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@exchanges/binance

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Exchange provider for Binance API

19 lines (18 loc) 650 B
import { BinanceClient } from '../../../clients'; export interface PartialBookDepthStreamsResponse { eventTime: Date; transactionTime: Date; symbol: string; firstUpdateIdInEvent: number; finalUpdateIdInEvent: number; finalUpdateIdInLastStream: number; bids: { price: number; quantity: number; }[]; asks: { price: number; quantity: number; }[]; } export declare function partialBookDepthStreams(client: BinanceClient, symbol: string, level: 5 | 10 | 20, updateSpeed: '100ms' | '250ms' | '500ms', callback: (data: PartialBookDepthStreamsResponse, error?: any) => any): () => any;