@hackape/tardis-dev
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Convenient access to tick-level historical and real-time cryptocurrency market data via Node.js
22 lines • 1.06 kB
TypeScript
import { BookChange, BookPriceLevel } from './types';
export declare type OnLevelRemovedCB = (bookChange: BookChange, bestBidBeforeRemoval: BookPriceLevel | undefined, bestBidAfterRemoval: BookPriceLevel | undefined, bestAskBeforeRemoval: BookPriceLevel | undefined, bestAskAfterRemoval: BookPriceLevel | undefined) => void;
export declare class OrderBook {
private readonly _bids;
private readonly _asks;
private readonly _removeCrossedLevels;
private readonly _onCrossedLevelRemoved;
private _receivedInitialSnapshot;
constructor({ removeCrossedLevels, onCrossedLevelRemoved }?: {
removeCrossedLevels?: boolean;
onCrossedLevelRemoved?: OnLevelRemovedCB;
});
update(bookChange: BookChange): void;
bestBid(): BookPriceLevel | undefined;
bestAsk(): BookPriceLevel | undefined;
private _removeCrossedLevelsIfNeeded;
private _removeBestAsk;
private _removeBestBid;
bids(): IterableIterator<BookPriceLevel>;
asks(): IterableIterator<BookPriceLevel>;
}
//# sourceMappingURL=orderbook.d.ts.map