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

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

import createRBTree from "functional-red-black-tree";
import { type LimitOrder } from "./order";
import { OrderQueue } from "./orderqueue";
import { type OrderUpdatePrice, type OrderUpdateSize, Side } from "./types";
export declare class OrderSide {
    private _priceTree;
    private _prices;
    private _volume;
    private _total;
    private _numOrders;
    private _depthSide;
    private readonly _side;
    constructor(side: Side);
    len: () => number;
    depth: () => number;
    volume: () => number;
    total: () => number;
    priceTree: () => createRBTree.Tree<number, OrderQueue>;
    append: (order: LimitOrder) => LimitOrder;
    remove: (order: LimitOrder) => LimitOrder;
    updateOrderPrice: (oldOrder: LimitOrder, orderUpdate: OrderUpdatePrice) => LimitOrder;
    updateOrderSize: (oldOrder: LimitOrder, orderUpdate: OrderUpdateSize) => LimitOrder;
    maxPriceQueue: () => OrderQueue | undefined;
    minPriceQueue: () => OrderQueue | undefined;
    lowerThan: (price: number) => OrderQueue | undefined;
    greaterThan: (price: number) => OrderQueue | undefined;
    orders: () => LimitOrder[];
    toString: () => string;
}