https://github.com/valamidev/orderbook-synchronizer
[NPM] This package allow you to keep up to date your Orderbook from a given Websocket source.
https://github.com/valamidev/orderbook-synchronizer
data-store orberbook-deth orderbook orderbook-websocket typescript
Last synced: 2 days ago
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[NPM] This package allow you to keep up to date your Orderbook from a given Websocket source.
- Host: GitHub
- URL: https://github.com/valamidev/orderbook-synchronizer
- Owner: valamidev
- License: mit
- Created: 2019-07-30T07:21:13.000Z (almost 7 years ago)
- Default Branch: master
- Last Pushed: 2020-05-18T06:43:33.000Z (about 6 years ago)
- Last Synced: 2025-09-20T22:35:27.715Z (9 months ago)
- Topics: data-store, orberbook-deth, orderbook, orderbook-websocket, typescript
- Language: TypeScript
- Homepage: https://www.npmjs.com/package/orderbook-synchronizer
- Size: 46.9 KB
- Stars: 11
- Watchers: 3
- Forks: 2
- Open Issues: 0
-
Metadata Files:
- Readme: README.md
- License: LICENSE
Awesome Lists containing this project
README
# Orderbook Synchronizer
[](https://deepscan.io/dashboard#view=project&tid=6761&pid=8876&bid=113562)
[](https://www.npmjs.com/package/orderbook-synchronizer)
[](https://www.npmjs.com/package/orderbook-synchronizer)
[](https://coveralls.io/github/valamidev/orderbook-synchronizer)
This package allow you to keep update your Orderbook snapshot from a given Websocket source of Orders.
**Features:**
- Orderbook size limit available to avoid overgrow
- Lightweight / No dependency
- Handle Bid/Ask overlaps, best Ask always higher or equal with best Bids
**Orderbook output sample(`.getOrderBook()`):**
```javascript
{
asks: [
[8000, 1.9869372781826433],
[8001, 0.6590219188159661],
[8002, 1.0430790809329253],
[8003, 0.1279416255016304],
[8004, 1.3397780002928084],
[8005, 1.8250517469118535],
],
bids: [
[6020, 1.5764351751676466],
[6019, 1.9678679870588733],
[6018, 1.7349295266546774],
[6017, 1.0087743314824977],
[6016, 0.0942339070977258],
]
}
```
**Imports:**
```javascript
import {OrderBookStore} from 'orderbook-synchronizer'; // Multiple OrderBooks in a single class
import {Orderbook} from 'orderbook-synchronizer'; // Single OrderBook
```
## Available methods(OrderBookStore):
#### Constructor:
```javascript
const OrderBooks = new OrderBookStore(1000); // Set memory limit / maximum length of Ask/Bid array
```
#### updateOrderBook:
```javascript
OrderBooks.updateOrderBook('BTC/USD', asks: Order[], bids: Order[]); // Create/Update Orderbook
```
#### hasOrderBook:
```javascript
OrderBooks.hasOrderBook('BTC/USD'); // return boolean if Orderbook exist
```
#### getOrderBook:
```javascript
OrderBooks.getOrderBook('BTC/USD'); // return Orderbook | undefined depends on Orderbook exist
```
#### getSymbolList:
```javascript
OrderBooks.getSymbolList(); // return all Orderbook keys in array ['BTC/USD']
```
## Available methods(Orderbook):
#### Constructor:
```javascript
const SingleOrderBook = new Orderbook(1000); // Set memory limit / maximum length of Ask/Bid array
```
#### getOrderBook:
```javascript
SingleOrderBook.getOrderBook(); // return Orderbook
```
#### updateOrderBook:
```javascript
SingleOrderBook.updateOrderBook(asks: Order[], bids: Order[]); // Update Orderbook
```
**Original inspiration source:**
- https://gist.github.com/hitbtc-com/fc738c1b926d9d7aa7e3bd5247f792a1