@exchanges/binance
Version:
Exchange provider for Binance API
64 lines (63 loc) • 2.68 kB
TypeScript
import { RefType } from '../utils';
export declare type SymbolFilterType = 'PRICE_FILTER' | 'PERCENT_PRICE' | 'LOT_SIZE' | 'MIN_NOTIONAL' | 'ICEBERG_PARTS' | 'MARKET_LOT_SIZE' | 'MAX_NUM_ORDERS' | 'MAX_NUM_ALGO_ORDERS' | 'MAX_NUM_ICEBERG_ORDERS' | 'MAX_POSITION';
export declare type SymbolFilter = SymbolFilterPriceFilter | SymbolFilterPercentPrice | SymbolFilterLotSize | SymbolFilterMinNotional | SymbolFilterIcebergParts | SymbolFilterMarketLotSize | SymbolFilterMaxNumOrders | SymbolFilterMaxNumAlgoOrders | SymbolFilterMaxNumIcebergOrders | SymbolFilterMaxPosition;
export interface SymbolFilterPriceFilter {
filterType: RefType<SymbolFilterType, 'PRICE_FILTER'>;
minPrice: string;
maxPrice: string;
tickSize: string;
}
export interface SymbolFilterPercentPrice {
filterType: RefType<SymbolFilterType, 'PERCENT_PRICE'>;
multiplierUp: string;
multiplierDown: string;
avgPriceMins: number;
}
export interface SymbolFilterLotSize {
filterType: RefType<SymbolFilterType, 'LOT_SIZE'>;
minQty: string;
maxQty: string;
stepSize: string;
}
export interface SymbolFilterMinNotional {
filterType: RefType<SymbolFilterType, 'MIN_NOTIONAL'>;
minNotional: string;
applyToMarket: boolean;
avgPriceMins: number;
}
export interface SymbolFilterIcebergParts {
filterType: RefType<SymbolFilterType, 'ICEBERG_PARTS'>;
limit: number;
}
export interface SymbolFilterMarketLotSize {
filterType: RefType<SymbolFilterType, 'MARKET_LOT_SIZE'>;
minQty: string;
maxQty: string;
stepSize: string;
}
export interface SymbolFilterMaxNumOrders {
filterType: RefType<SymbolFilterType, 'MAX_NUM_ORDERS'>;
maxNumOrders: number;
}
export interface SymbolFilterMaxNumAlgoOrders {
filterType: RefType<SymbolFilterType, 'MAX_NUM_ALGO_ORDERS'>;
maxNumAlgoOrders: number;
}
export interface SymbolFilterMaxNumIcebergOrders {
filterType: RefType<SymbolFilterType, 'MAX_NUM_ICEBERG_ORDERS'>;
maxNumIcebergOrders: number;
}
export interface SymbolFilterMaxPosition {
filterType: RefType<SymbolFilterType, 'MAX_POSITION'>;
maxPosition: string;
}
export declare type ExchangeFilterNameType = 'EXCHANGE_MAX_NUM_ORDERS' | 'EXCHANGE_MAX_NUM_ALGO_ORDERS';
export declare type ExchangeFilterType = ExchangeFilterExchangeMaxNumOrders | ExchangeFilterExchangeMaxNumAlgoOrders;
export interface ExchangeFilterExchangeMaxNumOrders {
filterType: RefType<ExchangeFilterNameType, 'EXCHANGE_MAX_NUM_ORDERS'>;
maxNumOrders: number;
}
export interface ExchangeFilterExchangeMaxNumAlgoOrders {
filterType: RefType<ExchangeFilterNameType, 'EXCHANGE_MAX_NUM_ALGO_ORDERS'>;
maxNumAlgoOrders: number;
}