notbank
Version:
The Notbank for Node.js
16 lines (15 loc) • 333 B
TypeScript
export interface OrderBookRaw {
timestamp: number;
bids: number[][];
asks: number[][];
}
export interface Level {
quantity: number;
price: number;
}
export interface OrderBook {
timestamp: number;
bids: Level[];
asks: Level[];
}
export declare function orderbookFromRaw(raw: OrderBookRaw): OrderBook;