nodejs-order-book/dist/esm/order.js

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

var __extends = (this && this.__extends) || (function () {
    var extendStatics = function (d, b) {
        extendStatics = Object.setPrototypeOf ||
            ({ __proto__: [] } instanceof Array && function (d, b) { d.__proto__ = b; }) ||
            function (d, b) { for (var p in b) if (Object.prototype.hasOwnProperty.call(b, p)) d[p] = b[p]; };
        return extendStatics(d, b);
    };
    return function (d, b) {
        if (typeof b !== "function" && b !== null)
            throw new TypeError("Class extends value " + String(b) + " is not a constructor or null");
        extendStatics(d, b);
        function __() { this.constructor = d; }
        d.prototype = b === null ? Object.create(b) : (__.prototype = b.prototype, new __());
    };
})();
/* node:coverage ignore next - Don't know why first and last line of each file count as uncovered */
import { randomUUID } from "node:crypto";
import { CustomError, ERROR } from "./errors";
import { OrderType, } from "./types";
import { safeStringify } from "./utils";
var BaseOrder = /** @class */ (function () {
    function BaseOrder(options) {
        var _a, _b;
        this._id = (_a = options.id) !== null && _a !== void 0 ? _a : randomUUID();
        this._side = options.side;
        this._size = options.size;
        this._time = (_b = options.time) !== null && _b !== void 0 ? _b : Date.now();
    }
    Object.defineProperty(BaseOrder.prototype, "id", {
        // Getter for order ID
        get: function () {
            return this._id;
        },
        enumerable: false,
        configurable: true
    });
    Object.defineProperty(BaseOrder.prototype, "side", {
        // Getter for order side
        get: function () {
            return this._side;
        },
        enumerable: false,
        configurable: true
    });
    Object.defineProperty(BaseOrder.prototype, "size", {
        // Getter for order size
        get: function () {
            return this._size;
        },
        // Setter for order size
        set: function (size) {
            this._size = size;
        },
        enumerable: false,
        configurable: true
    });
    Object.defineProperty(BaseOrder.prototype, "time", {
        // Getter for order timestamp
        get: function () {
            return this._time;
        },
        // Setter for order timestamp
        set: function (time) {
            this._time = time;
        },
        enumerable: false,
        configurable: true
    });
    return BaseOrder;
}());
var LimitOrder = /** @class */ (function (_super) {
    __extends(LimitOrder, _super);
    function LimitOrder(options) {
        var _a;
        var _this = _super.call(this, options) || this;
        _this.toString = function () {
            return "".concat(_this._id, ":\n    type: ").concat(_this.type, "\n    side: ").concat(_this._side, "\n    size: ").concat(_this._size, "\n    origSize: ").concat(_this._origSize, "\n    price: ").concat(_this._price, "\n    time: ").concat(_this._time, "\n    timeInForce: ").concat(_this._timeInForce, "\n    makerQty: ").concat(_this._makerQty, "\n    takerQty: ").concat(_this._takerQty);
        };
        _this.toJSON = function () { return safeStringify(_this.toObject()); };
        _this.toObject = function () { return ({
            id: _this._id,
            type: _this.type,
            side: _this._side,
            size: _this._size,
            origSize: _this._origSize,
            price: _this._price,
            time: _this._time,
            timeInForce: _this._timeInForce,
            makerQty: _this._makerQty,
            takerQty: _this._takerQty,
        }); };
        _this._type = options.type;
        _this._origSize = options.origSize;
        _this._price = options.price;
        _this._timeInForce = options.timeInForce;
        _this._makerQty = options.makerQty;
        _this._takerQty = options.takerQty;
        _this._postOnly = (_a = options.postOnly) !== null && _a !== void 0 ? _a : false;
        _this._ocoStopPrice = options.ocoStopPrice;
        return _this;
    }
    Object.defineProperty(LimitOrder.prototype, "type", {
        // Getter for order type
        get: function () {
            return this._type;
        },
        enumerable: false,
        configurable: true
    });
    Object.defineProperty(LimitOrder.prototype, "price", {
        // Getter for order price
        get: function () {
            return this._price;
        },
        // Getter for order price
        set: function (price) {
            this._price = price;
        },
        enumerable: false,
        configurable: true
    });
    Object.defineProperty(LimitOrder.prototype, "timeInForce", {
        // Getter for timeInForce price
        get: function () {
            return this._timeInForce;
        },
        enumerable: false,
        configurable: true
    });
    Object.defineProperty(LimitOrder.prototype, "postOnly", {
        // Getter for order postOnly
        get: function () {
            return this._postOnly;
        },
        enumerable: false,
        configurable: true
    });
    Object.defineProperty(LimitOrder.prototype, "origSize", {
        // Getter for the original size of the order
        get: function () {
            return this._origSize;
        },
        enumerable: false,
        configurable: true
    });
    Object.defineProperty(LimitOrder.prototype, "makerQty", {
        // Getter for order makerQty
        get: function () {
            return this._makerQty;
        },
        enumerable: false,
        configurable: true
    });
    Object.defineProperty(LimitOrder.prototype, "takerQty", {
        // Getter for order takerQty
        get: function () {
            return this._takerQty;
        },
        enumerable: false,
        configurable: true
    });
    Object.defineProperty(LimitOrder.prototype, "ocoStopPrice", {
        get: function () {
            return this._ocoStopPrice;
        },
        enumerable: false,
        configurable: true
    });
    return LimitOrder;
}(BaseOrder));
export { LimitOrder };
var StopMarketOrder = /** @class */ (function (_super) {
    __extends(StopMarketOrder, _super);
    function StopMarketOrder(options) {
        var _this = _super.call(this, options) || this;
        _this.toString = function () {
            return "".concat(_this._id, ":\n    type: ").concat(_this.type, "\n    side: ").concat(_this._side, "\n    size: ").concat(_this._size, "\n    stopPrice: ").concat(_this._stopPrice, "\n    time: ").concat(_this._time);
        };
        _this.toJSON = function () { return safeStringify(_this.toObject()); };
        _this.toObject = function () { return ({
            id: _this._id,
            type: _this.type,
            side: _this._side,
            size: _this._size,
            stopPrice: _this._stopPrice,
            time: _this._time,
        }); };
        _this._type = options.type;
        _this._stopPrice = options.stopPrice;
        return _this;
    }
    Object.defineProperty(StopMarketOrder.prototype, "type", {
        // Getter for order type
        get: function () {
            return this._type;
        },
        enumerable: false,
        configurable: true
    });
    Object.defineProperty(StopMarketOrder.prototype, "stopPrice", {
        // Getter for order stopPrice
        get: function () {
            return this._stopPrice;
        },
        enumerable: false,
        configurable: true
    });
    return StopMarketOrder;
}(BaseOrder));
export { StopMarketOrder };
var StopLimitOrder = /** @class */ (function (_super) {
    __extends(StopLimitOrder, _super);
    function StopLimitOrder(options) {
        var _a;
        var _this = _super.call(this, options) || this;
        _this.toString = function () {
            return "".concat(_this._id, ":\n    type: ").concat(_this.type, "\n    side: ").concat(_this._side, "\n    size: ").concat(_this._size, "\n    price: ").concat(_this._price, "\n    stopPrice: ").concat(_this._stopPrice, "\n\tisOCO: ").concat(_this.isOCO, "\n    timeInForce: ").concat(_this._timeInForce, "\n    time: ").concat(_this._time);
        };
        _this.toJSON = function () { return safeStringify(_this.toObject()); };
        _this.toObject = function () { return ({
            id: _this._id,
            type: _this.type,
            side: _this._side,
            size: _this._size,
            price: _this._price,
            stopPrice: _this._stopPrice,
            isOCO: _this.isOCO,
            timeInForce: _this._timeInForce,
            time: _this._time,
        }); };
        _this._type = options.type;
        _this._price = options.price;
        _this._stopPrice = options.stopPrice;
        _this._timeInForce = options.timeInForce;
        _this._isOCO = (_a = options.isOCO) !== null && _a !== void 0 ? _a : false;
        return _this;
    }
    Object.defineProperty(StopLimitOrder.prototype, "type", {
        // Getter for order type
        get: function () {
            return this._type;
        },
        enumerable: false,
        configurable: true
    });
    Object.defineProperty(StopLimitOrder.prototype, "price", {
        // Getter for order price
        get: function () {
            return this._price;
        },
        // Getter for order price
        set: function (price) {
            this._price = price;
        },
        enumerable: false,
        configurable: true
    });
    Object.defineProperty(StopLimitOrder.prototype, "stopPrice", {
        // Getter for order stopPrice
        get: function () {
            return this._stopPrice;
        },
        enumerable: false,
        configurable: true
    });
    Object.defineProperty(StopLimitOrder.prototype, "timeInForce", {
        // Getter for timeInForce price
        get: function () {
            return this._timeInForce;
        },
        enumerable: false,
        configurable: true
    });
    Object.defineProperty(StopLimitOrder.prototype, "isOCO", {
        // Getter for order isOCO
        get: function () {
            return this._isOCO;
        },
        enumerable: false,
        configurable: true
    });
    return StopLimitOrder;
}(BaseOrder));
export { StopLimitOrder };
export var OrderFactory = {
    createOrder: function (options) {
        switch (options.type) {
            case OrderType.LIMIT:
                // biome-ignore lint: don't know how to typing this return
                return new LimitOrder(options);
            case OrderType.STOP_LIMIT:
                // biome-ignore lint: don't know how to typing this return
                return new StopLimitOrder(options);
            case OrderType.STOP_MARKET:
                // biome-ignore lint: don't know how to typing this return
                return new StopMarketOrder(options);
            default:
                throw CustomError(ERROR.INVALID_ORDER_TYPE);
        }
    },
    /* node:coverage ignore next - Don't know why first and last line of each file count as uncovered */
};