https://github.com/jondubois/proper-order-book

An efficient order book which supports market and limit orders with fast insertion and search.
https://github.com/jondubois/proper-order-book

Last synced: 12 days ago
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An efficient order book which supports market and limit orders with fast insertion and search.

• Host: GitHub
• URL: https://github.com/jondubois/proper-order-book
• Owner: jondubois
• License: gpl-3.0
• Created: 2020-01-14T13:47:12.000Z (almost 5 years ago)
• Default Branch: master
• Last Pushed: 2021-02-27T19:35:17.000Z (almost 4 years ago)
• Last Synced: 2024-11-07T15:09:28.150Z (2 months ago)
• Language: JavaScript
• Size: 48.8 KB
• Stars: 1
• Watchers: 3
• Forks: 0
• Open Issues: 0
• Metadata Files:
  • Readme: README.md
  • License: LICENSE

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README

        
# proper-order-book

An efficient order book which supports market and limit orders with fast insertion and search.

This order book was designed with decentralized exchanges (DEXs) in mind.

### Usage

```js

const ProperOrderBook = require('proper-order-book');

let orderBook = new ProperOrderBook();

orderBook.add({

  id: `ask0`,

  type: 'limit',

  price: .5,

  targetChain: 'lsk',

  targetWalletAddress: '22245678912345678222L',

  senderId: '11111111111222222222L',

  side: 'ask',

  size: 100

});

let result = orderBook.add({

  id: `bid0`,

  type: 'limit',

  price: .5,

  targetChain: 'clsk',

  targetWalletAddress: '22245678912345678222L',

  senderId: '11111111111222222222L',

  side: 'bid',

  value: 10

});

console.log(result);

```

```js

{ taker:

   { id: 'bid0',

     type: 'limit',

     price: 0.5,

     targetChain: 'clsk',

     targetWalletAddress: '22245678912345678222L',

     senderId: '11111111111222222222L',

     side: 'bid',

     value: 10,

     valueRemaining: 0,

     lastSizeTaken: 0,

     lastValueTaken: 0 },

  makers:

   [ { id: 'ask0',

       type: 'limit',

       price: 0.5,

       targetChain: 'lsk',

       targetWalletAddress: '22245678912345678222L',

       senderId: '11111111111222222222L',

       side: 'ask',

       size: 100,

       sizeRemaining: 80,

       lastSizeTaken: 20,

       lastValueTaken: 10 } ],

  takeSize: 20,

  takeValue: 10 }

```

### Testing

```

npm test

```

### License

Licensed under GPLv3: http://www.gnu.org/licenses/gpl-3.0.html