feat(orderbook): add initialQuantity to orders

This adds a new `initialQuantity` property to all stamped orders to
record the quantity of an order when it was first received by `xud`.
This is in preparation for storing information about orders to the
database.

lib/orderbook/OrderBook.ts

@@ -398,7 +398,7 @@ class OrderBook extends EventEmitter {
       return false;
     }
 
-    const stampedOrder: orders.PeerOrder = { ...order, createdAt: ms() };
+    const stampedOrder: orders.PeerOrder = { ...order, createdAt: ms(), initialQuantity: order.quantity };
 
     if (!tp.addPeerOrder(stampedOrder)) {
       this.logger.debug(`incoming peer order is duplicated: ${order.id}`);
@@ -525,7 +525,7 @@ class OrderBook extends EventEmitter {
       throw errors.DUPLICATE_ORDER(order.localId);
     }
 
-    return { ...order, id: uuidv1(), createdAt: ms() };
+    return { ...order, initialQuantity: order.quantity, id: uuidv1(), createdAt: ms() };
   }
 
   private createOutgoingOrder = (order: orders.OwnOrder): orders.OutgoingOrder => {

lib/types/orders.ts

@@ -41,6 +41,8 @@ type Remote = {
 type Stamp = OrderIdentifier & {
   /** Epoch timestamp when this order was created locally. */
   createdAt: number;
+  /** The number of base currency tokens initially available for the order, before any actions such as trades reduced the available quantity. */
+  initialQuantity: number;
 };
 
 export type OwnMarketOrder = MarketOrder & Local;
@@ -54,7 +56,7 @@ export type PeerOrder = LimitOrder & Stamp & Remote;
 export type Order = OwnOrder | PeerOrder;
 
 /** An outgoing version of a local own order without fields that are not useful for peers. */
-export type OutgoingOrder = Pick<OwnOrder, Exclude<keyof OwnOrder, 'localId' | 'createdAt' | 'hold'>>;
+export type OutgoingOrder = Pick<OwnOrder, Exclude<keyof OwnOrder, 'localId' | 'createdAt' | 'hold' | 'initialQuantity'>>;
 
 /** An outgoing version of a local own order without fields that are not useful for peers. */
 export type IncomingOrder = OutgoingOrder & Remote;

test/integration/OrderBook.spec.ts

@@ -17,6 +17,7 @@ const createOwnOrder = (price: number, quantity: number, isBuy: boolean, created
   quantity,
   isBuy,
   createdAt,
+  initialQuantity: quantity,
   id: uuidv1(),
   localId: uuidv1(),
   pairId: PAIR_ID,
@@ -35,6 +36,7 @@ const createPeerOrder = (
   isBuy,
   createdAt,
   peerPubKey,
+  initialQuantity: quantity,
   id: uuidv1(),
   pairId: PAIR_ID,
 });
@@ -115,15 +117,15 @@ describe('OrderBook', () => {
   });
 
   it('should create, partially match, and remove an order', async () => {
-    const order: orders.OwnLimitOrder = { pairId: 'LTC/BTC', localId: uuidv1(), quantity: 10, price: 10, isBuy: true, hold: 0 };
+    const order: orders.OwnOrder = createOwnOrder(10, 10, true);
     await orderBook.placeLimitOrder(order);
     const takerOrder: orders.OwnMarketOrder = { pairId: 'LTC/BTC', localId: uuidv1(), quantity: 5, isBuy: false, hold: 0 };
     await orderBook.placeMarketOrder(takerOrder);
     expect(() => orderBook.removeOwnOrderByLocalId(order.localId)).to.not.throw();
   });
 
   it('should not add a new own order with a duplicated localId', async () => {
-    const order: orders.OwnLimitOrder = { pairId: 'LTC/BTC', localId: uuidv1(), quantity: 10, price: 100, isBuy: false, hold: 0 };
+    const order: orders.OwnOrder = createOwnOrder(100, 10, false);
 
     expect(orderBook.placeLimitOrder(order)).to.be.fulfilled;
 

test/unit/TradingPair.spec.ts

@@ -14,6 +14,7 @@ const createOwnOrder = (price: number, quantity: number, isBuy: boolean, created
   quantity,
   isBuy,
   createdAt,
+  initialQuantity: quantity,
   id: uuidv1(),
   localId: uuidv1(),
   pairId: PAIR_ID,
@@ -32,6 +33,7 @@ const createPeerOrder = (
   isBuy,
   createdAt,
   peerPubKey,
+  initialQuantity: quantity,
   id: uuidv1(),
   pairId: PAIR_ID,
 });