coinbase-pro-node-api/build/src/websocket.d.ts

Node.js library for Coinbase Pro

/// <reference types="node" />
import { EventEmitter } from "node:events";
import WebSocket from "ws";
import { ProductInfo, CurrencyDetails, Side } from "./public.js";
export declare const WsUri = "wss://ws-feed.exchange.coinbase.com";
export declare const SandboxWsUri =
  "wss://ws-feed-public.sandbox.exchange.coinbase.com";
export declare const DefaultChannels: {
  name: string;
  product_ids: string[];
}[];
export declare type Channel =
  | {
      name: "status";
    }
  | {
      name: string;
      product_ids: string[];
    };
export interface SubscribeParams {
  channels: Channel[];
}
export interface Subscription extends SubscribeParams {
  type: "subscribe" | "unsubscribe";
}
export interface SignedMessage extends Subscription {
  key?: string;
  signature?: string;
  timestamp?: string;
  passphrase?: string;
}
export interface WSMessageHeartbeat {
  type: "heartbeat";
  sequence: number;
  last_trade_id: number;
  product_id: string;
  time: string;
}
export interface WSMessageSnapshot {
  type: "snapshot";
  product_id: string;
  bids: [string, string][];
  asks: [string, string][];
}
export interface WSMessageL2Update {
  type: "l2update";
  product_id: string;
  changes: [string, string, string][];
  time: string;
}
export interface WSMessageReceived {
  type: "received";
  side: Side;
  product_id: string;
  time: string;
  sequence: number;
  order_id: string;
  order_type: "limit" | "market";
  client_oid?: string;
  size?: string;
  price?: string;
  funds?: string;
  profile_id?: string;
  user_id?: string;
}
export interface WSMessageOpen {
  type: "open";
  side: Side;
  product_id: string;
  time: string;
  sequence: number;
  price: string;
  order_id: string;
  remaining_size: string;
  profile_id?: string;
  user_id?: string;
}
export interface WSMessageMatch {
  type: "match";
  trade_id: number;
  maker_order_id: string;
  taker_order_id: string;
  side: Side;
  size: string;
  price: string;
  product_id: string;
  sequence: number;
  time: string;
}
export interface WSMessageChange {
  type: "change";
  side: Side;
  product_id: string;
  time: string;
  sequence: number;
  price: string;
  order_id: string;
  new_size?: string;
  old_size?: string;
  new_funds?: string;
  old_funds?: string;
  profile_id?: string;
  user_id?: string;
}
export interface WSMessageDone {
  type: "done";
  side: Side;
  product_id: string;
  time: string;
  sequence: number;
  order_id: string;
  reason: "filled" | "canceled";
  price?: string;
  remaining_size?: string;
  profile_id?: string;
  user_id?: string;
}
export interface WSMessageActivate {
  type: "activate";
  side: Side;
  product_id: string;
  time: string;
  sequence: number;
  order_id: string;
  client_oid?: string;
  stop_price: string;
  limit_price: string;
  size: string;
  taker_fee_rate?: string;
  stop_type: string;
  profile_id?: string;
  user_id?: string;
}
export interface WSMessageTicker {
  type: "ticker";
  sequence: number;
  product_id: string;
  price: string;
  open_24h: string;
  volume_24h: string;
  low_24h: string;
  high_24h: string;
  volume_30d: string;
  best_bid: string;
  best_ask: string;
  side: Side;
  time: string;
  trade_id: number;
  last_size: string;
}
export interface WSMessageLastMatch {
  type: "last_match";
  trade_id: number;
  maker_order_id: string;
  taker_order_id: string;
  side: Side;
  size: string;
  price: string;
  product_id: string;
  sequence: number;
  time: string;
}
export interface WSMessageSubscriptions {
  type: "subscriptions";
  channels: {
    name: string;
    product_ids: string[];
  }[];
}
export interface WSMessageStatus {
  type: "status";
  currencies: {
    id: string;
    name: string;
    min_size: string;
    status: string;
    funding_account_id: string;
    status_message: string;
    max_precision: string;
    convertible_to: string[];
    details: CurrencyDetails;
  }[];
  products: (ProductInfo & {
    type: string;
  })[];
}
export declare type WSMessage =
  | WSMessageHeartbeat
  | WSMessageSnapshot
  | WSMessageL2Update
  | WSMessageReceived
  | WSMessageOpen
  | WSMessageMatch
  | WSMessageChange
  | WSMessageDone
  | WSMessageActivate
  | WSMessageTicker
  | WSMessageLastMatch
  | WSMessageSubscriptions
  | WSMessageStatus;
export interface WebSocketClientOptions {
  wsUri?: string;
  channels?: Channel[];
  key?: string;
  secret?: string;
  passphrase?: string;
  sandbox?: boolean;
}
export declare interface WebSocketClient {
  on(event: "open" | "close", eventListener: () => void): this;
  on(event: "message", eventListener: (data: WSMessage) => void): this;
  on(event: "error", eventListener: (error: unknown) => void): this;
  once(event: "open" | "close", eventListener: () => void): this;
  once(event: "message", eventListener: (data: WSMessage) => void): this;
  once(event: "error", eventListener: (error: unknown) => void): this;
}
export declare class WebSocketClient extends EventEmitter {
  #private;
  ws?: WebSocket;
  readonly wsUri: string;
  readonly channels: Channel[];
  constructor({
    channels,
    key,
    secret,
    passphrase,
    sandbox,
    wsUri,
  }?: WebSocketClientOptions);
  connect(): Promise<void>;
  disconnect(): Promise<void>;
  subscribe(params: SubscribeParams): Promise<void>;
  unsubscribe(params: SubscribeParams): Promise<void>;
}