tardis-dev
Version:
Convenient access to tick-level historical and real-time cryptocurrency market data via Node.js
111 lines • 3.33 kB
TypeScript
import { BookChange, BookTicker, DerivativeTicker, Trade } from '../types';
import { Mapper } from './mapper';
export declare const wooxTradesMapper: Mapper<'woo-x', Trade>;
export declare class WooxBookChangeMapper implements Mapper<'woo-x', BookChange> {
private readonly _symbolToDepthInfoMapping;
canHandle(message: WooxOrderbookMessage | WooxOrderbookupdateMessage): boolean;
getFilters(symbols?: string[]): {
channel: string;
symbols: string[] | undefined;
}[];
map(message: WooxOrderbookMessage | WooxOrderbookupdateMessage, localTimestamp: Date): IterableIterator<BookChange>;
private _mapBookDepthUpdate;
private _mapBookLevel;
}
export declare class WooxDerivativeTickerMapper implements Mapper<'woo-x', DerivativeTicker> {
private readonly pendingTickerInfoHelper;
private readonly _indexPrices;
canHandle(message: WooxTradeMessage | WooxEstFundingRate | WooxMarkPrice | WooxIndexPrice | WooxOpenInterest): boolean;
getFilters(symbols?: string[]): {
channel: string;
symbols: string[] | undefined;
}[];
map(message: any, localTimestamp: Date): IterableIterator<DerivativeTicker>;
}
export declare class WooxBookTickerMapper implements Mapper<'woo-x', BookTicker> {
canHandle(message: WooxTradeMessage): boolean;
getFilters(symbols?: string[]): {
channel: string;
symbols: string[] | undefined;
}[];
map(wooxBBOMessage: WooxBBOMessage, localTimestamp: Date): Generator<BookTicker, void, unknown>;
}
type WooxTradeMessage = {
topic: 'PERP_GALA_USDT@trade';
ts: 1674431999995;
data: {
symbol: 'PERP_GALA_USDT';
price: 0.048756;
size: 4109;
side: 'SELL';
source: 0;
};
};
type WooxOrderbookupdateMessage = {
topic: 'PERP_BTC_USDT@orderbookupdate';
ts: 1674432000020;
data: {
symbol: 'PERP_BTC_USDT';
prevTs: 1674432000030;
asks: [[22712.7, 15.4675]];
bids: [[22708.0, 4.503]];
};
};
type WooxOrderbookMessage = {
id: 'PERP_BTC_USDT@orderbook';
event: 'request';
success: true;
ts: 1674432000034;
data: {
symbol: 'PERP_BTC_USDT';
ts: 1674432000020;
asks: [[22712.7, 15.4675], [26772.1, 0.248]];
bids: [[22708.0, 4.503], [18555.0, 0.002]];
};
};
type WooxBBOMessage = {
topic: 'SPOT_ETH_USDT@bbo';
ts: 1674431999996;
data: {
symbol: 'SPOT_ETH_USDT';
ask: 1627.61;
askSize: 38.3755;
bid: 1627.26;
bidSize: 20.424926;
};
};
type WooxMarkPrice = {
topic: 'PERP_BTC_USDT@markprice';
ts: 1674432000007;
data: {
symbol: 'PERP_BTC_USDT';
price: 22711.11;
};
};
type WooxEstFundingRate = {
topic: 'PERP_BTC_USDT@estfundingrate';
ts: 1674432059002;
data: {
symbol: 'PERP_BTC_USDT';
fundingRate: 0.00000782;
fundingTs: 1674435600005;
};
};
type WooxIndexPrice = {
topic: 'SPOT_BTC_USDT@indexprice';
ts: 1674432000024;
data: {
symbol: 'SPOT_BTC_USDT';
price: 22708.44;
};
};
type WooxOpenInterest = {
topic: 'PERP_BTC_USDT@openinterest';
ts: 1674432013624;
data: {
symbol: 'PERP_BTC_USDT';
openInterest: 83.2241;
};
};
export {};
//# sourceMappingURL=woox.d.ts.map