feat: add stopbook on snapshot

Author: fasenderos

src/orderbook.ts

@@ -421,7 +421,8 @@ export class OrderBook {
 		this.asks.priceTree().forEach((price: number, orders: OrderQueue) => {
 			asks.push({ price, orders: orders.toArray().map((o) => o.toObject()) });
 		});
-		return { bids, asks, ts: Date.now(), lastOp: this._lastOp };
+		const stopBook = this.stopBook.snapshot();
+		return { bids, asks, stopBook, ts: Date.now(), lastOp: this._lastOp };
 	};
 
 	private readonly _market = (
@@ -572,6 +573,28 @@ export class OrderBook {
 				this.asks.append(newOrder);
 			}
 		}
+
+		if (snapshot.stopBook?.bids?.length > 0) {
+			for (const level of snapshot.stopBook.bids) {
+				for (const order of level.orders) {
+					// @ts-expect-error // TODO fix types
+					const newOrder = OrderFactory.createOrder(order);
+					// @ts-expect-error // TODO fix types
+					this.stopBook.add(newOrder);
+				}
+			}
+		}
+
+		if (snapshot.stopBook?.asks?.length > 0) {
+			for (const level of snapshot.stopBook.asks) {
+				for (const order of level.orders) {
+					// @ts-expect-error // TODO fix types
+					const newOrder = OrderFactory.createOrder(order);
+					// @ts-expect-error // TODO fix types
+					this.stopBook.add(newOrder);
+				}
+			}
+		}
 	};
 
 	/**

src/stopbook.ts

@@ -1,7 +1,7 @@
 /* node:coverage ignore next - Don't know why first and last line of each file count as uncovered */
 import type { StopQueue } from "./stopqueue";
 import { StopSide } from "./stopside";
-import { OrderType, Side, type StopOrder } from "./types";
+import { type IStopOrder, OrderType, Side, type StopOrder } from "./types";
 
 export class StopBook {
 	private readonly bids: StopSide;
@@ -76,5 +76,17 @@ export class StopBook {
 		}
 		return response;
 	};
+
+	snapshot = () => {
+		const bids: Array<{ price: number; orders: IStopOrder[] }> = [];
+		const asks: Array<{ price: number; orders: IStopOrder[] }> = [];
+		this.bids.priceTree().forEach((price: number, orders: StopQueue) => {
+			bids.push({ price, orders: orders.toArray().map((o) => o.toObject()) });
+		});
+		this.asks.priceTree().forEach((price: number, orders: StopQueue) => {
+			asks.push({ price, orders: orders.toArray().map((o) => o.toObject()) });
+		});
+		return { bids, asks };
+	};
 	/* node:coverage ignore next - Don't know why first and last line of each file count as uncovered */
 }

src/stopqueue.ts

@@ -52,5 +52,9 @@ export class StopQueue {
 		}
 		return deletedOrder;
 	};
+
+	toArray = (): StopOrder[] => {
+		return this._orders.toArray();
+	};
 	/* node:coverage ignore next - Don't know why first and last line of each file count as uncovered */
 }

src/stopside.ts

@@ -77,5 +77,9 @@ export class StopSide {
 		);
 		return queues;
 	};
+
+	priceTree = (): createRBTree.Tree<number, StopQueue> => {
+		return this._priceTree;
+	};
 	/* node:coverage ignore next - Don't know why first and last line of each file count as uncovered */
 }

src/types.ts

@@ -399,6 +399,16 @@ export interface Snapshot {
 		/** List of orders associated with this price */
 		orders: ILimitOrder[];
 	}>;
+	stopBook: {
+		asks: Array<{
+			price: number;
+			orders: IStopOrder[];
+		}>;
+		bids: Array<{
+			price: number;
+			orders: IStopOrder[];
+		}>;
+	};
 	/** Unix timestamp representing when the snapshot was taken */
 	ts: number;
 	/** The id of the last operation inserted in the orderbook */