nodejs-order-book 8.1.0 → 9.1.0

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.
@@ -385,12 +387,15 @@ A `snapshot` represents the state of the order book at a specific point in time.
 
  - `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`.
+ - `stopBook`: an object with `bids` and `asks` properties related to every `StopOrder` in the orderbook.
  - `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.
 
+**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})
 
@@ -401,7 +406,7 @@ 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)
+await saveSnapshot(JSON.stringify(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)
@@ -410,7 +415,7 @@ await removePreviousLogs(snapshot.lastOp)
 const logs = await getLogs()
 const snapshot = await getSnapshot()
 
-const ob = new OrderBook({ snapshot, journal: log, enableJournaling: true })
+const ob = new OrderBook({ snapshot: JSON.parse(snapshot), journal: log, enableJournaling: true })
 ```
 
 ### Journal Logs

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 () {
@@ -246,12 +247,13 @@ 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 };
+            var stopBook = _this.stopBook.snapshot();
+            return { bids: bids, asks: asks, stopBook: stopBook, ts: Date.now(), lastOp: _this._lastOp };
         };
         this._market = function (options, incomingResponse) {
             var response = incomingResponse !== null && incomingResponse !== void 0 ? incomingResponse : _this.validateMarketOrder(options);
@@ -336,7 +338,7 @@ 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 +348,7 @@ 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);
@@ -354,21 +356,48 @@ var OrderBook = /** @class */ (function () {
             return response;
         };
         this.restoreSnapshot = function (snapshot) {
+            var _a, _b, _c, _d;
             _this._lastOp = snapshot.lastOp;
-            for (var _i = 0, _a = snapshot.bids; _i < _a.length; _i++) {
-                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);
-                }
-            }
-            for (var _d = 0, _e = snapshot.asks; _d < _e.length; _d++) {
-                var level = _e[_d];
+            for (var _i = 0, _e = snapshot.bids; _i < _e.length; _i++) {
+                var level = _e[_i];
                 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.bids.append(newOrder);
+                }
+            }
+            for (var _h = 0, _j = snapshot.asks; _h < _j.length; _h++) {
+                var level = _j[_h];
+                for (var _k = 0, _l = level.orders; _k < _l.length; _k++) {
+                    var order = _l[_k];
+                    var newOrder = order_1.OrderFactory.createOrder(order);
+                    _this.orders[newOrder.id] = newOrder;
+                    _this.asks.append(newOrder);
+                }
+            }
+            if (((_b = (_a = snapshot.stopBook) === null || _a === void 0 ? void 0 : _a.bids) === null || _b === void 0 ? void 0 : _b.length) > 0) {
+                for (var _m = 0, _o = snapshot.stopBook.bids; _m < _o.length; _m++) {
+                    var level = _o[_m];
+                    for (var _p = 0, _q = level.orders; _p < _q.length; _p++) {
+                        var order = _q[_p];
+                        // @ts-expect-error // TODO fix types
+                        var newOrder = order_1.OrderFactory.createOrder(order);
+                        // @ts-expect-error // TODO fix types
+                        _this.stopBook.add(newOrder);
+                    }
+                }
+            }
+            if (((_d = (_c = snapshot.stopBook) === null || _c === void 0 ? void 0 : _c.asks) === null || _d === void 0 ? void 0 : _d.length) > 0) {
+                for (var _r = 0, _s = snapshot.stopBook.asks; _r < _s.length; _r++) {
+                    var level = _s[_r];
+                    for (var _t = 0, _u = level.orders; _t < _u.length; _t++) {
+                        var order = _u[_t];
+                        // @ts-expect-error // TODO fix types
+                        var newOrder = order_1.OrderFactory.createOrder(order);
+                        // @ts-expect-error // TODO fix types
+                        _this.stopBook.add(newOrder);
+                    }
                 }
             }
         };
@@ -379,6 +408,7 @@ 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 +416,12 @@ 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 +494,7 @@ 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 +523,7 @@ 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 +569,7 @@ var OrderBook = /** @class */ (function () {
                             timeInForce: stopOrder.timeInForce,
                         }, response);
                     }
-                    response.activated.push(stopOrder);
+                    response.activated.push(stopOrder.toObject());
                 });
             }
         };
@@ -650,10 +681,11 @@ 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/stopbook.js

@@ -57,6 +57,17 @@ var StopBook = /** @class */ (function () {
             }
             return response;
         };
+        this.snapshot = function () {
+            var bids = [];
+            var asks = [];
+            _this.bids.priceTree().forEach(function (price, orders) {
+                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().map(function (o) { return o.toObject(); }) });
+            });
+            return { bids: bids, asks: asks };
+        };
         this.bids = new stopside_1.StopSide(types_1.Side.BUY);
         this.asks = new stopside_1.StopSide(types_1.Side.SELL);
     }

package/dist/cjs/stopqueue.js

@@ -44,6 +44,9 @@ var StopQueue = /** @class */ (function () {
             }
             return deletedOrder;
         };
+        this.toArray = function () {
+            return _this._orders.toArray();
+        };
         this._price = price;
         this._orders = new denque_1.default();
     }

package/dist/cjs/stopside.js

@@ -65,6 +65,9 @@ var StopSide = /** @class */ (function () {
             upperBound);
             return queues;
         };
+        this.priceTree = function () {
+            return _this._priceTree;
+        };
         var compare = side === types_1.Side.SELL
             ? function (a, b) { return a - b; }
             : function (a, b) { return b - a; };

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 () {
@@ -243,12 +244,13 @@ 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 };
+            var stopBook = _this.stopBook.snapshot();
+            return { bids: bids, asks: asks, stopBook: stopBook, ts: Date.now(), lastOp: _this._lastOp };
         };
         this._market = function (options, incomingResponse) {
             var response = incomingResponse !== null && incomingResponse !== void 0 ? incomingResponse : _this.validateMarketOrder(options);
@@ -333,7 +335,7 @@ 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 +345,7 @@ 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);
@@ -351,21 +353,48 @@ var OrderBook = /** @class */ (function () {
             return response;
         };
         this.restoreSnapshot = function (snapshot) {
+            var _a, _b, _c, _d;
             _this._lastOp = snapshot.lastOp;
-            for (var _i = 0, _a = snapshot.bids; _i < _a.length; _i++) {
-                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);
-                }
-            }
-            for (var _d = 0, _e = snapshot.asks; _d < _e.length; _d++) {
-                var level = _e[_d];
+            for (var _i = 0, _e = snapshot.bids; _i < _e.length; _i++) {
+                var level = _e[_i];
                 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.bids.append(newOrder);
+                }
+            }
+            for (var _h = 0, _j = snapshot.asks; _h < _j.length; _h++) {
+                var level = _j[_h];
+                for (var _k = 0, _l = level.orders; _k < _l.length; _k++) {
+                    var order = _l[_k];
+                    var newOrder = OrderFactory.createOrder(order);
+                    _this.orders[newOrder.id] = newOrder;
+                    _this.asks.append(newOrder);
+                }
+            }
+            if (((_b = (_a = snapshot.stopBook) === null || _a === void 0 ? void 0 : _a.bids) === null || _b === void 0 ? void 0 : _b.length) > 0) {
+                for (var _m = 0, _o = snapshot.stopBook.bids; _m < _o.length; _m++) {
+                    var level = _o[_m];
+                    for (var _p = 0, _q = level.orders; _p < _q.length; _p++) {
+                        var order = _q[_p];
+                        // @ts-expect-error // TODO fix types
+                        var newOrder = OrderFactory.createOrder(order);
+                        // @ts-expect-error // TODO fix types
+                        _this.stopBook.add(newOrder);
+                    }
+                }
+            }
+            if (((_d = (_c = snapshot.stopBook) === null || _c === void 0 ? void 0 : _c.asks) === null || _d === void 0 ? void 0 : _d.length) > 0) {
+                for (var _r = 0, _s = snapshot.stopBook.asks; _r < _s.length; _r++) {
+                    var level = _s[_r];
+                    for (var _t = 0, _u = level.orders; _t < _u.length; _t++) {
+                        var order = _u[_t];
+                        // @ts-expect-error // TODO fix types
+                        var newOrder = OrderFactory.createOrder(order);
+                        // @ts-expect-error // TODO fix types
+                        _this.stopBook.add(newOrder);
+                    }
                 }
             }
         };
@@ -376,6 +405,7 @@ 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 +413,12 @@ 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 +491,7 @@ 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 +520,7 @@ 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 +566,7 @@ var OrderBook = /** @class */ (function () {
                             timeInForce: stopOrder.timeInForce,
                         }, response);
                     }
-                    response.activated.push(stopOrder);
+                    response.activated.push(stopOrder.toObject());
                 });
             }
         };
@@ -647,10 +678,11 @@ 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/stopbook.js

@@ -54,6 +54,17 @@ var StopBook = /** @class */ (function () {
             }
             return response;
         };
+        this.snapshot = function () {
+            var bids = [];
+            var asks = [];
+            _this.bids.priceTree().forEach(function (price, orders) {
+                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().map(function (o) { return o.toObject(); }) });
+            });
+            return { bids: bids, asks: asks };
+        };
         this.bids = new StopSide(Side.BUY);
         this.asks = new StopSide(Side.SELL);
     }

package/dist/esm/stopqueue.js

@@ -38,6 +38,9 @@ var StopQueue = /** @class */ (function () {
             }
             return deletedOrder;
         };
+        this.toArray = function () {
+            return _this._orders.toArray();
+        };
         this._price = price;
         this._orders = new Denque();
     }

package/dist/esm/stopside.js

@@ -59,6 +59,9 @@ var StopSide = /** @class */ (function () {
             upperBound);
             return queues;
         };
+        this.priceTree = function () {
+            return _this._priceTree;
+        };
         var compare = side === Side.SELL
             ? function (a, b) { return a - b; }
             : function (a, b) { return b - a; };

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: {