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

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

import type { LimitOrder } from "./order";
export declare class OrderQueue {
    private readonly _price;
    private _volume;
    private readonly _orders;
    private _ordersMap;
    constructor(price: number);
    len: () => number;
    toArray: () => LimitOrder[];
    price: () => number;
    volume: () => number;
    head: () => LimitOrder | undefined;
    tail: () => LimitOrder | undefined;
    append: (order: LimitOrder) => LimitOrder;
    update: (oldOrder: LimitOrder, newOrder: LimitOrder) => void;
    remove: (order: LimitOrder) => void;
    updateOrderSize: (order: LimitOrder, size: number) => void;
}