nodejs-order-book
Version:
Node.js Lmit Order Book for high-frequency trading (HFT).
27 lines (26 loc) • 1.1 kB
TypeScript
import type { IError } from "./types";
export declare enum ERROR {
DEFAULT = "DEFAULT",
INSUFFICIENT_QUANTITY = "INSUFFICIENT_QUANTITY",
INVALID_CONDITIONAL_ORDER = "INVALID_CONDITIONAL_ORDER",
INVALID_JOURNAL_LOG = "INVALID_JOURNAL_LOG",
INVALID_ORDER_TYPE = "INVALID_ORDER_TYPE",
INVALID_PRICE = "INVALID_PRICE",
INVALID_PRICE_LEVEL = "INVALID_PRICE_LEVEL",
INVALID_PRICE_OR_QUANTITY = "INVALID_PRICE_OR_QUANTITY",
INVALID_QUANTITY = "INVALID_QUANTITY",
INVALID_SIDE = "INVALID_SIDE",
INVALID_TIF = "INVALID_TIF",
LIMIT_ORDER_FOK_NOT_FILLABLE = "LIMIT_ORDER_FOK_NOT_FILLABLE",
LIMIT_ORDER_POST_ONLY = "LIMIT_ORDER_POST_ONLY",
ORDER_ALREDY_EXISTS = "ORDER_ALREDY_EXISTS",
ORDER_NOT_FOUND = "ORDER_NOT_FOUND"
}
export declare const ErrorCodes: Record<ERROR, number>;
export declare const ErrorMessages: Record<ERROR, string>;
export declare class OrderBookError implements IError {
message: string;
code: number;
constructor(error?: ERROR | string);
}
export declare const CustomError: (error?: ERROR | string) => OrderBookError;