limit order `stopLimit()`](#create-stop-limit-order)
+  - [Create Stop Market order `stopMarket()`](#create-stop-market-order)
+  - [Create OCO (One-Cancels-the-Other) order `oco()`](#create-oco-one-cancels-the-other-order)
+  - [Modify an existing order `modifiy()`](#modify-an-existing-order)
+  - [Cancel order `cancel()`](#cancel-order)
+- [Order Book Options](#order-book-options)
+  - [Snapshot](#snapshot)
+  - [Journal Logs](#journal-logs)
+  - [Enable Journaling](#enable-journaling)
+- [Development](#development)
+  - [Build](#build)
+  - [Testing](#testing)
+  - [Coverage](#coverage)
+  - [Benchmarking](#benchmarking)
+- [Contributing](#contributing)
+- [Donation](#donation)
+- [License](#license)
 
 ## Features
+> Initially ported from [Go orderbook](https://github.com/i25959341/orderbook), this order book has been enhanced with new 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 `post-only` limit order <img src="https://img.shields.io/badge/New-green" alt="New">
+- Supports conditional orders [**Stop Limit, Stop Market and OCO**](#conditional-orders-) <img src="https://img.shields.io/badge/New-green" alt="New"> <img src="https://img.shields.io/badge/Experimental-blue" alt="Experimental">
+- Supports time in force GTC, FOK and IOC <img src="https://img.shields.io/badge/New-green" alt="New">
 - Supports order cancelling
-- Supports order price and/or size updating
-- Snapshot and journaling functionalities for restoring the order book during server startup
+- Supports order price and/or size updating <img src="https://img.shields.io/badge/New-green" alt="New">
+- Snapshot and journaling functionalities for restoring the order book during server startup <img src="https://img.shields.io/badge/New-green" alt="New">
 - **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.
@@ -348,7 +378,7 @@ bids: 90  -> 5      90  -> 5
       80  -> 1      80  -> 1
 ```
 
-## Options
+## Order Book Options
 
 The orderbook can be initialized with the following options by passing them to the constructor:
 
@@ -363,6 +393,8 @@ A `snapshot` represents the state of the order book at a specific point in time.
 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.
 
+**Note**: The snapshot of the order book returns an object containing an `array` of `bids` and `asks`, which in turn are arrays of order objects. If the snapshot is saved to the database as a `string`, make sure to pass the snapshot in its original format when initializing the order book. For example, you can achieve this by using `JSON.parse` to convert the string back into its original object form.
+
 ```js
 const ob = new OrderBook({ enableJournaling: true})
 

package/dist/cjs/order.js

@@ -20,6 +20,7 @@ exports.OrderFactory = exports.StopLimitOrder = exports.StopMarketOrder = export
 var node_crypto_1 = require("node:crypto");
 var errors_1 = require("./errors");
 var types_1 = require("./types");
+var utils_1 = require("./utils");
 var BaseOrder = /** @class */ (function () {
     function BaseOrder(options) {
         var _a, _b;
@@ -78,7 +79,7 @@ var LimitOrder = /** @class */ (function (_super) {
         _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 JSON.stringify(_this.toObject()); };
+        _this.toJSON = function () { return (0, utils_1.safeStringify)(_this.toObject()); };
         _this.toObject = function () { return ({
             id: _this._id,
             type: _this.type,
@@ -178,7 +179,7 @@ var StopMarketOrder = /** @class */ (function (_super) {
         _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 JSON.stringify(_this.toObject()); };
+        _this.toJSON = function () { return (0, utils_1.safeStringify)(_this.toObject()); };
         _this.toObject = function () { return ({
             id: _this._id,
             type: _this.type,
@@ -216,9 +217,9 @@ var StopLimitOrder = /** @class */ (function (_super) {
         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    timeInForce: ").concat(_this._timeInForce, "\n    time: ").concat(_this._time);
+            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 JSON.stringify(_this.toObject()); };
+        _this.toJSON = function () { return (0, utils_1.safeStringify)(_this.toObject()); };
         _this.toObject = function () { return ({
             id: _this._id,
             type: _this.type,
@@ -226,6 +227,7 @@ var StopLimitOrder = /** @class */ (function (_super) {
             size: _this._size,
             price: _this._price,
             stopPrice: _this._stopPrice,
+            isOCO: _this.isOCO,
             timeInForce: _this._timeInForce,
             time: _this._time,
         }); };

package/dist/cjs/orderbook.js

@@ -47,7 +47,16 @@ 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.
@@ -65,7 +74,16 @@ 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.
@@ -94,7 +112,16 @@ 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,
@@ -163,7 +190,8 @@ var OrderBook = /** @class */ (function () {
          * @returns The order if exists or `undefined`
          */
         this.order = function (orderID) {
-            return _this.orders[orderID];
+            var _a;
+            return (_a = _this.orders[orderID]) === null || _a === void 0 ? void 0 : _a.toObject();
         };
         // Returns price levels and volume at price level
         this.depth = function () {
@@ -219,16 +247,16 @@ var OrderBook = /** @class */ (function () {
             var bids = [];
             var asks = [];
             _this.bids.priceTree().forEach(function (price, orders) {
-                bids.push({ price: price, orders: orders.toArray() });
+                bids.push({ price: price, orders: orders.toArray().map(function (o) { return o.toObject(); }) });
             });
             _this.asks.priceTree().forEach(function (price, orders) {
-                asks.push({ price: price, orders: orders.toArray() });
+                asks.push({ price: price, orders: orders.toArray().map(function (o) { return o.toObject(); }) });
             });
             return { bids: bids, asks: asks, ts: Date.now(), lastOp: _this._lastOp };
         };
         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;
@@ -253,41 +281,19 @@ 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 : types_1.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 : types_1.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 = order_1.OrderFactory.createOrder(__assign(__assign({}, options), { type: types_1.OrderType.STOP_MARKET }));
             return _this._stopOrder(stopMarket, response);
@@ -295,7 +301,7 @@ 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 = order_1.OrderFactory.createOrder(__assign(__assign({}, options), { type: types_1.OrderType.STOP_LIMIT, timeInForce: (_a = options.timeInForce) !== null && _a !== void 0 ? _a : types_1.TimeInForce.GTC }));
             return _this._stopOrder(stopLimit, response);
@@ -304,7 +310,7 @@ 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
@@ -318,7 +324,7 @@ 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 = order_1.OrderFactory.createOrder({
                     type: types_1.OrderType.STOP_LIMIT,
@@ -331,7 +337,7 @@ var OrderBook = /** @class */ (function () {
                     isOCO: true,
                 });
                 _this.stopBook.add(stopLimit);
-                response.done.push(stopLimit);
+                response.done.push(stopLimit.toObject());
             }
             else {
                 response.err = (0, errors_1.CustomError)(errors_1.ERROR.INVALID_CONDITIONAL_ORDER);
@@ -341,7 +347,7 @@ var OrderBook = /** @class */ (function () {
         this._stopOrder = function (stopOrder, response) {
             if (_this.stopBook.validConditionalOrder(_this._marketPrice, stopOrder)) {
                 _this.stopBook.add(stopOrder);
-                response.done.push(stopOrder);
+                response.done.push(stopOrder.toObject());
             }
             else {
                 response.err = (0, errors_1.CustomError)(errors_1.ERROR.INVALID_CONDITIONAL_ORDER);
@@ -354,16 +360,18 @@ var OrderBook = /** @class */ (function () {
                 var level = _a[_i];
                 for (var _b = 0, _c = level.orders; _b < _c.length; _b++) {
                     var order = _c[_b];
-                    _this.orders[order.id] = order;
-                    _this.bids.append(order);
+                    var newOrder = order_1.OrderFactory.createOrder(order);
+                    _this.orders[newOrder.id] = newOrder;
+                    _this.bids.append(newOrder);
                 }
             }
             for (var _d = 0, _e = snapshot.asks; _d < _e.length; _d++) {
                 var level = _e[_d];
                 for (var _f = 0, _g = level.orders; _f < _g.length; _f++) {
                     var order = _g[_f];
-                    _this.orders[order.id] = order;
-                    _this.asks.append(order);
+                    var newOrder = order_1.OrderFactory.createOrder(order);
+                    _this.orders[newOrder.id] = newOrder;
+                    _this.asks.append(newOrder);
                 }
             }
         };
@@ -374,6 +382,7 @@ var OrderBook = /** @class */ (function () {
          * @returns The removed order if exists or `undefined`
          */
         this._cancelOrder = function (orderID, internalDeletion) {
+            var _a, _b;
             if (internalDeletion === void 0) { internalDeletion = false; }
             var order = _this.orders[orderID];
             if (order === undefined)
@@ -381,11 +390,12 @@ var OrderBook = /** @class */ (function () {
             delete _this.orders[orderID];
             var side = order.side === types_1.Side.BUY ? _this.bids : _this.asks;
             var response = {
-                order: side.remove(order),
+                order: (_a = side.remove(order)) === null || _a === void 0 ? void 0 : _a.toObject(),
             };
             // Delete OCO Order only when the delete request comes from user
             if (!internalDeletion && order.ocoStopPrice !== undefined) {
-                response.stopOrder = _this.stopBook.remove(order.side, orderID, order.ocoStopPrice);
+                response.stopOrder = (_b = _this.stopBook
+                    .remove(order.side, orderID, order.ocoStopPrice)) === null || _b === void 0 ? void 0 : _b.toObject();
             }
             if (_this.enableJournaling) {
                 response.log = {
@@ -458,7 +468,7 @@ var OrderBook = /** @class */ (function () {
                 order = order_1.OrderFactory.createOrder(__assign({ type: types_1.OrderType.LIMIT, id: orderID, side: side, size: quantityToTrade, origSize: size, price: price, time: Date.now(), timeInForce: timeInForce, postOnly: postOnly, takerQty: takerQty, makerQty: makerQty }, (ocoStopPrice !== undefined ? { ocoStopPrice: ocoStopPrice } : {})));
                 if (response.done.length > 0) {
                     response.partialQuantityProcessed = size - quantityToTrade;
-                    response.partial = order;
+                    response.partial = order.toObject();
                 }
                 _this.orders[orderID] = sideToAdd.append(order);
             }
@@ -487,7 +497,7 @@ var OrderBook = /** @class */ (function () {
                     takerQty: takerQty,
                     makerQty: makerQty,
                 });
-                response.done.push(order);
+                response.done.push(order.toObject());
             }
             // If IOC order was not matched completely remove from the order book
             if (timeInForce === types_1.TimeInForce.IOC && response.quantityLeft > 0) {
@@ -533,7 +543,7 @@ var OrderBook = /** @class */ (function () {
                             timeInForce: stopOrder.timeInForce,
                         }, response);
                     }
-                    response.activated.push(stopOrder);
+                    response.activated.push(stopOrder.toObject());
                 });
             }
         };
@@ -546,21 +556,48 @@ var OrderBook = /** @class */ (function () {
                         if (side == null || size == null) {
                             throw (0, errors_1.CustomError)(errors_1.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 (0, errors_1.CustomError)(errors_1.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 (0, errors_1.CustomError)(errors_1.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 (0, errors_1.CustomError)(errors_1.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 (0, errors_1.CustomError)(errors_1.ERROR.INVALID_JOURNAL_LOG);
+                        }
+                        _this.oco(log.o);
                         break;
                     }
                     case "d":
@@ -618,10 +655,11 @@ var OrderBook = /** @class */ (function () {
                     var headOrder = orderQueue.head();
                     if (headOrder !== undefined) {
                         if (response.quantityLeft < headOrder.size) {
-                            response.partial = order_1.OrderFactory.createOrder(__assign(__assign({}, headOrder.toObject()), { size: headOrder.size - response.quantityLeft }));
-                            _this.orders[headOrder.id] = response.partial;
+                            var partial = order_1.OrderFactory.createOrder(__assign(__assign({}, headOrder.toObject()), { size: headOrder.size - response.quantityLeft }));
+                            response.partial = partial.toObject();
+                            _this.orders[headOrder.id] = partial;
                             response.partialQuantityProcessed = response.quantityLeft;
-                            orderQueue.update(headOrder, response.partial);
+                            orderQueue.update(headOrder, partial);
                             response.quantityLeft = 0;
                         }
                         else {
@@ -751,40 +789,23 @@ 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 = types_1.TimeInForce.GTC; }
-        if (stopLimitTimeInForce === void 0) { stopLimitTimeInForce = types_1.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 types_1.OrderType.MARKET:
                 return this.market(options);
@@ -807,43 +828,49 @@ 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 = types_1.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/cjs/utils.js

@@ -0,0 +1,24 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.safeParse = exports.safeStringify = void 0;
+/* node:coverage ignore next - Don't know why this line is uncovered */
+// biome-ignore lint/suspicious/noExplicitAny: <explanation>
+var safeStringify = function (value) {
+    try {
+        return JSON.stringify(value);
+    }
+    catch (error) {
+        return null;
+    }
+};
+exports.safeStringify = safeStringify;
+/* node:coverage ignore next - Don't know why this line is uncovered */
+var safeParse = function (value) {
+    try {
+        return JSON.parse(value);
+    }
+    catch (error) {
+        return null;
+    }
+};
+exports.safeParse = safeParse;

package/dist/esm/order.js

@@ -17,6 +17,7 @@ var __extends = (this && this.__extends) || (function () {
 import { randomUUID } from "node:crypto";
 import { CustomError, ERROR } from "./errors";
 import { OrderType, } from "./types";
+import { safeStringify } from "./utils";
 var BaseOrder = /** @class */ (function () {
     function BaseOrder(options) {
         var _a, _b;
@@ -75,7 +76,7 @@ var LimitOrder = /** @class */ (function (_super) {
         _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 JSON.stringify(_this.toObject()); };
+        _this.toJSON = function () { return safeStringify(_this.toObject()); };
         _this.toObject = function () { return ({
             id: _this._id,
             type: _this.type,
@@ -175,7 +176,7 @@ var StopMarketOrder = /** @class */ (function (_super) {
         _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 JSON.stringify(_this.toObject()); };
+        _this.toJSON = function () { return safeStringify(_this.toObject()); };
         _this.toObject = function () { return ({
             id: _this._id,
             type: _this.type,
@@ -213,9 +214,9 @@ var StopLimitOrder = /** @class */ (function (_super) {
         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    timeInForce: ").concat(_this._timeInForce, "\n    time: ").concat(_this._time);
+            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 JSON.stringify(_this.toObject()); };
+        _this.toJSON = function () { return safeStringify(_this.toObject()); };
         _this.toObject = function () { return ({
             id: _this._id,
             type: _this.type,
@@ -223,6 +224,7 @@ var StopLimitOrder = /** @class */ (function (_super) {
             size: _this._size,
             price: _this._price,
             stopPrice: _this._stopPrice,
+            isOCO: _this.isOCO,
             timeInForce: _this._timeInForce,
             time: _this._time,
         }); };