tardis-dev
Version:
Convenient access to tick-level historical and real-time cryptocurrency market data via Node.js
92 lines • 2.61 kB
TypeScript
import { BookChange, OptionSummary, Trade } from '../types';
import { Mapper } from './mapper';
export declare class BinanceOptionsTradesMapper implements Mapper<'binance-options', Trade> {
private readonly _lastTradeId;
canHandle(message: BinanceResponse<any>): boolean;
getFilters(symbols?: string[]): {
readonly channel: "TRADE";
readonly symbols: string[] | undefined;
}[];
map(binanceTradeResponse: BinanceResponse<BinanceOptionsTradeData>, localTimestamp: Date): Generator<Trade, void, unknown>;
}
export declare class BinanceOptionsBookChangeMapper implements Mapper<'binance-options', BookChange> {
canHandle(message: BinanceResponse<any>): boolean;
getFilters(symbols?: string[]): {
readonly channel: "DEPTH100";
readonly symbols: string[] | undefined;
}[];
map(message: BinanceResponse<BinanceOptionsDepthData>, localTimestamp: Date): Generator<BookChange, void, unknown>;
protected mapBookLevel(level: BinanceBookLevel): {
price: number;
amount: number;
};
}
export declare class BinanceOptionSummaryMapper implements Mapper<'binance-options', OptionSummary> {
private readonly _indexPrices;
canHandle(message: BinanceResponse<any>): boolean;
getFilters(symbols?: string[]): ({
readonly channel: "TICKER";
readonly symbols: string[] | undefined;
} | {
readonly channel: "INDEX";
readonly symbols: string[] | undefined;
})[];
map(message: BinanceResponse<BinanceOptionsTickerData | BinanceOptionsIndexData>, localTimestamp: Date): Generator<OptionSummary, void, unknown>;
}
type BinanceResponse<T> = {
stream: string;
data: T;
};
type BinanceOptionsTradeData = {
e: 'trade';
E: number;
s: string;
t: {
t: string;
p: string;
q: string;
T: number;
s: '-1' | '1';
}[];
};
type BinanceOptionsDepthData = {
e: 'depth';
E: number;
s: string;
b: BinanceBookLevel[];
a: BinanceBookLevel[];
};
type BinanceOptionsTickerData = {
e: 'ticker';
E: 1591677962357;
s: 'BTC-200630-9000-P';
o: '1000';
h: '1000';
l: '1000';
c: '1000';
V: '2';
A: '0';
p: '0';
Q: '2000';
F: 1;
L: 1;
n: 1;
b: '0';
a: '0';
d: '0';
t: '0';
g: '0';
v: '0';
bo: '3.1';
ao: '90.36';
mp: '6.96';
};
type BinanceOptionsIndexData = {
e: 'index';
E: 1614556800182;
s: 'BTCUSDT';
p: '45160.127864';
};
type BinanceBookLevel = [string, string];
export {};
//# sourceMappingURL=binanceoptions.d.ts.map