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limit-order-book

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Order book supporting limit and market orders

18 lines (15 loc) 480 B
const Decimal = require('decimal.js') const Result = function(symbol, taker, makers) { this.symbol = symbol this.taker = taker this.makers = makers this.filled = makers .reduce((acc, maker) => acc.add(maker.filled), new Decimal(0)) .toFixed() this.filledValue = makers .reduce((acc, maker) => acc.add(maker.filledValue), new Decimal(0)) .toFixed() this.taker.filled = this.filled this.taker.filledValue = this.filledValue } module.exports = Result