@barfinex/types/dist/liquidity-map.interface.d.ts

Core TypeScript type definitions and shared interfaces for the Barfinex ecosystem. Provides strongly-typed contracts for modules, services, and plugins.

export type LiquidityMapScope = 'rolling_30m' | 'candle_30m' | 'prev_candle_30m' | 'rolling_4h' | 'candle_4h' | 'prev_candle_4h' | 'rolling_24h' | 'candle_24h' | 'prev_candle_24h';
export interface LiquidityNode {
    price: number;
    volume: number;
    distanceBps: number;
}
export interface LiquidityCluster {
    priceStart: number;
    priceEnd: number;
    totalVolume: number;
    side: 'bid' | 'ask';
    distanceBps: number | null;
}
export interface LiquidityGap {
    priceStart: number;
    priceEnd: number;
    side: 'above' | 'below';
    distanceBps: number;
}
export interface LiquidityDynamicsSummary {
    liquidityAddVelocity: number;
    liquidityPullVelocity: number;
    liquidityConsumeVelocity: number;
    liquidityInstabilityScore: number;
    localAbsorptionScore: number;
    localAggressionImbalance: number;
}
export interface LiquidityMapSummary {
    scope: LiquidityMapScope;
    updatedAt: number;
    bucketSize: number;
    pocPrice: number | null;
    valueAreaLow: number | null;
    valueAreaHigh: number | null;
    distanceToPocBps: number | null;
    distanceToValueAreaLowBps: number | null;
    distanceToValueAreaHighBps: number | null;
    nearestHvnAboveDistanceBps: number | null;
    nearestHvnBelowDistanceBps: number | null;
    nearestLvnAboveDistanceBps: number | null;
    nearestLvnBelowDistanceBps: number | null;
    nearestLiquidityWallAboveDistanceBps: number | null;
    nearestLiquidityWallBelowDistanceBps: number | null;
    strongestClusterAboveDistanceBps: number | null;
    strongestClusterBelowDistanceBps: number | null;
    localOrderbookImbalance: number;
    localBidLiquidityDensity: number;
    localAskLiquidityDensity: number;
    thinZoneAboveDistanceBps: number | null;
    thinZoneBelowDistanceBps: number | null;
    liquidityPullVelocity: number;
    liquidityAddVelocity: number;
    liquidityConsumeVelocity: number;
    liquidityInstabilityScore: number;
    localAbsorptionScore: number;
    localAggressionImbalance: number;
    liquidityClusterConfluenceScore: number;
    liquidityGapPressure: number;
    profileOrderbookAlignmentScore: number;
    currentPriceInValueArea: number;
}
export interface LiquidityMapSnapshot {
    symbol: string;
    scope: LiquidityMapScope;
    updatedAt: number;
    summary: LiquidityMapSummary;
    topClusters: LiquidityCluster[];
    topGaps: LiquidityGap[];
    nearestWalls: {
        above: LiquidityNode | null;
        below: LiquidityNode | null;
    };
    dynamics: LiquidityDynamicsSummary;
}
export type LiquidityMapSummaryByScope = Partial<Record<LiquidityMapScope, LiquidityMapSummary>>;
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