okx-api
Version:
Complete & robust Node.js SDK for OKX's REST APIs and WebSockets, with TypeScript & end-to-end tests
125 lines (124 loc) • 2.71 kB
TypeScript
import { RFQLeg, RFQQuoteLegExtended } from '../shared';
export interface BlockCounterParty {
traderName: string;
traderCode: string;
type: never;
}
export interface CreateRFQResult {
cTime: string;
uTime: string;
traderCode: string;
rfqId: string;
clRfqId: string;
state: string;
validUntil: string;
counterparties: string[];
legs: Required<RFQLeg>[];
}
export interface CancelBlockRFQResult {
rfqId: string;
clRfqId: string;
sCode: string;
sMsg: string;
}
export interface ExecuteBlockQuoteResult {
blockTdId: string;
rfqId: string;
clRfqId: string;
quoteId: string;
clQuoteId: string;
tTraderCode: string;
mTraderCode: string;
cTime: string;
legs: RFQQuoteLegExtended[];
}
export interface CreatedBlockQuoteLeg {
px: string;
sz: string;
instId: string;
side: string;
tgtCcy: string;
}
export interface CreateBlockQuoteResult {
cTime: string;
uTime: string;
quoteId: string;
clQuoteId: string;
rfqId: string;
quoteSide: string;
state: string;
validUntil: string;
legs: CreatedBlockQuoteLeg[];
}
export interface CancelBlockQuoteResult {
rfqId: string;
clQuoteId: string;
sCode: string;
sMsg: string;
}
export interface BlockRFQResult {
rfqId: string;
clRfqId: string;
traderCode: string;
validUntil: string;
state: string;
counterparties: string[];
legs: Required<RFQLeg>[];
cTime: string;
uTime: string;
}
export interface BlockQuoteLeg {
px: string;
sz: string;
instId: string;
side: string;
tgtCcy: string;
}
export interface GetBlockQuoteResult {
validUntil: string;
uTime: string;
cTime: string;
legs: BlockQuoteLeg[];
quoteId: string;
rfqId: string;
quoteSide: string;
state: string;
clQuoteId: string;
clRfqId: string;
traderCode: string;
}
export interface BlockMakerInstrumentData {
uly?: string;
instId?: string;
maxBlockSz?: string;
makerPxBand?: string;
}
export interface BlockMakerInstrumentSettings {
instType: string;
includeALL: boolean;
data: BlockMakerInstrumentData[];
}
export interface SetMmpConfigResult {
timeInterval: string;
frozenInterval: string;
countLimit: string;
}
export interface BlockMMPConfig {
frozenInterval: string;
mmpFrozen: boolean;
mmpFrozenUntil: string;
countLimit: string;
timeInterval: string;
}
export interface PublicBlockTrade {
instId: string;
tradeId: string;
px: string;
sz: string;
side: 'buy' | 'sell';
fillVol?: string;
fwdPx?: string;
idxPx?: string;
markPx?: string;
ts: string;
}