nodejs-order-book/dist/types/stopside.d.ts

Node.js Lmit Order Book for high-frequency trading (HFT).

import createRBTree from "functional-red-black-tree";
import { StopQueue } from "./stopqueue";
import { Side, type StopOrder } from "./types";
export declare class StopSide {
    private _priceTree;
    private _prices;
    private readonly _side;
    constructor(side: Side);
    append: (order: StopOrder) => StopOrder;
    remove: (id: string, stopPrice: number) => StopOrder | undefined;
    removePriceLevel: (priceLevel: number) => void;
    between: (priceBefore: number, marketPrice: number) => StopQueue[];
    priceTree: () => createRBTree.Tree<number, StopQueue>;
}