Class OrderEngine

Index

Constructors

Accessors

Methods

cancelOrder commitModify linkOco onFill onReconnect placeMarket placeOrder requestModify state

Constructors

constructor

new OrderEngine(opts: OrderEngineOptions): OrderEngine
Parameters
- opts: OrderEngineOptions
Returns OrderEngine
- Defined in src/trade/order-engine.ts:88

Accessors

mode

get mode(): TradeMode
Returns TradeMode
- Defined in src/trade/order-engine.ts:100

Methods

cancelOrder

cancelOrder(clientId: string): Promise<void>
Parameters
- clientId: string
Returns Promise<void>
- Defined in src/trade/order-engine.ts:194

commitModify

commitModify(clientId: string): Promise<void>
Force-send any pending modify (e.g. on drag end).
Parameters
- clientId: string
Returns Promise<void>
- Defined in src/trade/order-engine.ts:175

linkOco

linkOco(clientIdA: string, clientIdB: string): void
Link two orders as OCO: when one fills/cancels, the other is cancelled.
Parameters
- clientIdA: string
- clientIdB: string
Returns void
- Defined in src/trade/order-engine.ts:150

onFill

onFill(brokerId: string, full: boolean): void
Broker fill event (by broker id). Advances state and triggers OCO.
Parameters
- brokerId: string
- full: boolean
Returns void
- Defined in src/trade/order-engine.ts:208

onReconnect

onReconnect(presentBrokerIds: ReadonlySet<string>): void
On reconnect, mark any non-terminal order absent from the fresh book as STALE.
Parameters
- presentBrokerIds: ReadonlySet<string>
Returns void
- Defined in src/trade/order-engine.ts:224

placeMarket

placeMarket(symbol: string, side: OrderSide, qty: number): Promise<PlaceResult>
One-click market order.
Parameters
- symbol: string
- side: OrderSide
- qty: number
Returns Promise<PlaceResult>
- Defined in src/trade/order-engine.ts:145

placeOrder

placeOrder(req: PlaceRequest): Promise<PlaceResult>
Parameters
- req: PlaceRequest
Returns Promise<PlaceResult>
- Defined in src/trade/order-engine.ts:103

requestModify

requestModify(clientId: string, price: number): void
Rate-limited modify (drag): coalesces to the latest, sends at most every minModifyMs. An invalid price (tick/band/freeze) is NOT enqueued or sent — it surfaces via onValidationError so the UI can snap the line back.
Parameters
- clientId: string
- price: number
Returns void
- Defined in src/trade/order-engine.ts:161

state

state(clientId: string): undefined | ClientOrderState
Parameters
- clientId: string
Returns undefined | ClientOrderState
- Defined in src/trade/order-engine.ts:101