@hydro-protocol/hydro-client-js/src/models/Orderbook.ts

Javascript SDK for the Hydro API

import { Order } from './Order';
import { PriceLevel } from './PriceLevel';

export class Orderbook {
  /**
   * The market this orderbook exists on, e.g. "HOT-WETH"
   */
  readonly marketId: string;

  /**
   * List of bids (buy orders)
   */
  readonly bids: (PriceLevel | Order)[];

  /**
   * List of asks (sell orders)
   */
  readonly asks: (PriceLevel | Order)[];

  constructor(json: any, level?: OrderbookLevel) {
    this.marketId = json.marketId;

    if (level === 3) {
      this.bids = json.bids.map((bid: any) => new Order(bid));
      this.asks = json.asks.map((ask: any) => new Order(ask));
    } else {
      this.bids = json.bids.map((bid: any) => new PriceLevel(bid));
      this.asks = json.asks.map((ask: any) => new PriceLevel(ask));
    }
  }
}

/**
 * Each level represents a different amount of detail returned in
 * the orderbook.
 *
 * Level 1 returns only the best bid/ask prices
 *
 * Level 2 returns the top 50 bids and asks, with orders at the
 * same price being aggregated together
 *
 * Level 3 returns the full non-aggregated orderbook, with each
 * individual order id, and it's price and amount.
 *
 * See https://docs.ddex.io/#get-orderbook
 */
export type OrderbookLevel = 1 | 2 | 3;