diff --git a/src/order.ts b/src/order.ts index 20d163b..42be4ac 100644 --- a/src/order.ts +++ b/src/order.ts @@ -18,13 +18,11 @@ abstract class BaseOrder { readonly _id: string readonly _side: Side _size: number - readonly _origSize: number _time: number constructor (options: OrderOptions) { this._id = options.id ?? randomUUID() this._side = options.side this._size = options.size - this._origSize = options.origSize ?? options.size this._time = options.time ?? Date.now() } @@ -48,11 +46,6 @@ abstract class BaseOrder { this._size = size } - // Getter for the original size of the order - get origSize (): number { - return this._origSize - } - // Getter for order timestamp get time (): number { return this._time @@ -72,18 +65,22 @@ abstract class BaseOrder { } export class LimitOrder extends BaseOrder { private readonly _type: OrderType.LIMIT + readonly _origSize: number private _price: number private readonly _timeInForce: TimeInForce - private readonly _isMaker: boolean + private readonly _makerQty: number + private readonly _takerQty: number private readonly _postOnly: boolean // Refers to the linked Stop Limit order stopPrice private readonly _ocoStopPrice?: number constructor (options: InternalLimitOrderOptions) { super(options) this._type = options.type + this._origSize = options.origSize this._price = options.price this._timeInForce = options.timeInForce - this._isMaker = options.isMaker + this._makerQty = options.makerQty + this._takerQty = options.takerQty this._postOnly = options.postOnly ?? false this._ocoStopPrice = options.ocoStopPrice } @@ -113,9 +110,19 @@ export class LimitOrder extends BaseOrder { return this._postOnly } - // Getter for order isMaker - get isMaker (): boolean { - return this._isMaker + // Getter for the original size of the order + get origSize (): number { + return this._origSize + } + + // Getter for order makerQty + get makerQty (): number { + return this._makerQty + } + + // Getter for order takerQty + get takerQty (): number { + return this._takerQty } get ocoStopPrice (): number | undefined { @@ -131,7 +138,8 @@ export class LimitOrder extends BaseOrder { price: ${this._price} time: ${this._time} timeInForce: ${this._timeInForce} - isMaker: ${this._isMaker as unknown as string}` + makerQty: ${this._makerQty} + takerQty: ${this._takerQty}` toJSON = (): string => JSON.stringify(this.toObject()) @@ -144,7 +152,8 @@ export class LimitOrder extends BaseOrder { price: this._price, time: this._time, timeInForce: this._timeInForce, - isMaker: this._isMaker + makerQty: this._makerQty, + takerQty: this._takerQty }) } @@ -172,7 +181,6 @@ export class StopMarketOrder extends BaseOrder { type: ${this.type} side: ${this._side} size: ${this._size} - origSize: ${this._origSize} stopPrice: ${this._stopPrice} time: ${this._time}` @@ -183,7 +191,6 @@ export class StopMarketOrder extends BaseOrder { type: this.type, side: this._side, size: this._size, - origSize: this._origSize, stopPrice: this._stopPrice, time: this._time }) @@ -194,7 +201,6 @@ export class StopLimitOrder extends BaseOrder { private _price: number private readonly _stopPrice: number private readonly _timeInForce: TimeInForce - private readonly _isMaker: boolean // It's true when there is a linked Limit Order private readonly _isOCO: boolean constructor (options: InternalStopLimitOrderOptions) { @@ -203,7 +209,6 @@ export class StopLimitOrder extends BaseOrder { this._price = options.price this._stopPrice = options.stopPrice this._timeInForce = options.timeInForce - this._isMaker = options.isMaker this._isOCO = options.isOCO ?? false } @@ -232,11 +237,6 @@ export class StopLimitOrder extends BaseOrder { return this._timeInForce } - // Getter for order isMaker - get isMaker (): boolean { - return this._isMaker - } - // Getter for order isOCO get isOCO (): boolean { return this._isOCO @@ -247,12 +247,10 @@ export class StopLimitOrder extends BaseOrder { type: ${this.type} side: ${this._side} size: ${this._size} - origSize: ${this._origSize} price: ${this._price} stopPrice: ${this._stopPrice} timeInForce: ${this._timeInForce} - time: ${this._time} - isMaker: ${this._isMaker as unknown as string}` + time: ${this._time}` toJSON = (): string => JSON.stringify(this.toObject()) @@ -261,12 +259,10 @@ export class StopLimitOrder extends BaseOrder { type: this.type, side: this._side, size: this._size, - origSize: this._origSize, price: this._price, stopPrice: this._stopPrice, timeInForce: this._timeInForce, - time: this._time, - isMaker: this._isMaker + time: this._time }) } diff --git a/src/orderbook.ts b/src/orderbook.ts index 35500fb..bd43ebc 100644 --- a/src/orderbook.ts +++ b/src/orderbook.ts @@ -616,7 +616,6 @@ export class OrderBook { const stopLimit = OrderFactory.createOrder({ ...options, type: OrderType.STOP_LIMIT, - isMaker: true, timeInForce: options.timeInForce ?? TimeInForce.GTC }) return this._stopOrder(stopLimit, response) @@ -650,7 +649,6 @@ export class OrderBook { size: options.size, price: options.stopLimitPrice, stopPrice: options.stopPrice, - isMaker: true, timeInForce: options.stopLimitTimeInForce ?? TimeInForce.GTC, isOCO: true }) @@ -797,17 +795,21 @@ export class OrderBook { this.executeConditionalOrder(side, priceBefore, response) let order: LimitOrder + const takerQty = size - quantityToTrade + const makerQty = quantityToTrade if (quantityToTrade > 0) { order = OrderFactory.createOrder({ type: OrderType.LIMIT, id: orderID, side, size: quantityToTrade, + origSize: size, price, time: Date.now(), timeInForce, postOnly, - isMaker: quantityToTrade === size, + takerQty, + makerQty, ...(ocoStopPrice !== undefined ? { ocoStopPrice } : {}) }) if (response.done.length > 0) { @@ -834,11 +836,13 @@ export class OrderBook { type: OrderType.LIMIT, side, size, + origSize: size, price: totalPrice / totalQuantity, time: Date.now(), timeInForce, postOnly, - isMaker: false + takerQty, + makerQty }) response.done.push(order) } @@ -995,16 +999,8 @@ export class OrderBook { if (headOrder !== undefined) { if (response.quantityLeft < headOrder.size) { response.partial = OrderFactory.createOrder({ - type: OrderType.LIMIT, - id: headOrder.id, - side: headOrder.side, - size: headOrder.size - response.quantityLeft, - origSize: headOrder.origSize, - price: headOrder.price, - time: headOrder.time, - timeInForce: headOrder.timeInForce, - postOnly: headOrder.postOnly, - isMaker: true + ...headOrder.toObject(), + size: headOrder.size - response.quantityLeft }) this.orders[headOrder.id] = response.partial response.partialQuantityProcessed = response.quantityLeft diff --git a/src/orderside.ts b/src/orderside.ts index bb2d903..01b6c4b 100644 --- a/src/orderside.ts +++ b/src/orderside.ts @@ -92,16 +92,10 @@ export class OrderSide { ): LimitOrder => { this.remove(oldOrder) const newOrder = OrderFactory.createOrder({ - id: oldOrder.id, - type: oldOrder.type, - side: oldOrder.side, + ...oldOrder.toObject(), size: orderUpdate.size !== undefined ? orderUpdate.size : oldOrder.size, - origSize: oldOrder.origSize, price: orderUpdate.price, - time: Date.now(), - timeInForce: oldOrder.timeInForce, - postOnly: oldOrder.postOnly, - isMaker: oldOrder.isMaker + time: Date.now() }) this.append(newOrder) return newOrder diff --git a/src/types.ts b/src/types.ts index d0174dd..3145477 100644 --- a/src/types.ts +++ b/src/types.ts @@ -26,7 +26,6 @@ interface BaseOrderOptions { interface InternalBaseOrderOptions extends BaseOrderOptions { type: OrderType time?: number - origSize?: number } /** * Specific options for a market order. @@ -50,10 +49,12 @@ interface ILimitOrderOptions extends InternalBaseOrderOptions { id: string price: number timeInForce: TimeInForce - isMaker: boolean } export interface InternalLimitOrderOptions extends ILimitOrderOptions { type: OrderType.LIMIT + origSize: number + makerQty: number + takerQty: number postOnly?: boolean ocoStopPrice?: number } @@ -107,14 +108,15 @@ export interface IMarketOrder { */ export interface ILimitOrder { id: string - type: OrderType + type: OrderType.LIMIT side: Side size: number origSize: number price: number time: number timeInForce: TimeInForce - isMaker: boolean + takerQty: number + makerQty: number } /** @@ -125,7 +127,6 @@ export interface IStopMarketOrder { type: OrderType side: Side size: number - origSize: number stopPrice: number time: number } @@ -138,12 +139,10 @@ export interface IStopLimitOrder { type: OrderType side: Side size: number - origSize: number price: number stopPrice: number timeInForce: TimeInForce time: number - isMaker: boolean } /** diff --git a/test/order.test.ts b/test/order.test.ts index 956470d..d422679 100644 --- a/test/order.test.ts +++ b/test/order.test.ts @@ -26,9 +26,11 @@ void test('it should create LimitOrder', ({ equal, same, end }) => { side, size, price, + origSize: size, time, timeInForce, - isMaker: false + makerQty: size, + takerQty: 0 }) equal(order instanceof LimitOrder, true) @@ -40,7 +42,8 @@ void test('it should create LimitOrder', ({ equal, same, end }) => { equal(order.price, price) equal(order.time, time) equal(order.timeInForce, timeInForce) - equal(order.isMaker, false) + equal(order.makerQty, size) + equal(order.takerQty, 0) equal(order.ocoStopPrice, undefined) same(order.toObject(), { id, @@ -51,7 +54,8 @@ void test('it should create LimitOrder', ({ equal, same, end }) => { price, time, timeInForce, - isMaker: order.isMaker + makerQty: size, + takerQty: 0 }) equal( order.toString(), @@ -63,7 +67,8 @@ void test('it should create LimitOrder', ({ equal, same, end }) => { price: ${price} time: ${time} timeInForce: ${timeInForce} - isMaker: ${false as unknown as string}` + makerQty: ${size} + takerQty: 0` ) equal( order.toJSON(), @@ -76,7 +81,8 @@ void test('it should create LimitOrder', ({ equal, same, end }) => { price, time, timeInForce, - isMaker: false + makerQty: size, + takerQty: 0 }) ) } @@ -90,9 +96,11 @@ void test('it should create LimitOrder', ({ equal, same, end }) => { side, size, price, + origSize: size, time, timeInForce, - isMaker: false, + makerQty: size, + takerQty: 0, ocoStopPrice }) equal(order instanceof LimitOrder, true) @@ -104,7 +112,8 @@ void test('it should create LimitOrder', ({ equal, same, end }) => { equal(order.price, price) equal(order.time, time) equal(order.timeInForce, timeInForce) - equal(order.isMaker, false) + equal(order.makerQty, size) + equal(order.takerQty, 0) equal(order.ocoStopPrice, ocoStopPrice) same(order.toObject(), { id, @@ -115,7 +124,8 @@ void test('it should create LimitOrder', ({ equal, same, end }) => { price, time, timeInForce, - isMaker: order.isMaker + makerQty: size, + takerQty: 0 }) equal( order.toString(), @@ -127,7 +137,8 @@ void test('it should create LimitOrder', ({ equal, same, end }) => { price: ${price} time: ${time} timeInForce: ${timeInForce} - isMaker: ${false as unknown as string}` + makerQty: ${size} + takerQty: 0` ) equal( order.toJSON(), @@ -140,7 +151,8 @@ void test('it should create LimitOrder', ({ equal, same, end }) => { price, time, timeInForce, - isMaker: false + makerQty: size, + takerQty: 0 }) ) } @@ -168,7 +180,6 @@ void test('it should create StopMarketOrder', ({ equal, same, end }) => { equal(order.type, type) equal(order.side, side) equal(order.size, size) - equal(order.origSize, size) equal(order.stopPrice, stopPrice) equal(order.time, time) same(order.toObject(), { @@ -176,7 +187,6 @@ void test('it should create StopMarketOrder', ({ equal, same, end }) => { type, side, size, - origSize: size, stopPrice, time }) @@ -186,7 +196,6 @@ void test('it should create StopMarketOrder', ({ equal, same, end }) => { type: ${type} side: ${side} size: ${size} - origSize: ${size} stopPrice: ${stopPrice} time: ${time}` ) @@ -197,7 +206,6 @@ void test('it should create StopMarketOrder', ({ equal, same, end }) => { type, side, size, - origSize: size, stopPrice, time }) @@ -223,8 +231,7 @@ void test('it should create StopLimitOrder', ({ equal, same, end }) => { price, time, stopPrice, - timeInForce, - isMaker: true + timeInForce }) equal(order instanceof StopLimitOrder, true) @@ -233,10 +240,8 @@ void test('it should create StopLimitOrder', ({ equal, same, end }) => { equal(order.side, side) equal(order.size, size) equal(order.price, price) - equal(order.origSize, size) equal(order.stopPrice, stopPrice) equal(order.timeInForce, timeInForce) - equal(order.isMaker, true) equal(order.time, time) equal(order.isOCO, false) same(order.toObject(), { @@ -244,12 +249,10 @@ void test('it should create StopLimitOrder', ({ equal, same, end }) => { type, side, size, - origSize: size, price, stopPrice, timeInForce, - time, - isMaker: true + time }) equal( order.toString(), @@ -257,12 +260,10 @@ void test('it should create StopLimitOrder', ({ equal, same, end }) => { type: ${type} side: ${side} size: ${size} - origSize: ${size} price: ${price} stopPrice: ${stopPrice} timeInForce: ${timeInForce} - time: ${time} - isMaker: ${true as unknown as string}` + time: ${time}` ) equal( order.toJSON(), @@ -271,12 +272,10 @@ void test('it should create StopLimitOrder', ({ equal, same, end }) => { type, side, size, - origSize: size, price, stopPrice, timeInForce, - time, - isMaker: true + time }) ) // Price setter @@ -296,7 +295,6 @@ void test('it should create StopLimitOrder', ({ equal, same, end }) => { time, stopPrice, timeInForce, - isMaker: true, isOCO: true }) @@ -306,10 +304,8 @@ void test('it should create StopLimitOrder', ({ equal, same, end }) => { equal(order.side, side) equal(order.size, size) equal(order.price, price) - equal(order.origSize, size) equal(order.stopPrice, stopPrice) equal(order.timeInForce, timeInForce) - equal(order.isMaker, true) equal(order.time, time) equal(order.isOCO, true) same(order.toObject(), { @@ -317,12 +313,10 @@ void test('it should create StopLimitOrder', ({ equal, same, end }) => { type, side, size, - origSize: size, price, stopPrice, timeInForce, - time, - isMaker: true + time }) equal( order.toString(), @@ -330,12 +324,10 @@ void test('it should create StopLimitOrder', ({ equal, same, end }) => { type: ${type} side: ${side} size: ${size} - origSize: ${size} price: ${price} stopPrice: ${stopPrice} timeInForce: ${timeInForce} - time: ${time} - isMaker: ${true as unknown as string}` + time: ${time}` ) equal( order.toJSON(), @@ -344,12 +336,10 @@ void test('it should create StopLimitOrder', ({ equal, same, end }) => { type, side, size, - origSize: size, price, stopPrice, timeInForce, - time, - isMaker: true + time }) ) // Price setter @@ -398,7 +388,6 @@ void test('it should create order without passing a date or id', ({ type, side, size, - origSize: size, stopPrice, time: fakeTimestamp }) @@ -408,7 +397,6 @@ void test('it should create order without passing a date or id', ({ type: ${type} side: ${side} size: ${size} - origSize: ${size} stopPrice: ${stopPrice} time: ${fakeTimestamp}` ) @@ -420,7 +408,6 @@ void test('it should create order without passing a date or id', ({ type, side, size, - origSize: size, stopPrice, time: fakeTimestamp }) @@ -442,9 +429,11 @@ void test('test orders setters', (t) => { side, size, price, + origSize: size, time, timeInForce, - isMaker: false + makerQty: size, + takerQty: 0 }) // Price setter @@ -485,8 +474,7 @@ void test('test invalid order type', (t) => { size, price, time, - timeInForce, - isMaker: false + timeInForce }) } catch (error) { if (error instanceof Error) { diff --git a/test/orderbook.test.ts b/test/orderbook.test.ts index 2977e1c..01be63d 100644 --- a/test/orderbook.test.ts +++ b/test/orderbook.test.ts @@ -103,9 +103,18 @@ void test('test limit', ({ equal, end }) => { equal(ob.marketPrice, 100) equal(process1.err === null, true) equal(process1.done[0].id, 'order-b100') + equal((process1.done[0] as LimitOrder).makerQty, 0) + equal((process1.done[0] as LimitOrder).takerQty, 1) + equal((process1.done[0] as LimitOrder).makerQty + (process1.done[0] as LimitOrder).takerQty, (process1.done[0] as LimitOrder).origSize) + equal(process1.partial?.id, 'sell-100') - equal((process1.partial as LimitOrder)?.isMaker, true) + equal(process1.partial?.origSize, 2) + equal(process1.partial?.size, 1) + equal(process1.partial?.takerQty, 0) + equal(process1.partial?.makerQty, 2) equal(process1.partialQuantityProcessed, 1) + equal(process1.quantityLeft, 0) + equal(process1.partialQuantityProcessed + process1.quantityLeft, (process1.done[0] as LimitOrder).origSize) const process2 = // { done, partial, partialQuantityProcessed, quantityLeft, err } = @@ -113,8 +122,16 @@ void test('test limit', ({ equal, end }) => { equal(process2.err === null, true) equal(process2.done.length, 5) equal(process2.partial?.id, 'order-b150') - equal((process2.partial as LimitOrder)?.isMaker, false) + equal((process2.partial as LimitOrder)?.origSize, 10) + equal((process2.partial as LimitOrder)?.size, 1) + equal((process2.partial as LimitOrder)?.takerQty, 9) + equal((process2.partial as LimitOrder)?.makerQty, 1) + equal( + (process2.partial as LimitOrder)?.takerQty + (process2.partial as LimitOrder)?.makerQty, (process2.partial as LimitOrder)?.origSize + ) equal(process2.partialQuantityProcessed, 9) + equal(process2.quantityLeft, 1) + equal(process2.partialQuantityProcessed + process2.quantityLeft, (process2.partial as LimitOrder)?.origSize) const process3 = ob.limit({ side: Side.SELL, diff --git a/test/orderqueue.test.ts b/test/orderqueue.test.ts index 1913931..13e374e 100644 --- a/test/orderqueue.test.ts +++ b/test/orderqueue.test.ts @@ -17,8 +17,10 @@ void test('it should append/update/remove orders from queue', ({ side: Side.SELL, size: 5, price, + origSize: 5, timeInForce: TimeInForce.GTC, - isMaker: true + makerQty: 5, + takerQty: 0 }) const order2 = OrderFactory.createOrder({ type: OrderType.LIMIT, @@ -26,8 +28,10 @@ void test('it should append/update/remove orders from queue', ({ side: Side.SELL, size: 5, price, + origSize: 5, timeInForce: TimeInForce.GTC, - isMaker: true + makerQty: 5, + takerQty: 0 }) const head = oq.append(order1) @@ -50,8 +54,10 @@ void test('it should append/update/remove orders from queue', ({ side: Side.SELL, size: 10, price, + origSize: 10, timeInForce: TimeInForce.GTC, - isMaker: true + makerQty: 10, + takerQty: 0 }) // Test update. Number of orders is always 2 @@ -86,8 +92,10 @@ void test('it should update order size and the volume', ({ equal, end }) => { side: Side.SELL, size: 5, price, + origSize: 5, timeInForce: TimeInForce.GTC, - isMaker: true + makerQty: 5, + takerQty: 0 }) const order2 = OrderFactory.createOrder({ type: OrderType.LIMIT, @@ -95,8 +103,10 @@ void test('it should update order size and the volume', ({ equal, end }) => { side: Side.SELL, size: 5, price, + origSize: 5, timeInForce: TimeInForce.GTC, - isMaker: true + makerQty: 5, + takerQty: 0 }) oq.append(order1) diff --git a/test/orderside.test.ts b/test/orderside.test.ts index 0fe4fbe..360573d 100644 --- a/test/orderside.test.ts +++ b/test/orderside.test.ts @@ -17,8 +17,10 @@ void test('it should append/update/remove orders from queue on BUY side', ({ side: Side.BUY, size: 5, price: 10, + origSize: 5, timeInForce: TimeInForce.GTC, - isMaker: true + makerQty: 5, + takerQty: 0 }) const order2 = OrderFactory.createOrder({ type: OrderType.LIMIT, @@ -26,8 +28,10 @@ void test('it should append/update/remove orders from queue on BUY side', ({ side: Side.BUY, size: 5, price: 20, + origSize: 5, timeInForce: TimeInForce.GTC, - isMaker: true + makerQty: 5, + takerQty: 0 }) equal(os.minPriceQueue() === undefined, true) @@ -182,8 +186,10 @@ void test('it should append/update/remove orders from queue on SELL side', ({ side: Side.SELL, size: 5, price: 10, + origSize: 5, timeInForce: TimeInForce.GTC, - isMaker: true + makerQty: 5, + takerQty: 0 }) const order2 = OrderFactory.createOrder({ type: OrderType.LIMIT, @@ -191,8 +197,10 @@ void test('it should append/update/remove orders from queue on SELL side', ({ side: Side.SELL, size: 5, price: 20, + origSize: 5, timeInForce: TimeInForce.GTC, - isMaker: true + makerQty: 5, + takerQty: 0 }) equal(os.minPriceQueue() === undefined, true) diff --git a/test/stopbook.test.ts b/test/stopbook.test.ts index 1880826..27a649d 100644 --- a/test/stopbook.test.ts +++ b/test/stopbook.test.ts @@ -19,7 +19,6 @@ void test('it should add/remove/get order to stop book', ({ equal, same, end }) size: 5, price: stopPrice, stopPrice, - isMaker: true, timeInForce: TimeInForce.GTC }) ob.add(order) @@ -115,7 +114,6 @@ void test('it should validate conditional order', ({ equal, end }) => { size: 5, ...(price !== null ? { price } : {}), stopPrice, - isMaker: true, timeInForce: TimeInForce.GTC }) as StopOrder equal(ob.validConditionalOrder(marketPrice, order), expect) diff --git a/test/stopqueue.test.ts b/test/stopqueue.test.ts index e60666b..1179d29 100644 --- a/test/stopqueue.test.ts +++ b/test/stopqueue.test.ts @@ -22,8 +22,7 @@ void test('it should append/remove orders from queue', ({ size: 5, price, stopPrice, - timeInForce: TimeInForce.GTC, - isMaker: true + timeInForce: TimeInForce.GTC }) const order2 = OrderFactory.createOrder({ type: OrderType.STOP_LIMIT, @@ -32,8 +31,7 @@ void test('it should append/remove orders from queue', ({ size: 5, price, stopPrice, - timeInForce: TimeInForce.GTC, - isMaker: true + timeInForce: TimeInForce.GTC }) const head = oq.append(order1) @@ -52,8 +50,7 @@ void test('it should append/remove orders from queue', ({ size: 10, price, stopPrice, - timeInForce: TimeInForce.GTC, - isMaker: true + timeInForce: TimeInForce.GTC }) oq.append(order3) equal(oq.len(), 3) @@ -65,8 +62,7 @@ void test('it should append/remove orders from queue', ({ size: 10, price, stopPrice, - timeInForce: TimeInForce.GTC, - isMaker: true + timeInForce: TimeInForce.GTC }) oq.append(order4) equal(oq.len(), 4) diff --git a/test/stopside.test.ts b/test/stopside.test.ts index 9edeecc..cdfe257 100644 --- a/test/stopside.test.ts +++ b/test/stopside.test.ts @@ -22,7 +22,6 @@ void test('it should append/remove orders from queue on BUY side', ({ size: 5, price: 10, timeInForce: TimeInForce.GTC, - isMaker: true, stopPrice: 10 }) os.append(order) @@ -40,7 +39,6 @@ void test('it should append/remove orders from queue on BUY side', ({ size: 5, price: 10, timeInForce: TimeInForce.GTC, - isMaker: true, stopPrice: 10 // same stopPrice as before, so same price level }) os.append(order) @@ -56,8 +54,7 @@ void test('it should append/remove orders from queue on BUY side', ({ side: Side.BUY, size: 5, stopPrice: 20, - timeInForce: TimeInForce.GTC, - isMaker: true + timeInForce: TimeInForce.GTC }) os.append(order) @@ -139,7 +136,6 @@ void test('it should append/remove orders from queue on SELL side', ({ size: 5, price: 10, timeInForce: TimeInForce.GTC, - isMaker: true, stopPrice: 10 }) os.append(order) @@ -157,7 +153,6 @@ void test('it should append/remove orders from queue on SELL side', ({ size: 5, price: 10, timeInForce: TimeInForce.GTC, - isMaker: true, stopPrice: 10 // same stopPrice as before, so same price level }) os.append(order) @@ -173,8 +168,7 @@ void test('it should append/remove orders from queue on SELL side', ({ side: Side.SELL, size: 5, stopPrice: 20, - timeInForce: TimeInForce.GTC, - isMaker: true + timeInForce: TimeInForce.GTC }) os.append(order) @@ -251,7 +245,6 @@ void test('it should find all queue between upper and lower bound', ({ size: 5, price: 10, timeInForce: TimeInForce.GTC, - isMaker: true, stopPrice }) os.append(order)