tardis-dev
Version:
Convenient access to tick-level historical and real-time cryptocurrency market data via Node.js
81 lines • 3.25 kB
TypeScript
import { BookChange, BookTicker, DerivativeTicker, Trade } from '../types';
import { Mapper } from './mapper';
export declare const coinbaseInternationalTradesMapper: Mapper<'coinbase-international', Trade>;
export declare class CoinbaseInternationalBookChangMapper implements Mapper<'coinbase-international', BookChange> {
canHandle(message: CoinbaseInternationalLevel2Snapshot | CoinbaseInternationalLevel2Update): boolean;
getFilters(symbols?: string[]): {
readonly channel: "LEVEL2";
readonly symbols: string[] | undefined;
}[];
map(message: CoinbaseInternationalLevel2Snapshot | CoinbaseInternationalLevel2Update, localTimestamp: Date): IterableIterator<BookChange>;
}
export declare const coinbaseInternationalBookTickerMapper: Mapper<'coinbase-international', BookTicker>;
export declare class CoinbaseInternationalDerivativeTickerMapper implements Mapper<'coinbase-international', DerivativeTicker> {
private readonly pendingTickerInfoHelper;
canHandle(message: CoinbaseInternationalTradeMessage | CoinbaseInternationalRiskMessage | CoinbaseInternationalFundingMessage): boolean;
getFilters(symbols?: string[]): ({
readonly channel: "MATCH";
readonly symbols: string[] | undefined;
} | {
readonly channel: "RISK";
readonly symbols: string[] | undefined;
} | {
readonly channel: "FUNDING";
readonly symbols: string[] | undefined;
})[];
map(message: CoinbaseInternationalTradeMessage | CoinbaseInternationalRiskMessage | CoinbaseInternationalFundingMessage, localTimestamp: Date): IterableIterator<DerivativeTicker>;
}
type CoinbaseInternationalTradeMessage = {
sequence: 80;
match_id: '374491377330814981';
trade_price: '0.009573';
trade_qty: '1651';
aggressor_side: 'BUY' | 'SELL' | 'OPENING_FILL';
channel: 'MATCH';
type: 'UPDATE';
time: '2024-10-30T10:55:02.069Z';
product_id: 'MEW-PERP';
};
type CoinbaseInternationalSnapshotBookLevel = [string, string];
type CoinbaseInternationalLevel2Snapshot = {
sequence: 81053126;
bids: CoinbaseInternationalSnapshotBookLevel[];
asks: CoinbaseInternationalSnapshotBookLevel[];
channel: 'LEVEL2';
type: 'SNAPSHOT';
time: '2024-11-06T23:59:59.812Z';
product_id: 'BB-PERP';
};
type CoinbaseInternationalUpdateBookLevel = ['BUY' | 'SELL', string, string];
type CoinbaseInternationalLevel2Update = {
sequence: 162;
changes: CoinbaseInternationalUpdateBookLevel[];
channel: 'LEVEL2';
type: 'UPDATE';
time: '2024-10-30T10:55:02.348Z';
product_id: 'NOT-PERP';
};
type CoinbaseInternationalRiskMessage = {
sequence: 108523490;
limit_up: '0.5107';
limit_down: '0.4621';
index_price: '0.4864755122500001';
mark_price: '0.4863';
settlement_price: '0.4864';
open_interest: '153090';
channel: 'RISK';
type: 'UPDATE';
time: '2024-11-07T00:00:59.950Z';
product_id: 'ENA-PERP';
};
type CoinbaseInternationalFundingMessage = {
sequence: 108521023;
funding_rate: '0.000009';
is_final: false;
channel: 'FUNDING';
type: 'UPDATE';
time: '2024-11-07T00:00:51.068Z';
product_id: 'DEGEN-PERP';
};
export {};
//# sourceMappingURL=coinbaseinternational.d.ts.map