38 lines
802 B
JavaScript
38 lines
802 B
JavaScript
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export default class OrderBook {
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constructor() {
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this.buySide = new Map()
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this.sellSide = new Map()
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}
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processUpdate(orderbookUpdate) {
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let side = null;
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if(orderbookUpdate.side == "buy") {
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side = this.buySide;
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} else {
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side = this.sellSide;
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}
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if (orderbookUpdate.quantity == 0) {
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side.delete(orderbookUpdate.price)
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} else {
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side.set(orderbookUpdate.price, orderbookUpdate)
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}
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}
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buyEntries() {
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let keys = Array.from(this.buySide.keys())
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return keys.sort((a,b) => { return a - b }).map((key) => {
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return this.buySide.get(key)
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})
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}
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sellEntries() {
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let keys = Array.from(this.sellSide.keys())
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return keys.sort((a,b) => { return a - b }).map((key) => {
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return this.sellSide.get(key)
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})
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}
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}
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