nodejs-order-book 8.1.0 → 9.1.0

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/stopbook.d.ts

@@ -1,5 +1,5 @@
 import type { StopQueue } from "./stopqueue";
-import { Side, type StopOrder } from "./types";
+import { type IStopOrder, Side, type StopOrder } from "./types";
 export declare class StopBook {
     private readonly bids;
     private readonly asks;
@@ -17,4 +17,14 @@ export declare class StopBook {
      *    Sell: marketPrice > stopPrice
      */
     validConditionalOrder: (marketPrice: number, order: StopOrder) => boolean;
+    snapshot: () => {
+        bids: {
+            price: number;
+            orders: IStopOrder[];
+        }[];
+        asks: {
+            price: number;
+            orders: IStopOrder[];
+        }[];
+    };
 }

package/dist/types/stopqueue.d.ts

@@ -9,4 +9,5 @@ export declare class StopQueue {
     removeFromHead: () => StopOrder | undefined;
     append: (order: StopOrder) => StopOrder;
     remove: (id: string) => StopOrder | undefined;
+    toArray: () => StopOrder[];
 }

package/dist/types/stopside.d.ts

@@ -1,3 +1,4 @@
+import createRBTree from "functional-red-black-tree";
 import { StopQueue } from "./stopqueue";
 import { Side, type StopOrder } from "./types";
 export declare class StopSide {
@@ -9,4 +10,5 @@ export declare class StopSide {
     remove: (id: string, stopPrice: number) => StopOrder | undefined;
     removePriceLevel: (priceLevel: number) => void;
     between: (priceBefore: number, marketPrice: number) => StopQueue[];
+    priceTree: () => createRBTree.Tree<number, StopQueue>;
 }

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;
 }
@@ -345,15 +348,25 @@ 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[];
     }>;
+    stopBook: {
+        asks: Array<{
+            price: number;
+            orders: IStopOrder[];
+        }>;
+        bids: Array<{
+            price: number;
+            orders: IStopOrder[];
+        }>;
+    };
     /** Unix timestamp representing when the snapshot was taken */
     ts: number;
     /** The id of the last operation inserted in the orderbook */

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;