@0x/orderbook

@0x/orderbook

Package to help fetch orders from a remote source (Standard Relayer API, Mesh) and keep the local orderbook synced and up-to-date.

Supported Order Providers:

• SRA HTTP Polling
• SRA Websocket
• Mesh

Installation

yarn add @0x/orderbook

Import

import { Orderbook } from '@0x/orderbook';

or

var Orderbook = require('@0x/orderbook').Orderbook;

If your project is in TypeScript, add the following to your tsconfig.json:

"compilerOptions": {
    "typeRoots": ["node_modules/@0x/typescript-typings/types", "node_modules/@types"],
}

Usage

// Create an orderbook for makerAssetData, takerAssetData using the SRA Polling Order Provider
// This Provider polls the SRA endpoint automatically every 5 seconds on the supplied asset pairs
const orderbook = Orderbook.getOrderbookForPollingProvider({
    httpEndpoint: 'https://sra.0x.org/v2',
    pollingIntervalMs: 5000,
});
const orders = await orderbook.getOrdersAsync(makerAssetData, takerAssetData);

// Create an orderbook for makerAssetData, takerAssetData using the SRA Websocket Order Provider
// This provider subscribes via websocket to receive order updates on the supplied asset pairs
const orderbook = Orderbook.getOrderbookForWebsocketProvider({
    httpEndpoint: 'https://sra.0x.org/v2',
    websocketEndpoint: 'wss://ws.sra.0x.org',
});
const orders = await orderbook.getOrdersAsync(makerAssetData, takerAssetData);

// Create an orderbook for makerAssetData, takerAssetData using the Mesh Order Provider
// This provider subscribes via websocket to receive order updates on all orders stored in Mesh
const orderbook = Orderbook.getOrderbookForMeshProvider({
    websocketEndpoint: 'wss://MESH_ENDPOINT',
});
const orders = await orderbook.getOrdersAsync(makerAssetData, takerAssetData);

Contributing

We welcome improvements and fixes from the wider community! To report bugs within this package, please create an issue in this repository.

Please read our contribution guidelines before getting started.

Install dependencies

If you don't have yarn workspaces enabled (Yarn < v1.0) - enable them:

yarn config set workspaces-experimental true

Then install dependencies

yarn install

Build

To build this package and all other monorepo packages that it depends on, run the following from the monorepo root directory:

PKG=@0x/orderbook yarn build

Or continuously rebuild on change:

PKG=@0x/orderbook yarn watch

Clean

yarn clean

Lint

yarn lint

Run Tests

yarn test