diff --git a/.circleci/config.yml b/.circleci/config.yml index 185e395..fb0e00e 100644 --- a/.circleci/config.yml +++ b/.circleci/config.yml @@ -17,7 +17,7 @@ aliases: jobs: build: - working_directory: ~/order-book + working_directory: ~/nodejs-order-book docker: - image: cimg/node:22.5 steps: @@ -31,7 +31,7 @@ jobs: - *build-packages test: - working_directory: ~/order-book + working_directory: ~/nodejs-order-book docker: - image: cimg/node:22.5 steps: diff --git a/.github/PULL_REQUEST_TEMPLATE.md b/.github/PULL_REQUEST_TEMPLATE.md index 67a9cd2..f5df147 100644 --- a/.github/PULL_REQUEST_TEMPLATE.md +++ b/.github/PULL_REQUEST_TEMPLATE.md @@ -1,7 +1,7 @@ ## PR Checklist Please check if your PR fulfills the following requirements: -- [ ] The commit message follows our guidelines: https://github.com/fasenderos/order-book/blob/main/CONTRIBUTING.md +- [ ] The commit message follows our guidelines: https://github.com/fasenderos/nodejs-order-book/blob/main/CONTRIBUTING.md - [ ] Tests for the changes have been added (for bug fixes / features) - [ ] Docs (README.md) have been added / updated (for bug fixes / features) diff --git a/.release-it.json b/.release-it.json index 5585c98..f1fb882 100644 --- a/.release-it.json +++ b/.release-it.json @@ -1,6 +1,6 @@ { "git": { - "commitMessage": "chore(release): order-book@${version}", + "commitMessage": "chore(release): nodejs-order-book@${version}", "tagName": "v${version}", "tagAnnotation": "Release v${version}", "requireCommits": true, diff --git a/CHANGELOG.md b/CHANGELOG.md index 09ce8d7..116fe23 100644 --- a/CHANGELOG.md +++ b/CHANGELOG.md @@ -1,53 +1,53 @@ # Changelog -## [8.0.0](https://github.com/fasenderos/order-book/compare/v7.0.2...v8.0.0) (2024-08-08) +## [8.0.0](https://github.com/fasenderos/nodejs-order-book/compare/v7.0.2...v8.0.0) (2024-08-08) ### ⚠ BREAKING CHANGES -* new package name `order-book` +* new package name `nodejs-order-book` ### Chore -* **deps-dev:** bump @commitlint/cli from 19.3.0 to 19.4.0 ([32803c0](https://github.com/fasenderos/order-book/commit/32803c07537d491686386b538bdf49482cc655e1)) -* **deps-dev:** bump tsx from 4.16.5 to 4.17.0 ([bd04e06](https://github.com/fasenderos/order-book/commit/bd04e063b318d3c8f716eab1c0511926bfbe0bcb)) -* rename package ([0d6a5da](https://github.com/fasenderos/order-book/commit/0d6a5da63467ffcb696aeab660b8180772bbecfc)) +* **deps-dev:** bump @commitlint/cli from 19.3.0 to 19.4.0 ([32803c0](https://github.com/fasenderos/nodejs-order-book/commit/32803c07537d491686386b538bdf49482cc655e1)) +* **deps-dev:** bump tsx from 4.16.5 to 4.17.0 ([bd04e06](https://github.com/fasenderos/nodejs-order-book/commit/bd04e063b318d3c8f716eab1c0511926bfbe0bcb)) +* rename package ([0d6a5da](https://github.com/fasenderos/nodejs-order-book/commit/0d6a5da63467ffcb696aeab660b8180772bbecfc)) ### Documentation -* add pnpm installation ([54f5a57](https://github.com/fasenderos/order-book/commit/54f5a5762f120819eb647074500fdc161194e5fd)) -* udpate project description ([59a984f](https://github.com/fasenderos/order-book/commit/59a984f2265d1be677a053140ebe05365eeb7006)) -* udpate project description ([ec02069](https://github.com/fasenderos/order-book/commit/ec02069aea873e832f1015372c13bb11ae9e1956)) +* add pnpm installation ([54f5a57](https://github.com/fasenderos/nodejs-order-book/commit/54f5a5762f120819eb647074500fdc161194e5fd)) +* udpate project description ([59a984f](https://github.com/fasenderos/nodejs-order-book/commit/59a984f2265d1be677a053140ebe05365eeb7006)) +* udpate project description ([ec02069](https://github.com/fasenderos/nodejs-order-book/commit/ec02069aea873e832f1015372c13bb11ae9e1956)) ### Test -* c8 coverage reportern ([0abb8b4](https://github.com/fasenderos/order-book/commit/0abb8b4a7d30afdee49bec5a26561f02bda8ac28)) -* fix codecov lcov.info path ([7dc1d13](https://github.com/fasenderos/order-book/commit/7dc1d137d7df0085ca325c77dc71d843959d745d)) +* c8 coverage reportern ([0abb8b4](https://github.com/fasenderos/nodejs-order-book/commit/0abb8b4a7d30afdee49bec5a26561f02bda8ac28)) +* fix codecov lcov.info path ([7dc1d13](https://github.com/fasenderos/nodejs-order-book/commit/7dc1d137d7df0085ca325c77dc71d843959d745d)) -## [7.0.2](https://github.com/fasenderos/hft-limit-order-book/compare/v7.0.1...v7.0.2) (2024-08-06) +## [7.0.2](https://github.com/fasenderos/hft-limit-nodejs-order-book/compare/v7.0.1...v7.0.2) (2024-08-06) ### Test -* remove matrix on windows ([f81ddd8](https://github.com/fasenderos/hft-limit-order-book/commit/f81ddd836ed2aa2eaaf3e912098805e29625667f)) -* replace tap with the built-in node test runner ([a61baad](https://github.com/fasenderos/hft-limit-order-book/commit/a61baad242151a9cbc3f4eb9785274ffa63e9028)) +* remove matrix on windows ([f81ddd8](https://github.com/fasenderos/hft-limit-nodejs-order-book/commit/f81ddd836ed2aa2eaaf3e912098805e29625667f)) +* replace tap with the built-in node test runner ([a61baad](https://github.com/fasenderos/hft-limit-nodejs-order-book/commit/a61baad242151a9cbc3f4eb9785274ffa63e9028)) -## [7.0.1](https://github.com/fasenderos/hft-limit-order-book/compare/v7.0.0...v7.0.1) (2024-08-02) +## [7.0.1](https://github.com/fasenderos/hft-limit-nodejs-order-book/compare/v7.0.0...v7.0.1) (2024-08-02) ### Features -* add error codes ([5a538d5](https://github.com/fasenderos/hft-limit-order-book/commit/5a538d59160e608cb7bffb245295a5543a8aacb3)) -* add postOnly option on deprecated createOrder signature ([e1b5825](https://github.com/fasenderos/hft-limit-order-book/commit/e1b5825e6f061e7cfc5c99800f564879cb84862e)) +* add error codes ([5a538d5](https://github.com/fasenderos/hft-limit-nodejs-order-book/commit/5a538d59160e608cb7bffb245295a5543a8aacb3)) +* add postOnly option on deprecated createOrder signature ([e1b5825](https://github.com/fasenderos/hft-limit-nodejs-order-book/commit/e1b5825e6f061e7cfc5c99800f564879cb84862e)) ### Documentation -* improve post-only documentation ([1383eef](https://github.com/fasenderos/hft-limit-order-book/commit/1383eef5a7b8797f3c0998bff01b5f870508c642)) +* improve post-only documentation ([1383eef](https://github.com/fasenderos/hft-limit-nodejs-order-book/commit/1383eef5a7b8797f3c0998bff01b5f870508c642)) -## [7.0.0](https://github.com/fasenderos/hft-limit-order-book/compare/v6.1.1...v7.0.0) (2024-08-02) +## [7.0.0](https://github.com/fasenderos/hft-limit-nodejs-order-book/compare/v6.1.1...v7.0.0) (2024-08-02) ### ⚠ BREAKING CHANGES @@ -57,186 +57,186 @@ ### Features -* add postOnly limit order option ([4dd8d69](https://github.com/fasenderos/hft-limit-order-book/commit/4dd8d693c84cd6ebb5285f8f5be84864bcb8f001)) -* taker and maker support + fix origSize on limit order ([74f5907](https://github.com/fasenderos/hft-limit-order-book/commit/74f59077913a25c7ff742c0a0e3a1f87f3799191)) +* add postOnly limit order option ([4dd8d69](https://github.com/fasenderos/hft-limit-nodejs-order-book/commit/4dd8d693c84cd6ebb5285f8f5be84864bcb8f001)) +* taker and maker support + fix origSize on limit order ([74f5907](https://github.com/fasenderos/hft-limit-nodejs-order-book/commit/74f59077913a25c7ff742c0a0e3a1f87f3799191)) ### Documentation -* add postOnly documentation ([a9758cf](https://github.com/fasenderos/hft-limit-order-book/commit/a9758cf66c0520b42ce4ea612838a3b3b10b1d91)) -* fix link in readme ([def26de](https://github.com/fasenderos/hft-limit-order-book/commit/def26dedc4f8c33bf4629fe7bdcac3496836fb7b)) -* fix link in readme ([663f9b2](https://github.com/fasenderos/hft-limit-order-book/commit/663f9b2f2e513b48d119e6fb3c0eb652b4a08417)) -* fix link in readme ([c32bed1](https://github.com/fasenderos/hft-limit-order-book/commit/c32bed12594e5e3ed691de8b78f4d74fb0379885)) +* add postOnly documentation ([a9758cf](https://github.com/fasenderos/hft-limit-nodejs-order-book/commit/a9758cf66c0520b42ce4ea612838a3b3b10b1d91)) +* fix link in readme ([def26de](https://github.com/fasenderos/hft-limit-nodejs-order-book/commit/def26dedc4f8c33bf4629fe7bdcac3496836fb7b)) +* fix link in readme ([663f9b2](https://github.com/fasenderos/hft-limit-nodejs-order-book/commit/663f9b2f2e513b48d119e6fb3c0eb652b4a08417)) +* fix link in readme ([c32bed1](https://github.com/fasenderos/hft-limit-nodejs-order-book/commit/c32bed12594e5e3ed691de8b78f4d74fb0379885)) ### Refactoring -* custom error factory ([e99766e](https://github.com/fasenderos/hft-limit-order-book/commit/e99766e79c372276adbca90db37a36a87a47bcd7)) +* custom error factory ([e99766e](https://github.com/fasenderos/hft-limit-nodejs-order-book/commit/e99766e79c372276adbca90db37a36a87a47bcd7)) -## [6.1.1](https://github.com/fasenderos/hft-limit-order-book/compare/v6.1.0...v6.1.1) (2024-08-01) +## [6.1.1](https://github.com/fasenderos/hft-limit-nodejs-order-book/compare/v6.1.0...v6.1.1) (2024-08-01) ### Chore -* **deps-dev:** bump @commitlint/config-conventional ([ef84160](https://github.com/fasenderos/hft-limit-order-book/commit/ef84160c64203943f383d20b8b43b81342731a02)) -* **deps-dev:** bump tap from 19.2.5 to 21.0.0 ([d759984](https://github.com/fasenderos/hft-limit-order-book/commit/d759984f18827b617320341e4d0373d4aa6df2bd)) +* **deps-dev:** bump @commitlint/config-conventional ([ef84160](https://github.com/fasenderos/hft-limit-nodejs-order-book/commit/ef84160c64203943f383d20b8b43b81342731a02)) +* **deps-dev:** bump tap from 19.2.5 to 21.0.0 ([d759984](https://github.com/fasenderos/hft-limit-nodejs-order-book/commit/d759984f18827b617320341e4d0373d4aa6df2bd)) ### Documentation -* improved visibility of experimental features ([6a7efb8](https://github.com/fasenderos/hft-limit-order-book/commit/6a7efb82d251994697ed1785732205216cb61185)) +* improved visibility of experimental features ([6a7efb8](https://github.com/fasenderos/hft-limit-nodejs-order-book/commit/6a7efb82d251994697ed1785732205216cb61185)) -## [6.1.0](https://github.com/fasenderos/hft-limit-order-book/compare/v6.1.0-beta.1...v6.1.0) (2024-08-01) +## [6.1.0](https://github.com/fasenderos/hft-limit-nodejs-order-book/compare/v6.1.0-beta.1...v6.1.0) (2024-08-01) ### Features -* new experimentalConditionalOrders order book option ([55d3e11](https://github.com/fasenderos/hft-limit-order-book/commit/55d3e11b4b486391c4f9f4647d90d14af3712623)) +* new experimentalConditionalOrders order book option ([55d3e11](https://github.com/fasenderos/hft-limit-nodejs-order-book/commit/55d3e11b4b486391c4f9f4647d90d14af3712623)) ### Chore -* **deps-dev:** bump husky from 9.1.1 to 9.1.2 ([282843a](https://github.com/fasenderos/hft-limit-order-book/commit/282843ac5aa18f1875e0f0c3c189557910cfd0f8)) -* **deps-dev:** bump husky from 9.1.2 to 9.1.3 ([5f82ba5](https://github.com/fasenderos/hft-limit-order-book/commit/5f82ba5e732987ac05315822002291461ffb966b)) -* **deps-dev:** bump husky from 9.1.3 to 9.1.4 ([5d5fbc5](https://github.com/fasenderos/hft-limit-order-book/commit/5d5fbc5d30ec809b041580b02e2ed30b4ed6a219)) -* **deps-dev:** bump typescript from 5.5.3 to 5.5.4 ([809a7ab](https://github.com/fasenderos/hft-limit-order-book/commit/809a7abb3beef55ee034d1b07ba26e4ffdabf674)) +* **deps-dev:** bump husky from 9.1.1 to 9.1.2 ([282843a](https://github.com/fasenderos/hft-limit-nodejs-order-book/commit/282843ac5aa18f1875e0f0c3c189557910cfd0f8)) +* **deps-dev:** bump husky from 9.1.2 to 9.1.3 ([5f82ba5](https://github.com/fasenderos/hft-limit-nodejs-order-book/commit/5f82ba5e732987ac05315822002291461ffb966b)) +* **deps-dev:** bump husky from 9.1.3 to 9.1.4 ([5d5fbc5](https://github.com/fasenderos/hft-limit-nodejs-order-book/commit/5d5fbc5d30ec809b041580b02e2ed30b4ed6a219)) +* **deps-dev:** bump typescript from 5.5.3 to 5.5.4 ([809a7ab](https://github.com/fasenderos/hft-limit-nodejs-order-book/commit/809a7abb3beef55ee034d1b07ba26e4ffdabf674)) ### Documentation -* update readme ([95dcf42](https://github.com/fasenderos/hft-limit-order-book/commit/95dcf429f05defcdf5ad45b2877fc10311fc7041)) +* update readme ([95dcf42](https://github.com/fasenderos/hft-limit-nodejs-order-book/commit/95dcf429f05defcdf5ad45b2877fc10311fc7041)) -## [6.1.0-beta.1](https://github.com/fasenderos/hft-limit-order-book/compare/v6.1.0-beta.0...v6.1.0-beta.1) (2024-07-28) +## [6.1.0-beta.1](https://github.com/fasenderos/hft-limit-nodejs-order-book/compare/v6.1.0-beta.0...v6.1.0-beta.1) (2024-07-28) ### Features -* add support for OCO orders ([5b19318](https://github.com/fasenderos/hft-limit-order-book/commit/5b193185b5e32ba6d0ad9d0853876708e3c3e23c)) +* add support for OCO orders ([5b19318](https://github.com/fasenderos/hft-limit-nodejs-order-book/commit/5b193185b5e32ba6d0ad9d0853876708e3c3e23c)) ### Bug Fixes -* use new signatures in benchmark script ([313aefe](https://github.com/fasenderos/hft-limit-order-book/commit/313aefe3cebef6dd9876e7b9828cdfc54db33f1a)) +* use new signatures in benchmark script ([313aefe](https://github.com/fasenderos/hft-limit-nodejs-order-book/commit/313aefe3cebef6dd9876e7b9828cdfc54db33f1a)) ### Chore -* update husky script ([2e7dd67](https://github.com/fasenderos/hft-limit-order-book/commit/2e7dd678975974a90ebb2921193b6c24b152d67e)) +* update husky script ([2e7dd67](https://github.com/fasenderos/hft-limit-nodejs-order-book/commit/2e7dd678975974a90ebb2921193b6c24b152d67e)) ### Documentation -* add stop limit and stop market documentations ([41ef939](https://github.com/fasenderos/hft-limit-order-book/commit/41ef939d172ea7f1a93e1e481f1dcffcbca55640)) +* add stop limit and stop market documentations ([41ef939](https://github.com/fasenderos/hft-limit-nodejs-order-book/commit/41ef939d172ea7f1a93e1e481f1dcffcbca55640)) ### Refactoring -* improve code readability on cancelOrder ([9f062c4](https://github.com/fasenderos/hft-limit-order-book/commit/9f062c44d9d490e872c4f8c16287a7140fd1481c)) +* improve code readability on cancelOrder ([9f062c4](https://github.com/fasenderos/hft-limit-nodejs-order-book/commit/9f062c44d9d490e872c4f8c16287a7140fd1481c)) -## [6.1.0-beta.0](https://github.com/fasenderos/hft-limit-order-book/compare/v5.0.0...v6.1.0-beta.0) (2024-07-22) +## [6.1.0-beta.0](https://github.com/fasenderos/hft-limit-nodejs-order-book/compare/v5.0.0...v6.1.0-beta.0) (2024-07-22) ### Features -* add getter for market price ([9f4b315](https://github.com/fasenderos/hft-limit-order-book/commit/9f4b315fac7b94325fa4f13bc6eb7d30afee2058)) -* add support for stop limit and stop market order ([92f9441](https://github.com/fasenderos/hft-limit-order-book/commit/92f9441b18593073b146cbe1456d77f8d06e1e20)) -* refactor limit and market options ([794c71a](https://github.com/fasenderos/hft-limit-order-book/commit/794c71ac4c3eda212cb11b36c32b5f9f60c99caa)) +* add getter for market price ([9f4b315](https://github.com/fasenderos/hft-limit-nodejs-order-book/commit/9f4b315fac7b94325fa4f13bc6eb7d30afee2058)) +* add support for stop limit and stop market order ([92f9441](https://github.com/fasenderos/hft-limit-nodejs-order-book/commit/92f9441b18593073b146cbe1456d77f8d06e1e20)) +* refactor limit and market options ([794c71a](https://github.com/fasenderos/hft-limit-nodejs-order-book/commit/794c71ac4c3eda212cb11b36c32b5f9f60c99caa)) ### Chore -* **deps-dev:** bump @commitlint/cli from 18.6.1 to 19.3.0 ([8695b5b](https://github.com/fasenderos/hft-limit-order-book/commit/8695b5b4ec49d60d4fb1c00aa55968402ebc7ac2)) -* **deps-dev:** bump husky from 9.0.11 to 9.1.0 ([c8da2e2](https://github.com/fasenderos/hft-limit-order-book/commit/c8da2e202bd0782a656e430c02e0925b547e7f9d)) -* **deps-dev:** bump husky from 9.1.0 to 9.1.1 ([47bb2f8](https://github.com/fasenderos/hft-limit-order-book/commit/47bb2f8225fb66d01632f635b04165de06467713)) -* **deps-dev:** bump release-it from 17.3.0 to 17.4.0 ([ec5349b](https://github.com/fasenderos/hft-limit-order-book/commit/ec5349b6521a28e65026209a3e18f7cf72ceb92a)) -* **deps-dev:** bump release-it from 17.4.0 to 17.4.1 ([beac954](https://github.com/fasenderos/hft-limit-order-book/commit/beac954283422f539c13d1ec4735e13dd028b3bd)) -* **deps-dev:** bump release-it from 17.4.1 to 17.4.2 ([ddad1df](https://github.com/fasenderos/hft-limit-order-book/commit/ddad1df79fe300b44b8c350b1a8daa12fd8e1187)) -* **deps-dev:** bump release-it from 17.4.2 to 17.5.0 ([4d8f10e](https://github.com/fasenderos/hft-limit-order-book/commit/4d8f10e0fa30e85a50b93a4a2466a1e9e4441580)) -* **deps-dev:** bump release-it from 17.5.0 to 17.6.0 ([a6f7ba3](https://github.com/fasenderos/hft-limit-order-book/commit/a6f7ba3758150131b5a1f39fb9919ef380b7fb06)) -* **deps-dev:** bump tap from 18.7.3 to 19.2.5 ([f09af63](https://github.com/fasenderos/hft-limit-order-book/commit/f09af6399c83a7a6880802bc72514ad29364ba8b)) -* **deps-dev:** bump typescript from 5.4.5 to 5.5.2 ([999dfca](https://github.com/fasenderos/hft-limit-order-book/commit/999dfcaec02be747731b16c109b310269599cd23)) -* **deps-dev:** bump typescript from 5.5.2 to 5.5.3 ([8402f83](https://github.com/fasenderos/hft-limit-order-book/commit/8402f83b4f98924c26ed69f39aab75c625426529)) -* **deps-dev:** bump webpack from 5.92.1 to 5.93.0 ([8468d06](https://github.com/fasenderos/hft-limit-order-book/commit/8468d066a61201364fb4cb18723a2af1fc9b271e)) -* **release:** hft-limit-order-book@5.1.0-beta.0 ([770721b](https://github.com/fasenderos/hft-limit-order-book/commit/770721b06d75c9255827e3bc06ce570c953986da)) +* **deps-dev:** bump @commitlint/cli from 18.6.1 to 19.3.0 ([8695b5b](https://github.com/fasenderos/hft-limit-nodejs-order-book/commit/8695b5b4ec49d60d4fb1c00aa55968402ebc7ac2)) +* **deps-dev:** bump husky from 9.0.11 to 9.1.0 ([c8da2e2](https://github.com/fasenderos/hft-limit-nodejs-order-book/commit/c8da2e202bd0782a656e430c02e0925b547e7f9d)) +* **deps-dev:** bump husky from 9.1.0 to 9.1.1 ([47bb2f8](https://github.com/fasenderos/hft-limit-nodejs-order-book/commit/47bb2f8225fb66d01632f635b04165de06467713)) +* **deps-dev:** bump release-it from 17.3.0 to 17.4.0 ([ec5349b](https://github.com/fasenderos/hft-limit-nodejs-order-book/commit/ec5349b6521a28e65026209a3e18f7cf72ceb92a)) +* **deps-dev:** bump release-it from 17.4.0 to 17.4.1 ([beac954](https://github.com/fasenderos/hft-limit-nodejs-order-book/commit/beac954283422f539c13d1ec4735e13dd028b3bd)) +* **deps-dev:** bump release-it from 17.4.1 to 17.4.2 ([ddad1df](https://github.com/fasenderos/hft-limit-nodejs-order-book/commit/ddad1df79fe300b44b8c350b1a8daa12fd8e1187)) +* **deps-dev:** bump release-it from 17.4.2 to 17.5.0 ([4d8f10e](https://github.com/fasenderos/hft-limit-nodejs-order-book/commit/4d8f10e0fa30e85a50b93a4a2466a1e9e4441580)) +* **deps-dev:** bump release-it from 17.5.0 to 17.6.0 ([a6f7ba3](https://github.com/fasenderos/hft-limit-nodejs-order-book/commit/a6f7ba3758150131b5a1f39fb9919ef380b7fb06)) +* **deps-dev:** bump tap from 18.7.3 to 19.2.5 ([f09af63](https://github.com/fasenderos/hft-limit-nodejs-order-book/commit/f09af6399c83a7a6880802bc72514ad29364ba8b)) +* **deps-dev:** bump typescript from 5.4.5 to 5.5.2 ([999dfca](https://github.com/fasenderos/hft-limit-nodejs-order-book/commit/999dfcaec02be747731b16c109b310269599cd23)) +* **deps-dev:** bump typescript from 5.5.2 to 5.5.3 ([8402f83](https://github.com/fasenderos/hft-limit-nodejs-order-book/commit/8402f83b4f98924c26ed69f39aab75c625426529)) +* **deps-dev:** bump webpack from 5.92.1 to 5.93.0 ([8468d06](https://github.com/fasenderos/hft-limit-nodejs-order-book/commit/8468d066a61201364fb4cb18723a2af1fc9b271e)) +* **release:** hft-limit-nodejs-order-book@5.1.0-beta.0 ([770721b](https://github.com/fasenderos/hft-limit-nodejs-order-book/commit/770721b06d75c9255827e3bc06ce570c953986da)) ### Documentation -* fix snapshot example ([073ca07](https://github.com/fasenderos/hft-limit-order-book/commit/073ca075ce673959808932f4adc26629b9641535)) -* improve snapshot and journal documentation ([3ba2d05](https://github.com/fasenderos/hft-limit-order-book/commit/3ba2d057ed14f979a287508434e3f7c83725b119)) -* new features snapshot and journaling ([442dc43](https://github.com/fasenderos/hft-limit-order-book/commit/442dc4314e637632554369e8e4af0a425b591a82)) -* update new signatures method + add stop limit and stop market ([96408a0](https://github.com/fasenderos/hft-limit-order-book/commit/96408a05b988b8597168e1b2c99b5e45fc88204d)) +* fix snapshot example ([073ca07](https://github.com/fasenderos/hft-limit-nodejs-order-book/commit/073ca075ce673959808932f4adc26629b9641535)) +* improve snapshot and journal documentation ([3ba2d05](https://github.com/fasenderos/hft-limit-nodejs-order-book/commit/3ba2d057ed14f979a287508434e3f7c83725b119)) +* new features snapshot and journaling ([442dc43](https://github.com/fasenderos/hft-limit-nodejs-order-book/commit/442dc4314e637632554369e8e4af0a425b591a82)) +* update new signatures method + add stop limit and stop market ([96408a0](https://github.com/fasenderos/hft-limit-nodejs-order-book/commit/96408a05b988b8597168e1b2c99b5e45fc88204d)) ### Test -* add test for stop limit and stop market order ([47e6f5e](https://github.com/fasenderos/hft-limit-order-book/commit/47e6f5e9deaaf4ade4289955ef456884f53d506e)) +* add test for stop limit and stop market order ([47e6f5e](https://github.com/fasenderos/hft-limit-nodejs-order-book/commit/47e6f5e9deaaf4ade4289955ef456884f53d506e)) -## [5.0.0](https://github.com/fasenderos/hft-limit-order-book/compare/v4.0.0...v5.0.0) (2024-06-19) +## [5.0.0](https://github.com/fasenderos/hft-limit-nodejs-order-book/compare/v4.0.0...v5.0.0) (2024-06-19) ### Features -* add enableJournaling option and replayJournal functionality ([f451c50](https://github.com/fasenderos/hft-limit-order-book/commit/f451c5077df72fabbca4526f26bf750668348fdd)) -* avoid restoring same order twice ([483eef9](https://github.com/fasenderos/hft-limit-order-book/commit/483eef928a81d60eafdfa75961e709bb4ce7df0e)) -* snapshot and restore functionality + add origSize to Order ([7d09059](https://github.com/fasenderos/hft-limit-order-book/commit/7d0905976d3b118e35fba31e4923b6a6ea4d219a)) +* add enableJournaling option and replayJournal functionality ([f451c50](https://github.com/fasenderos/hft-limit-nodejs-order-book/commit/f451c5077df72fabbca4526f26bf750668348fdd)) +* avoid restoring same order twice ([483eef9](https://github.com/fasenderos/hft-limit-nodejs-order-book/commit/483eef928a81d60eafdfa75961e709bb4ce7df0e)) +* snapshot and restore functionality + add origSize to Order ([7d09059](https://github.com/fasenderos/hft-limit-nodejs-order-book/commit/7d0905976d3b118e35fba31e4923b6a6ea4d219a)) ### Chore -* **deps-dev:** bump @commitlint/cli from 18.6.0 to 18.6.1 ([f8193db](https://github.com/fasenderos/hft-limit-order-book/commit/f8193db3f50eec2d1a70a742b1e106c4dee9d6d2)) -* **deps-dev:** bump @commitlint/config-conventional ([f4745e6](https://github.com/fasenderos/hft-limit-order-book/commit/f4745e67b7766c10c31c271ae911777fe7b6c54b)) -* **deps-dev:** bump @commitlint/config-conventional ([7972796](https://github.com/fasenderos/hft-limit-order-book/commit/797279684b1af3799e01d8c25b5c9bd5c7572d36)) -* **deps-dev:** bump braces from 3.0.2 to 3.0.3 ([7231418](https://github.com/fasenderos/hft-limit-order-book/commit/72314189c4b067502f017a7b52c0bd1d5d0f3196)) -* **deps-dev:** bump husky from 9.0.10 to 9.0.11 ([67041f9](https://github.com/fasenderos/hft-limit-order-book/commit/67041f9d1cea29f2bca233cc5077a551f0170a14)) -* **deps-dev:** bump husky from 9.0.6 to 9.0.7 ([31e04c6](https://github.com/fasenderos/hft-limit-order-book/commit/31e04c631af549b68416decda39112d77f6215e9)) -* **deps-dev:** bump husky from 9.0.7 to 9.0.10 ([3313c37](https://github.com/fasenderos/hft-limit-order-book/commit/3313c37bd8c106673efe08a85dd6f696efed927d)) -* **deps-dev:** bump ip from 2.0.0 to 2.0.1 ([1920277](https://github.com/fasenderos/hft-limit-order-book/commit/192027787c5aef9b3b0419fdae4b364379d44178)) -* **deps-dev:** bump release-it from 17.0.3 to 17.0.5 ([886630e](https://github.com/fasenderos/hft-limit-order-book/commit/886630e29a65f2dd15d85c8ed87ccb9066431152)) -* **deps-dev:** bump release-it from 17.0.5 to 17.1.1 ([5dd483a](https://github.com/fasenderos/hft-limit-order-book/commit/5dd483a2093dcd370567276e3c2650709dd32912)) -* **deps-dev:** bump release-it from 17.1.1 to 17.2.0 ([fae5e69](https://github.com/fasenderos/hft-limit-order-book/commit/fae5e69ecc9b9bfe6606f4a5ef7fd4591ec8fac4)) -* **deps-dev:** bump release-it from 17.2.0 to 17.2.1 ([4a98f82](https://github.com/fasenderos/hft-limit-order-book/commit/4a98f82494cca909cc8f512482d240b44700fdcf)) -* **deps-dev:** bump release-it from 17.2.1 to 17.3.0 ([75a65f8](https://github.com/fasenderos/hft-limit-order-book/commit/75a65f8329dc1a410d5c639e5a19f687d7d9c77a)) -* **deps-dev:** bump tap from 18.7.0 to 18.7.1 ([03d1588](https://github.com/fasenderos/hft-limit-order-book/commit/03d1588f89389300cd1e673d9efa246da7f71d01)) -* **deps-dev:** bump tap from 18.7.1 to 18.7.2 ([dc871c0](https://github.com/fasenderos/hft-limit-order-book/commit/dc871c090c2ce471b56da92b7b012f779db03860)) -* **deps-dev:** bump tap from 18.7.2 to 18.7.3 ([b0ec86d](https://github.com/fasenderos/hft-limit-order-book/commit/b0ec86d0ae31c4bc573a7ef9ab165c1481e2ee20)) -* **deps-dev:** bump typescript from 5.3.3 to 5.4.2 ([4cec012](https://github.com/fasenderos/hft-limit-order-book/commit/4cec012d271d6e429f67cb24e2ff983010cfa2b6)) -* **deps-dev:** bump typescript from 5.4.2 to 5.4.3 ([075fd42](https://github.com/fasenderos/hft-limit-order-book/commit/075fd421ab1641e1c13d9f6a5c98741f5939a30d)) -* **deps-dev:** bump typescript from 5.4.3 to 5.4.4 ([9b2918a](https://github.com/fasenderos/hft-limit-order-book/commit/9b2918a1d93c8e5aaac1f0b14251f46a6fb08fa6)) -* **deps-dev:** bump typescript from 5.4.4 to 5.4.5 ([a639640](https://github.com/fasenderos/hft-limit-order-book/commit/a63964014cea3e5d8b6782d68de980135e111af8)) -* **deps-dev:** bump webpack from 5.90.0 to 5.90.1 ([68efd0a](https://github.com/fasenderos/hft-limit-order-book/commit/68efd0a62483fd6b79f7b4ce64ce87f5ca188a44)) -* **deps-dev:** bump webpack from 5.90.1 to 5.90.2 ([1387ff2](https://github.com/fasenderos/hft-limit-order-book/commit/1387ff24315e9a67b6e3358f61aaaa2e385664e2)) -* **deps-dev:** bump webpack from 5.90.2 to 5.90.3 ([0ce68d3](https://github.com/fasenderos/hft-limit-order-book/commit/0ce68d3a084bf92ddda74ae8de29e09515a78752)) -* **deps-dev:** bump webpack from 5.90.3 to 5.91.0 ([b3cbc36](https://github.com/fasenderos/hft-limit-order-book/commit/b3cbc36ac38dc65976d8ebdb4fc5392c1f21d2ad)) -* **deps-dev:** bump webpack from 5.91.0 to 5.92.0 ([7659d4a](https://github.com/fasenderos/hft-limit-order-book/commit/7659d4ad579b3c5499d0b3ce2d924d60e4024828)) -* **deps-dev:** bump webpack from 5.92.0 to 5.92.1 ([f6018fa](https://github.com/fasenderos/hft-limit-order-book/commit/f6018faf77c8a004fde5a8bffc8951b8787b25a7)) -* **deps-dev:** bump ws from 8.17.0 to 8.17.1 ([a0cfe03](https://github.com/fasenderos/hft-limit-order-book/commit/a0cfe03f225975b05625e27153403911264eb413)) +* **deps-dev:** bump @commitlint/cli from 18.6.0 to 18.6.1 ([f8193db](https://github.com/fasenderos/hft-limit-nodejs-order-book/commit/f8193db3f50eec2d1a70a742b1e106c4dee9d6d2)) +* **deps-dev:** bump @commitlint/config-conventional ([f4745e6](https://github.com/fasenderos/hft-limit-nodejs-order-book/commit/f4745e67b7766c10c31c271ae911777fe7b6c54b)) +* **deps-dev:** bump @commitlint/config-conventional ([7972796](https://github.com/fasenderos/hft-limit-nodejs-order-book/commit/797279684b1af3799e01d8c25b5c9bd5c7572d36)) +* **deps-dev:** bump braces from 3.0.2 to 3.0.3 ([7231418](https://github.com/fasenderos/hft-limit-nodejs-order-book/commit/72314189c4b067502f017a7b52c0bd1d5d0f3196)) +* **deps-dev:** bump husky from 9.0.10 to 9.0.11 ([67041f9](https://github.com/fasenderos/hft-limit-nodejs-order-book/commit/67041f9d1cea29f2bca233cc5077a551f0170a14)) +* **deps-dev:** bump husky from 9.0.6 to 9.0.7 ([31e04c6](https://github.com/fasenderos/hft-limit-nodejs-order-book/commit/31e04c631af549b68416decda39112d77f6215e9)) +* **deps-dev:** bump husky from 9.0.7 to 9.0.10 ([3313c37](https://github.com/fasenderos/hft-limit-nodejs-order-book/commit/3313c37bd8c106673efe08a85dd6f696efed927d)) +* **deps-dev:** bump ip from 2.0.0 to 2.0.1 ([1920277](https://github.com/fasenderos/hft-limit-nodejs-order-book/commit/192027787c5aef9b3b0419fdae4b364379d44178)) +* **deps-dev:** bump release-it from 17.0.3 to 17.0.5 ([886630e](https://github.com/fasenderos/hft-limit-nodejs-order-book/commit/886630e29a65f2dd15d85c8ed87ccb9066431152)) +* **deps-dev:** bump release-it from 17.0.5 to 17.1.1 ([5dd483a](https://github.com/fasenderos/hft-limit-nodejs-order-book/commit/5dd483a2093dcd370567276e3c2650709dd32912)) +* **deps-dev:** bump release-it from 17.1.1 to 17.2.0 ([fae5e69](https://github.com/fasenderos/hft-limit-nodejs-order-book/commit/fae5e69ecc9b9bfe6606f4a5ef7fd4591ec8fac4)) +* **deps-dev:** bump release-it from 17.2.0 to 17.2.1 ([4a98f82](https://github.com/fasenderos/hft-limit-nodejs-order-book/commit/4a98f82494cca909cc8f512482d240b44700fdcf)) +* **deps-dev:** bump release-it from 17.2.1 to 17.3.0 ([75a65f8](https://github.com/fasenderos/hft-limit-nodejs-order-book/commit/75a65f8329dc1a410d5c639e5a19f687d7d9c77a)) +* **deps-dev:** bump tap from 18.7.0 to 18.7.1 ([03d1588](https://github.com/fasenderos/hft-limit-nodejs-order-book/commit/03d1588f89389300cd1e673d9efa246da7f71d01)) +* **deps-dev:** bump tap from 18.7.1 to 18.7.2 ([dc871c0](https://github.com/fasenderos/hft-limit-nodejs-order-book/commit/dc871c090c2ce471b56da92b7b012f779db03860)) +* **deps-dev:** bump tap from 18.7.2 to 18.7.3 ([b0ec86d](https://github.com/fasenderos/hft-limit-nodejs-order-book/commit/b0ec86d0ae31c4bc573a7ef9ab165c1481e2ee20)) +* **deps-dev:** bump typescript from 5.3.3 to 5.4.2 ([4cec012](https://github.com/fasenderos/hft-limit-nodejs-order-book/commit/4cec012d271d6e429f67cb24e2ff983010cfa2b6)) +* **deps-dev:** bump typescript from 5.4.2 to 5.4.3 ([075fd42](https://github.com/fasenderos/hft-limit-nodejs-order-book/commit/075fd421ab1641e1c13d9f6a5c98741f5939a30d)) +* **deps-dev:** bump typescript from 5.4.3 to 5.4.4 ([9b2918a](https://github.com/fasenderos/hft-limit-nodejs-order-book/commit/9b2918a1d93c8e5aaac1f0b14251f46a6fb08fa6)) +* **deps-dev:** bump typescript from 5.4.4 to 5.4.5 ([a639640](https://github.com/fasenderos/hft-limit-nodejs-order-book/commit/a63964014cea3e5d8b6782d68de980135e111af8)) +* **deps-dev:** bump webpack from 5.90.0 to 5.90.1 ([68efd0a](https://github.com/fasenderos/hft-limit-nodejs-order-book/commit/68efd0a62483fd6b79f7b4ce64ce87f5ca188a44)) +* **deps-dev:** bump webpack from 5.90.1 to 5.90.2 ([1387ff2](https://github.com/fasenderos/hft-limit-nodejs-order-book/commit/1387ff24315e9a67b6e3358f61aaaa2e385664e2)) +* **deps-dev:** bump webpack from 5.90.2 to 5.90.3 ([0ce68d3](https://github.com/fasenderos/hft-limit-nodejs-order-book/commit/0ce68d3a084bf92ddda74ae8de29e09515a78752)) +* **deps-dev:** bump webpack from 5.90.3 to 5.91.0 ([b3cbc36](https://github.com/fasenderos/hft-limit-nodejs-order-book/commit/b3cbc36ac38dc65976d8ebdb4fc5392c1f21d2ad)) +* **deps-dev:** bump webpack from 5.91.0 to 5.92.0 ([7659d4a](https://github.com/fasenderos/hft-limit-nodejs-order-book/commit/7659d4ad579b3c5499d0b3ce2d924d60e4024828)) +* **deps-dev:** bump webpack from 5.92.0 to 5.92.1 ([f6018fa](https://github.com/fasenderos/hft-limit-nodejs-order-book/commit/f6018faf77c8a004fde5a8bffc8951b8787b25a7)) +* **deps-dev:** bump ws from 8.17.0 to 8.17.1 ([a0cfe03](https://github.com/fasenderos/hft-limit-nodejs-order-book/commit/a0cfe03f225975b05625e27153403911264eb413)) ### Documentation -* documented new journal and snapshot features ([60f9434](https://github.com/fasenderos/hft-limit-order-book/commit/60f9434172395223ef745a3753c6527507cef1cc)) -* improve documentation with better examples ([80bfbca](https://github.com/fasenderos/hft-limit-order-book/commit/80bfbcacb95a86ad96b0c9a4ba487e8928f7aaef)) +* documented new journal and snapshot features ([60f9434](https://github.com/fasenderos/hft-limit-nodejs-order-book/commit/60f9434172395223ef745a3753c6527507cef1cc)) +* improve documentation with better examples ([80bfbca](https://github.com/fasenderos/hft-limit-nodejs-order-book/commit/80bfbcacb95a86ad96b0c9a4ba487e8928f7aaef)) -## [4.0.0](https://github.com/fasenderos/hft-limit-order-book/compare/v3.0.0...v4.0.0) (2024-01-27) +## [4.0.0](https://github.com/fasenderos/hft-limit-nodejs-order-book/compare/v3.0.0...v4.0.0) (2024-01-27) ### Bug Fixes -* modify size under the price-time-priority ([32cfe04](https://github.com/fasenderos/hft-limit-order-book/commit/32cfe047070bc4cfd8f3f6c2b8512866a90b7512)), closes [#336](https://github.com/fasenderos/hft-limit-order-book/issues/336) +* modify size under the price-time-priority ([32cfe04](https://github.com/fasenderos/hft-limit-nodejs-order-book/commit/32cfe047070bc4cfd8f3f6c2b8512866a90b7512)), closes [#336](https://github.com/fasenderos/hft-limit-nodejs-order-book/issues/336) ### Chore -* **deps-dev:** bump husky from 8.0.3 to 9.0.6 ([a39deda](https://github.com/fasenderos/hft-limit-order-book/commit/a39deda622c7c6d9cee650c32ee053144a9d192c)) -* **deps-dev:** bump tap from 18.6.1 to 18.7.0 ([b8eb10e](https://github.com/fasenderos/hft-limit-order-book/commit/b8eb10edfa34760bd1bd45b19008d4dfb434af8f)) +* **deps-dev:** bump husky from 8.0.3 to 9.0.6 ([a39deda](https://github.com/fasenderos/hft-limit-nodejs-order-book/commit/a39deda622c7c6d9cee650c32ee053144a9d192c)) +* **deps-dev:** bump tap from 18.6.1 to 18.7.0 ([b8eb10e](https://github.com/fasenderos/hft-limit-nodejs-order-book/commit/b8eb10edfa34760bd1bd45b19008d4dfb434af8f)) ### Test -* modify order now return IProcessOrder ([838234b](https://github.com/fasenderos/hft-limit-order-book/commit/838234b53f4f63510f84943735e09d891f15fdf1)) +* modify order now return IProcessOrder ([838234b](https://github.com/fasenderos/hft-limit-nodejs-order-book/commit/838234b53f4f63510f84943735e09d891f15fdf1)) -## [3.0.0](https://github.com/fasenderos/hft-limit-order-book/compare/v2.3.5...v3.0.0) (2024-01-26) +## [3.0.0](https://github.com/fasenderos/hft-limit-nodejs-order-book/compare/v2.3.5...v3.0.0) (2024-01-26) ### ⚠ BREAKING CHANGES @@ -245,212 +245,212 @@ ### Bug Fixes -* modify order price that cross the market price ([32413ae](https://github.com/fasenderos/hft-limit-order-book/commit/32413ae174f56edcaafa2263773f2a6cc66e66f9)), closes [#336](https://github.com/fasenderos/hft-limit-order-book/issues/336) -* uinqueID -> uniqueID ([3868529](https://github.com/fasenderos/hft-limit-order-book/commit/3868529ef070abb65376f7f69e48f1b9b0540c20)) +* modify order price that cross the market price ([32413ae](https://github.com/fasenderos/hft-limit-nodejs-order-book/commit/32413ae174f56edcaafa2263773f2a6cc66e66f9)), closes [#336](https://github.com/fasenderos/hft-limit-nodejs-order-book/issues/336) +* uinqueID -> uniqueID ([3868529](https://github.com/fasenderos/hft-limit-nodejs-order-book/commit/3868529ef070abb65376f7f69e48f1b9b0540c20)) ### Chore -* **deps-dev:** bump @commitlint/cli from 17.7.1 to 17.7.2 ([d16ea04](https://github.com/fasenderos/hft-limit-order-book/commit/d16ea04472664bc686335665f5932a0997051e58)) -* **deps-dev:** bump @commitlint/cli from 17.7.2 to 17.8.0 ([e7b2058](https://github.com/fasenderos/hft-limit-order-book/commit/e7b2058907369c5a193081c73c1280e68b79486a)) -* **deps-dev:** bump @commitlint/cli from 17.8.0 to 18.5.0 ([1612715](https://github.com/fasenderos/hft-limit-order-book/commit/161271589bea823bee063e18b6326902ff006142)) -* **deps-dev:** bump @commitlint/cli from 18.5.0 to 18.6.0 ([cbda5fd](https://github.com/fasenderos/hft-limit-order-book/commit/cbda5fdf30d85586b3ccb15e5bdb776ee881805e)) -* **deps-dev:** bump @commitlint/config-conventional ([1bc900e](https://github.com/fasenderos/hft-limit-order-book/commit/1bc900e070f5b7aef1187ff27b8107d07e95bf11)) -* **deps-dev:** bump @commitlint/config-conventional ([860278a](https://github.com/fasenderos/hft-limit-order-book/commit/860278ab24a3c8b0cc873a2cc5cf70017024f4e6)) -* **deps-dev:** bump @commitlint/config-conventional ([ab2a574](https://github.com/fasenderos/hft-limit-order-book/commit/ab2a574e40831ef09efe6b6e80b8c9599cefd8b6)) -* **deps-dev:** bump @release-it/conventional-changelog ([15225bd](https://github.com/fasenderos/hft-limit-order-book/commit/15225bd0f47c16c61eaab6675d663ccf9a4a43f5)) -* **deps-dev:** bump @release-it/conventional-changelog ([398e465](https://github.com/fasenderos/hft-limit-order-book/commit/398e465b010711c8021213c8aedd1637e4d5e7e9)) -* **deps-dev:** bump @types/functional-red-black-tree ([207416a](https://github.com/fasenderos/hft-limit-order-book/commit/207416a3ae5d12e8ee15b405c25815fb1289b04c)) -* **deps-dev:** bump @types/functional-red-black-tree ([3ca4f99](https://github.com/fasenderos/hft-limit-order-book/commit/3ca4f99cdead19663258ca8310ddf90055c262da)) -* **deps-dev:** bump @types/tap from 15.0.8 to 15.0.9 ([07be7ba](https://github.com/fasenderos/hft-limit-order-book/commit/07be7bacb8cfeddaab385b765d7234ef4268552d)) -* **deps-dev:** bump release-it and @release-it/conventional-changelog ([00976a8](https://github.com/fasenderos/hft-limit-order-book/commit/00976a8e09caf41a9fad1dcb65e5cf692b4ce6d0)) -* **deps-dev:** bump release-it from 16.1.5 to 16.2.0 ([e31a216](https://github.com/fasenderos/hft-limit-order-book/commit/e31a2168ff11555e7e89338b666cacdeb3aac041)) -* **deps-dev:** bump release-it from 16.2.0 to 16.2.1 ([d6745d2](https://github.com/fasenderos/hft-limit-order-book/commit/d6745d296fbc86cd557c4282c498120421f5ae1e)) -* **deps-dev:** bump release-it from 16.2.1 to 16.3.0 ([952ceb9](https://github.com/fasenderos/hft-limit-order-book/commit/952ceb925ab862fb5ec6d642d53516b3058157e4)) -* **deps-dev:** bump ts-loader from 9.4.4 to 9.5.0 ([c43647f](https://github.com/fasenderos/hft-limit-order-book/commit/c43647f99056ead8b34cf0e76b06ea5179ebae55)) -* **deps-dev:** bump ts-loader from 9.5.0 to 9.5.1 ([bba4126](https://github.com/fasenderos/hft-limit-order-book/commit/bba4126f009546b8dbc4ea461772caa3369c649a)) -* **deps-dev:** bump ts-node from 10.9.1 to 10.9.2 ([654ed04](https://github.com/fasenderos/hft-limit-order-book/commit/654ed0438a626ea4f5b9202c971c42bdaa73c44f)) -* **deps-dev:** bump typescript from 5.1.6 to 5.2.2 ([2f9f4a8](https://github.com/fasenderos/hft-limit-order-book/commit/2f9f4a83a2d8987f01727c57c6370fb595d7f5a7)) -* **deps-dev:** bump typescript from 5.2.2 to 5.3.3 ([ed4e996](https://github.com/fasenderos/hft-limit-order-book/commit/ed4e996bbc521fe9827126d6a859b627d5c7f3e5)) -* **deps-dev:** bump webpack from 5.88.2 to 5.89.0 ([df98376](https://github.com/fasenderos/hft-limit-order-book/commit/df98376e15975ac0650742152750ae0e82d21cce)) -* **deps-dev:** bump webpack from 5.89.0 to 5.90.0 ([6783c66](https://github.com/fasenderos/hft-limit-order-book/commit/6783c66ffd89f5a7cc15cdb531de68619e0e6a6a)) -* **deps:** bump bignumber.js from 9.1.1 to 9.1.2 ([929acfb](https://github.com/fasenderos/hft-limit-order-book/commit/929acfbd8ae889bc128e91bd7df23dec513ccc13)) +* **deps-dev:** bump @commitlint/cli from 17.7.1 to 17.7.2 ([d16ea04](https://github.com/fasenderos/hft-limit-nodejs-order-book/commit/d16ea04472664bc686335665f5932a0997051e58)) +* **deps-dev:** bump @commitlint/cli from 17.7.2 to 17.8.0 ([e7b2058](https://github.com/fasenderos/hft-limit-nodejs-order-book/commit/e7b2058907369c5a193081c73c1280e68b79486a)) +* **deps-dev:** bump @commitlint/cli from 17.8.0 to 18.5.0 ([1612715](https://github.com/fasenderos/hft-limit-nodejs-order-book/commit/161271589bea823bee063e18b6326902ff006142)) +* **deps-dev:** bump @commitlint/cli from 18.5.0 to 18.6.0 ([cbda5fd](https://github.com/fasenderos/hft-limit-nodejs-order-book/commit/cbda5fdf30d85586b3ccb15e5bdb776ee881805e)) +* **deps-dev:** bump @commitlint/config-conventional ([1bc900e](https://github.com/fasenderos/hft-limit-nodejs-order-book/commit/1bc900e070f5b7aef1187ff27b8107d07e95bf11)) +* **deps-dev:** bump @commitlint/config-conventional ([860278a](https://github.com/fasenderos/hft-limit-nodejs-order-book/commit/860278ab24a3c8b0cc873a2cc5cf70017024f4e6)) +* **deps-dev:** bump @commitlint/config-conventional ([ab2a574](https://github.com/fasenderos/hft-limit-nodejs-order-book/commit/ab2a574e40831ef09efe6b6e80b8c9599cefd8b6)) +* **deps-dev:** bump @release-it/conventional-changelog ([15225bd](https://github.com/fasenderos/hft-limit-nodejs-order-book/commit/15225bd0f47c16c61eaab6675d663ccf9a4a43f5)) +* **deps-dev:** bump @release-it/conventional-changelog ([398e465](https://github.com/fasenderos/hft-limit-nodejs-order-book/commit/398e465b010711c8021213c8aedd1637e4d5e7e9)) +* **deps-dev:** bump @types/functional-red-black-tree ([207416a](https://github.com/fasenderos/hft-limit-nodejs-order-book/commit/207416a3ae5d12e8ee15b405c25815fb1289b04c)) +* **deps-dev:** bump @types/functional-red-black-tree ([3ca4f99](https://github.com/fasenderos/hft-limit-nodejs-order-book/commit/3ca4f99cdead19663258ca8310ddf90055c262da)) +* **deps-dev:** bump @types/tap from 15.0.8 to 15.0.9 ([07be7ba](https://github.com/fasenderos/hft-limit-nodejs-order-book/commit/07be7bacb8cfeddaab385b765d7234ef4268552d)) +* **deps-dev:** bump release-it and @release-it/conventional-changelog ([00976a8](https://github.com/fasenderos/hft-limit-nodejs-order-book/commit/00976a8e09caf41a9fad1dcb65e5cf692b4ce6d0)) +* **deps-dev:** bump release-it from 16.1.5 to 16.2.0 ([e31a216](https://github.com/fasenderos/hft-limit-nodejs-order-book/commit/e31a2168ff11555e7e89338b666cacdeb3aac041)) +* **deps-dev:** bump release-it from 16.2.0 to 16.2.1 ([d6745d2](https://github.com/fasenderos/hft-limit-nodejs-order-book/commit/d6745d296fbc86cd557c4282c498120421f5ae1e)) +* **deps-dev:** bump release-it from 16.2.1 to 16.3.0 ([952ceb9](https://github.com/fasenderos/hft-limit-nodejs-order-book/commit/952ceb925ab862fb5ec6d642d53516b3058157e4)) +* **deps-dev:** bump ts-loader from 9.4.4 to 9.5.0 ([c43647f](https://github.com/fasenderos/hft-limit-nodejs-order-book/commit/c43647f99056ead8b34cf0e76b06ea5179ebae55)) +* **deps-dev:** bump ts-loader from 9.5.0 to 9.5.1 ([bba4126](https://github.com/fasenderos/hft-limit-nodejs-order-book/commit/bba4126f009546b8dbc4ea461772caa3369c649a)) +* **deps-dev:** bump ts-node from 10.9.1 to 10.9.2 ([654ed04](https://github.com/fasenderos/hft-limit-nodejs-order-book/commit/654ed0438a626ea4f5b9202c971c42bdaa73c44f)) +* **deps-dev:** bump typescript from 5.1.6 to 5.2.2 ([2f9f4a8](https://github.com/fasenderos/hft-limit-nodejs-order-book/commit/2f9f4a83a2d8987f01727c57c6370fb595d7f5a7)) +* **deps-dev:** bump typescript from 5.2.2 to 5.3.3 ([ed4e996](https://github.com/fasenderos/hft-limit-nodejs-order-book/commit/ed4e996bbc521fe9827126d6a859b627d5c7f3e5)) +* **deps-dev:** bump webpack from 5.88.2 to 5.89.0 ([df98376](https://github.com/fasenderos/hft-limit-nodejs-order-book/commit/df98376e15975ac0650742152750ae0e82d21cce)) +* **deps-dev:** bump webpack from 5.89.0 to 5.90.0 ([6783c66](https://github.com/fasenderos/hft-limit-nodejs-order-book/commit/6783c66ffd89f5a7cc15cdb531de68619e0e6a6a)) +* **deps:** bump bignumber.js from 9.1.1 to 9.1.2 ([929acfb](https://github.com/fasenderos/hft-limit-nodejs-order-book/commit/929acfbd8ae889bc128e91bd7df23dec513ccc13)) ### Documentation -* fix typo ([96f0caa](https://github.com/fasenderos/hft-limit-order-book/commit/96f0caa022aa1e26f5758c967e5e2aeae08dcd27)) -* update donations section on readme ([5e5387c](https://github.com/fasenderos/hft-limit-order-book/commit/5e5387cf32c01d36575a9b4ea57a335c62b8acbb)) +* fix typo ([96f0caa](https://github.com/fasenderos/hft-limit-nodejs-order-book/commit/96f0caa022aa1e26f5758c967e5e2aeae08dcd27)) +* update donations section on readme ([5e5387c](https://github.com/fasenderos/hft-limit-nodejs-order-book/commit/5e5387cf32c01d36575a9b4ea57a335c62b8acbb)) ### Test -* lcov report for tap v18 ([da03e9a](https://github.com/fasenderos/hft-limit-order-book/commit/da03e9a4fc04c6e8f301b055a3a15220391b7b56)) -* update tap to v18.6.1 ([da31da4](https://github.com/fasenderos/hft-limit-order-book/commit/da31da41a28b139fc589df9d823ddcf16230b5d2)) +* lcov report for tap v18 ([da03e9a](https://github.com/fasenderos/hft-limit-nodejs-order-book/commit/da03e9a4fc04c6e8f301b055a3a15220391b7b56)) +* update tap to v18.6.1 ([da31da4](https://github.com/fasenderos/hft-limit-nodejs-order-book/commit/da31da41a28b139fc589df9d823ddcf16230b5d2)) -## [2.3.5](https://github.com/fasenderos/hft-limit-order-book/compare/v2.3.4...v2.3.5) (2023-08-22) +## [2.3.5](https://github.com/fasenderos/hft-limit-nodejs-order-book/compare/v2.3.4...v2.3.5) (2023-08-22) ### Chore -* disable npm publish by release-it ([739e88a](https://github.com/fasenderos/hft-limit-order-book/commit/739e88a782a3017b18cdad3092ca943bb9e2a03c)) +* disable npm publish by release-it ([739e88a](https://github.com/fasenderos/hft-limit-nodejs-order-book/commit/739e88a782a3017b18cdad3092ca943bb9e2a03c)) -## [2.3.4](https://github.com/fasenderos/hft-limit-order-book/compare/v2.3.3...v2.3.4) (2023-08-22) +## [2.3.4](https://github.com/fasenderos/hft-limit-nodejs-order-book/compare/v2.3.3...v2.3.4) (2023-08-22) ### Chore -* **deps:** replace standard-version with release-it ([6368cab](https://github.com/fasenderos/hft-limit-order-book/commit/6368cab5d35de229e7b322220370eeb9dc62ab89)) -* optional size or price on order update ([148f050](https://github.com/fasenderos/hft-limit-order-book/commit/148f050f8cd77a37033b7e7746d3a5c72b2aee2a)) +* **deps:** replace standard-version with release-it ([6368cab](https://github.com/fasenderos/hft-limit-nodejs-order-book/commit/6368cab5d35de229e7b322220370eeb9dc62ab89)) +* optional size or price on order update ([148f050](https://github.com/fasenderos/hft-limit-nodejs-order-book/commit/148f050f8cd77a37033b7e7746d3a5c72b2aee2a)) ### Documentation -* recreate changelog with release-it conventionalcommits ([5068e84](https://github.com/fasenderos/hft-limit-order-book/commit/5068e84558820547dbd95b1a37ff52d4fd45def8)) +* recreate changelog with release-it conventionalcommits ([5068e84](https://github.com/fasenderos/hft-limit-nodejs-order-book/commit/5068e84558820547dbd95b1a37ff52d4fd45def8)) ### Test -* minimum coverage 95 ([7ac655d](https://github.com/fasenderos/hft-limit-order-book/commit/7ac655d349f196d1379b1a7a51e5cf4d7ed0a02f)) +* minimum coverage 95 ([7ac655d](https://github.com/fasenderos/hft-limit-nodejs-order-book/commit/7ac655d349f196d1379b1a7a51e5cf4d7ed0a02f)) -## [2.3.3](https://github.com/fasenderos/hft-limit-order-book/compare/v2.3.2...v2.3.3) (2023-08-19) +## [2.3.3](https://github.com/fasenderos/hft-limit-nodejs-order-book/compare/v2.3.2...v2.3.3) (2023-08-19) ### Performance Improvements -* improve order types and comment ([cd8e97a](https://github.com/fasenderos/hft-limit-order-book/commit/cd8e97a4bd91ba83993372f36006d6fb41e21b4c)) +* improve order types and comment ([cd8e97a](https://github.com/fasenderos/hft-limit-nodejs-order-book/commit/cd8e97a4bd91ba83993372f36006d6fb41e21b4c)) -## [2.3.2](https://github.com/fasenderos/hft-limit-order-book/compare/v2.3.1...v2.3.2) (2023-07-16) +## [2.3.2](https://github.com/fasenderos/hft-limit-nodejs-order-book/compare/v2.3.1...v2.3.2) (2023-07-16) ### Features -* use bignumber.js for size precision ([4449d68](https://github.com/fasenderos/hft-limit-order-book/commit/4449d68ec8e854272da694a9f325cb8ab481b961)) +* use bignumber.js for size precision ([4449d68](https://github.com/fasenderos/hft-limit-nodejs-order-book/commit/4449d68ec8e854272da694a9f325cb8ab481b961)) -## [2.3.1](https://github.com/fasenderos/hft-limit-order-book/compare/v2.3.0...v2.3.1) (2023-07-16) +## [2.3.1](https://github.com/fasenderos/hft-limit-nodejs-order-book/compare/v2.3.0...v2.3.1) (2023-07-16) ### Performance Improvements -* remove useless check ([ed1c887](https://github.com/fasenderos/hft-limit-order-book/commit/ed1c887a3493dc5191b41bcdb51b58df92d74a1f)) +* remove useless check ([ed1c887](https://github.com/fasenderos/hft-limit-nodejs-order-book/commit/ed1c887a3493dc5191b41bcdb51b58df92d74a1f)) -## [2.3.0](https://github.com/fasenderos/hft-limit-order-book/compare/v2.2.1...v2.3.0) (2023-05-09) +## [2.3.0](https://github.com/fasenderos/hft-limit-nodejs-order-book/compare/v2.2.1...v2.3.0) (2023-05-09) ### Performance Improvements -* improve OrderSide performance by saving asks in ascending order and bids in descending order ([57b0e34](https://github.com/fasenderos/hft-limit-order-book/commit/57b0e34a392af26fb80ed56cc141652da8c8e1b5)) +* improve OrderSide performance by saving asks in ascending order and bids in descending order ([57b0e34](https://github.com/fasenderos/hft-limit-nodejs-order-book/commit/57b0e34a392af26fb80ed56cc141652da8c8e1b5)) -## [2.2.1](https://github.com/fasenderos/hft-limit-order-book/compare/v2.2.0...v2.2.1) (2023-05-08) +## [2.2.1](https://github.com/fasenderos/hft-limit-nodejs-order-book/compare/v2.2.0...v2.2.1) (2023-05-08) ### Bug Fixes -* check if sell FOK order can be filled ([2814b3e](https://github.com/fasenderos/hft-limit-order-book/commit/2814b3eff4dea8fe8e4bd76107aec78f27993dad)) +* check if sell FOK order can be filled ([2814b3e](https://github.com/fasenderos/hft-limit-nodejs-order-book/commit/2814b3eff4dea8fe8e4bd76107aec78f27993dad)) -## [2.2.0](https://github.com/fasenderos/hft-limit-order-book/compare/v2.1.0...v2.2.0) (2023-05-06) +## [2.2.0](https://github.com/fasenderos/hft-limit-nodejs-order-book/compare/v2.1.0...v2.2.0) (2023-05-06) ### Features -* add isMaker flag on response [#172](https://github.com/fasenderos/hft-limit-order-book/issues/172) ([82d811b](https://github.com/fasenderos/hft-limit-order-book/commit/82d811b45ce426c8179a3ca8fbf8f49205c6b0a2)) +* add isMaker flag on response [#172](https://github.com/fasenderos/hft-limit-nodejs-order-book/issues/172) ([82d811b](https://github.com/fasenderos/hft-limit-nodejs-order-book/commit/82d811b45ce426c8179a3ca8fbf8f49205c6b0a2)) -## [2.1.0](https://github.com/fasenderos/hft-limit-order-book/compare/v2.0.2...v2.1.0) (2023-03-29) +## [2.1.0](https://github.com/fasenderos/hft-limit-nodejs-order-book/compare/v2.0.2...v2.1.0) (2023-03-29) ### Features -* add fill or kill time in force ([a146cfe](https://github.com/fasenderos/hft-limit-order-book/commit/a146cfecee71d236111dafc792dbe0ac07fb841f)) -* add immediate or cancel time in force ([aa671c6](https://github.com/fasenderos/hft-limit-order-book/commit/aa671c616d08a00f4c55a55c3f8e0fe2590281e2)) +* add fill or kill time in force ([a146cfe](https://github.com/fasenderos/hft-limit-nodejs-order-book/commit/a146cfecee71d236111dafc792dbe0ac07fb841f)) +* add immediate or cancel time in force ([aa671c6](https://github.com/fasenderos/hft-limit-nodejs-order-book/commit/aa671c616d08a00f4c55a55c3f8e0fe2590281e2)) -## [2.0.2](https://github.com/fasenderos/hft-limit-order-book/compare/v2.0.1...v2.0.2) (2023-03-21) +## [2.0.2](https://github.com/fasenderos/hft-limit-nodejs-order-book/compare/v2.0.1...v2.0.2) (2023-03-21) ### Bug Fixes -* incorrect size amount on partial processed order ([#156](https://github.com/fasenderos/hft-limit-order-book/issues/156)) ([25cca3f](https://github.com/fasenderos/hft-limit-order-book/commit/25cca3f3222c8d76a89cb1ecb28ecf43b62f6956)) +* incorrect size amount on partial processed order ([#156](https://github.com/fasenderos/hft-limit-nodejs-order-book/issues/156)) ([25cca3f](https://github.com/fasenderos/hft-limit-nodejs-order-book/commit/25cca3f3222c8d76a89cb1ecb28ecf43b62f6956)) ### Performance Improvements -* avoid check best price ([f109feb](https://github.com/fasenderos/hft-limit-order-book/commit/f109febdebe839a989aed59c98503dfa515382d2)) -* check order side is valid ([66ad34a](https://github.com/fasenderos/hft-limit-order-book/commit/66ad34a8681ea6e0aa3ee98de77bc0e64b20a5d7)) +* avoid check best price ([f109feb](https://github.com/fasenderos/hft-limit-nodejs-order-book/commit/f109febdebe839a989aed59c98503dfa515382d2)) +* check order side is valid ([66ad34a](https://github.com/fasenderos/hft-limit-nodejs-order-book/commit/66ad34a8681ea6e0aa3ee98de77bc0e64b20a5d7)) -## [2.0.1](https://github.com/fasenderos/hft-limit-order-book/compare/v2.0.0...v2.0.1) (2022-11-20) +## [2.0.1](https://github.com/fasenderos/hft-limit-nodejs-order-book/compare/v2.0.0...v2.0.1) (2022-11-20) ### Bug Fixes -* remove deprecated function ([1682ff5](https://github.com/fasenderos/hft-limit-order-book/commit/1682ff52930a1019f3f3a22c9d43057770d997f4)) +* remove deprecated function ([1682ff5](https://github.com/fasenderos/hft-limit-nodejs-order-book/commit/1682ff52930a1019f3f3a22c9d43057770d997f4)) -## [2.0.0](https://github.com/fasenderos/hft-limit-order-book/compare/v1.1.0...v2.0.0) (2022-11-20) +## [2.0.0](https://github.com/fasenderos/hft-limit-nodejs-order-book/compare/v1.1.0...v2.0.0) (2022-11-20) -## [1.1.0](https://github.com/fasenderos/hft-limit-order-book/compare/v1.0.0...v1.1.0) (2022-08-16) +## [1.1.0](https://github.com/fasenderos/hft-limit-nodejs-order-book/compare/v1.0.0...v1.1.0) (2022-08-16) ### Features -* add createOrder method and deprecated old function names ([8a12fc7](https://github.com/fasenderos/hft-limit-order-book/commit/8a12fc73a25290bb26128bfc43882151e8690df7)) +* add createOrder method and deprecated old function names ([8a12fc7](https://github.com/fasenderos/hft-limit-nodejs-order-book/commit/8a12fc73a25290bb26128bfc43882151e8690df7)) -## [1.0.0](https://github.com/fasenderos/hft-limit-order-book/compare/v0.0.6...v1.0.0) (2022-08-16) +## [1.0.0](https://github.com/fasenderos/hft-limit-nodejs-order-book/compare/v0.0.6...v1.0.0) (2022-08-16) ### Features -* support price and/or size updating of an order ([a0fba73](https://github.com/fasenderos/hft-limit-order-book/commit/a0fba7342ac36d2dd03df07be5127f3fc59f9476)) +* support price and/or size updating of an order ([a0fba73](https://github.com/fasenderos/hft-limit-nodejs-order-book/commit/a0fba7342ac36d2dd03df07be5127f3fc59f9476)) -## [0.0.6](https://github.com/fasenderos/hft-limit-order-book/compare/v0.0.5...v0.0.6) (2022-07-29) +## [0.0.6](https://github.com/fasenderos/hft-limit-nodejs-order-book/compare/v0.0.5...v0.0.6) (2022-07-29) ### Features -* add benchmark ([6b52088](https://github.com/fasenderos/hft-limit-order-book/commit/6b52088491fdc8ee913721bddf315bfae556ec04)) +* add benchmark ([6b52088](https://github.com/fasenderos/hft-limit-nodejs-order-book/commit/6b52088491fdc8ee913721bddf315bfae556ec04)) ### Performance Improvements -* init benchmark ([78bc7f3](https://github.com/fasenderos/hft-limit-order-book/commit/78bc7f3df00825d2b0a47106e1e50e0f816f7fa0)) +* init benchmark ([78bc7f3](https://github.com/fasenderos/hft-limit-nodejs-order-book/commit/78bc7f3df00825d2b0a47106e1e50e0f816f7fa0)) -## [0.0.5](https://github.com/fasenderos/hft-limit-order-book/compare/v0.0.4...v0.0.5) (2022-07-29) +## [0.0.5](https://github.com/fasenderos/hft-limit-nodejs-order-book/compare/v0.0.4...v0.0.5) (2022-07-29) ### Features -* add code coverage ([7dc79ea](https://github.com/fasenderos/hft-limit-order-book/commit/7dc79ea9c320c3cd8d937db4c5de1dc544aa80c3)) -* add code security scanner ([2362528](https://github.com/fasenderos/hft-limit-order-book/commit/236252859662158ca975a1824ec344315873623a)) -* add codecov config ([672671d](https://github.com/fasenderos/hft-limit-order-book/commit/672671dec8385d7c60950433b2bf08cec3fc5cd1)) -* add dependabot ([1e46e08](https://github.com/fasenderos/hft-limit-order-book/commit/1e46e089735442bb50bb7a695074ebf70ffef768)) -* add dependebot auto-merge action ([4937a06](https://github.com/fasenderos/hft-limit-order-book/commit/4937a06ceafccfccaa5746b2cbbb98a438bddd77)) +* add code coverage ([7dc79ea](https://github.com/fasenderos/hft-limit-nodejs-order-book/commit/7dc79ea9c320c3cd8d937db4c5de1dc544aa80c3)) +* add code security scanner ([2362528](https://github.com/fasenderos/hft-limit-nodejs-order-book/commit/236252859662158ca975a1824ec344315873623a)) +* add codecov config ([672671d](https://github.com/fasenderos/hft-limit-nodejs-order-book/commit/672671dec8385d7c60950433b2bf08cec3fc5cd1)) +* add dependabot ([1e46e08](https://github.com/fasenderos/hft-limit-nodejs-order-book/commit/1e46e089735442bb50bb7a695074ebf70ffef768)) +* add dependebot auto-merge action ([4937a06](https://github.com/fasenderos/hft-limit-nodejs-order-book/commit/4937a06ceafccfccaa5746b2cbbb98a438bddd77)) ### Bug Fixes -* circle ci coverage upload ([1114be2](https://github.com/fasenderos/hft-limit-order-book/commit/1114be236e047645f3f9d8533ae58031852a9794)) +* circle ci coverage upload ([1114be2](https://github.com/fasenderos/hft-limit-nodejs-order-book/commit/1114be236e047645f3f9d8533ae58031852a9794)) -## [0.0.4](https://github.com/fasenderos/hft-limit-order-book/compare/v0.0.3...v0.0.4) (2022-07-28) +## [0.0.4](https://github.com/fasenderos/hft-limit-nodejs-order-book/compare/v0.0.3...v0.0.4) (2022-07-28) ### Bug Fixes -* fix update order and limit order when order already exist ([a9313cf](https://github.com/fasenderos/hft-limit-order-book/commit/a9313cf65d6dc4da963fe22f3a5db615b957d2ff)) +* fix update order and limit order when order already exist ([a9313cf](https://github.com/fasenderos/hft-limit-nodejs-order-book/commit/a9313cf65d6dc4da963fe22f3a5db615b957d2ff)) -## [0.0.3](https://github.com/fasenderos/hft-limit-order-book/compare/v0.0.2...v0.0.3) (2022-07-28) +## [0.0.3](https://github.com/fasenderos/hft-limit-nodejs-order-book/compare/v0.0.2...v0.0.3) (2022-07-28) ### Performance Improvements -* replace dbly-linked-list with denque ([f0c9b92](https://github.com/fasenderos/hft-limit-order-book/commit/f0c9b92893f23497a4a3e338a9fe06a9e76aa117)) +* replace dbly-linked-list with denque ([f0c9b92](https://github.com/fasenderos/hft-limit-nodejs-order-book/commit/f0c9b92893f23497a4a3e338a9fe06a9e76aa117)) -## [0.0.2](https://github.com/fasenderos/hft-limit-order-book/compare/v0.0.1...v0.0.2) (2022-07-26) +## [0.0.2](https://github.com/fasenderos/hft-limit-nodejs-order-book/compare/v0.0.1...v0.0.2) (2022-07-26) ### Bug Fixes -* add missing addscope script ([4c5098c](https://github.com/fasenderos/hft-limit-order-book/commit/4c5098c86150b29ba28c6e59aac29af987791101)) +* add missing addscope script ([4c5098c](https://github.com/fasenderos/hft-limit-nodejs-order-book/commit/4c5098c86150b29ba28c6e59aac29af987791101)) -## [0.0.1](https://github.com/fasenderos/hft-limit-order-book/compare/1136a0e14392709161ff82a8937ce601e1277d03...v0.0.1) (2022-07-26) +## [0.0.1](https://github.com/fasenderos/hft-limit-nodejs-order-book/compare/1136a0e14392709161ff82a8937ce601e1277d03...v0.0.1) (2022-07-26) ### Features -* initial release ([1136a0e](https://github.com/fasenderos/hft-limit-order-book/commit/1136a0e14392709161ff82a8937ce601e1277d03)) +* initial release ([1136a0e](https://github.com/fasenderos/hft-limit-nodejs-order-book/commit/1136a0e14392709161ff82a8937ce601e1277d03)) diff --git a/README.md b/README.md index fafd7ac..ac529af 100644 --- a/README.md +++ b/README.md @@ -1,10 +1,10 @@

- NPM Version - Package License - NPM Downloads - CircleCI - Codecov - Built with TypeScript + NPM Version + Package License + NPM Downloads + CircleCI + Codecov + Built with TypeScript

# Node.js Order Book @@ -27,26 +27,26 @@ Ultra-fast Node.js Order Book written in TypeScript for high-frequency trading ( **Machine:** ASUS ExpertBook, 11th Gen Intel(R) Core(TM) i7-1165G7, 2.80Ghz, 16GB RAM, Node.js v18.4.0. -order-book-benchmark +nodejs-order-book-benchmark ## Installation Install with npm: ```sh -npm install order-book +npm install nodejs-order-book ``` Install with yarn: ```sh -yarn add order-book +yarn add nodejs-order-book ``` Install with pnpm: ```sh -pnpm add order-book +pnpm add nodejs-order-book ``` ## Usage @@ -54,7 +54,7 @@ pnpm add order-book To start using order book you need to import `OrderBook` and create new instance: ```js -import { OrderBook } from 'order-book' +import { OrderBook } from 'nodejs-order-book' const ob = new OrderBook() ``` @@ -75,7 +75,7 @@ ob.cancel(orderID: string) ### Conditional Orders ![Experimental](https://img.shields.io/badge/Experimental-blue) The version `v6.1.0` introduced support for Conditional Orders `Stop Market`, `Stop Limit` and `OCO`. Even though the test coverage for these new features is at 100%, they are not yet considered stable because they have not been tested with real-world scenarios. For this reason, if you want to use conditional orders, you need to instantiate the order book with the `experimentalConditionalOrders` option set to `true`. ```js -import { OrderBook } from 'order-book' +import { OrderBook } from 'nodejs-order-book' const ob = new OrderBook({ experimentalConditionalOrders: true }) diff --git a/package-lock.json b/package-lock.json index 53e050b..916ffd4 100644 --- a/package-lock.json +++ b/package-lock.json @@ -1,11 +1,11 @@ { - "name": "order-book", + "name": "nodejs-order-book", "version": "8.0.0", "lockfileVersion": 3, "requires": true, "packages": { "": { - "name": "order-book", + "name": "nodejs-order-book", "version": "8.0.0", "license": "MIT", "dependencies": { diff --git a/package.json b/package.json index f80ed9c..255ff7a 100644 --- a/package.json +++ b/package.json @@ -1,23 +1,23 @@ { - "name": "order-book", + "name": "nodejs-order-book", "version": "8.0.0", "description": "Node.js Lmit Order Book for high-frequency trading (HFT).", "author": "Andrea Fassina ", "license": "MIT", - "homepage": "https://github.com/fasenderos/order-book", + "homepage": "https://github.com/fasenderos/nodejs-order-book", "repository": { "type": "git", - "url": "git@github.com:fasenderos/order-book.git" + "url": "git@github.com:fasenderos/nodejs-order-book.git" }, "bugs": { - "url": "https://github.com/fasenderos/order-book/issues" + "url": "https://github.com/fasenderos/nodejs-order-book/issues" }, "main": "dist/cjs/index.js", "module": "dist/esm/index.js", "umd:main": "dist/umd/index.js", "types": "dist/types/index.d.js", "scripts": { - "addscope": "node tools/packagejson name @fasenderos/order-book", + "addscope": "node tools/packagejson name @fasenderos/nodejs-order-book", "bench": "node benchmarks/benchmark_lob.js", "build": "npm run build:cjs && npm run build:esm && npm run build:umd && npm run build:types", "build:cjs": "node tools/cleanup cjs && tsc -p config/tsconfig.cjs.json", @@ -77,12 +77,12 @@ "exchange", "hft", "hft-trading", - "limit-order-book", + "limit-nodejs-order-book", "matching-algorithm", "matching-engine", "nodejs", "orderbook", - "order-book", + "nodejs-order-book", "typescript", "trading" ]