Orderbook

`npm install --save @asefux/orderbook

module.exports = {
  Orderbook,
  Order,
  Trade,
  OrderTree,
  enums,
};

enums

enums.sides

• BUY
• SELL

enums.orderbook.events

events emitted by the orderbook

• orderFilled
• orderPartiallyFilled
• orderPosted
• orderCancel
• tradeExecuted

example

const { Orderbook, Order, enums: { sides, orderbook: {events} } } = require('@asefux/orderbook');

const orderbook = Orderbook.create();

orderbook.on(events.orderPosted, ({ order })=> console.log(`order posted ${order}`))

const order = Order.create({
      side: sides.BUY,
      price: 1.00,
      volume: 100,
});

orderbook.post(order).then(()=>{
        // do something after submission has been processed by orderbook.

        // log the best prices, with coresponding volumes on both BUY and SELL sides of the orderbook
        console.log(orderbook.peek());
        
        setTimeout(()=>{
        // cancel the order after 1 second
        orderbook.cancel(order.id);
}, 1000);
});

Orderbook

event emitter

.post(anOrder) , returns Promise

.cancel(anOrder.id) , returns Promise

.peek(side = undefined) , returns object

.peed() output

{ BUY: { price, volume, side }, SELL: { price, volume, side } }

.peek(sides.BUY)

{ price, volume, side }

changes