Faster decimal library.

lib/orderbook.js

@@ -1,5 +1,5 @@
 const { RBTree } = require('bintrees');
-const num = require('num');
+const {Decimal} = require('decimal.js');
 const assert = require('assert');
 
 class Orderbook {
@@ -19,17 +19,17 @@ class Orderbook {
         .map(order => ({
           id: order[2],
           side: 'buy',
-          price: num(order[0]),
-          size: num(order[1]),
+          price: Decimal(order[0]),
+          size: Decimal(order[1]),
         }))
         .forEach(order => this.add(order));
 
       book.asks
         .map(order => ({
           id: order[2],
           side: 'sell',
-          price: num(order[0]),
-          size: num(order[1]),
+          price: Decimal(order[0]),
+          size: Decimal(order[1]),
         }))
         .forEach(order => this.add(order));
     } else {
@@ -50,8 +50,8 @@ class Orderbook {
     order = {
       id: order.order_id || order.id,
       side: order.side,
-      price: num(order.price),
-      size: num(order.size || order.remaining_size),
+      price: Decimal(order.price),
+      size: Decimal(order.size || order.remaining_size),
     };
 
     const tree = this._getTree(order.side);
@@ -91,8 +91,8 @@ class Orderbook {
   }
 
   match(match) {
-    const size = num(match.size);
-    const price = num(match.price);
+    const size = Decimal(match.size);
+    const price = Decimal(match.price);
     const tree = this._getTree(match.side);
     const node = tree.find({ price: price });
     assert(node);
@@ -112,8 +112,8 @@ class Orderbook {
   }
 
   change(change) {
-    const size = num(change.new_size);
-    const price = num(change.price);
+    const size = Decimal(change.new_size);
+    const price = Decimal(change.price);
     const order = this.get(change.order_id);
     const tree = this._getTree(change.side);
     const node = tree.find({ price });

package.json

@@ -22,7 +22,7 @@
   ],
   "dependencies": {
     "bintrees": "^1.0.1",
-    "num": "^0.3.0",
+    "decimal.js": "^9.0.1",
     "request": "^2.81.0",
     "ws": "^4.0.0"
   },