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chore: optional size or price on order update
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2 files changed

+4
-3
lines changed

2 files changed

+4
-3
lines changed

src/order.ts

Lines changed: 2 additions & 2 deletions
Original file line numberDiff line numberDiff line change
@@ -11,9 +11,9 @@ interface IOrder {
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}
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export interface OrderUpdate {
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size: number
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price: number
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side: Side
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size?: number
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price?: number
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}
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export enum OrderType {

src/orderside.ts

Lines changed: 2 additions & 1 deletion
Original file line numberDiff line numberDiff line change
@@ -107,9 +107,10 @@ export class OrderSide {
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// Quantity changed. Price is the same.
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const oldOrderSize: number = oldOrder.size.toNumber()
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const strPrice = oldOrder.price.toString()
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const newOrderPrize: number = orderUpdate.price ?? oldOrder.price
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this._volume = this._volume.plus(orderUpdate.size - oldOrderSize)
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this._total = this._total.plus(
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orderUpdate.size * orderUpdate.price - oldOrderSize * oldOrder.price
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orderUpdate.size * newOrderPrize - oldOrderSize * oldOrder.price
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)
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this._prices[strPrice].updateOrderSize(oldOrder, orderUpdate.size)
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return oldOrder

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