@cubexch/client - npm Package Compare versions

Comparing version 1.1.18 to 1.1.20

lib/market_data.d.ts

@@ -13,3 +13,3 @@ export declare const protobufPackage = "market_data";
  * and price candlesticks. Clients should submit a [`Config`](#config) and then
- * process [`MdMessage`'s](#md-message).
+ * process [`MdMessage`](#mdmessage)'s.
  *
@@ -20,3 +20,3 @@ * ### Aggregate Book Tops Data
  * tops-of-book for all markets at `/tops`. Client should process
- * [`AggMessage`](#agg-message).
+ * [`AggMessage`](#aggmessage).
  *
@@ -65,3 +65,3 @@ * ### Heartbeats
  * Every exchange message from `/book/:market_id` will be wrapped as an
- * [`MdMessages`](#md-messages) which contains multiple `MdMessage`'s.
+ * [`MdMessages`](#mdmessages) which contains multiple `MdMessage`'s.
  */
@@ -124,4 +124,13 @@ export interface MdMessage {
 export declare enum MarketByPriceDiff_DiffOp {
+    /**
+     * ADD - This operation is NOT used for MBP.
+     * The operation of adding a new price level is specified as `REPLACE`.
+     */
     ADD = 0,
+    /** REMOVE - This operation is used when a price level is removed from the book. */
     REMOVE = 1,
+    /**
+     * REPLACE - This operation is used when a new price level is added or
+     * an existing price level is modified.
+     */
     REPLACE = 2
@@ -152,3 +161,3 @@ }
     quantity: bigint;
-    /** [Exchange order ID](/docs/api_reference/trade#exchange-order-id) */
+    /** [Exchange order ID](./websocket-trade-api.md#exchange-order-id) */
     exchangeOrderId: bigint;
@@ -201,7 +210,7 @@ side: Side;
     quantity: bigint;
-    /** [Exchange order ID](/docs/api_reference/trade#exchange-order-id) */
+    /** [Exchange order ID](./websocket-trade-api.md#exchange-order-id) */
     exchangeOrderId: bigint;
     side: Side;
     op: MarketByOrderDiff_DiffOp;
-    /** See [`MarketByOrder.Order`](#market-by-order-order) */
+    /** See [`MarketByOrder.Order`](#marketbyorder.order) */
     priority: bigint;
@@ -228,3 +237,3 @@ }
     /**
-     * The [Exchange order ID](/docs/api_reference/trade#exchange-order-id) of
+     * The [Exchange order ID](./websocket-trade-api.md#exchange-order-id) of
      * the resting order.
@@ -235,3 +244,3 @@ */
     /**
-     * The [transact time](/docs/api_reference/trade#transact-time) assigned by
+     * The [transact time](./websocket-trade-api.md#transact-time) assigned by
      * the matching engine for this trade. All trades that occur from the same
@@ -242,3 +251,3 @@ * event will be assigned the same transact time.
     /**
-     * The [Exchange order ID](/docs/api_reference/trade#exchange-order-id) of
+     * The [Exchange order ID](./websocket-trade-api.md#exchange-order-id) of
      * the aggressing order.
@@ -310,3 +319,3 @@ */
     /**
-     * The [transact time](/docs/api_reference/trade#transact-time) of the latest
+     * The [transact time](./websocket-trade-api.md#transact-time) of the latest
      * book update on this market.
@@ -313,0 +322,0 @@ */

lib/market_data.js

@@ -17,3 +17,3 @@ "use strict";
  * and price candlesticks. Clients should submit a [`Config`](#config) and then
- * process [`MdMessage`'s](#md-message).
+ * process [`MdMessage`](#mdmessage)'s.
  *
@@ -24,3 +24,3 @@ * ### Aggregate Book Tops Data
  * tops-of-book for all markets at `/tops`. Client should process
- * [`AggMessage`](#agg-message).
+ * [`AggMessage`](#aggmessage).
  *
@@ -76,4 +76,13 @@ * ### Heartbeats
 (function (MarketByPriceDiff_DiffOp) {
+    /**
+     * ADD - This operation is NOT used for MBP.
+     * The operation of adding a new price level is specified as `REPLACE`.
+     */
     MarketByPriceDiff_DiffOp[MarketByPriceDiff_DiffOp["ADD"] = 0] = "ADD";
+    /** REMOVE - This operation is used when a price level is removed from the book. */
     MarketByPriceDiff_DiffOp[MarketByPriceDiff_DiffOp["REMOVE"] = 1] = "REMOVE";
+    /**
+     * REPLACE - This operation is used when a new price level is added or
+     * an existing price level is modified.
+     */
     MarketByPriceDiff_DiffOp[MarketByPriceDiff_DiffOp["REPLACE"] = 2] = "REPLACE";
@@ -80,0 +89,0 @@ })(MarketByPriceDiff_DiffOp = exports.MarketByPriceDiff_DiffOp || (exports.MarketByPriceDiff_DiffOp = {}));

lib/trade.d.ts

@@ -12,4 +12,4 @@ export declare const protobufPackage = "trade";
  * and positions, and then can begin submitting
- * [`OrderRequest`](#order-request) and processing
- * [`OrderResponse`](#order-response).
+ * [`OrderRequest`](#orderrequest) and processing
+ * [`OrderResponse`](#orderresponse).
  *
@@ -74,3 +74,3 @@ * ### Heartbeats
  * - The fee ratio would be 0.0011, or 11 pips.
- * - The fee would be equal to 0.00055 BTC.
+ * - The fee would be equal to 0.0055 BTC.
  * - The total amount credited at settlement would be 4.9945 BTC.
@@ -80,3 +80,3 @@ *
  * To avoid rounding errors, this entire process is performed in integer math using the exponent as a devisor.
- * In the example above, the full fee amount in indivisible [RawUnits](#raw-units) would be calculated as:
+ * In the example above, the full fee amount in indivisible [RawUnits](#rawunits) would be calculated as:
  * ```text
@@ -90,3 +90,3 @@ * 5 * 100_000_000 * 11 / 10_000 = 550_000 RawUnits
  * In the unlikely case that the final division results in a non-whole number, the result should be truncated,
- * i.e. the fee is rounded down to the nearest `RawUnit`.
+ * hence the division at the end: i.e. the fee is rounded down to the nearest `RawUnit`.
  *
@@ -623,3 +623,8 @@ * ### Exchange Order ID
      */
-    SLIPPAGE_TOO_HIGH = 20
+    SLIPPAGE_TOO_HIGH = 20,
+    /**
+     * OUTSIDE_PRICE_BAND - Limit orders cannot have bid price too low or ask price too high that
+     * is multiple times away from the internal reference price.
+     */
+    OUTSIDE_PRICE_BAND = 21
 }
@@ -696,3 +701,8 @@ /** Cancel-order-reject indicates that a cancel-order request was not applied. */
     /** ONLY_ORDER_CANCEL_ACCEPTED - An exchange accepts no order modifications at this time */
-    ONLY_ORDER_CANCEL_ACCEPTED = 17
+    ONLY_ORDER_CANCEL_ACCEPTED = 17,
+    /**
+     * OUTSIDE_PRICE_BAND - Limit orders cannot have bid price too low or ask price too high that
+     * is multiple times away from the internal reference price.
+     */
+    OUTSIDE_PRICE_BAND = 11
 }
@@ -809,2 +819,3 @@ /** A fill for an order. */
     cumulativeQuantity: bigint;
+    cancelOnDisconnect: boolean;
 }

lib/trade.js

@@ -16,4 +16,4 @@ "use strict";
  * and positions, and then can begin submitting
- * [`OrderRequest`](#order-request) and processing
- * [`OrderResponse`](#order-response).
+ * [`OrderRequest`](#orderrequest) and processing
+ * [`OrderResponse`](#orderresponse).
  *
@@ -78,3 +78,3 @@ * ### Heartbeats
  * - The fee ratio would be 0.0011, or 11 pips.
- * - The fee would be equal to 0.00055 BTC.
+ * - The fee would be equal to 0.0055 BTC.
  * - The total amount credited at settlement would be 4.9945 BTC.
@@ -84,3 +84,3 @@ *
  * To avoid rounding errors, this entire process is performed in integer math using the exponent as a devisor.
- * In the example above, the full fee amount in indivisible [RawUnits](#raw-units) would be calculated as:
+ * In the example above, the full fee amount in indivisible [RawUnits](#rawunits) would be calculated as:
  * ```text
@@ -94,3 +94,3 @@ * 5 * 100_000_000 * 11 / 10_000 = 550_000 RawUnits
  * In the unlikely case that the final division results in a non-whole number, the result should be truncated,
- * i.e. the fee is rounded down to the nearest `RawUnit`.
+ * hence the division at the end: i.e. the fee is rounded down to the nearest `RawUnit`.
  *
@@ -308,2 +308,7 @@ * ### Exchange Order ID
     NewOrderReject_Reason[NewOrderReject_Reason["SLIPPAGE_TOO_HIGH"] = 20] = "SLIPPAGE_TOO_HIGH";
+    /**
+     * OUTSIDE_PRICE_BAND - Limit orders cannot have bid price too low or ask price too high that
+     * is multiple times away from the internal reference price.
+     */
+    NewOrderReject_Reason[NewOrderReject_Reason["OUTSIDE_PRICE_BAND"] = 21] = "OUTSIDE_PRICE_BAND";
 })(NewOrderReject_Reason = exports.NewOrderReject_Reason || (exports.NewOrderReject_Reason = {}));
@@ -357,2 +362,7 @@ var CancelOrderReject_Reason;
     ModifyOrderReject_Reason[ModifyOrderReject_Reason["ONLY_ORDER_CANCEL_ACCEPTED"] = 17] = "ONLY_ORDER_CANCEL_ACCEPTED";
+    /**
+     * OUTSIDE_PRICE_BAND - Limit orders cannot have bid price too low or ask price too high that
+     * is multiple times away from the internal reference price.
+     */
+    ModifyOrderReject_Reason[ModifyOrderReject_Reason["OUTSIDE_PRICE_BAND"] = 11] = "OUTSIDE_PRICE_BAND";
 })(ModifyOrderReject_Reason = exports.ModifyOrderReject_Reason || (exports.ModifyOrderReject_Reason = {}));

package.json

 {
   "name": "@cubexch/client",
-  "version": "1.1.18",
+  "version": "1.1.20",
   "scripts": {
@@ -5,0 +5,0 @@ "build": "tsc"

No alert changes

Improved metrics

Total package byte prevSize

397115

increased by0.72%

Lines of code

9749

increased by0.63%

No dependency changes