nodejs-order-book 9.1.1 → 10.0.1

package/README.md

@@ -19,7 +19,7 @@ Ultra-fast Node.js Order Book written in TypeScript </br> for high-frequency tra
 - [Features](#features)
 - [Installation](#installation)
 - [Usage](#usage)
-- [Experimental Conditional Orders](#conditional-orders-)
+- [Conditional Orders](#conditional-orders)
 - [About Primary Functions](#about-primary-functions)
   - [Create order `createOrder()`](#create-order)
   - [Create Limit order `limit()`](#create-limit-order)
@@ -48,7 +48,7 @@ Ultra-fast Node.js Order Book written in TypeScript </br> for high-frequency tra
 - Standard price-time priority
 - Supports both market and limit orders
 - 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 conditional orders [**Stop Limit, Stop Market and OCO**](#conditional-orders) <img src="https://img.shields.io/badge/New-green" alt="New">
 - 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 <img src="https://img.shields.io/badge/New-green" alt="New">
@@ -63,19 +63,19 @@ Ultra-fast Node.js Order Book written in TypeScript </br> for high-frequency tra
 
 Install with npm:
 
-```sh
+```
 npm install nodejs-order-book
 ```
 
 Install with yarn:
 
-```sh
+```
 yarn add nodejs-order-book
 ```
 
 Install with pnpm:
 
-```sh
+```
 pnpm add nodejs-order-book
 ```
 
@@ -83,7 +83,7 @@ pnpm add nodejs-order-book
 
 To start using order book you need to import `OrderBook` and create new instance:
 
-```js
+```ts
 import { OrderBook } from 'nodejs-order-book'
 
 const ob = new OrderBook()
@@ -91,31 +91,79 @@ const ob = new OrderBook()
 
 Then you'll be able to use next primary functions:
 
-```js
-ob.createOrder({ type: 'limit' | 'market', side: 'buy' | 'sell', size: number, price?: number, id?: string, postOnly?: boolean, timeInForce?: 'GTC' | 'FOK' | 'IOC' })
-
-ob.limit({ id: string, side: 'buy' | 'sell', size: number, price: number, postOnly?: boolean, timeInForce?: 'GTC' | 'FOK' | 'IOC' })
+```ts
+ob.createOrder({
+      type: 'limit' | 'market',
+      side: 'buy' | 'sell',
+      size: number,
+      price?: number,
+      id?: string,
+      postOnly?: boolean,
+      timeInForce?: 'GTC' | 'FOK' | 'IOC'
+})
+
+ob.limit({
+      id: string,
+      side: 'buy' | 'sell',
+      size: number,
+      price: number,
+      postOnly?: boolean,
+      timeInForce?: 'GTC' | 'FOK' | 'IOC'
+})
 
 ob.market({ side: 'buy' | 'sell', size: number })
 
-ob.modify(orderID: string, { side: 'buy' | 'sell', size: number, price: number })
+ob.modify(orderID: string, { 
+      side: 'buy' | 'sell',
+      size: number,
+      price: number
+})
 
 ob.cancel(orderID: string)
 ```
-### Conditional Orders ![Experimental](https://img.shields.io/badge/Experimental-blue)
-The version `v6.1.0` introduced support for Conditional Orders `Stop Market`, `Stop Limit` and `OCO`. Even though the test coverage for these new features is at 100%, they are not yet considered stable because they have not been tested with real-world scenarios. For this reason, if you want to use conditional orders, you need to instantiate the order book with the `experimentalConditionalOrders` option set to `true`.
-```js
+### Conditional Orders
+Currently `Stop Market`, `Stop Limit` and `OCO` orders are supported.
+```ts
 import { OrderBook } from 'nodejs-order-book'
 
-const ob = new OrderBook({ experimentalConditionalOrders: true })
-
-ob.createOrder({ type: 'stop_limit' | 'stop_market' | 'oco', side: 'buy' | 'sell', size: number, price?: number, id?: string, stopPrice?: number, timeInForce?: 'GTC' | 'FOK' | 'IOC', stopLimitTimeInForce?: 'GTC' | 'FOK' | 'IOC' })
-
-ob.stopLimit({ id: string, side: 'buy' | 'sell', size: number, price: number, stopPrice: number, timeInForce?: 'GTC' | 'FOK' | 'IOC' })
-
-ob.stopMarket({ side: 'buy' | 'sell', size: number, stopPrice: number })
+const ob = new OrderBook()
 
-ob.oco({ id: string, side: 'buy' | 'sell', size: number, price: number, stopPrice: number, stopLimitPrice: number, timeInForce?: 'GTC' | 'FOK' | 'IOC', stopLimitTimeInForce?: 'GTC' | 'FOK' | 'IOC' })
+ob.createOrder({ 
+      type: 'stop_limit' | 'stop_market' | 'oco',
+      side: 'buy' | 'sell',
+      size: number,
+      price?: number,
+      id?: string,
+      stopPrice?: number,
+      timeInForce?: 'GTC' | 'FOK' | 'IOC',
+      stopLimitTimeInForce?: 'GTC' | 'FOK' | 'IOC'
+})
+
+ob.stopLimit({
+      id: string,
+      side: 'buy' | 'sell',
+      size: number,
+      price: number,
+      stopPrice: number,
+      timeInForce?: 'GTC' | 'FOK' | 'IOC'
+})
+
+ob.stopMarket({
+      side: 'buy' | 'sell',
+      size: number,
+      stopPrice: number
+})
+
+ob.oco({
+      id: string,
+      side: 'buy' | 'sell',
+      size: number,
+      price: number,
+      stopPrice: number,
+      stopLimitPrice: number,
+      timeInForce?: 'GTC' | 'FOK' | 'IOC',
+      stopLimitTimeInForce?: 'GTC' | 'FOK' | 'IOC'
+})
 ```
 
 ## About primary functions
@@ -124,26 +172,59 @@ To add an order to the order book you can call the general `createOrder()` funct
 
 ### Create Order
 
-```js
+```ts
 // Create limit order
-ob.createOrder({ type: 'limit', side: 'buy' | 'sell', size: number, price: number, id: string, postOnly?: boolean, timeInForce?: 'GTC' | 'FOK' | 'IOC' })
+ob.createOrder({
+      type: 'limit',
+      side: 'buy' | 'sell',
+      size: number,
+      price: number,
+      id: string,
+      postOnly?: boolean,
+      timeInForce?: 'GTC' | 'FOK' | 'IOC'
+})
 
 // Create market order
-ob.createOrder({ type: 'market', side: 'buy' | 'sell', size: number })
+ob.createOrder({
+      type: 'market',
+      side: 'buy' | 'sell',
+      size: number
+})
 
 // Create stop limit order
-ob.createOrder({ type: 'stop_limit', side: 'buy' | 'sell', size: number, price: number, id: string, stopPrice: number, timeInForce?: 'GTC' | 'FOK' | 'IOC' })
+ob.createOrder({
+      type: 'stop_limit',
+      side: 'buy' | 'sell',
+      size: number,
+      price: number,
+      id: string,
+      stopPrice: number,
+      timeInForce?: 'GTC' | 'FOK' | 'IOC'
+})
 
 // Create stop market order
-ob.createOrder({ type: 'stop_market', side: 'buy' | 'sell', size: number, stopPrice: number })
+ob.createOrder({
+      type: 'stop_market',
+      side: 'buy' | 'sell',
+      size: number,
+      stopPrice: number
+})
 
 // Create OCO order
-ob.createOrder({ type: 'oco', side: 'buy' | 'sell', size: number, stopPrice: number, stopLimitPrice: number, timeInForce?: 'GTC' | 'FOK' | 'IOC', stopLimitTimeInForce?: 'GTC' | 'FOK' | 'IOC' })
+ob.createOrder({
+      type: 'oco',
+      side: 'buy' | 'sell',
+      size: number,
+      stopPrice: number,
+      stopLimitPrice: number,
+      timeInForce?: 'GTC' | 'FOK' | 'IOC',
+      stopLimitTimeInForce?: 'GTC' | 'FOK' | 'IOC'
+})
 ```
 
 ### Create Limit Order
 
-```js
+```ts
 /**
  * Create a limit order. See {@link LimitOrderOptions} for details.
  *
@@ -156,12 +237,19 @@ ob.createOrder({ type: 'oco', side: 'buy' | 'sell', size: number, stopPrice: num
  * @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
  */
-ob.limit({ side: 'buy' | 'sell', id: string, size: number, price: number, postOnly?: boolean, timeInForce?: 'GTC' | 'FOK' | 'IOC' })
+ob.limit({
+      side: 'buy' | 'sell',
+      id: string,
+      size: number,
+      price: number,
+      postOnly?: boolean,
+      timeInForce?: 'GTC' | 'FOK' | 'IOC'
+})
 ```
 
 For example:
 
-```
+```ts
 ob.limit({ side: "sell", id: "uniqueID", size: 55, price: 100 })
 
 asks: 110 -> 5      110 -> 5
@@ -174,7 +262,7 @@ done    - null
 partial - null
 ```
 
-```
+```ts
 ob.limit({ side: "buy", id: "uniqueID", size: 7, price: 120 })
 
 asks: 110 -> 5
@@ -188,7 +276,7 @@ done    - 2 (or more orders)
 partial - uniqueID order
 ```
 
-```
+```ts
 ob.limit({ side: "buy", id: "uniqueID", size: 3, price: 120 })
 
 asks: 110 -> 5
@@ -203,7 +291,7 @@ partial - 1 order with price 110
 
 ### Create Market Order
 
-```js
+```ts
 /**
  * Create a market order. See {@link MarketOrderOptions} for details.
  *
@@ -217,7 +305,7 @@ ob.market({ side: 'buy' | 'sell', size: number })
 
 For example:
 
-```
+```ts
 ob.market({ side: 'sell', size: 6 })
 
 asks: 110 -> 5      110 -> 5
@@ -231,7 +319,7 @@ partial      - 1 order with price 80
 quantityLeft - 0
 ```
 
-```
+```ts
 ob.market({ side: 'buy', size: 10 })
 
 asks: 110 -> 5
@@ -247,7 +335,7 @@ quantityLeft - 4
 
 ### Create Stop Limit Order
 
-```js
+```ts
 /**
  * Create a stop limit order. See {@link StopLimitOrderOptions} for details.
  *
@@ -260,12 +348,19 @@ quantityLeft - 4
  * @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
  */
-ob.stopLimit({ side: 'buy' | 'sell', id: string, size: number, price: number, stopPrice: number, timeInForce?: 'GTC' | 'FOK' | 'IOC' })
+ob.stopLimit({
+      side: 'buy' | 'sell',
+      id: string,
+      size: number,
+      price: number,
+      stopPrice: number,
+      timeInForce?: 'GTC' | 'FOK' | 'IOC'
+})
 ```
 
 ### Create Stop Market Order
 
-```js
+```ts
 /**
  * Create a stop market order. See {@link StopMarketOrderOptions} for details.
  *
@@ -275,12 +370,16 @@ ob.stopLimit({ side: 'buy' | 'sell', id: string, size: number, price: number, st
  * @param options.stopPrice - The price at which the order will be triggered.
  * @returns An object with the result of the processed order or an error. See {@link IProcessOrder} for the returned data structure
  */
-ob.stopMarket({ side: 'buy' | 'sell', size: number, stopPrice: number })
+ob.stopMarket({
+      side: 'buy' | 'sell',
+      size: number,
+      stopPrice: number
+})
 ```
 
 ### Create OCO (One-Cancels-the-Other) Order
 
-```js
+```ts
 /**
  * Create an OCO (One-Cancels-the-Other) order.
  * OCO order combines a `stop_limit` order and a `limit` order, where if stop price
@@ -304,12 +403,21 @@ ob.stopMarket({ side: 'buy' | 'sell', size: number, stopPrice: number })
  * @param options.stopLimitTimeInForce - Time-in-force of the `stop_limit` order. 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
  */
-ob.oco({ side: 'buy' | 'sell', id: string, size: number, price: number, stopPrice: number, stopLimitPrice: number, timeInForce?: 'GTC' | 'FOK' | 'IOC', stopLimitTimeInForce?: 'GTC' | 'FOK' | 'IOC' })
+ob.oco({
+      side: 'buy' | 'sell',
+      id: string,
+      size: number,
+      price: number,
+      stopPrice: number,
+      stopLimitPrice: number,
+      timeInForce?: 'GTC' | 'FOK' | 'IOC',
+      stopLimitTimeInForce?: 'GTC' | 'FOK' | 'IOC'
+})
 ```
 
 ### Modify an existing order
 
-```js
+```ts
 /**
  * Modify an existing order with given ID. When an order is modified by price or quantity,
  * it will be deemed as a new entry. Under the price-time-priority algorithm, orders are
@@ -325,7 +433,7 @@ ob.modify(orderID: string, { size: number, price: number })
 
 For example:
 
-```
+```ts
 ob.limit({ side: "sell", id: "uniqueID", size: 55, price: 100 })
 
 asks: 110 -> 5      110 -> 5
@@ -356,7 +464,7 @@ bids: 90  -> 5      90  -> 5
 
 ### Cancel Order
 
-```js
+```ts
 /**
  * Remove an existing order with given ID from the order book
  *
@@ -368,7 +476,7 @@ ob.cancel(orderID: string)
 
 For example:
 
-```
+```ts
 ob.cancel("myUniqueID-Sell-1-with-100")
 
 asks: 110 -> 5
@@ -396,7 +504,7 @@ After taking the snapshot, you can safely remove all logs preceding the `lastOp`
 
 **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
+```ts
 const ob = new OrderBook({ enableJournaling: true})
 
 // after every order save the log to the database
@@ -420,7 +528,7 @@ const ob = new OrderBook({ snapshot: JSON.parse(snapshot), journal: log, enableJ
 
 ### Journal Logs
 The `journal` option expects an array of journal logs that you can get by setting `enableJournaling` to true. When the journal is provided, the order book will replay all the operations, bringing the order book to the same state as the last log.
-```js
+```ts
 // Assuming 'logs' is an array of log entries retrieved from the database
 
 const logs = await getLogs()
@@ -430,7 +538,7 @@ By combining snapshots with journaling, you can effectively restore and audit th
 
 ### Enable Journaling
 `enabledJournaling` is a configuration setting that determines whether journaling is enabled or disabled. When enabled, the property `log` will be added to the body of the response for each operation. The logs must be saved to the database and can then be used when a new instance of the order book is instantiated.
-```js
+```ts
 const ob = new OrderBook({ enableJournaling: true }) // false by default
 
 // after every order save the log to the database
@@ -444,7 +552,7 @@ await saveLog(order.log)
 
 Build production (distribution) files in your dist folder:
 
-```sh
+```
 npm run build
 ```
 
@@ -452,7 +560,7 @@ npm run build
 
 To run all the unit-test
 
-```sh
+```
 npm run test
 ```
 
@@ -460,7 +568,7 @@ npm run test
 
 Run testing coverage
 
-```sh
+```
 npm run test:cov
 ```
 
@@ -468,7 +576,7 @@ npm run test:cov
 
 Before running benchmark, make sure to have built the source code with `npm run build` first
 
-```sh
+```
 npm run bench
 ```
 

package/dist/cjs/orderbook.js

@@ -26,10 +26,9 @@ var OrderBook = /** @class */ (function () {
      * @param {JournalLog} [options.snapshot] - The orderbook snapshot will be restored before processing any journal logs, if any.
      * @param {JournalLog} [options.journal] - Array of journal logs (optional).
      * @param {boolean} [options.enableJournaling=false] - Flag to enable journaling. Default to false
-     * @param {boolean} [options.experimentalConditionalOrders=false] - Flag to enable experimental Conditional Order (Stop Market, Stop Limit and OCO orders). Default to false
      */
     function OrderBook(_a) {
-        var _b = _a === void 0 ? {} : _a, snapshot = _b.snapshot, journal = _b.journal, _c = _b.enableJournaling, enableJournaling = _c === void 0 ? false : _c, _d = _b.experimentalConditionalOrders, experimentalConditionalOrders = _d === void 0 ? false : _d;
+        var _b = _a === void 0 ? {} : _a, snapshot = _b.snapshot, journal = _b.journal, _c = _b.enableJournaling, enableJournaling = _c === void 0 ? false : _c;
         var _this = this;
         this.orders = {};
         this._lastOp = 0;
@@ -44,9 +43,6 @@ var OrderBook = /** @class */ (function () {
          * @returns An object with the result of the processed order or an error. See {@link IProcessOrder} for the returned data structure
          */
         this.stopMarket = function (options) {
-            /* 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");
             var response = _this._stopMarket(options);
             if (_this.enableJournaling && response.err === null) {
                 response.log = {
@@ -71,9 +67,6 @@ var OrderBook = /** @class */ (function () {
          * @returns An object with the result of the processed order or an error. See {@link IProcessOrder} for the returned data structure
          */
         this.stopLimit = function (options) {
-            /* 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");
             var response = _this._stopLimit(options);
             if (_this.enableJournaling && response.err === null) {
                 response.log = {
@@ -109,9 +102,6 @@ var OrderBook = /** @class */ (function () {
          * @returns An object with the result of the processed order or an error. See {@link IProcessOrder} for the returned data structure
          */
         this.oco = function (options) {
-            /* 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");
             var response = _this._oco(options);
             if (_this.enableJournaling && response.err === null) {
                 response.log = {
@@ -532,8 +522,6 @@ var OrderBook = /** @class */ (function () {
             return order;
         };
         this.executeConditionalOrder = function (side, priceBefore, response) {
-            if (!_this.experimentalConditionalOrders)
-                return;
             var pendingOrders = _this.stopBook.getConditionalOrders(side, priceBefore, _this._marketPrice);
             if (pendingOrders.length > 0) {
                 var toBeExecuted_1 = [];
@@ -697,8 +685,7 @@ var OrderBook = /** @class */ (function () {
                             }
                         }
                         // Remove linked OCO Stop Order if any
-                        if (_this.experimentalConditionalOrders &&
-                            headOrder.ocoStopPrice !== undefined) {
+                        if (headOrder.ocoStopPrice !== undefined) {
                             _this.stopBook.remove(headOrder.side, headOrder.id, headOrder.ocoStopPrice);
                         }
                         _this._marketPrice = headOrder.price;
@@ -717,6 +704,7 @@ var OrderBook = /** @class */ (function () {
                 return false;
             }
             var cumulativeSize = 0;
+            // biome-ignore lint/suspicious/useIterableCallbackReturn: the forEach of the priceTree must return true to break the loop
             orderSide.priceTree().forEach(function (_, level) {
                 if (price >= level.price() && cumulativeSize < size) {
                     cumulativeSize += level.volume();
@@ -732,6 +720,7 @@ var OrderBook = /** @class */ (function () {
                 return false;
             }
             var cumulativeSize = 0;
+            // biome-ignore lint/suspicious/useIterableCallbackReturn: the forEach of the priceTree must return true to break the loop
             orderSide.priceTree().forEach(function (_, level) {
                 if (price <= level.price() && cumulativeSize < size) {
                     cumulativeSize += level.volume();
@@ -783,7 +772,6 @@ var OrderBook = /** @class */ (function () {
         this.asks = new orderside_1.OrderSide(types_1.Side.SELL);
         this.enableJournaling = enableJournaling;
         this.stopBook = new stopbook_1.StopBook();
-        this.experimentalConditionalOrders = experimentalConditionalOrders;
         // First restore from orderbook snapshot
         if (snapshot != null) {
             this.restoreSnapshot(snapshot);

package/dist/cjs/utils.js

@@ -2,12 +2,11 @@
 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) {
+    catch (_error) {
         return null;
     }
 };
@@ -17,7 +16,7 @@ var safeParse = function (value) {
     try {
         return JSON.parse(value);
     }
-    catch (error) {
+    catch (_error) {
         return null;
     }
 };

package/dist/esm/orderbook.js

@@ -23,10 +23,9 @@ var OrderBook = /** @class */ (function () {
      * @param {JournalLog} [options.snapshot] - The orderbook snapshot will be restored before processing any journal logs, if any.
      * @param {JournalLog} [options.journal] - Array of journal logs (optional).
      * @param {boolean} [options.enableJournaling=false] - Flag to enable journaling. Default to false
-     * @param {boolean} [options.experimentalConditionalOrders=false] - Flag to enable experimental Conditional Order (Stop Market, Stop Limit and OCO orders). Default to false
      */
     function OrderBook(_a) {
-        var _b = _a === void 0 ? {} : _a, snapshot = _b.snapshot, journal = _b.journal, _c = _b.enableJournaling, enableJournaling = _c === void 0 ? false : _c, _d = _b.experimentalConditionalOrders, experimentalConditionalOrders = _d === void 0 ? false : _d;
+        var _b = _a === void 0 ? {} : _a, snapshot = _b.snapshot, journal = _b.journal, _c = _b.enableJournaling, enableJournaling = _c === void 0 ? false : _c;
         var _this = this;
         this.orders = {};
         this._lastOp = 0;
@@ -41,9 +40,6 @@ var OrderBook = /** @class */ (function () {
          * @returns An object with the result of the processed order or an error. See {@link IProcessOrder} for the returned data structure
          */
         this.stopMarket = function (options) {
-            /* 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");
             var response = _this._stopMarket(options);
             if (_this.enableJournaling && response.err === null) {
                 response.log = {
@@ -68,9 +64,6 @@ var OrderBook = /** @class */ (function () {
          * @returns An object with the result of the processed order or an error. See {@link IProcessOrder} for the returned data structure
          */
         this.stopLimit = function (options) {
-            /* 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");
             var response = _this._stopLimit(options);
             if (_this.enableJournaling && response.err === null) {
                 response.log = {
@@ -106,9 +99,6 @@ var OrderBook = /** @class */ (function () {
          * @returns An object with the result of the processed order or an error. See {@link IProcessOrder} for the returned data structure
          */
         this.oco = function (options) {
-            /* 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");
             var response = _this._oco(options);
             if (_this.enableJournaling && response.err === null) {
                 response.log = {
@@ -529,8 +519,6 @@ var OrderBook = /** @class */ (function () {
             return order;
         };
         this.executeConditionalOrder = function (side, priceBefore, response) {
-            if (!_this.experimentalConditionalOrders)
-                return;
             var pendingOrders = _this.stopBook.getConditionalOrders(side, priceBefore, _this._marketPrice);
             if (pendingOrders.length > 0) {
                 var toBeExecuted_1 = [];
@@ -694,8 +682,7 @@ var OrderBook = /** @class */ (function () {
                             }
                         }
                         // Remove linked OCO Stop Order if any
-                        if (_this.experimentalConditionalOrders &&
-                            headOrder.ocoStopPrice !== undefined) {
+                        if (headOrder.ocoStopPrice !== undefined) {
                             _this.stopBook.remove(headOrder.side, headOrder.id, headOrder.ocoStopPrice);
                         }
                         _this._marketPrice = headOrder.price;
@@ -714,6 +701,7 @@ var OrderBook = /** @class */ (function () {
                 return false;
             }
             var cumulativeSize = 0;
+            // biome-ignore lint/suspicious/useIterableCallbackReturn: the forEach of the priceTree must return true to break the loop
             orderSide.priceTree().forEach(function (_, level) {
                 if (price >= level.price() && cumulativeSize < size) {
                     cumulativeSize += level.volume();
@@ -729,6 +717,7 @@ var OrderBook = /** @class */ (function () {
                 return false;
             }
             var cumulativeSize = 0;
+            // biome-ignore lint/suspicious/useIterableCallbackReturn: the forEach of the priceTree must return true to break the loop
             orderSide.priceTree().forEach(function (_, level) {
                 if (price <= level.price() && cumulativeSize < size) {
                     cumulativeSize += level.volume();
@@ -780,7 +769,6 @@ var OrderBook = /** @class */ (function () {
         this.asks = new OrderSide(Side.SELL);
         this.enableJournaling = enableJournaling;
         this.stopBook = new StopBook();
-        this.experimentalConditionalOrders = experimentalConditionalOrders;
         // First restore from orderbook snapshot
         if (snapshot != null) {
             this.restoreSnapshot(snapshot);

package/dist/esm/utils.js

@@ -1,10 +1,9 @@
 /* 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) {
+    catch (_error) {
         return null;
     }
 };
@@ -13,7 +12,7 @@ export var safeParse = function (value) {
     try {
         return JSON.parse(value);
     }
-    catch (error) {
+    catch (_error) {
         return null;
     }
 };

package/dist/types/index.d.ts

@@ -1,4 +1,4 @@
 import { OrderBook } from "./orderbook";
+import type { CreateOrderOptions, ICancelOrder, IOrder, IProcessOrder, LimitOrderOptions, MarketOrderOptions, OCOOrderOptions, OrderBookOptions, OrderUpdatePrice, OrderUpdateSize, StopLimitOrderOptions, StopMarketOrderOptions } from "./types";
 import { OrderType, Side } from "./types";
-import type { CreateOrderOptions, ICancelOrder, IProcessOrder, LimitOrderOptions, MarketOrderOptions, OCOOrderOptions, OrderBookOptions, OrderUpdatePrice, OrderUpdateSize, StopLimitOrderOptions, StopMarketOrderOptions } from "./types";
-export { type CreateOrderOptions, type ICancelOrder, type IProcessOrder, type LimitOrderOptions, type MarketOrderOptions, type OCOOrderOptions, OrderBook, type OrderBookOptions, OrderType, type OrderUpdatePrice, type OrderUpdateSize, Side, type StopLimitOrderOptions, type StopMarketOrderOptions, };
+export { type CreateOrderOptions, type ICancelOrder, type IOrder, type IProcessOrder, type LimitOrderOptions, type MarketOrderOptions, type OCOOrderOptions, OrderBook, type OrderBookOptions, OrderType, type OrderUpdatePrice, type OrderUpdateSize, Side, type StopLimitOrderOptions, type StopMarketOrderOptions, };

package/dist/types/order.d.ts

@@ -1,4 +1,4 @@
-import { type ILimitOrder, type IStopLimitOrder, type IStopMarketOrder, type InternalLimitOrderOptions, type InternalStopLimitOrderOptions, type InternalStopMarketOrderOptions, type OrderOptions, OrderType, type Side, type TimeInForce } from "./types";
+import { type ILimitOrder, type InternalLimitOrderOptions, type InternalStopLimitOrderOptions, type InternalStopMarketOrderOptions, type IStopLimitOrder, type IStopMarketOrder, type OrderOptions, OrderType, type Side, type TimeInForce } from "./types";
 declare abstract class BaseOrder {
     readonly _id: string;
     readonly _side: Side;

package/dist/types/orderbook.d.ts

@@ -8,16 +8,14 @@ export declare class OrderBook {
     private readonly asks;
     private readonly enableJournaling;
     private readonly stopBook;
-    private readonly experimentalConditionalOrders;
     /**
      * Creates an instance of OrderBook.
      * @param {OrderBookOptions} [options={}] - Options for configuring the order book.
      * @param {JournalLog} [options.snapshot] - The orderbook snapshot will be restored before processing any journal logs, if any.
      * @param {JournalLog} [options.journal] - Array of journal logs (optional).
      * @param {boolean} [options.enableJournaling=false] - Flag to enable journaling. Default to false
-     * @param {boolean} [options.experimentalConditionalOrders=false] - Flag to enable experimental Conditional Order (Stop Market, Stop Limit and OCO orders). Default to false
      */
-    constructor({ snapshot, journal, enableJournaling, experimentalConditionalOrders, }?: OrderBookOptions);
+    constructor({ snapshot, journal, enableJournaling, }?: OrderBookOptions);
     get marketPrice(): number;
     get lastOp(): number;
     /**

package/dist/types/types.d.ts

@@ -315,11 +315,6 @@ export interface OrderBookOptions {
     enableJournaling?: boolean;
     /** Array of journal logs. */
     journal?: JournalLog[];
-    /**
-     * Flag to enable experimental Conditional Order (Stop Market, Stop Limit and OCO orders).
-     * Default to false
-     */
-    experimentalConditionalOrders?: boolean;
 }
 /**
  * Represents an update to the price of an order.

package/dist/types/utils.d.ts

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

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "nodejs-order-book",
-  "version": "9.1.1",
+  "version": "10.0.1",
   "description": "Node.js Lmit Order Book for high-frequency trading (HFT).",
   "author": "Andrea Fassina <fasenderos@gmail.com>",
   "license": "MIT",