@cubexch/client - npm Package Compare versions

Comparing version 1.1.12 to 1.1.13

lib/trade.d.ts

@@ -224,2 +224,14 @@ export declare const protobufPackage = "trade";
     postOnly: PostOnly;
+    /**
+     * If true, this order will be automatically cancelled
+     * after the closure of the network connection
+     * between Cube's servers and the client that placed the order.
+     *
+     * If the client initiates the disconnect or network instability drops the connection,
+     * the order will be cancelled when Cube's servers recognize the disconnection.
+     *
+     * In the event of a server-side disconnect that causes a halt in trading,
+     * such as scheduled downtime, the order will be cancelled before trading resumes.
+     */
+    cancelOnDisconnect: boolean;
 }
@@ -263,2 +275,5 @@ /**
  * The post-modify quantity will be `newQuantity - filled = 4 - 2 = 2`.
+ *
+ * Regardless of IFM, the invariant for order quantity is that `quantity =
+ * remaining_quantity + cumulative_quantity`.
  */
@@ -351,2 +366,3 @@ export interface ModifyOrder {
     subaccountId: bigint;
+    cancelOnDisconnect: boolean;
 }
@@ -399,10 +415,11 @@ /**
     transactTime: bigint;
-    /**
-     * The quantity submitted in the modify request after applying IFM
-     * logic.
-     */
-    newQuantity: bigint;
+    /** The quantity remaining on the book after applying the modify request. */
+    remainingQuantity: bigint;
     subaccountId: bigint;
     marketId: bigint;
     price: bigint;
+    /** The quantity submitted in the modify request. */
+    quantity: bigint;
+    /** The cumulative filled quantity for this order. */
+    cumulativeQuantity: bigint;
 }
@@ -488,3 +505,5 @@ /**
      */
-    DID_NOT_FULLY_FILL = 16
+    DID_NOT_FULLY_FILL = 16,
+    /** ONLY_ORDER_CANCEL_ACCEPTED - An exchange accepts no now orders at this time */
+    ONLY_ORDER_CANCEL_ACCEPTED = 17
 }
@@ -559,3 +578,5 @@ /** Cancel-order-reject indicates that a cancel-order request was not applied. */
      */
-    POST_ONLY_WOULD_TRADE = 9
+    POST_ONLY_WOULD_TRADE = 9,
+    /** ONLY_ORDER_CANCEL_ACCEPTED - An exchange accepts no order modifications at this time */
+    ONLY_ORDER_CANCEL_ACCEPTED = 17
 }
@@ -579,2 +600,4 @@ /** A fill for an order. */
     subaccountId: bigint;
+    /** The cumulative filled quantity for this order after the fill is applied. */
+    cumulativeQuantity: bigint;
 }
@@ -641,4 +664,9 @@ /**
     price: bigint;
-    /** The quantity submitted in the new-order request. */
-    originalQuantity: bigint;
+    /**
+     * The quantity submitted in the latest quantity-modifying request. If the
+     * order has not been modified, then it is the quantity on the new-order-ack.
+     * If it has been modified, then it is the quantity of the latest
+     * modify-order-ack.
+     */
+    orderQuantity: bigint;
     side: Side;
@@ -652,2 +680,4 @@ timeInForce: TimeInForce;
     subaccountId: bigint;
+    /** The cumulative filled quantity for this order. */
+    cumulativeQuantity: bigint;
 }

lib/trade.js

@@ -227,2 +227,4 @@ "use strict";
     NewOrderReject_Reason[NewOrderReject_Reason["DID_NOT_FULLY_FILL"] = 16] = "DID_NOT_FULLY_FILL";
+    /** ONLY_ORDER_CANCEL_ACCEPTED - An exchange accepts no now orders at this time */
+    NewOrderReject_Reason[NewOrderReject_Reason["ONLY_ORDER_CANCEL_ACCEPTED"] = 17] = "ONLY_ORDER_CANCEL_ACCEPTED";
 })(NewOrderReject_Reason = exports.NewOrderReject_Reason || (exports.NewOrderReject_Reason = {}));
@@ -274,2 +276,4 @@ var CancelOrderReject_Reason;
     ModifyOrderReject_Reason[ModifyOrderReject_Reason["POST_ONLY_WOULD_TRADE"] = 9] = "POST_ONLY_WOULD_TRADE";
+    /** ONLY_ORDER_CANCEL_ACCEPTED - An exchange accepts no order modifications at this time */
+    ModifyOrderReject_Reason[ModifyOrderReject_Reason["ONLY_ORDER_CANCEL_ACCEPTED"] = 17] = "ONLY_ORDER_CANCEL_ACCEPTED";
 })(ModifyOrderReject_Reason = exports.ModifyOrderReject_Reason || (exports.ModifyOrderReject_Reason = {}));

package.json

 {
   "name": "@cubexch/client",
-  "version": "1.1.12",
+  "version": "1.1.13",
   "scripts": {
@@ -5,0 +5,0 @@ "build": "tsc"

No alert changes

Improved metrics

Total package byte prevSize

377908

increased by1.67%

Lines of code

9318

increased by1.26%

No dependency changes