# @fuzefinance/orderbook-bignumber 中文文档 规范地址：https://npmcn.com/package/%40fuzefinance/orderbook-bignumber/ 版本：10\.1\.0 npm 元数据更新时间：2025-02-04T10:52:08.005Z 中文译文更新时间：2026-11-15T20:29:31.473Z 软件包许可：MIT 本文由上游 README 翻译，可能存在偏差，请结合原文核对 API、命令与配置。版权与许可归原作者所有。 原始 npm 页面：https://www.npmjs.com/package/%40fuzefinance/orderbook-bignumber 原文对照：https://npmcn.com/package/%40fuzefinance/orderbook-bignumber/?lang=original 项目主页：https://github.com/fasenderos/nodejs-order-book 源码仓库：https://github.com/fasenderos/nodejs-order-book ## 关键信息（来自 npm 元数据） - 包体积（解压后）：718 kB，38 个文件 - 模块格式：ESM + CJS - TypeScript 类型：包内自带 - 运行依赖：3 个 - 首次发布：2025-01-30T19:01:43.920Z - 最新版本发布：2025-02-04T10:52:07.814Z - 近 30 天下载量：2571（2026-10-16 至 2026-11-14，npm 官方下载统计） - 已发布版本数：2（近 12 个月 0 个） ## 中文简介 节点.js Lmit Order Book用于高频交易(HFT). ## 安装 ```sh npm install @fuzefinance/orderbook-bignumber ``` 也可以使用：`pnpm add @fuzefinance/orderbook-bignumber`、`yarn add @fuzefinance/orderbook-bignumber`、`bun add @fuzefinance/orderbook-bignumber` ## README [![NPM Version](https://img.shields.io/npm/v/nodejs-order-book?color=blue)](https://www.npmjs.com/package/nodejs-order-book) [![Package License](https://img.shields.io/npm/l/nodejs-order-book)](https://github.com/fasenderos/nodejs-order-book/blob/main/LICENSE) [![NPM Downloads](https://img.shields.io/npm/dm/nodejs-order-book)](https://www.npmjs.com/package/nodejs-order-book) [![CircleCI](https://img.shields.io/circleci/build/github/fasenderos/nodejs-order-book/main)](https://circleci.com/gh/fasenderos/nodejs-order-book) [![Codecov](https://img.shields.io/codecov/c/github/fasenderos/nodejs-order-book)](https://codecov.io/github/fasenderos/nodejs-order-book) [![Built with TypeScript](https://badgen.net/badge/icon/typescript?icon=typescript&label)](https://github.com/fasenderos/nodejs-order-book) # 临时叉 这是原作的临时叉子 [节点命令簿](https://github.com/fasenderos/nodejs-order-book)。 。 。 . 这打破了API合同,转而用于所有价格和大小计算. 这是为了让更多的人 精确的顺序书. # 节点.js 顺序书 以 TypeScript 书写的超快节点.js 顺序书 用于高频交易(HFT):火箭:火箭: (掌声) (掌声) (掌声) (掌声) (掌声) (掌声) (掌声) (掌声) (掌声)! ## 目录 - [特征](https://npmcn.com/package/%40fuzefinance/orderbook-bignumber/#readme-features) - [安装](https://npmcn.com/package/%40fuzefinance/orderbook-bignumber/#readme-installation) - [使用量](https://npmcn.com/package/%40fuzefinance/orderbook-bignumber/#readme-usage) - [实验条件令](https://npmcn.com/package/%40fuzefinance/orderbook-bignumber/#readme-conditional-orders-) - [关于初级函数](https://npmcn.com/package/%40fuzefinance/orderbook-bignumber/#readme-about-primary-functions) - [创建顺序 `createOrder()`](https://npmcn.com/package/%40fuzefinance/orderbook-bignumber/#readme-create-order) - [创建限制顺序 `limit()`](https://npmcn.com/package/%40fuzefinance/orderbook-bignumber/#readme-create-limit-order) - [创建市场秩序 `market()`](https://npmcn.com/package/%40fuzefinance/orderbook-bignumber/#readme-create-market-order) - [创建停止限制顺序 `stopLimit()`](https://npmcn.com/package/%40fuzefinance/orderbook-bignumber/#readme-create-stop-limit-order) - [创建停止市场秩序 `stopMarket()`](https://npmcn.com/package/%40fuzefinance/orderbook-bignumber/#readme-create-stop-market-order) - [创建 OCO (One- Cancels- the- Other) 命令 `oco()`](https://npmcn.com/package/%40fuzefinance/orderbook-bignumber/#readme-create-oco-one-cancels-the-other-order) - [修改已有顺序 `modifiy()`](https://npmcn.com/package/%40fuzefinance/orderbook-bignumber/#readme-modify-an-existing-order) - [取消订单 `cancel()`](https://npmcn.com/package/%40fuzefinance/orderbook-bignumber/#readme-cancel-order) - [排序书选项](https://npmcn.com/package/%40fuzefinance/orderbook-bignumber/#readme-order-book-options) - [抓图](https://npmcn.com/package/%40fuzefinance/orderbook-bignumber/#readme-snapshot) - [日记日志](https://npmcn.com/package/%40fuzefinance/orderbook-bignumber/#readme-journal-logs) - [启用日志](https://npmcn.com/package/%40fuzefinance/orderbook-bignumber/#readme-enable-journaling) - [发展](https://npmcn.com/package/%40fuzefinance/orderbook-bignumber/#readme-development) - [构建](https://npmcn.com/package/%40fuzefinance/orderbook-bignumber/#readme-build) - [测试](https://npmcn.com/package/%40fuzefinance/orderbook-bignumber/#readme-testing) - [覆盖范围](https://npmcn.com/package/%40fuzefinance/orderbook-bignumber/#readme-coverage) - [基准制定](https://npmcn.com/package/%40fuzefinance/orderbook-bignumber/#readme-benchmarking) - [捐款](https://npmcn.com/package/%40fuzefinance/orderbook-bignumber/#readme-contributing) - [捐款](https://npmcn.com/package/%40fuzefinance/orderbook-bignumber/#readme-donation) - [许可证](https://npmcn.com/package/%40fuzefinance/orderbook-bignumber/#readme-license) ## 特征 > 最初从 [去订书](https://github.com/i25959341/orderbook),这本订货书已经增加了新的功能 - 标准价格时间优先 - 支持市场和限制订单 - 支助 `post-only` 限制顺序 ![New](https://img.shields.io/badge/New-green) - 支持有条件的命令 [**停止限制、停止市场和OCO**](https://npmcn.com/package/%40fuzefinance/orderbook-bignumber/#readme-conditional-orders-) ![New](https://img.shields.io/badge/New-green) ![Experimental](https://img.shields.io/badge/Experimental-blue) - 支持生效时间 GTC、FOK和IOC ![New](https://img.shields.io/badge/New-green) - 支持取消命令 - 支持订单价格和/或大小更新 ![New](https://img.shields.io/badge/New-green) - 在服务器启动期间恢复订单簿的快照和日志功能 ![New](https://img.shields.io/badge/New-green) - **业绩好(每秒300克以上)** **机器 :** ASUS 专家书 第11回 Gen Intel(R) Core(TM) i7-1165G7, 2.80Ghz, 16GB RAM, Node.js v18.4.0. ![nodejs-order-book-benchmark](https://user-images.githubusercontent.com/1219087/181792292-8619ee25-bf75-4871-a06c-bd6c82157f33.png "nodejs-order-book benchmark") ## 安装 用 npm 安装 : ```sh npm install nodejs-order-book ``` 用纱线安装 : ```sh yarn add nodejs-order-book ``` 用 pnpm 安装 : ```sh pnpm add nodejs-order-book ``` ## 使用量 要开始使用订单簿, 您需要导入 `OrderBook` 并创建新实例 : ```js import { OrderBook } from 'nodejs-order-book' const ob = new OrderBook() ``` 然后您就可以使用下一个主要功能: ```js ob.createOrder({ type: 'limit' | 'market', side: 'buy' | 'sell', size: number, price?: number, id?: string, postOnly?: boolean, timeInForce?: 'GTC' | 'FOK' | 'IOC' }) ob.limit({ id: string, side: 'buy' | 'sell', size: number, price: number, postOnly?: boolean, timeInForce?: 'GTC' | 'FOK' | 'IOC' }) ob.market({ side: 'buy' | 'sell', size: number }) ob.modify(orderID: string, { side: 'buy' | 'sell', size: number, price: number }) ob.cancel(orderID: string) ``` ### 有条件的命令 ![Experimental](https://img.shields.io/badge/Experimental-blue) 版本 `v6.1.0` 引入对有条件命令的支持 `Stop Market`, (中文(简体) ), `Stop Limit` 财务报告和审定财务报表 `OCO`. 尽管这些新特征的测试覆盖率为100%,但由于还没有用现实世界的情景进行测试,这些特征尚未被认为稳定。 为此,如果想要使用有条件的命令,则需要将命令书与 `experimentalConditionalOrders` 选项设置为 `true`。 。 。 . ```js import { OrderBook } from 'nodejs-order-book' const ob = new OrderBook({ experimentalConditionalOrders: true }) ob.createOrder({ type: 'stop_limit' | 'stop_market' | 'oco', side: 'buy' | 'sell', size: number, price?: number, id?: string, stopPrice?: number, timeInForce?: 'GTC' | 'FOK' | 'IOC', stopLimitTimeInForce?: 'GTC' | 'FOK' | 'IOC' }) ob.stopLimit({ id: string, side: 'buy' | 'sell', size: number, price: number, stopPrice: number, timeInForce?: 'GTC' | 'FOK' | 'IOC' }) ob.stopMarket({ side: 'buy' | 'sell', size: number, stopPrice: number }) ob.oco({ id: string, side: 'buy' | 'sell', size: number, price: number, stopPrice: number, stopLimitPrice: number, timeInForce?: 'GTC' | 'FOK' | 'IOC', stopLimitTimeInForce?: 'GTC' | 'FOK' | 'IOC' }) ``` ## 关于主要职能 在命令书上加一个命令 你可以叫将军 `createOrder()` 函数或调用基础 `limit()`, (中文(简体) ), `market()`, (中文(简体) ), `stopLimit()`, (中文(简体) ), `stopMarket()` 或者说 `oco()` 函数 ### 创建顺序 ```js // Create limit order ob.createOrder({ type: 'limit', side: 'buy' | 'sell', size: number, price: number, id: string, postOnly?: boolean, timeInForce?: 'GTC' | 'FOK' | 'IOC' }) // Create market order ob.createOrder({ type: 'market', side: 'buy' | 'sell', size: number }) // Create stop limit order ob.createOrder({ type: 'stop_limit', side: 'buy' | 'sell', size: number, price: number, id: string, stopPrice: number, timeInForce?: 'GTC' | 'FOK' | 'IOC' }) // Create stop market order ob.createOrder({ type: 'stop_market', side: 'buy' | 'sell', size: number, stopPrice: number }) // Create OCO order ob.createOrder({ type: 'oco', side: 'buy' | 'sell', size: number, stopPrice: number, stopLimitPrice: number, timeInForce?: 'GTC' | 'FOK' | 'IOC', stopLimitTimeInForce?: 'GTC' | 'FOK' | 'IOC' }) ``` ### 创建限制顺序 ```js /** * Create a limit order. See {@link LimitOrderOptions} for details. * * @param options * @param options.side - `sell` or `buy` * @param options.id - Unique order ID * @param options.size - How much of currency you want to trade in units of base currency * @param options.price - The price at which the order is to be fullfilled, in units of the quote currency * @param options.postOnly - When `true` the order will be rejected if immediately matches and trades as a taker. Default is `false` * @param options.timeInForce - Time-in-force type supported are: GTC, FOK, IOC. Default is GTC * @returns An object with the result of the processed order or an error. See {@link IProcessOrder} for the returned data structure */ ob.limit({ side: 'buy' | 'sell', id: string, size: number, price: number, postOnly?: boolean, timeInForce?: 'GTC' | 'FOK' | 'IOC' }) ``` 例如: ``` ob.limit({ side: "sell", id: "uniqueID", size: 55, price: 100 }) asks: 110 -> 5 110 -> 5 100 -> 1 100 -> 56 -------------- -> -------------- bids: 90 -> 5 90 -> 5 80 -> 1 80 -> 1 done - null partial - null ``` ``` ob.limit({ side: "buy", id: "uniqueID", size: 7, price: 120 }) asks: 110 -> 5 100 -> 1 -------------- -> -------------- bids: 90 -> 5 120 -> 1 80 -> 1 90 -> 5 80 -> 1 done - 2 (or more orders) partial - uniqueID order ``` ``` ob.limit({ side: "buy", id: "uniqueID", size: 3, price: 120 }) asks: 110 -> 5 100 -> 1 110 -> 3 -------------- -> -------------- bids: 90 -> 5 90 -> 5 80 -> 1 80 -> 1 done - 1 order with 100 price, (may be also few orders with 110 price) + uniqueID order partial - 1 order with price 110 ``` ### 创建市场顺序 ```js /** * Create a market order. See {@link MarketOrderOptions} for details. * * @param options * @param options.side - `sell` or `buy` * @param options.size - How much of currency you want to trade in units of base currency * @returns An object with the result of the processed order or an error. See {@link IProcessOrder} for the returned data structure */ ob.market({ side: 'buy' | 'sell', size: number }) ``` 例如: ``` ob.market({ side: 'sell', size: 6 }) asks: 110 -> 5 110 -> 5 100 -> 1 100 -> 1 -------------- -> -------------- bids: 90 -> 5 80 -> 1 80 -> 2 done - 2 (or more orders) partial - 1 order with price 80 quantityLeft - 0 ``` ``` ob.market({ side: 'buy', size: 10 }) asks: 110 -> 5 100 -> 1 -------------- -> -------------- bids: 90 -> 5 90 -> 5 80 -> 1 80 -> 1 done - 2 (or more orders) partial - null quantityLeft - 4 ``` ### 创建停止限制顺序 ```js /** * Create a stop limit order. See {@link StopLimitOrderOptions} for details. * * @param options * @param options.side - `sell` or `buy` * @param options.id - Unique order ID * @param options.size - How much of currency you want to trade in units of base currency * @param options.price - The price at which the order is to be fullfilled, in units of the quote currency * @param options.stopPrice - The price at which the order will be triggered. * @param options.timeInForce - Time-in-force type supported are: GTC, FOK, IOC. Default is GTC * @returns An object with the result of the processed order or an error. See {@link IProcessOrder} for the returned data structure */ ob.stopLimit({ side: 'buy' | 'sell', id: string, size: number, price: number, stopPrice: number, timeInForce?: 'GTC' | 'FOK' | 'IOC' }) ``` ### 创建停止市场秩序 ```js /** * Create a stop market order. See {@link StopMarketOrderOptions} for details. * * @param options * @param options.side - `sell` or `buy` * @param options.size - How much of currency you want to trade in units of base currency * @param options.stopPrice - The price at which the order will be triggered. * @returns An object with the result of the processed order or an error. See {@link IProcessOrder} for the returned data structure */ ob.stopMarket({ side: 'buy' | 'sell', size: number, stopPrice: number }) ``` ### 创建 OCO (One- Cancels- the- Other) 命令 ```js /** * Create an OCO (One-Cancels-the-Other) order. * OCO order combines a `stop_limit` order and a `limit` order, where if stop price * is triggered or limit order is fully or partially fulfilled, the other is canceled. * Both orders have the same `side` and `size`. If you cancel one of the orders, the * entire OCO order pair will be canceled. * * For BUY orders the `stopPrice` must be above the current price and the `price` below the current price * For SELL orders the `stopPrice` must be below the current price and the `price` above the current price * * See {@link OCOOrderOptions} for details. * * @param options * @param options.side - `sell` or `buy` * @param options.id - Unique order ID * @param options.size - How much of currency you want to trade in units of base currency * @param options.price - The price of the `limit` order at which the order is to be fullfilled, in units of the quote currency * @param options.stopPrice - The price at which the `stop_limit` order will be triggered. * @param options.stopLimitPrice - The price of the `stop_limit` order at which the order is to be fullfilled, in units of the quote currency. * @param options.timeInForce - Time-in-force of the `limit` order. Type supported are: GTC, FOK, IOC. Default is GTC * @param options.stopLimitTimeInForce - Time-in-force of the `stop_limit` order. Type supported are: GTC, FOK, IOC. Default is GTC * @returns An object with the result of the processed order or an error. See {@link IProcessOrder} for the returned data structure */ ob.oco({ side: 'buy' | 'sell', id: string, size: number, price: number, stopPrice: number, stopLimitPrice: number, timeInForce?: 'GTC' | 'FOK' | 'IOC', stopLimitTimeInForce?: 'GTC' | 'FOK' | 'IOC' }) ``` ### 修改已有顺序 ```js /** * Modify an existing order with given ID. When an order is modified by price or quantity, * it will be deemed as a new entry. Under the price-time-priority algorithm, orders are * prioritized according to their order price and order time. Hence, the latest orders * will be placed at the back of the matching order queue. * * @param orderID - The ID of the order to be modified * @param orderUpdate - An object with the modified size and/or price of an order. The shape of the object is `{size, price}`. * @returns An object with the result of the processed order or an error */ ob.modify(orderID: string, { size: number, price: number }) ``` 例如: ``` ob.limit({ side: "sell", id: "uniqueID", size: 55, price: 100 }) asks: 110 -> 5 110 -> 5 100 -> 1 100 -> 56 -------------- -> -------------- bids: 90 -> 5 90 -> 5 80 -> 1 80 -> 1 // Modify the size from 55 to 65 ob.modify("uniqueID", { size: 65 }) asks: 110 -> 5 110 -> 5 100 -> 56 100 -> 66 -------------- -> -------------- bids: 90 -> 5 90 -> 5 80 -> 1 80 -> 1 // Modify the price from 100 to 110 ob.modify("uniqueID", { price: 110 }) asks: 110 -> 5 110 -> 70 100 -> 66 100 -> 1 -------------- -> -------------- bids: 90 -> 5 90 -> 5 80 -> 1 80 -> 1 ``` ### 取消顺序 ```js /** * Remove an existing order with given ID from the order book * * @param orderID - The ID of the order to be removed * @returns The removed order if exists or `undefined` */ ob.cancel(orderID: string) ``` 例如: ``` ob.cancel("myUniqueID-Sell-1-with-100") asks: 110 -> 5 100 -> 1 110 -> 5 -------------- -> -------------- bids: 90 -> 5 90 -> 5 80 -> 1 80 -> 1 ``` ## 排序书选项 订单可以通过传递给构建者来初始化以下选项: ### 抓图 A 类 `snapshot` 代表特定时间点的订单书状态。 它包括下列属性: - `asks`: 要求命令清单,每份都有 `price` 和相关的清单 `orders`。 。 。 . - `bids`: 标书清单,各有一份 `price` 和相关的清单 `orders`。 。 。 . - `stopBook`: 对象为 `bids` 财务报告和审定财务报表 `asks` 与每个 `StopOrder` 在订书. - `ts`:一个时间戳,以Unix时间戳格式表示拍摄时的快照. - `lastOp`: 快照中包含的上一个操作的ID 快照对于将订单书恢复到之前的状态至关重要. 订单可以在处理任何日记日志之前从快照恢复,确保一致性和准确性. 在拍摄了快照后,您可以安全地删除所有日志 `lastOp` 编号. **说明**: 命令书的快照返回含有 `array` 联 合 国 `bids` 财务报告和审定财务报表 `asks`,然后是顺序对象的数组。 如果快照保存到数据库中作为 `string`,在初始化订单本时,确保以原始格式通过快照。 例如,通过使用 `JSON.parse` 将字符串转换回其原始对象形式. ```js const ob = new OrderBook({ enableJournaling: true}) // after every order save the log to the database const order = ob.limit({ side: "sell", id: "uniqueID", size: 55, price: 100 }) await saveLog(order.log) // ... after some time take a snapshot of the order book and save it on the database const snapshot = ob.snapshot() await saveSnapshot(JSON.stringify(snapshot)) // If you want you can safely remove all logs preceding the `lastOp` id of the snapshot, and continue to save each subsequent log to the database await removePreviousLogs(snapshot.lastOp) // On server restart get the snapshot and logs from the database and initialize the order book const logs = await getLogs() const snapshot = await getSnapshot() const ob = new OrderBook({ snapshot: JSON.parse(snapshot), journal: log, enableJournaling: true }) ``` ### 日记日志 这个 `journal` 选项期望您可以通过设置获取的日记日志数组 `enableJournaling` 真实的。 当提供日记时,命令书会重放所有操作,使命令书与上个日志的状态相同. ```js // Assuming 'logs' is an array of log entries retrieved from the database const logs = await getLogs() const ob = new OrderBook({ journal: logs, enableJournalLog: true }) ``` 通过将快照与日记合并,可以有效地恢复和审计订单簿的状态. ### 启用日志 `enabledJournaling` 是决定是启用日记还是禁用日记的配置设置。 启用时, 属性 `log` 将添加到每次行动的反应正文中。 日志必须保存到数据库中,然后当命令书的新实例被即时使用时即可被使用. ```js const ob = new OrderBook({ enableJournaling: true }) // false by default // after every order save the log to the database const order = ob.limit({ side: "sell", id: "uniqueID", size: 55, price: 100 }) await saveLog(order.log) ``` ## 发展 ### 构建 在您 dist 文件夹中构建生产( 分发) 文件 : ```sh npm run build ``` ### 测试 运行所有单元测试 ```sh npm run test ``` ### 覆盖范围 运行测试范围 ```sh npm run test:cov ``` ### 基准制定 运行基准前, 请确定使用 `npm run build` 第一个 ```sh npm run bench ``` ## 捐款 我将非常感谢为改进这一项目而提供的任何捐助。 请在弄脏手之前遵循以下准则. 1. 叉子存储器 2. 创建您的分支( gitt 退账 - b my - bbranch) 3. 向您的分支提交任何更改 4. 推动您的更改到您的远程分支 5. 打开拉动请求 ## 捐款 如果这个项目能帮助你减少开发时间 - USDT( TRC20): (中文(简体) ) `TXArNxsq2Ee8Jvsk45PudVio52Joiq1yEe` - BTC: TC `1GYDVSAQNgG7MFhV5bk15XJy3qoE4NFenp` - BTC(BEP20): (英语) `0xf673ee099be8129ec05e2f549d96ebea24ac5d97` - ETH(ERC20): (英语) `0xf673ee099be8129ec05e2f549d96ebea24ac5d97` - BNB (BEP20): B: `0xf673ee099be8129ec05e2f549d96ebea24ac5d97` ## 许可证 版权 [安德烈·法西纳](https://github.com/fasenderos),许可 [麻省理工学院](https://npmcn.com/package/%40fuzefinance/orderbook-bignumber/LICENSE)。 。 。 . ## 常见问题 ### @fuzefinance/orderbook-bignumber 是什么？ 节点\.js Lmit Order Book用于高频交易\(HFT\)\. ### 如何安装 @fuzefinance/orderbook-bignumber？ 在项目目录运行 npm install @fuzefinance/orderbook-bignumber，或使用 pnpm add / yarn add / bun add。 ### @fuzefinance/orderbook-bignumber 支持 TypeScript 吗？ 支持。包内自带 TypeScript 类型声明（package\.json 声明了 types 入口），安装后即可获得类型提示，无需再安装 @types 包。 ### @fuzefinance/orderbook-bignumber 支持 ESM 还是 CommonJS？ 同时提供 ES Module 与 CommonJS 入口，import 和 require\(\) 都可以使用，打包工具会自动选择合适的版本。 ### @fuzefinance/orderbook-bignumber 可以商用吗？ @fuzefinance/orderbook-bignumber 使用 MIT 许可。宽松许可：允许商业使用、修改和再分发，通常只需在分发时保留原版权与许可声明。以上为概括，不构成法律意见，请以许可原文为准。 ### @fuzefinance/orderbook-bignumber 的下载量有多少？ 根据 npm 官方下载统计，@fuzefinance/orderbook-bignumber 在 2026/10/16 – 2026/11/14 这 30 天内被下载 2,571 次，日均约 86 次。下载量会把 CI 构建、镜像同步和作为其他包依赖的安装一并计入，适合横向比较热度，不能直接等同于使用人数。 ### @fuzefinance/orderbook-bignumber 还在维护吗？ 最新版本 10\.1\.0 发布于 2025/02/04（1\.8 年前）；至今共发布 2 个版本，其中过去 12 个月发布了 0 个；首次发布于 2025/01/31。发布频率只是参考信号：功能稳定的工具可能很少需要更新，建议结合源码仓库的 issue 和提交记录判断。