Merge branch 'main' into benchmark

Author: andreafassina

.circleci/config.yml

@@ -0,0 +1,54 @@
+version: 2.1
+orbs:
+  codecov: codecov/codecov@1.0.2
+
+aliases:
+  - &restore-cache
+    restore_cache:
+      key: dependency-cache-{{ checksum "package.json" }}
+  - &install-deps
+    run:
+      name: Install dependencies
+      command: npm ci
+  - &build-packages
+    run:
+      name: Build
+      command: npm run build
+
+jobs:
+  build:
+    working_directory: ~/hft-limit-order-book
+    docker:
+      - image: cimg/node:lts
+    steps:
+      - checkout
+      - *restore-cache
+      - *install-deps
+      - save_cache:
+          key: dependency-cache-{{ checksum "package.json" }}
+          paths:
+            - ./node_modules
+      - *build-packages
+
+  test:
+    working_directory: ~/hft-limit-order-book
+    docker:
+      - image: cimg/node:lts
+    steps:
+      - checkout
+      - *restore-cache
+      - *install-deps
+      - run:
+          name: Unit tests
+          command: npm run test:cov
+      - codecov/upload:
+          file: './coverage/clover.xml'
+
+workflows:
+  version: 2
+  build-and-test:
+    jobs:
+      - build
+      - test:
+          requires:
+            - build

.codecov.yml

@@ -0,0 +1,21 @@
+codecov:
+  require_ci_to_pass: yes
+coverage:
+  precision: 2
+  round: down
+  range: '40...100'
+status:
+  project: yes
+  patch: yes
+  changes: no
+parsers:
+  gcov:
+    branch_detection:
+      conditional: yes
+      loop: yes
+      method: no
+      macro: no
+comment:
+  layout: 'reach,diff,flags,tree'
+  behavior: default
+  require_changes: no

.github/dependabot.yml

@@ -0,0 +1,7 @@
+version: 2
+updates:
+- package-ecosystem: npm
+  directory: "/"
+  schedule:
+    interval: daily
+  open-pull-requests-limit: 10

.github/workflows/codeql-analysis.yml

@@ -0,0 +1,72 @@
+# For most projects, this workflow file will not need changing; you simply need
+# to commit it to your repository.
+#
+# You may wish to alter this file to override the set of languages analyzed,
+# or to provide custom queries or build logic.
+#
+# ******** NOTE ********
+# We have attempted to detect the languages in your repository. Please check
+# the `language` matrix defined below to confirm you have the correct set of
+# supported CodeQL languages.
+#
+name: "CodeQL"
+
+on:
+  push:
+    branches: [ "main" ]
+  pull_request:
+    # The branches below must be a subset of the branches above
+    branches: [ "main" ]
+  schedule:
+    - cron: '34 10 * * 2'
+
+jobs:
+  analyze:
+    name: Analyze
+    runs-on: ubuntu-latest
+    permissions:
+      actions: read
+      contents: read
+      security-events: write
+
+    strategy:
+      fail-fast: false
+      matrix:
+        language: [ 'javascript' ]
+        # CodeQL supports [ 'cpp', 'csharp', 'go', 'java', 'javascript', 'python', 'ruby' ]
+        # Learn more about CodeQL language support at https://aka.ms/codeql-docs/language-support
+
+    steps:
+    - name: Checkout repository
+      uses: actions/checkout@v3
+
+    # Initializes the CodeQL tools for scanning.
+    - name: Initialize CodeQL
+      uses: github/codeql-action/init@v2
+      with:
+        languages: ${{ matrix.language }}
+        # If you wish to specify custom queries, you can do so here or in a config file.
+        # By default, queries listed here will override any specified in a config file.
+        # Prefix the list here with "+" to use these queries and those in the config file.
+        
+        # Details on CodeQL's query packs refer to : https://docs.github.com/en/code-security/code-scanning/automatically-scanning-your-code-for-vulnerabilities-and-errors/configuring-code-scanning#using-queries-in-ql-packs
+        # queries: security-extended,security-and-quality
+
+        
+    # Autobuild attempts to build any compiled languages  (C/C++, C#, or Java).
+    # If this step fails, then you should remove it and run the build manually (see below)
+    - name: Autobuild
+      uses: github/codeql-action/autobuild@v2
+
+    # ℹ️ Command-line programs to run using the OS shell.
+    # 📚 See https://docs.github.com/en/actions/using-workflows/workflow-syntax-for-github-actions#jobsjob_idstepsrun
+
+    #   If the Autobuild fails above, remove it and uncomment the following three lines. 
+    #   modify them (or add more) to build your code if your project, please refer to the EXAMPLE below for guidance.
+
+    # - run: |
+    #   echo "Run, Build Application using script"
+    #   ./location_of_script_within_repo/buildscript.sh
+
+    - name: Perform CodeQL Analysis
+      uses: github/codeql-action/analyze@v2

.github/workflows/dependabot-automerge.yml

@@ -0,0 +1,14 @@
+name: auto-merge
+
+on:
+  pull_request:
+
+jobs:
+  auto-merge:
+    runs-on: ubuntu-latest
+    steps:
+      - uses: actions/checkout@v2
+      - uses: ahmadnassri/action-dependabot-auto-merge@v2
+        with:
+          target: minor
+          github-token: ${{ secrets.PRIVATE_TOKEN }}

CHANGELOG.md

@@ -2,6 +2,31 @@
 
 All notable changes to this project will be documented in this file. See [standard-version](https://github.com/conventional-changelog/standard-version) for commit guidelines.
 
+### [0.0.5](https://github.com/fasenderos/hft-limit-order-book/compare/v0.0.4...v0.0.5) (2022-07-29)
+
+
+### Features
+
+* add code coverage ([7dc79ea](https://github.com/fasenderos/hft-limit-order-book/commits/7dc79ea9c320c3cd8d937db4c5de1dc544aa80c3))
+* add code security scanner ([2362528](https://github.com/fasenderos/hft-limit-order-book/commits/236252859662158ca975a1824ec344315873623a))
+* add codecov config ([672671d](https://github.com/fasenderos/hft-limit-order-book/commits/672671dec8385d7c60950433b2bf08cec3fc5cd1))
+* add dependabot ([1e46e08](https://github.com/fasenderos/hft-limit-order-book/commits/1e46e089735442bb50bb7a695074ebf70ffef768))
+* add dependebot auto-merge action ([4937a06](https://github.com/fasenderos/hft-limit-order-book/commits/4937a06ceafccfccaa5746b2cbbb98a438bddd77))
+
+
+### Bug Fixes
+
+* circle ci coverage upload ([1114be2](https://github.com/fasenderos/hft-limit-order-book/commits/1114be236e047645f3f9d8533ae58031852a9794))
+
+### [0.0.4](https://github.com/fasenderos/hft-limit-order-book/compare/v0.0.3...v0.0.4) (2022-07-28)
+
+
+### Bug Fixes
+
+* fix update order and limit order when order already exist ([a9313cf](https://github.com/fasenderos/hft-limit-order-book/commits/a9313cf65d6dc4da963fe22f3a5db615b957d2ff))
+
+### [0.0.3](https://github.com/fasenderos/hft-limit-order-book/compare/v0.0.2...v0.0.3) (2022-07-28)
+
 ### [0.0.2](https://github.com/fasenderos/hft-limit-order-book/compare/v0.0.1...v0.0.2) (2022-07-26)
 
 

README.md

@@ -1,4 +1,10 @@
-> NOTE: Still early and not production ready.
+<p align="center">
+    <a href="https://www.npmjs.com/package/hft-limit-order-book" target="_blank"><img src="https://img.shields.io/npm/v/hft-limit-order-book?color=blue" alt="NPM Version"></a>
+    <a href="https://github.com/fasenderos/hft-limit-order-book/blob/main/LICENSE" target="_blank"><img src="https://img.shields.io/npm/l/hft-limit-order-book" alt="Package License"></a>
+    <a href="https://www.npmjs.com/package/hft-limit-order-book" target="_blank"><img src="https://img.shields.io/npm/dm/hft-limit-order-book" alt="NPM Downloads"></a>
+    <a href="https://circleci.com/gh/fasenderos/hft-limit-order-book" target="_blank"><img src="https://img.shields.io/circleci/build/github/fasenderos/hft-limit-order-book/main" alt="CircleCI" ></a>
+    <a href="https://codecov.io/github/fasenderos/hft-limit-order-book" target="_blank"><img src="https://img.shields.io/codecov/c/github/fasenderos/hft-limit-order-book" alt="Codecov"></a>
+</p>
 
 > Ported from [Go orderbook](https://github.com/i25959341/orderbook)
 
@@ -17,10 +23,13 @@ Improved matching engine written in Javascript
 ## Installation
 
 Install with npm:
+
 ```sh
 npm install hft-limit-order-book --save
 ```
+
 Install with yarn:
+
 ```sh
 yarn add hft-limit-order-book
 ```
@@ -30,9 +39,9 @@ yarn add hft-limit-order-book
 To start using order book you need to import `OrderBook` and create new instance:
 
 ```js
-import { OrderBook } from "hft-limit-order-book";
+import { OrderBook } from 'hft-limit-order-book'
 
-const lob = new OrderBook();
+const lob = new OrderBook()
 ```
 
 Then you be able to use next primary functions:
@@ -70,6 +79,7 @@ processLimitOrder(side: 'buy' | 'sell', orderID: string, size: number, price: nu
 ```
 
 For example:
+
 ```
 processLimitOrder("sell", "uinqueID", 55, 100);
 
@@ -133,6 +143,7 @@ processMarketOrder(side: 'buy' | 'sell', size: number);
 ```
 
 For example:
+
 ```
 processMarketOrder('sell', 6);
 
@@ -156,7 +167,7 @@ asks: 110 -> 5
 --------------  ->  --------------
 bids: 90  -> 5      90  -> 5
       80  -> 1      80  -> 1
-                    
+
 done         - 2 (or more orders)
 partial      - nil
 quantityLeft - 4
@@ -178,12 +189,13 @@ asks: 110 -> 5
 --------------  ->  --------------
 bids: 90  -> 5      90  -> 5
       80  -> 1      80  -> 1
-                    
+
 done         - 2 (or more orders)
 partial      - nil
 quantityLeft - 4
 
 ```
+
 ## Contributing
 
 I would greatly appreciate any contributions to make this project better. Please make sure to follow the below guidelines before getting your hands dirty.
@@ -196,6 +208,4 @@ I would greatly appreciate any contributions to make this project better. Please
 
 ## License
 
-hft-limit-order-book is [MIT licensed](LICENSE).
-
-See [LICENSE](LICENSE) and [AUTHORS](AUTHORS) files
+Copyright [Andrea Fassina](https://github.com/fasenderos), Licensed under [MIT](LICENSE).