@extasyio/market-models/dist/index.d.ts

Typed market data models (Trade, OrderBookSnapshot, MarketTick) with Zod validation and MsgPack/JSON serialization

import { z } from 'zod';

declare enum OrderSide {
    Buy = "buy",
    Sell = "sell"
}
declare enum TimeFrame {
    M1 = "1m",
    M5 = "5m",
    M15 = "15m",
    H1 = "1h",
    D1 = "1d"
}

declare const TradeSchema: z.ZodObject<{
    price: z.ZodNumber;
    amount: z.ZodNumber;
    side: z.ZodEnum<typeof OrderSide>;
    ts: z.ZodNumber;
}, z.core.$strip>;
type Trade = z.infer<typeof TradeSchema>;

declare const OrderBookSnapshotSchema: z.ZodObject<{
    ts: z.ZodNumber;
    bids: z.ZodArray<z.ZodTuple<[z.ZodNumber, z.ZodNumber], null>>;
    asks: z.ZodArray<z.ZodTuple<[z.ZodNumber, z.ZodNumber], null>>;
}, z.core.$strip>;
type OrderBookSnapshot = z.infer<typeof OrderBookSnapshotSchema>;

declare const MarketTickSchema: z.ZodObject<{
    tf: z.ZodEnum<typeof TimeFrame>;
    open: z.ZodNumber;
    high: z.ZodNumber;
    low: z.ZodNumber;
    close: z.ZodNumber;
    volume: z.ZodNumber;
    tsOpen: z.ZodNumber;
}, z.core.$strip>;
type MarketTick = z.infer<typeof MarketTickSchema>;

/** Generic helpers */
declare const toMsgPack: <T>(value: T) => Uint8Array;
declare const fromMsgPack: <T>(buf: Uint8Array) => T;
/** Typed wrappers with runtime-validation */
declare const encodeTrade: (t: Trade) => Uint8Array;
declare const decodeTrade: (buf: Uint8Array) => Trade;
declare const encodeOrderBook: (ob: OrderBookSnapshot) => Uint8Array;
declare const decodeOrderBook: (buf: Uint8Array) => OrderBookSnapshot;
declare const encodeTick: (c: MarketTick) => Uint8Array;
declare const decodeTick: (buf: Uint8Array) => MarketTick;

export { type MarketTick, MarketTickSchema, type OrderBookSnapshot, OrderBookSnapshotSchema, OrderSide, TimeFrame, type Trade, TradeSchema, decodeOrderBook, decodeTick, decodeTrade, encodeOrderBook, encodeTick, encodeTrade, fromMsgPack, toMsgPack };