Provides classes and types for reconstructing multiple limit order books across multiple exchanges.
This project is very new and very incomplete but fully usable in its current state.
- Use
npm run buildto build the project using the Typescript compiler. - Use
npm testto run unit tests with Alsatian. - Use
npm run coverageto generate coverage reports using Istanbul.
let network = new ExchangeNetwork();
let exchange = network.addExchange("Coinbase Pro");
let pair = { base: "BTC", quote: "USD" };
let market = exchange.addMarket(pair);
// The following 4 function calls do the same thing
network.recordOrder({
exchangeName: "Coinbase Pro",
pair: pair,
side: Side.Bid,
price: 4000,
amount: 0.275
});
exchange.recordOrder({
pair: pair,
side: Side.Bid,
price: 4100,
amount: 1.655
});
market.orderBook.record({
side: Side.Bid,
price: 4200,
amount: 2.3
});
market.orderBook.bids.record({
price: 4300,
amount: 1.705
});
let allBids = market.orderBook.bids.toArray();
let bestBid = network.getBestBidFor(pair);
console.log("All bids ⮯ \n", allBids);
console.log("\nBest bid ⮯");
console.log("Exchange name:", bestBid.exchange.name);
console.log("Price:", bestBid.price);
console.log("Amount:", bestBid.amount);
Output
All bids ⮯
[ { price: 4000, amount: [ 0.275 ] },
{ price: 4100, amount: [ 1.655 ] },
{ price: 4200, amount: [ 2.3 ] },
{ price: 4300, amount: [ 1.705 ] } ]
Best bid ⮯
Exchange name: Coinbase Pro
Price: 4300
Amount: 1.705