ccxws
Version:
Websocket client for 37 cryptocurrency exchanges
72 lines (71 loc) • 2.68 kB
TypeScript
import { Level2Snapshot } from "../Level2Snapshots";
import { Level2Update } from "../Level2Update";
import { Market } from "../Market";
import { BinanceBase } from "./BinanceBase";
import { BinanceClientOptions } from "./BinanceBase";
export declare class BinanceFuturesCoinmClient extends BinanceBase {
constructor({ useAggTrades, requestSnapshot, socketBatchSize, socketThrottleMs, restThrottleMs, l2snapshotSpeed, l2updateSpeed, watcherMs, }?: BinanceClientOptions);
/**
* Custom construction for a partial depth update. This deviates from
* the spot market by including the `pu` property where updates may
* not be sequential. The update message looks like:
{
"e": "depthUpdate", // Event type
"E": 1591270260907, // Event time
"T": 1591270260891, // Transction time
"s": "BTCUSD_200626", // Symbol
"ps": "BTCUSD", // Pair
"U": 17285681, // First update ID in event
"u": 17285702, // Final update ID in event
"pu": 17285675, // Final update Id in last stream(ie `u` in last stream)
"b": [ // Bids to be updated
[
"9517.6", // Price level to be updated
"10" // Quantity
]
],
"a": [ // Asks to be updated
[
"9518.5", // Price level to be updated
"45" // Quantity
]
]
}
*/
protected _constructLevel2Update(msg: any, market: Market): Level2Update;
/**
* Partial book snapshot that. This deviates from the spot market by
* including a previous last update id, `pu`.
{
"e":"depthUpdate", // Event type
"E":1591269996801, // Event time
"T":1591269996646, // Transaction time
"s":"BTCUSD_200626", // Symbol
"ps":"BTCUSD", // Pair
"U":17276694,
"u":17276701,
"pu":17276678,
"b":[ // Bids to be updated
[
"9523.0", // Price Level
"5" // Quantity
],
[
"9522.8",
"8"
]
],
"a":[ // Asks to be updated
[
"9524.6", // Price level to be
"2" // Quantity
],
[
"9524.7",
"3"
]
]
}
*/
protected _constructLevel2Snapshot(msg: any, market: Market): Level2Snapshot;
}