ccxws
Version:
Websocket client for 37 cryptocurrency exchanges
154 lines (152 loc) • 4.26 kB
TypeScript
import { BasicClient } from "../BasicClient";
import { Candle } from "../Candle";
import { CandlePeriod } from "../CandlePeriod";
import { ClientOptions } from "../ClientOptions";
import { CancelableFn } from "../flowcontrol/Fn";
import { Level2Snapshot } from "../Level2Snapshots";
import { Ticker } from "../Ticker";
import { Trade } from "../Trade";
export declare class DeribitClient extends BasicClient {
id: number;
candlePeriod: CandlePeriod;
protected _send: CancelableFn;
constructor({ wssPath, watcherMs }?: ClientOptions);
protected _beforeClose(): void;
protected __send(message: any): void;
protected _sendSubTicker(remote_id: any): void;
protected _sendUnsubTicker(remote_id: any): void;
protected _sendSubTrades(remote_id: any): void;
protected _sendUnsubTrades(remote_id: any): void;
protected _sendSubCandles(remote_id: any): void;
protected _sendUnsubCandles(remote_id: any): void;
protected _sendSubLevel2Updates(remote_id: any): void;
protected _sendUnsubLevel2Updates(remote_id: any): void;
protected _sendSubLevel2Snapshots: (...args: any[]) => any;
protected _sendUnsubLevel2Snapshots: (...args: any[]) => any;
protected _sendSubLevel3Snapshots: (...args: any[]) => any;
protected _sendUnsubLevel3Snapshots: (...args: any[]) => any;
protected _sendSubLevel3Updates: (...args: any[]) => any;
protected _sendUnsubLevel3Updates: (...args: any[]) => any;
protected _onMessage(raw: any): void;
/**
{
"jsonrpc": "2.0",
"method": "subscription",
"params": {
"channel": "ticker.BTC-PERPETUAL.raw",
"data": {
"timestamp": 1597244851057,
"stats": {
"volume_usd": 404775400.0,
"volume": 35574.05167122,
"price_change": 0.493,
"low": 11131.5,
"high": 11632.5
},
"state": "open",
"settlement_price": 11452.62,
"open_interest": 117979530,
"min_price": 11443.06,
"max_price": 11791.58,
"mark_price": 11617.8,
"last_price": 11618.0,
"instrument_name": "BTC-PERPETUAL",
"index_price": 11609.61,
"funding_8h": 0.00001212,
"estimated_delivery_price": 11609.61,
"current_funding": 0.00020545,
"best_bid_price": 11618.0,
"best_bid_amount": 7460.0,
"best_ask_price": 11618.5,
"best_ask_amount": 497870.0
}
}
}
*/
protected _constructTicker(msg: any, market: any): Ticker;
/**
* PERPETUAL
{
"trade_seq": 56761222,
"trade_id": "88095252",
"timestamp": 1597246721811,
"tick_direction": 3,
"price": 11576.0,
"mark_price": 11574.5,
"instrument_name": "BTC-PERPETUAL",
"index_price": 11567.32,
"direction": "buy",
"amount": 4310.0
}
*/
protected _constructTrade(datum: any, market: any): Trade;
/**
{
"volume" : 0.05219351,
"tick" : 1573645080000,
"open" : 8869.79,
"low" : 8788.25,
"high" : 8870.31,
"cost" : 460,
"close" : 8791.25
},
*/
protected _constructCandle(data: any): Candle;
/**
{
"type" : "snapshot",
"timestamp" : 1554373962454,
"instrument_name" : "BTC-PERPETUAL",
"change_id" : 297217,
"bids" : [
[
"new",
5042.34,
30
],
[
"new",
5041.94,
20
]
],
"asks" : [
[
"new",
5042.64,
40
],
[
"new",
5043.3,
40
]
]
}
*/
protected _constructLevel2Snapshot(data: any, market: any): Level2Snapshot;
/**
{
"type" : "change",
"timestamp" : 1554373911330,
"prev_change_id" : 297217,
"instrument_name" : "BTC-PERPETUAL",
"change_id" : 297218,
"bids" : [
[
"delete",
5041.94,
0
],
[
"delete",
5042.34,
0
]
],
"asks" : [
]
}
*/
protected _constructLevel2Update(data: any, market: any): Level2Snapshot;
}