tlab-trading-toolkit
Version:
A trading toolkit for building advanced trading bots on the GDAX platform
39 lines (38 loc) • 2.47 kB
JavaScript
"use strict";
/***************************************************************************************************************************
* @license *
* Copyright 2017 Coinbase, Inc. *
* *
* Licensed under the Apache License, Version 2.0 (the "License"); you may not use this file except in compliance *
* with the License. You may obtain a copy of the License at *
* *
* http://www.apache.org/licenses/LICENSE-2.0 *
* *
* Unless required by applicable law or agreed to in writing, software distributed under the License is distributed on *
* an "AS IS" BASIS, WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. See the *
* License for the specific language governing permissions and limitations under the License. *
***************************************************************************************************************************/
Object.defineProperty(exports, "__esModule", { value: true });
const OrderbookUtils_1 = require("../../src/lib/OrderbookUtils");
const BookBuilder_1 = require("../../src/lib/BookBuilder");
function createOrderbookUtils(bids, asks) {
const book = {
sequence: 100,
bids: [],
asks: [],
orderPool: {}
};
bids.forEach((bid) => {
book.bids.push(BookBuilder_1.AggregatedLevelFactory(bid[1], bid[0], 'buy'));
});
asks.forEach((ask) => {
book.asks.push(BookBuilder_1.AggregatedLevelFactory(ask[1], ask[0], 'sell'));
});
const obu = new OrderbookUtils_1.default(book);
obu.calculateStatsNoCache = () => {
throw new Error('Expecting cached version to be called');
};
obu.precache();
return obu;
}
exports.default = createOrderbookUtils;