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nodejs-order-book

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

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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;