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Changelog

9.1.0 (2025-01-07)

  • docs: snapshot with stopbook (c48ae23)
  • test: stopbook in snapshot (367d6fb)
  • feat: add stopbook on snapshot (176fa5e)

9.0.0 (2025-01-07)

  • docs: center align project description [skip ci] (5053024)
  • docs: center align project description [skip ci] (f6de4b0)
  • docs: fix table of contents title [skip ci] (b4bb3b5)
  • docs: restore go orderbook credit [skip ci] (8ffe88c)
  • docs: update readme (2e905e3)
  • docs: update security policy (1695979)
  • feat: order now will be returned as object (df68dd6)
  • chore(deps-dev): bump @biomejs/biome from 1.8.3 to 1.9.0 (97f07c3)
  • chore(deps-dev): bump @biomejs/biome from 1.9.0 to 1.9.1 (bf288ba)
  • chore(deps-dev): bump @biomejs/biome from 1.9.1 to 1.9.2 (88cae7f)
  • chore(deps-dev): bump @biomejs/biome from 1.9.2 to 1.9.3 (7ea7ca1)
  • chore(deps-dev): bump @biomejs/biome from 1.9.3 to 1.9.4 (25ba3ac)
  • chore(deps-dev): bump @commitlint/cli from 19.4.1 to 19.5.0 (406baa3)
  • chore(deps-dev): bump @commitlint/cli from 19.5.0 to 19.6.0 (fd82210)
  • chore(deps-dev): bump @commitlint/cli from 19.6.0 to 19.6.1 (3bf1cad)
  • chore(deps-dev): bump @commitlint/config-conventional (778a2bc)
  • chore(deps-dev): bump @commitlint/config-conventional (f4d1312)
  • chore(deps-dev): bump @release-it/conventional-changelog (50ddb5e)
  • chore(deps-dev): bump @release-it/conventional-changelog (ed0731d)
  • chore(deps-dev): bump @release-it/conventional-changelog (ca08f88)
  • chore(deps-dev): bump @release-it/conventional-changelog (40de741)
  • chore(deps-dev): bump @release-it/conventional-changelog (a92e255)
  • chore(deps-dev): bump c8 from 10.1.2 to 10.1.3 (756c0b4)
  • chore(deps-dev): bump crypto-browserify from 3.12.0 to 3.12.1 (19e785f)
  • chore(deps-dev): bump elliptic from 6.5.7 to 6.6.0 (d314493)
  • chore(deps-dev): bump husky from 9.1.5 to 9.1.6 (3af1305)
  • chore(deps-dev): bump husky from 9.1.6 to 9.1.7 (dcd9ac2)
  • chore(deps-dev): bump release-it from 17.10.0 to 17.11.0 (3ffe14e)
  • chore(deps-dev): bump release-it from 17.6.0 to 17.7.0 (8883517)
  • chore(deps-dev): bump release-it from 17.7.0 to 17.8.2 (4d4d0b4)
  • chore(deps-dev): bump release-it from 17.8.2 to 17.9.0 (442499d)
  • chore(deps-dev): bump release-it from 17.9.0 to 17.10.0 (afc0033)
  • chore(deps-dev): bump tsx from 4.19.0 to 4.19.1 (d82fae9)
  • chore(deps-dev): bump tsx from 4.19.1 to 4.19.2 (c4d5ffc)
  • chore(deps-dev): bump typescript from 5.5.4 to 5.6.2 (97a46d4)
  • chore(deps-dev): bump typescript from 5.6.2 to 5.6.3 (693a13d)
  • chore(deps-dev): bump typescript from 5.6.3 to 5.7.2 (f4fe437)
  • chore(deps-dev): bump webpack from 5.94.0 to 5.95.0 (71948e9)
  • chore(deps-dev): bump webpack from 5.95.0 to 5.96.1 (c30259c)
  • chore(deps-dev): bump webpack from 5.96.1 to 5.97.0 (6117da6)
  • chore(deps-dev): bump webpack from 5.97.0 to 5.97.1 (d4ac2bf)

8.1.0 (2024-08-31)

Features

  • add journal log for conditional orders (ca140c1)
  • remove deprecated signatures (2833a0f)

Chore

  • deps-dev: bump @commitlint/cli from 19.4.0 to 19.4.1 (404d083)
  • deps-dev: bump @commitlint/config-conventional (e862e60)
  • deps-dev: bump elliptic from 6.5.6 to 6.5.7 (2bb9cbf)
  • deps-dev: bump husky from 9.1.4 to 9.1.5 (7af8e01)
  • deps-dev: bump tsx from 4.17.0 to 4.18.0 (768ec99)
  • deps-dev: bump tsx from 4.18.0 to 4.19.0 (cb1d529)
  • deps-dev: bump webpack from 5.93.0 to 5.94.0 (f1bbf28)

Documentation

  • add section "Table of Contents" (e6ddd2a)
  • fix coverage badge [skip ci] (c224515)
  • fix coverage badge [skip ci] (41eb9c2)
  • update author [skip ci] (1ec4ff2)
  • update package keywords [skip ci] (f5b50e6)

Performance Improvement

  • refactor market and limit journaling (9fc263a)

8.0.1 (2024-08-08)

Documentation

8.0.0 (2024-08-08)

⚠ BREAKING CHANGES

  • new package name nodejs-order-book

Chore

  • deps-dev: bump @commitlint/cli from 19.3.0 to 19.4.0 (32803c0)
  • deps-dev: bump tsx from 4.16.5 to 4.17.0 (bd04e06)
  • rename package (0d6a5da)

Documentation

  • add pnpm installation (54f5a57)
  • udpate project description (59a984f)
  • udpate project description (ec02069)

Test

  • c8 coverage reportern (0abb8b4)
  • fix codecov lcov.info path (7dc1d13)

7.0.2 (2024-08-06)

Test

  • remove matrix on windows (f81ddd8)
  • replace tap with the built-in node test runner (a61baad)

7.0.1 (2024-08-02)

Features

  • add error codes (5a538d5)
  • add postOnly option on deprecated createOrder signature (e1b5825)

Documentation

  • improve post-only documentation (1383eef)

7.0.0 (2024-08-02)

⚠ BREAKING CHANGES

    • The isMaker property has been removed from the limit order object.
  • New properties takerQty and makerQty have been added to the limit order objecct.

Features

  • add postOnly limit order option (4dd8d69)
  • taker and maker support + fix origSize on limit order (74f5907)

Documentation

Refactoring

6.1.1 (2024-08-01)

Chore

  • deps-dev: bump @commitlint/config-conventional (ef84160)
  • deps-dev: bump tap from 19.2.5 to 21.0.0 (d759984)

Documentation

  • improved visibility of experimental features (6a7efb8)

6.1.0 (2024-08-01)

Features

  • new experimentalConditionalOrders order book option (55d3e11)

Chore

  • deps-dev: bump husky from 9.1.1 to 9.1.2 (282843a)
  • deps-dev: bump husky from 9.1.2 to 9.1.3 (5f82ba5)
  • deps-dev: bump husky from 9.1.3 to 9.1.4 (5d5fbc5)
  • deps-dev: bump typescript from 5.5.3 to 5.5.4 (809a7ab)

Documentation

6.1.0-beta.1 (2024-07-28)

Features

  • add support for OCO orders (5b19318)

Bug Fixes

  • use new signatures in benchmark script (313aefe)

Chore

Documentation

  • add stop limit and stop market documentations (41ef939)

Refactoring

  • improve code readability on cancelOrder (9f062c4)

6.1.0-beta.0 (2024-07-22)

Features

  • add getter for market price (9f4b315)
  • add support for stop limit and stop market order (92f9441)
  • refactor limit and market options (794c71a)

Chore

  • deps-dev: bump @commitlint/cli from 18.6.1 to 19.3.0 (8695b5b)
  • deps-dev: bump husky from 9.0.11 to 9.1.0 (c8da2e2)
  • deps-dev: bump husky from 9.1.0 to 9.1.1 (47bb2f8)
  • deps-dev: bump release-it from 17.3.0 to 17.4.0 (ec5349b)
  • deps-dev: bump release-it from 17.4.0 to 17.4.1 (beac954)
  • deps-dev: bump release-it from 17.4.1 to 17.4.2 (ddad1df)
  • deps-dev: bump release-it from 17.4.2 to 17.5.0 (4d8f10e)
  • deps-dev: bump release-it from 17.5.0 to 17.6.0 (a6f7ba3)
  • deps-dev: bump tap from 18.7.3 to 19.2.5 (f09af63)
  • deps-dev: bump typescript from 5.4.5 to 5.5.2 (999dfca)
  • deps-dev: bump typescript from 5.5.2 to 5.5.3 (8402f83)
  • deps-dev: bump webpack from 5.92.1 to 5.93.0 (8468d06)
  • release: [email protected] (770721b)

Documentation

  • fix snapshot example (073ca07)
  • improve snapshot and journal documentation (3ba2d05)
  • new features snapshot and journaling (442dc43)
  • update new signatures method + add stop limit and stop market (96408a0)

Test

  • add test for stop limit and stop market order (47e6f5e)

5.0.0 (2024-06-19)

Features

  • add enableJournaling option and replayJournal functionality (f451c50)
  • avoid restoring same order twice (483eef9)
  • snapshot and restore functionality + add origSize to Order (7d09059)

Chore

  • deps-dev: bump @commitlint/cli from 18.6.0 to 18.6.1 (f8193db)
  • deps-dev: bump @commitlint/config-conventional (f4745e6)
  • deps-dev: bump @commitlint/config-conventional (7972796)
  • deps-dev: bump braces from 3.0.2 to 3.0.3 (7231418)
  • deps-dev: bump husky from 9.0.10 to 9.0.11 (67041f9)
  • deps-dev: bump husky from 9.0.6 to 9.0.7 (31e04c6)
  • deps-dev: bump husky from 9.0.7 to 9.0.10 (3313c37)
  • deps-dev: bump ip from 2.0.0 to 2.0.1 (1920277)
  • deps-dev: bump release-it from 17.0.3 to 17.0.5 (886630e)
  • deps-dev: bump release-it from 17.0.5 to 17.1.1 (5dd483a)
  • deps-dev: bump release-it from 17.1.1 to 17.2.0 (fae5e69)
  • deps-dev: bump release-it from 17.2.0 to 17.2.1 (4a98f82)
  • deps-dev: bump release-it from 17.2.1 to 17.3.0 (75a65f8)
  • deps-dev: bump tap from 18.7.0 to 18.7.1 (03d1588)
  • deps-dev: bump tap from 18.7.1 to 18.7.2 (dc871c0)
  • deps-dev: bump tap from 18.7.2 to 18.7.3 (b0ec86d)
  • deps-dev: bump typescript from 5.3.3 to 5.4.2 (4cec012)
  • deps-dev: bump typescript from 5.4.2 to 5.4.3 (075fd42)
  • deps-dev: bump typescript from 5.4.3 to 5.4.4 (9b2918a)
  • deps-dev: bump typescript from 5.4.4 to 5.4.5 (a639640)
  • deps-dev: bump webpack from 5.90.0 to 5.90.1 (68efd0a)
  • deps-dev: bump webpack from 5.90.1 to 5.90.2 (1387ff2)
  • deps-dev: bump webpack from 5.90.2 to 5.90.3 (0ce68d3)
  • deps-dev: bump webpack from 5.90.3 to 5.91.0 (b3cbc36)
  • deps-dev: bump webpack from 5.91.0 to 5.92.0 (7659d4a)
  • deps-dev: bump webpack from 5.92.0 to 5.92.1 (f6018fa)
  • deps-dev: bump ws from 8.17.0 to 8.17.1 (a0cfe03)

Documentation

  • documented new journal and snapshot features (60f9434)
  • improve documentation with better examples (80bfbca)

4.0.0 (2024-01-27)

Bug Fixes

  • modify size under the price-time-priority (32cfe04), closes #336

Chore

  • deps-dev: bump husky from 8.0.3 to 9.0.6 (a39deda)
  • deps-dev: bump tap from 18.6.1 to 18.7.0 (b8eb10e)

Test

  • modify order now return IProcessOrder (838234b)

3.0.0 (2024-01-26)

⚠ BREAKING CHANGES

  • modify order price that cross the market price

Bug Fixes

  • modify order price that cross the market price (32413ae), closes #336
  • uinqueID -> uniqueID (3868529)

Chore

  • deps-dev: bump @commitlint/cli from 17.7.1 to 17.7.2 (d16ea04)
  • deps-dev: bump @commitlint/cli from 17.7.2 to 17.8.0 (e7b2058)
  • deps-dev: bump @commitlint/cli from 17.8.0 to 18.5.0 (1612715)
  • deps-dev: bump @commitlint/cli from 18.5.0 to 18.6.0 (cbda5fd)
  • deps-dev: bump @commitlint/config-conventional (1bc900e)
  • deps-dev: bump @commitlint/config-conventional (860278a)
  • deps-dev: bump @commitlint/config-conventional (ab2a574)
  • deps-dev: bump @release-it/conventional-changelog (15225bd)
  • deps-dev: bump @release-it/conventional-changelog (398e465)
  • deps-dev: bump @types/functional-red-black-tree (207416a)
  • deps-dev: bump @types/functional-red-black-tree (3ca4f99)
  • deps-dev: bump @types/tap from 15.0.8 to 15.0.9 (07be7ba)
  • deps-dev: bump release-it and @release-it/conventional-changelog (00976a8)
  • deps-dev: bump release-it from 16.1.5 to 16.2.0 (e31a216)
  • deps-dev: bump release-it from 16.2.0 to 16.2.1 (d6745d2)
  • deps-dev: bump release-it from 16.2.1 to 16.3.0 (952ceb9)
  • deps-dev: bump ts-loader from 9.4.4 to 9.5.0 (c43647f)
  • deps-dev: bump ts-loader from 9.5.0 to 9.5.1 (bba4126)
  • deps-dev: bump ts-node from 10.9.1 to 10.9.2 (654ed04)
  • deps-dev: bump typescript from 5.1.6 to 5.2.2 (2f9f4a8)
  • deps-dev: bump typescript from 5.2.2 to 5.3.3 (ed4e996)
  • deps-dev: bump webpack from 5.88.2 to 5.89.0 (df98376)
  • deps-dev: bump webpack from 5.89.0 to 5.90.0 (6783c66)
  • deps: bump bignumber.js from 9.1.1 to 9.1.2 (929acfb)

Documentation

Test

2.3.5 (2023-08-22)

Chore

  • disable npm publish by release-it (739e88a)

2.3.4 (2023-08-22)

Chore

  • deps: replace standard-version with release-it (6368cab)
  • optional size or price on order update (148f050)

Documentation

  • recreate changelog with release-it conventionalcommits (5068e84)

Test

2.3.3 (2023-08-19)

Performance Improvements

  • improve order types and comment (cd8e97a)

2.3.2 (2023-07-16)

Features

  • use bignumber.js for size precision (4449d68)

2.3.1 (2023-07-16)

Performance Improvements

2.3.0 (2023-05-09)

Performance Improvements

  • improve OrderSide performance by saving asks in ascending order and bids in descending order (57b0e34)

2.2.1 (2023-05-08)

Bug Fixes

  • check if sell FOK order can be filled (2814b3e)

2.2.0 (2023-05-06)

Features

2.1.0 (2023-03-29)

Features

  • add fill or kill time in force (a146cfe)
  • add immediate or cancel time in force (aa671c6)

2.0.2 (2023-03-21)

Bug Fixes

  • incorrect size amount on partial processed order (#156) (25cca3f)

Performance Improvements

  • avoid check best price (f109feb)
  • check order side is valid (66ad34a)

2.0.1 (2022-11-20)

Bug Fixes

  • remove deprecated function (1682ff5)

2.0.0 (2022-11-20)

1.1.0 (2022-08-16)

Features

  • add createOrder method and deprecated old function names (8a12fc7)

1.0.0 (2022-08-16)

Features

  • support price and/or size updating of an order (a0fba73)

0.0.6 (2022-07-29)

Features

Performance Improvements

0.0.5 (2022-07-29)

Features

Bug Fixes

  • circle ci coverage upload (1114be2)

0.0.4 (2022-07-28)

Bug Fixes

  • fix update order and limit order when order already exist (a9313cf)

0.0.3 (2022-07-28)

Performance Improvements

  • replace dbly-linked-list with denque (f0c9b92)

0.0.2 (2022-07-26)

Bug Fixes

  • add missing addscope script (4c5098c)

0.0.1 (2022-07-26)

Features