tardis-dev - npm Package Compare versions

Comparing version 10.0.9 to 10.0.10

dist/computable/booksnapshot.d.ts

@@ -1,3 +0,4 @@
-import { BookSnapshot } from '../types';
+import { BookChange, BookPriceLevel, BookSnapshot } from '../types';
 import { Computable } from './computable';
+declare type OnLevelRemovedCB = (bookChange: BookChange, bestBidBeforeRemoval: BookPriceLevel | undefined, bestBidAfterRemoval: BookPriceLevel | undefined, bestAskBeforeRemoval: BookPriceLevel | undefined, bestAskAfterRemoval: BookPriceLevel | undefined) => void;
 declare type BookSnapshotComputableOptions = {
@@ -8,2 +9,3 @@ name?: string;
     removeCrossedLevels?: boolean;
+    onCrossedLevelRemoved?: OnLevelRemovedCB;
 };
@@ -10,0 +12,0 @@ export declare const computeBookSnapshots: (options: BookSnapshotComputableOptions) => () => Computable<BookSnapshot>;

dist/computable/booksnapshot.js

@@ -19,3 +19,3 @@ "use strict";
 class BookSnapshotComputable {
-    constructor({ depth, name, interval, removeCrossedLevels }) {
+    constructor({ depth, name, interval, removeCrossedLevels, onCrossedLevelRemoved }) {
         this.sourceDataTypes = ['book_change'];
@@ -31,2 +31,3 @@ this._bookChanged = false;
         this._removeCrossedLevels = removeCrossedLevels;
+        this._onCrossedLevelRemoved = onCrossedLevelRemoved;
         // initialize all bids/asks levels to empty ones
@@ -97,4 +98,9 @@ for (let i = 0; i < this._depth; i++) {
                     }
-                    bestBid = this._orderBook.bestBid();
-                    bestAsk = this._orderBook.bestAsk();
+                    const newBestBid = this._orderBook.bestBid();
+                    const newBestAsk = this._orderBook.bestAsk();
+                    if (this._onCrossedLevelRemoved !== undefined) {
+                        this._onCrossedLevelRemoved(bookChange, bestBid, newBestBid, bestAsk, newBestAsk);
+                    }
+                    bestBid = newBestBid;
+                    bestAsk = newBestAsk;
                     bookIsCrossed = bestBid !== undefined && bestAsk !== undefined && bestBid.price >= bestAsk.price;
@@ -101,0 +107,0 @@ }

package.json

 {
   "name": "tardis-dev",
-  "version": "10.0.9",
+  "version": "10.0.10",
   "engines": {
@@ -5,0 +5,0 @@ "node": ">=12"

src/computable/booksnapshot.ts

@@ -5,4 +5,18 @@ import { OrderBook } from '../orderbook'
 
-type BookSnapshotComputableOptions = { name?: string; depth: number; interval: number; removeCrossedLevels?: boolean }
+type OnLevelRemovedCB = (
+  bookChange: BookChange,
+  bestBidBeforeRemoval: BookPriceLevel | undefined,
+  bestBidAfterRemoval: BookPriceLevel | undefined,
+  bestAskBeforeRemoval: BookPriceLevel | undefined,
+  bestAskAfterRemoval: BookPriceLevel | undefined
+) => void
 
+type BookSnapshotComputableOptions = {
+  name?: string
+  depth: number
+  interval: number
+  removeCrossedLevels?: boolean
+  onCrossedLevelRemoved?: OnLevelRemovedCB
+}
+
 export const computeBookSnapshots = (options: BookSnapshotComputableOptions): (() => Computable<BookSnapshot>) => () =>
@@ -37,3 +51,4 @@ new BookSnapshotComputable(options)
   private readonly _name: string
-  private readonly _removeCrossedLevels?: boolean
+  private readonly _removeCrossedLevels: boolean | undefined
+  private readonly _onCrossedLevelRemoved: OnLevelRemovedCB | undefined
 
@@ -44,6 +59,7 @@ private _lastUpdateTimestamp: Date = new Date(-1)
 
-  constructor({ depth, name, interval, removeCrossedLevels }: BookSnapshotComputableOptions) {
+  constructor({ depth, name, interval, removeCrossedLevels, onCrossedLevelRemoved }: BookSnapshotComputableOptions) {
     this._depth = depth
     this._interval = interval
     this._removeCrossedLevels = removeCrossedLevels
+    this._onCrossedLevelRemoved = onCrossedLevelRemoved
 
@@ -129,5 +145,10 @@ // initialize all bids/asks levels to empty ones
           }
+          const newBestBid = this._orderBook.bestBid()
+          const newBestAsk = this._orderBook.bestAsk()
+          if (this._onCrossedLevelRemoved !== undefined) {
+            this._onCrossedLevelRemoved(bookChange, bestBid, newBestBid, bestAsk, newBestAsk)
+          }
 
-          bestBid = this._orderBook.bestBid()
-          bestAsk = this._orderBook.bestAsk()
+          bestBid = newBestBid
+          bestAsk = newBestAsk
           bookIsCrossed = bestBid !== undefined && bestAsk !== undefined && bestBid.price >= bestAsk.price
@@ -134,0 +155,0 @@ }

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Improved metrics

Total package byte prevSize

660717

increased by0.3%

Lines of code

11662

increased by0.24%

No dependency changes