nodejs-order-book 8.1.0 → 9.0.0

package/README.md

@@ -9,9 +9,10 @@
 
 # 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
 
@@ -42,15 +43,16 @@ Ultra-fast Node.js Order Book written in TypeScript for high-frequency trading (
 - [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.
@@ -391,6 +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

@@ -190,7 +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 () {
@@ -246,10 +247,10 @@ 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 };
         };
@@ -336,7 +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);
@@ -346,7 +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);
@@ -359,16 +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);
                 }
             }
         };
@@ -379,6 +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)
@@ -386,11 +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 = {
@@ -463,7 +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);
             }
@@ -492,7 +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) {
@@ -538,7 +543,7 @@ var OrderBook = /** @class */ (function () {
                             timeInForce: stopOrder.timeInForce,
                         }, response);
                     }
-                    response.activated.push(stopOrder);
+                    response.activated.push(stopOrder.toObject());
                 });
             }
         };
@@ -650,10 +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 {

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,
         }); };

package/dist/esm/orderbook.js

@@ -187,7 +187,8 @@ 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 () {
@@ -243,10 +244,10 @@ 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 };
         };
@@ -333,7 +334,7 @@ var OrderBook = /** @class */ (function () {
                     isOCO: true,
                 });
                 _this.stopBook.add(stopLimit);
-                response.done.push(stopLimit);
+                response.done.push(stopLimit.toObject());
             }
             else {
                 response.err = CustomError(ERROR.INVALID_CONDITIONAL_ORDER);
@@ -343,7 +344,7 @@ 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 = CustomError(ERROR.INVALID_CONDITIONAL_ORDER);
@@ -356,16 +357,18 @@ 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 = 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 = OrderFactory.createOrder(order);
+                    _this.orders[newOrder.id] = newOrder;
+                    _this.asks.append(newOrder);
                 }
             }
         };
@@ -376,6 +379,7 @@ 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)
@@ -383,11 +387,12 @@ var OrderBook = /** @class */ (function () {
             delete _this.orders[orderID];
             var side = order.side === 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 = {
@@ -460,7 +465,7 @@ var OrderBook = /** @class */ (function () {
                 order = OrderFactory.createOrder(__assign({ type: 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);
             }
@@ -489,7 +494,7 @@ 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 === TimeInForce.IOC && response.quantityLeft > 0) {
@@ -535,7 +540,7 @@ var OrderBook = /** @class */ (function () {
                             timeInForce: stopOrder.timeInForce,
                         }, response);
                     }
-                    response.activated.push(stopOrder);
+                    response.activated.push(stopOrder.toObject());
                 });
             }
         };
@@ -647,10 +652,11 @@ var OrderBook = /** @class */ (function () {
                     var headOrder = orderQueue.head();
                     if (headOrder !== undefined) {
                         if (response.quantityLeft < headOrder.size) {
-                            response.partial = OrderFactory.createOrder(__assign(__assign({}, headOrder.toObject()), { size: headOrder.size - response.quantityLeft }));
-                            _this.orders[headOrder.id] = response.partial;
+                            var partial = 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 {

package/dist/esm/utils.js

@@ -0,0 +1,19 @@
+/* node:coverage ignore next - Don't know why this line is uncovered */
+// biome-ignore lint/suspicious/noExplicitAny: <explanation>
+export var safeStringify = function (value) {
+    try {
+        return JSON.stringify(value);
+    }
+    catch (error) {
+        return null;
+    }
+};
+/* node:coverage ignore next - Don't know why this line is uncovered */
+export var safeParse = function (value) {
+    try {
+        return JSON.parse(value);
+    }
+    catch (error) {
+        return null;
+    }
+};

package/dist/types/order.d.ts

@@ -35,7 +35,7 @@ export declare class LimitOrder extends BaseOrder {
     get takerQty(): number;
     get ocoStopPrice(): number | undefined;
     toString: () => string;
-    toJSON: () => string;
+    toJSON: () => string | null;
     toObject: () => ILimitOrder;
 }
 export declare class StopMarketOrder extends BaseOrder {
@@ -45,7 +45,7 @@ export declare class StopMarketOrder extends BaseOrder {
     get type(): OrderType.STOP_MARKET;
     get stopPrice(): number;
     toString: () => string;
-    toJSON: () => string;
+    toJSON: () => string | null;
     toObject: () => IStopMarketOrder;
 }
 export declare class StopLimitOrder extends BaseOrder {
@@ -62,7 +62,7 @@ export declare class StopLimitOrder extends BaseOrder {
     get timeInForce(): TimeInForce;
     get isOCO(): boolean;
     toString: () => string;
-    toJSON: () => string;
+    toJSON: () => string | null;
     toObject: () => IStopLimitOrder;
 }
 export declare const OrderFactory: {

package/dist/types/orderbook.d.ts

@@ -1,6 +1,5 @@
 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, type OrderUpdatePrice, type OrderUpdateSize, Side, type Snapshot, type StopLimitOrderOptions, type StopMarketOrderOptions } from "./types";
+import { type CreateOrderOptions, type ICancelOrder, type ILimitOrder, 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;
@@ -131,7 +130,7 @@ export declare class OrderBook {
      * @param orderID - The ID of the order to be returned
      * @returns The order if exists or `undefined`
      */
-    order: (orderID: string) => LimitOrder | undefined;
+    order: (orderID: string) => ILimitOrder | undefined;
     depth: () => [Array<[number, number]>, Array<[number, number]>];
     toString: () => string;
     calculateMarketPrice: (side: Side, size: number) => {

package/dist/types/types.d.ts

@@ -140,22 +140,25 @@ export interface IStopLimitOrder {
     stopPrice: number;
     timeInForce: TimeInForce;
     time: number;
+    isOCO: boolean;
 }
 /**
  * Represents an order in the order book.
  */
 export type OrderOptions = InternalMarketOrderOptions | InternalLimitOrderOptions | InternalStopLimitOrderOptions | InternalStopMarketOrderOptions;
 export type StopOrderOptions = StopMarketOrderOptions | StopLimitOrderOptions | OCOOrderOptions;
+export type IStopOrder = IStopLimitOrder | IStopMarketOrder;
+export type IOrder = ILimitOrder | IStopOrder;
 /**
  * Represents the result of processing an order.
  */
 export interface IProcessOrder {
     /** Array of fully processed orders. */
-    done: Order[];
+    done: IOrder[];
     /** Array of activated (stop limit or stop market) orders */
-    activated: StopOrder[];
+    activated: IStopOrder[];
     /** The partially processed order, if any. */
-    partial: LimitOrder | null;
+    partial: ILimitOrder | null;
     /** The quantity that has been processed in the partial order. */
     partialQuantityProcessed: number;
     /** The remaining quantity that needs to be processed. */
@@ -294,8 +297,8 @@ export type CreateOrderOptions = ({
  * Represents a cancel order operation.
  */
 export interface ICancelOrder {
-    order: LimitOrder;
-    stopOrder?: StopOrder;
+    order: ILimitOrder;
+    stopOrder?: IStopOrder;
     /** Optional log related to the order cancellation. */
     log?: CancelOrderJournalLog;
 }
@@ -345,14 +348,14 @@ export interface Snapshot {
         /** Price of the ask order */
         price: number;
         /** List of orders associated with this price */
-        orders: LimitOrder[];
+        orders: ILimitOrder[];
     }>;
     /** List of bid orders, each with a price and a list of associated orders */
     bids: Array<{
         /** Price of the bid order */
         price: number;
         /** List of orders associated with this price */
-        orders: LimitOrder[];
+        orders: ILimitOrder[];
     }>;
     /** Unix timestamp representing when the snapshot was taken */
     ts: number;

package/dist/types/utils.d.ts

@@ -0,0 +1,2 @@
+export declare const safeStringify: (value: any) => string | null;
+export declare const safeParse: <T>(value: string) => T | null;