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

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

/* node:coverage ignore next - Don't know why first and last line of each file count as uncovered */
import Denque from "denque";
var StopQueue = /** @class */ (function () {
    function StopQueue(price) {
        var _this = this;
        this._ordersMap = {};
        // returns the number of orders in queue
        this.len = function () {
            return _this._orders.length;
        };
        // remove order from head of queue
        this.removeFromHead = function () {
            // We can't use the shift method here because we need
            // to update index in the map, so we use the remove(id) function
            var order = _this._orders.peekFront();
            if (order === undefined)
                return;
            return _this.remove(order.id);
        };
        // adds order to tail of the queue
        this.append = function (order) {
            _this._orders.push(order);
            _this._ordersMap[order.id] = _this._orders.length - 1;
            return order;
        };
        // removes order from the queue
        this.remove = function (id) {
            var deletedOrderIndex = _this._ordersMap[id];
            if (deletedOrderIndex === undefined)
                return;
            var deletedOrder = _this._orders.removeOne(deletedOrderIndex);
            delete _this._ordersMap[id];
            // Update all orders indexes where index is greater than the deleted one
            for (var orderId in _this._ordersMap) {
                if (_this._ordersMap[orderId] > deletedOrderIndex) {
                    _this._ordersMap[orderId] -= 1;
                }
            }
            return deletedOrder;
        };
        this.toArray = function () {
            return _this._orders.toArray();
        };
        this._price = price;
        this._orders = new Denque();
    }
    Object.defineProperty(StopQueue.prototype, "price", {
        get: function () {
            return this._price;
        },
        enumerable: false,
        configurable: true
    });
    return StopQueue;
}());
export { StopQueue };