Messages clean up ordertype property (coinbase#170)

* Messages.ts: documentation improvements.

Remove documentation on the orderType property which NewOrderMessage
doesn't have.

orderType only appears in PlaceOrderMessage and TradeExecutedMessage,
so add it there.

Also add comments on TradeFinalizedMessage and MyOrderPlacedMessage.

* Remove MyOrderPlacedMessage's orderType field.

GDAX's 'open' feed message doesn't contain an order type:

  { type: 'open',
    side: 'buy',
    price: '10015.99000000',
    order_id: '3c551481-c7c1-48e9-a820-d7287348f861',
    remaining_size: '0.01000000',
    product_id: 'BTC-USD',
    sequence: 16899268,
    user_id: '59c806a6e71206025e1e274c',
    profile_id: '12ad580d-81b8-4ee1-b4dc-ad6d02206412',
    time: '2018-03-11T00:26:16.842000Z' } }

Additionally, the code as it currently stands always sets the
orderType field to 'open' which has no meaning, so delete the
property.

* Add OrderType type and use it in {PlaceOrder,TradeExecuted}Message.

src/core/Messages.ts

@@ -15,6 +15,9 @@
 import { OrderbookState } from '../lib/Orderbook';
 import { Side } from '../lib/sides';
 import { Ticker } from '../exchanges/PublicExchangeAPI';
+
+export type OrderType = 'limit' | 'market' | 'stop';
+
 /**
  * Interfaces for the GTT Stream message types. These messages are generated and passed on my the GTT streaming
  * infrastructure. The `type` field is conventionally named after the interface, first letter lowercased,  with the word Message
@@ -106,8 +109,6 @@ export function isBaseOrderMessage(msg: any): msg is BaseOrderMessage {
 
 /**
  * In order-level books, represents a new order.
- *
- * `orderType` is market, limit, stop
  */
 export interface NewOrderMessage extends BaseOrderMessage {
     type: 'newOrder';
@@ -186,7 +187,7 @@ export interface PlaceOrderMessage extends StreamMessage {
     productId: string;
     clientId?: string;
     side: Side;
-    orderType: string;
+    orderType: OrderType;
     price?: string;
     postOnly?: boolean;
     size?: string;
@@ -208,11 +209,15 @@ export interface TradeExecutedMessage extends StreamMessage {
     orderId: string;
     side: Side;
     price: string;
-    orderType: string;
+    orderType: OrderType;
     tradeSize: string;
     remainingSize: string;
 }
 
+/**
+ * Emitted when my order is finalized. (An authenticated feed is
+ * required).
+ */
 export interface TradeFinalizedMessage extends StreamMessage {
     type: 'tradeFinalized';
     productId: string;
@@ -223,13 +228,16 @@ export interface TradeFinalizedMessage extends StreamMessage {
     reason: string;
 }
 
+/**
+ * Emitted when my order is placed. (An authenticated feed is
+ * required).
+ */
 export interface MyOrderPlacedMessage extends StreamMessage {
     type: 'myOrderPlaced';
     productId: string;
     orderId: string;
     side: Side;
     price: string;
-    orderType: string;
     size: string;
     sequence: number;
 }

src/exchanges/gdax/GDAXFeed.ts

@@ -498,7 +498,6 @@ export class GDAXFeed extends ExchangeFeed {
                     orderId: feedMessage.order_id,
                     side: feedMessage.side,
                     price: feedMessage.price,
-                    orderType: feedMessage.type,
                     size: feedMessage.remaining_size,
                     sequence: feedMessage.sequence
                 };