bfx-api-node-models - npm Package Compare versions

Comparing version 1.1.5 to 1.1.6

lib/order_book.js

@@ -94,25 +94,25 @@ 'use strict'
       if (bid) {
-        const price = raw ? bid[0] : Number(preparePrice(bid[0]))
+        let price = bid[0]
+        const amount = bid.length === 4 ? bid[3] : bid[2]
+        if (!raw && typeof price !== 'string') {
+          price = Number(preparePrice(price))
+          price = /e/.test(price + '')
+            ? price.toFixed(Math.abs((price + '').split('e')[1]) + 1) // i.e. 1.7e-7 to fixed
+            : price
+        }
 
-        data.push(
-          raw
-            ? price
-            : /e/.test(price + '')
-              ? price.toFixed(Math.abs((price + '').split('e')[1]) + 1) // i.e. 1.7e-7 to fixed
-              : price,
-          bid.length === 4 ? bid[3] : bid[2] // amount
-        )
+        data.push(price, amount)
       }
 
       if (ask) {
-        const price = raw ? ask[0] : Number(preparePrice(ask[0]))
+        let price = ask[0]
+        const amount = ask.length === 4 ? ask[3] : ask[2]
+        if (!raw && typeof price !== 'string') {
+          price = Number(preparePrice(price))
+          price = /e/.test(price + '')
+            ? price.toFixed(Math.abs((price + '').split('e')[1]) + 1) // i.e. 1.7e-7 to fixed
+            : price
+        }
 
-        data.push(
-          raw
-            ? price
-            : /e/.test(price + '')
-              ? price.toFixed(Math.abs((price + '').split('e')[1]) + 1) // i.e. 1.7e-7 to fixed
-              : price,
-          ask.length === 4 ? ask[3] : ask[2] //
-        )
+        data.push(price, amount)
       }
@@ -136,3 +136,3 @@ }
     for (let i = 0; i < arr.length; i += 1) {
-      if ((arr[i].length === 4 ? -arr[i][3] : arr[i][2]) < 0) {
+      if ((arr[i].length === 4 ? Number(-arr[i][3]) : Number(arr[i][2])) < 0) {
         topAskI = i
@@ -159,25 +159,23 @@ break
       if (bid) {
-        const price = raw ? bid[0] : Number(preparePrice(bid[0]))
-
-        data.push(
-          raw
-            ? bid[0]
-            : /e/.test(price + '')
-              ? price.toFixed(Math.abs((price + '').split('e')[1]) + 1) // i.e. 1.7e-7 to fixed
-              : price, // order ID or price
-          bid.length === 4 ? bid[3] : bid[2] // amount
-        )
+        let price = bid[0]
+        const amount = bid.length === 4 ? bid[3] : bid[2]
+        if (!raw && typeof price !== 'string') {
+          price = Number(preparePrice(price))
+          price = /e/.test(price + '')
+            ? price.toFixed(Math.abs((price + '').split('e')[1]) + 1) // i.e. 1.7e-7 to fixed
+            : price
+        }
+        data.push(price, amount)
       }
 
       if (ask) {
-        const price = raw ? ask[0] : Number(preparePrice(ask[0]))
-
-        data.push(
-          raw
-            ? ask[0]
-            : /e/.test(price + '')
-              ? price.toFixed(Math.abs((price + '').split('e')[1]) + 1) // i.e. 1.7e-7 to fixed
-              : price,
-          ask.length === 4 ? ask[3] : ask[2]
-        )
+        let price = ask[0]
+        const amount = ask.length === 4 ? ask[3] : ask[2]
+        if (!raw && typeof price !== 'string') {
+          price = Number(preparePrice(price))
+          price = /e/.test(price + '')
+            ? price.toFixed(Math.abs((price + '').split('e')[1]) + 1) // i.e. 1.7e-7 to fixed
+            : price
+        }
+        data.push(price, amount)
       }
@@ -189,8 +187,2 @@ }
 
-  /**
-   * Resets the internal bid/ask arrays and re-populates them with the provided
-   * snapshot.
-   *
-   * @param {Array[]} snapshot
-   */
   updateFromSnapshot (snapshot) {
@@ -206,3 +198,3 @@ this.bids = []
       if (snapshot[i].length === 4) {
-        if (snapshot[i][3] < 0) {
+        if (Number(snapshot[i][3]) < 0) {
           this.bids.push(snapshot[i])
@@ -213,3 +205,3 @@ } else {
       } else {
-        if (snapshot[i][2] < 0) {
+        if (Number(snapshot[i][2]) < 0) {
           this.asks.push(snapshot[i])
@@ -235,10 +227,11 @@ } else {
       : 0
-    const count = raw ? -1 : entry.length === 4 ? entry[2] : entry[1]
-    const price = entry[priceI]
-    const oID = entry[0] // only for raw books
-    const amount = entry.length === 4 ? entry[3] : entry[2]
-    const dir = entry.length === 4
+    const numEntry = entry.map((x) => Number(x))
+    const count = raw ? -1 : numEntry.length === 4 ? numEntry[2] : numEntry[1]
+    const price = numEntry[priceI]
+    const oID = numEntry[0] // only for raw books
+    const amount = numEntry.length === 4 ? numEntry[3] : numEntry[2]
+    const dir = numEntry.length === 4
       ? amount < 0 ? 1 : -1
       : amount < 0 ? -1 : 1
-    const side = entry.length === 4
+    const side = numEntry.length === 4
       ? amount < 0 ? this.bids : this.asks
@@ -259,3 +252,3 @@ : amount < 0 ? this.asks : this.bids
     for (let i = 0; i < side.length; i++) {
-      if ((!raw && side[i][priceI] === price) || (raw && side[i][0] === oID)) {
+      if ((!raw && Number(side[i][priceI]) === price) || (raw && Number(side[i][0]) === oID)) {
         if ((!raw && count === 0) || (raw && price === 0)) {
@@ -278,3 +271,3 @@ side.splice(i, 1) // remove
     for (let i = 0; i < side.length; i++) {
-      pl = side[i]
+      pl = side[i].map((x) => Number(x))
 
@@ -417,5 +410,2 @@ if (insertIndex === -1 && (
 
-  /**
-   * @return {Array[]} - arr
-   */
   serialize () {
@@ -449,8 +439,8 @@ return (this.asks || []).concat(this.bids || [])
       : 0
-    const price = entry[priceI]
-    const amount = entry.length === 4 ? entry[3] : entry[2]
+    const price = Number(entry[priceI])
+    const amount = entry.length === 4 ? Number(entry[3]) : Number(entry[2])
     const dir = entry.length === 4
       ? amount < 0 ? 1 : -1
       : amount < 0 ? -1 : 1
-    const count = raw ? -1 : entry.length === 4 ? entry[2] : entry[1]
+    const count = raw ? -1 : entry.length === 4 ? Number(entry[2]) : Number(entry[1])
     let insertIndex = -1
@@ -460,7 +450,7 @@ let pl // price level
     for (let i = 0; i < ob.length; i++) {
-      pl = ob[i]
+      pl = ob[i].map((x) => Number(x))
 
       if (
         (!raw && pl[priceI] === price) ||
-        (raw && pl[0] === entry[0])
+        (raw && pl[0] === Number(entry[0]))
       ) {
@@ -483,3 +473,3 @@ if ((!raw && count === 0) || (raw && price === 0)) {
     for (let i = 0; i < ob.length; i++) {
-      pl = ob[i]
+      pl = ob[i].map((x) => Number(x))
 
@@ -489,5 +479,5 @@ if (insertIndex === -1) {
           (dir === -1 && (pl.length === 4 ? -pl[3] : pl[2]) < 0 && price < pl[priceI]) || // by price
-          (dir === -1 && (pl.length === 4 ? -pl[3] : pl[2]) < 0 && price === pl[priceI] && (raw && entry[0] < pl[0])) || // by order ID
+          (dir === -1 && (pl.length === 4 ? -pl[3] : pl[2]) < 0 && price === pl[priceI] && (raw && Number(entry[0]) < pl[0])) || // by order ID
           (dir === 1 && (pl.length === 4 ? -pl[3] : pl[2]) > 0 && price > pl[priceI]) ||
-          (dir === 1 && (pl.length === 4 ? -pl[3] : pl[2]) > 0 && price === pl[priceI] && (raw && entry[0] < pl[0])) ||
+          (dir === 1 && (pl.length === 4 ? -pl[3] : pl[2]) > 0 && price === pl[priceI] && (raw && Number(entry[0]) < pl[0])) ||
           (dir === 1 && (pl.length === 4 ? -pl[3] : pl[2]) < 0)
@@ -511,8 +501,2 @@ ) {
 
-  /**
-   * Resolves the mid-price of an array-format OB
-   *
-   * @param {Array[]} ob
-   * @param {boolean?} raw - default false
-   */
   static arrayOBMidPrice (ob = [], raw = false) {
@@ -519,0 +503,0 @@ if (ob.length === 0) return null

package.json

 {
   "name": "bfx-api-node-models",
-  "version": "1.1.5",
+  "version": "1.1.6",
   "description": "Object models for usage with the Bitfinex node API",
@@ -5,0 +5,0 @@ "engines": {

test/lib/models/order_book.js

@@ -63,2 +63,22 @@ /* eslint-env mocha */
 
+  it('checksum: returns expected value for high precision numbers', () => {
+    const ob = new OrderBook({
+      bids: [['0.000000001', 1, 1], ['0.0000000001', 1, '0.0000000002']],
+      asks: [['0.000000002', 1, -3], ['0.000000003', 1, -4]]
+    })
+
+    assert.strictEqual(ob.checksum(), CRC.str('0.000000001:1:0.000000002:-3:0.0000000001:0.0000000002:0.000000003:-4'))
+  })
+
+  it('updateWith: string update place the entry in the correct position in the book', () => {
+    const ob = new OrderBook({
+      bids: [['0.1', 1, 1], ['0.09', 1, '5']],
+      asks: [['0.2', 1, -3], ['0.3', 1, -4]]
+    })
+    ob.updateWith(['0.15', 1, -1])
+    ob.updateWith(['0.089', 1, 1])
+
+    assert.strictEqual(ob.checksum(), CRC.str('0.1:1:0.15:-1:0.09:5:0.2:-3:0.089:1:0.3:-4'))
+  })
+
   it('checksum: returns expected value for raw OB', () => {
@@ -65,0 +85,0 @@ const ob = new OrderBook({

No alert changes

Improved metrics

Total package byte prevSize

181643

increased by0.55%

Lines of code

4142

increased by0.05%

No dependency changes