ccxws/dist/src/orderbooks/LiquidOrderBook.d.ts

Websocket client for 37 cryptocurrency exchanges

import { Level2Update } from "../Level2Update";
import { L2Point } from "./L2Point";
/**
 * Implementation of the Liquid Order Book that pulls information
 * from the Liquid Web Socket feed defined here:
 * https://developers.liquid.com/#public-channels
 *
 * Liquid does not provide timestamps or sequence identifiers with their
 * order book stream. The stream acts as a psuedo snapshot stream in
 * that each "update" message is actually the top 40 items in one side
 * of the book (ask or bid). Therefore, the update processing simply
 * replaces one side of the book.
 *
 * # Example
 *
 * ```javascript
 * const client = new ccxws.liquid();
 * const market = { id: "btceur", base: "BTC", quote: "EUR" };
 * const ob = new LiquidOrderBook();
 *
 * client.subscribeLevel2Updates(market);
 * client.on("l2update", update => {
 *   ob.update(update);
 * });
 * ```
 */
export declare class LiquidOrderBook {
    asks: L2Point[];
    bids: L2Point[];
    constructor(asks?: L2Point[], bids?: L2Point[]);
    /**
     * The update will contain 40 new points for either the ask or bid
     * side. The update replaces the appropriate side of the book with
     * the new values.
     */
    update(update: Level2Update): void;
    /**
     * Obtains a snapshot of the best asks and bids according to requested
     * depth.
     */
    snapshot(depth?: number): {
        asks: L2Point[];
        bids: L2Point[];
    };
}