@bcswaper/apis/dist/exchange/dydx/orderbookHandler.d.ts

bcswaper apis

import { Orderbook } from "../../context";
export declare class OrderbookHandler {
    private symbol;
    private orderbook;
    constructor(symbol: string);
    initialize(obj: any): Promise<void>;
    private mapAndSortOrders;
    update(obj: any): Promise<void>;
    /**
     * Manages updates to a specific side of the order book.
     * @param price - The price of the order to update.
     * @param size - The size of the order to update. If the size is 0, the order is removed.
     * @param index - The index of the existing order in the order book. If -1, it's a new order.
     * @param bookSide - The side of the book being updated ("bids" or "asks").
     * @param updateOrderbook - The current state of the order book side being updated.
     * @returns The updated and sorted array of price levels.
     */
    private manageOrderUpdates;
    /**
     * Finds the correct insertion index for a new price level in a sorted order book.
     * This method uses a binary search algorithm to efficiently find the position.
     * @param price The price of the new order to insert.
     * @param orderbook The current state of the order book (bids or asks).
     * @param bookSide The side of the book being updated (bids or asks).
     * @returns The index at which the new price level should be inserted.
     */
    private findInsertionIndex;
    getOrderbook(): Orderbook;
}
export declare enum BookSide {
    BIDS = "bids",
    ASKS = "asks"
}