tardis-dev
Version:
Convenient access to tick-level historical and real-time cryptocurrency market data via Node.js
69 lines • 2.19 kB
TypeScript
import { BookChange, BookTicker, Trade } from '../types';
import { Mapper } from './mapper';
export declare class OkexSpreadsTradesMapper implements Mapper<'okex-spreads', Trade> {
canHandle(message: any): boolean;
getFilters(symbols?: string[]): {
channel: "sprd-public-trades";
symbols: string[] | undefined;
}[];
map(okexTradesMessage: OkexSpreadTradeMessage, localTimestamp: Date): IterableIterator<Trade>;
}
export declare class OkexSpreadsBookChangeMapper implements Mapper<'okex-spreads', BookChange> {
canHandle(message: any): boolean;
getFilters(symbols?: string[]): {
channel: string;
symbols: string[] | undefined;
}[];
map(okexDepthDataMessage: OkexSpreadBookMessage, localTimestamp: Date): IterableIterator<BookChange>;
}
export declare class OkexSpreadsBookTickerMapper implements Mapper<'okex-spreads', BookTicker> {
canHandle(message: any): boolean;
getFilters(symbols?: string[]): {
channel: "sprd-bbo-tbt";
symbols: string[] | undefined;
}[];
map(message: OkexSpreadBBOMessage, localTimestamp: Date): IterableIterator<BookTicker>;
}
type OkexSpreadTradeMessage = {
arg: {
channel: 'sprd-public-trades';
sprdId: 'ETH-USD-SWAP_ETH-USD-240329';
};
data: [
{
sprdId: 'ETH-USD-SWAP_ETH-USD-240329';
tradeId: '2102504804202430464';
px: '64.9';
sz: '13430';
side: 'sell' | 'buy';
ts: '1703155852033';
}
];
};
type OkexSpreadBookLevel = [string, string, string, string];
type OkexSpreadBookMessage = {
arg: {
channel: 'sprd-books5';
sprdId: 'ETH-USD-231222_ETH-USD-231229';
};
data: [
{
bids: OkexSpreadBookLevel[];
asks: OkexSpreadBookLevel[];
ts: '1703155852055';
}
];
};
type OkexSpreadBBOMessage = {
arg: {
channel: 'sprd-bbo-tbt';
sprdId: 'BTC-USD-SWAP_BTC-USD-231229';
};
data: [{
bids: [OkexSpreadBookLevel];
asks: [OkexSpreadBookLevel];
ts: '1703155859214';
}];
};
export {};
//# sourceMappingURL=okexspreads.d.ts.map