import {Market} from 'market-example-contingent/src/index.js'

public class | source

Market

market-engine~MarketEngine → Market

Market with contingent order features, such as stop orders, one-cancels-other orders and one-sends-other orders

Constructor Summary

Public Constructor
public	constructor(options: Object) Market constructor

Public Members
public	book: Object container for books and book settings
public	books: Array<Object> list of all books
public	inbox: Array<number[]> inbox for pre-orders from internal processes such as stops and triggers.
public	lastTrade: *

Public Methods
public	clear() clears or resets market to initial "new" condition, clearing active list, books, and trash
public	currentAskPrice(): number \| undefined market current Ask Price
public	currentBidPrice(): number \| undefined market current Bid Price
public	lastTradePrice(): number \| undefined last trade price, if any.
public	process(): number process order from the top of the inbox, returning inbox length
public	submit(neworder: number[]): string \| undefined submit order to the Market's inbox for eventual processing

Market constructor

Name	Type	Attribute	Description
options	Object		Options affecting market behavior. Also passed to marekt-engine constructor. Accessible later in this.o
options.buyImprove	number	optional	If positive, indicates entry in buy book new buy order must beat to be acceptable. 0=off. 1= new buy must beat book highest buy. 2=must beat 2nd best book,etc.
options.sellImprove	number	optional	If positive, indicates entry in sell book new sell order must beat to be acceptable. 0=off. 1= new sell must be lower than lowest previous sell order on book.
options.resetAfterEachTrade	boolean	optional	If true, calls .clear() after each trade, clearing the market books and active trade list.
options.buySellBookLimit	number	optional	If positive, after each trade keeps at most buySellBookLimit orders in the buy book, and buySellBookLimit orders in the sell book, deleting other orders.
options.bookfixed	boolean	optional default: 1	If true, books are fixed size and scan active list after each trade. If false, books are accordian-style that can shrink 50% before re-scanning old orders.
options.booklimit	number	optional default: 100	Indicates maximum and initial size, in orders, of order book for each category (buy,sell,buystop,sellstop).

bump	triggering book update with .cleanup() when orders are bumped off due to cancellation/expiration
before-order	triggering check of .improvementRule() to check new orders against .buyImprove/.sellImprove
order	to detect trades between orders, and when trades are found, calling market-engine inherited .trade() method
trade	triggering one-sends-other orders via .tradeTrigger() to be pushed to .inbox
trade-cleanup	triggering stop orders to .inbox, rescanning order books and applying post-trade book size limits
stops	to push buy/sell orders resulting from stops to .inbox