29 lines
588 B
TypeScript
29 lines
588 B
TypeScript
import { Orderbook } from 'types'
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export const calculateMarketPrice = (
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orderBook: Orderbook,
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size: number,
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side: 'buy' | 'sell'
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): number => {
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const orders = side === 'buy' ? orderBook.asks : orderBook.bids
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let acc = 0
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let selectedOrder
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for (const order of orders) {
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acc += order[1]
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if (acc >= size) {
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selectedOrder = order
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break
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}
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}
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if (!selectedOrder) {
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throw new Error('Unable to calculate market order. Please retry.')
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}
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if (side === 'buy') {
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return selectedOrder[0] * 1.05
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} else {
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return selectedOrder[0] * 0.95
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}
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}
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