tardis-dev/dist/mappers/bybit.d.ts

Convenient access to tick-level historical and real-time cryptocurrency market data via Node.js

import { BookChange, BookTicker, DerivativeTicker, Exchange, Liquidation, OptionSummary, Trade } from '../types';
import { Mapper } from './mapper';
export declare class BybitV5TradesMapper implements Mapper<'bybit' | 'bybit-spot' | 'bybit-options', Trade> {
    private readonly _exchange;
    constructor(_exchange: Exchange);
    canHandle(message: BybitV5Trade): boolean;
    getFilters(symbols?: string[]): {
        readonly channel: "publicTrade";
        readonly symbols: string[] | undefined;
    }[];
    map(message: BybitV5Trade, localTimestamp: Date): IterableIterator<Trade>;
}
export declare class BybitV5BookChangeMapper implements Mapper<'bybit' | 'bybit-spot' | 'bybit-options', BookChange> {
    protected readonly _exchange: Exchange;
    private readonly _depth;
    constructor(_exchange: Exchange, _depth: number);
    canHandle(message: BybitV5OrderBookMessage): boolean;
    getFilters(symbols?: string[]): {
        readonly channel: `orderbook.${number}`;
        readonly symbols: string[] | undefined;
    }[];
    map(message: BybitV5OrderBookMessage, localTimestamp: Date): Generator<{
        readonly type: "book_change";
        readonly symbol: string;
        readonly exchange: "bitmex" | "deribit" | "binance-futures" | "binance-delivery" | "binance-options" | "binance-european-options" | "binance" | "ftx" | "okex-futures" | "okex-options" | "okex-swap" | "okex" | "okex-spreads" | "huobi-dm" | "huobi-dm-swap" | "huobi-dm-linear-swap" | "huobi" | "bitfinex-derivatives" | "bitfinex" | "coinbase" | "coinbase-international" | "cryptofacilities" | "kraken" | "bitstamp" | "gemini" | "poloniex" | "bybit" | "bybit-spot" | "bybit-options" | "phemex" | "delta" | "ftx-us" | "binance-us" | "gate-io-futures" | "gate-io" | "okcoin" | "bitflyer" | "hitbtc" | "coinflex" | "binance-jersey" | "binance-dex" | "upbit" | "ascendex" | "dydx" | "dydx-v4" | "serum" | "mango" | "huobi-dm-options" | "star-atlas" | "crypto-com" | "crypto-com-derivatives" | "kucoin" | "kucoin-futures" | "bitnomial" | "woo-x" | "blockchain-com" | "bitget" | "bitget-futures" | "hyperliquid";
        readonly isSnapshot: boolean;
        readonly bids: {
            price: number;
            amount: number;
        }[];
        readonly asks: {
            price: number;
            amount: number;
        }[];
        readonly timestamp: Date;
        readonly localTimestamp: Date;
    }, void, unknown>;
    private _mapBookLevel;
}
export declare class BybitV5BookTickerMapper implements Mapper<'bybit' | 'bybit-spot', BookTicker> {
    protected readonly _exchange: Exchange;
    private _snapshots;
    constructor(_exchange: Exchange);
    canHandle(message: BybitV5OrderBookMessage): boolean;
    getFilters(symbols?: string[]): {
        readonly channel: "orderbook.1";
        readonly symbols: string[] | undefined;
    }[];
    map(message: BybitV5OrderBookMessage, localTimestamp: Date): Generator<BookTicker, void, unknown>;
}
export declare class BybitV5DerivativeTickerMapper implements Mapper<'bybit', DerivativeTicker> {
    private readonly pendingTickerInfoHelper;
    canHandle(message: BybitV5DerivTickerMessage): boolean;
    getFilters(symbols?: string[]): {
        readonly channel: "tickers";
        readonly symbols: string[] | undefined;
    }[];
    map(message: BybitV5DerivTickerMessage, localTimestamp: Date): IterableIterator<DerivativeTicker>;
}
export declare class BybitV5LiquidationsMapper implements Mapper<'bybit', Liquidation> {
    private readonly _exchange;
    constructor(_exchange: Exchange);
    canHandle(message: BybitV5LiquidationMessage): boolean;
    getFilters(symbols?: string[]): {
        readonly channel: "liquidation";
        readonly symbols: string[] | undefined;
    }[];
    map(message: BybitV5LiquidationMessage, localTimestamp: Date): IterableIterator<Liquidation>;
}
export declare class BybitV5AllLiquidationsMapper implements Mapper<'bybit', Liquidation> {
    private readonly _exchange;
    constructor(_exchange: Exchange);
    canHandle(message: BybitV5AllLiquidationMessage): boolean;
    getFilters(symbols?: string[]): {
        readonly channel: "allLiquidation";
        readonly symbols: string[] | undefined;
    }[];
    map(message: BybitV5AllLiquidationMessage, localTimestamp: Date): IterableIterator<Liquidation>;
}
export declare class BybitV5OptionSummaryMapper implements Mapper<'bybit-options', OptionSummary> {
    canHandle(message: BybitV5OptionTickerMessage): boolean;
    getFilters(symbols?: string[]): {
        readonly channel: "tickers";
        readonly symbols: string[] | undefined;
    }[];
    map(message: BybitV5OptionTickerMessage, localTimestamp: Date): Generator<OptionSummary, void, unknown>;
}
export declare class BybitTradesMapper implements Mapper<'bybit', Trade> {
    private readonly _exchange;
    constructor(_exchange: Exchange);
    canHandle(message: BybitDataMessage): boolean;
    getFilters(symbols?: string[]): {
        readonly channel: "trade";
        readonly symbols: string[] | undefined;
    }[];
    map(message: BybitTradeDataMessage, localTimestamp: Date): IterableIterator<Trade>;
}
export declare class BybitBookChangeMapper implements Mapper<'bybit', BookChange> {
    protected readonly _exchange: Exchange;
    private readonly _canUseBook200Channel;
    constructor(_exchange: Exchange, _canUseBook200Channel: boolean);
    canHandle(message: BybitDataMessage): boolean;
    getFilters(symbols?: string[]): {
        readonly channel: "orderBook_200";
        readonly symbols: string[] | undefined;
    }[] | {
        readonly channel: "orderBookL2_25";
        readonly symbols: string[] | undefined;
    }[];
    map(message: BybitBookSnapshotDataMessage | BybitBookSnapshotUpdateMessage, localTimestamp: Date): Generator<{
        readonly type: "book_change";
        readonly symbol: string;
        readonly exchange: "bitmex" | "deribit" | "binance-futures" | "binance-delivery" | "binance-options" | "binance-european-options" | "binance" | "ftx" | "okex-futures" | "okex-options" | "okex-swap" | "okex" | "okex-spreads" | "huobi-dm" | "huobi-dm-swap" | "huobi-dm-linear-swap" | "huobi" | "bitfinex-derivatives" | "bitfinex" | "coinbase" | "coinbase-international" | "cryptofacilities" | "kraken" | "bitstamp" | "gemini" | "poloniex" | "bybit" | "bybit-spot" | "bybit-options" | "phemex" | "delta" | "ftx-us" | "binance-us" | "gate-io-futures" | "gate-io" | "okcoin" | "bitflyer" | "hitbtc" | "coinflex" | "binance-jersey" | "binance-dex" | "upbit" | "ascendex" | "dydx" | "dydx-v4" | "serum" | "mango" | "huobi-dm-options" | "star-atlas" | "crypto-com" | "crypto-com-derivatives" | "kucoin" | "kucoin-futures" | "bitnomial" | "woo-x" | "blockchain-com" | "bitget" | "bitget-futures" | "hyperliquid";
        readonly isSnapshot: boolean;
        readonly bids: {
            price: number;
            amount: number;
        }[];
        readonly asks: {
            price: number;
            amount: number;
        }[];
        readonly timestamp: Date;
        readonly localTimestamp: Date;
    }, void, unknown>;
    private _mapBookLevel;
}
export declare class BybitDerivativeTickerMapper implements Mapper<'bybit', DerivativeTicker> {
    private readonly pendingTickerInfoHelper;
    canHandle(message: BybitDataMessage): boolean;
    getFilters(symbols?: string[]): {
        readonly channel: "instrument_info";
        readonly symbols: string[] | undefined;
    }[];
    map(message: BybitInstrumentDataMessage, localTimestamp: Date): IterableIterator<DerivativeTicker>;
}
export declare class BybitLiquidationsMapper implements Mapper<'bybit', Liquidation> {
    private readonly _exchange;
    constructor(_exchange: Exchange);
    canHandle(message: BybitDataMessage): boolean;
    getFilters(symbols?: string[]): {
        readonly channel: "liquidation";
        readonly symbols: string[] | undefined;
    }[];
    map(message: BybitLiquidationMessage | BybitLiquidationNativeMessage, localTimestamp: Date): IterableIterator<Liquidation>;
}
type BybitV5Trade = {
    topic: 'publicTrade.LTCUSDT';
    type: 'snapshot';
    ts: 1680688979985;
    data: [
        {
            T: 1680688979983;
            s: 'LTCUSDT';
            S: 'Buy';
            v: '0.4';
            p: '94.53';
            L: 'ZeroMinusTick';
            i: '4c7b6bdc-b4a3-5716-9c7b-bbe01dc7072f';
            BT: false;
        }
    ];
} | {
    topic: 'publicTrade.BTCUSDC';
    ts: 1680688980000;
    type: 'snapshot';
    data: [{
        i: '2240000000041223438';
        T: 1680688979998;
        p: '28528.98';
        v: '0.00433';
        S: 'Buy';
        s: 'BTCUSDC';
        BT: false;
    }];
} | {
    id: 'publicTrade.BTC-3414637898-1680652922102';
    topic: 'publicTrade.BTC';
    ts: 1680652922102;
    data: [
        {
            p: '985';
            v: '0.01';
            i: '0404c393-8419-5bac-95c3-5fea28404754';
            T: 1680652922081;
            BT: false;
            s: 'BTC-28APR23-29500-C';
            S: 'Sell';
        }
    ];
    type: 'snapshot';
};
type BybitV5OrderBookMessage = {
    topic: 'orderbook.50.LTCUSD';
    type: 'snapshot' | 'delta';
    ts: 1680673822478;
    data: {
        s: string;
        b: [string, string][];
        a: [string, string][];
        u: 11802648;
        seq: 941860281;
    };
};
type BybitV5DerivTickerMessage = {
    topic: 'tickers.BTCUSD';
    type: 'snapshot' | 'delta';
    data: {
        symbol: string;
        lastPrice?: string;
        markPrice?: string;
        indexPrice?: string;
        openInterest?: string;
        openInterestValue?: string;
        nextFundingTime?: string;
        fundingRate?: string;
        bid1Price?: string;
        bid1Size?: string;
        ask1Price?: string;
        ask1Size?: string;
    };
    cs: 20856433578;
    ts: 1680673822577;
};
type BybitV5LiquidationMessage = {
    data: {
        price: '0.03803';
        side: 'Buy';
        size: '1637';
        symbol: 'GALAUSDT';
        updatedTime: 1673251091822;
    };
    topic: 'liquidation.GALAUSDT';
    ts: 1673251091822;
    type: 'snapshot';
};
type BybitV5AllLiquidationMessage = {
    topic: 'allLiquidation.KAITOUSDT';
    type: 'snapshot';
    ts: 1740480190078;
    data: [{
        T: 1740480189987;
        s: 'KAITOUSDT';
        S: 'Buy';
        v: '43';
        p: '1.7531';
    }];
};
type BybitV5OptionTickerMessage = {
    id: 'tickers.ETH-30JUN23-200-P-3164908233-1680652859919';
    topic: 'tickers.ETH-30JUN23-200-P';
    ts: 1680652859919;
    data: {
        symbol: 'ETH-30JUN23-200-P';
        bidPrice: '0.1';
        bidSize: '5';
        bidIv: '1.4744';
        askPrice: '0';
        askSize: '0';
        askIv: '0';
        lastPrice: '1';
        highPrice24h: '0';
        lowPrice24h: '0';
        markPrice: '0.2548522';
        indexPrice: '1871.27';
        markPriceIv: '1.5991';
        underlyingPrice: '1886.16';
        openInterest: '231.5';
        turnover24h: '0';
        volume24h: '0';
        totalVolume: '232';
        totalTurnover: '362305';
        delta: '-0.00052953';
        gamma: '0.00000128';
        vega: '0.01719155';
        theta: '-0.0159208';
        predictedDeliveryPrice: '0';
        change24h: '0';
    };
    type: 'snapshot';
};
type BybitDataMessage = {
    topic: string;
};
type BybitTradeDataMessage = (BybitDataMessage & {
    data: {
        timestamp: string;
        trade_time_ms?: number | string;
        symbol: string;
        side: 'Buy' | 'Sell';
        size: number;
        price: number | string;
        trade_id: string;
    }[];
}) | {
    topic: 'trade.BTCPERP';
    data: [
        {
            symbol: 'BTCPERP';
            tickDirection: 'PlusTick';
            price: '21213.00';
            size: 0.007;
            timestamp: '2022-06-21T09:36:58.000Z';
            tradeTimeMs: '1655804218524';
            side: 'Sell';
            tradeId: '7aad7741-f763-5f78-bf43-c38b29a40f67';
        }
    ];
};
type BybitBookLevel = {
    price: string;
    side: 'Buy' | 'Sell';
    size?: number;
};
type BybitBookSnapshotDataMessage = BybitDataMessage & {
    type: 'snapshot';
    data: BybitBookLevel[] | {
        order_book: BybitBookLevel[];
    } | {
        orderBook: BybitBookLevel[];
    };
    timestamp_e6: number | string;
    timestampE6: number | string;
};
type BybitBookSnapshotUpdateMessage = BybitDataMessage & {
    type: 'delta';
    data: {
        delete: BybitBookLevel[];
        update: BybitBookLevel[];
        insert: BybitBookLevel[];
    };
    timestamp_e6: number | string;
    timestampE6: number | string;
};
type BybitInstrumentUpdate = {
    symbol: string;
    mark_price_e4?: number;
    mark_price?: string;
    index_price_e4?: string;
    index_price?: string;
    open_interest?: number;
    open_interest_e8?: number;
    funding_rate_e6?: string;
    predicted_funding_rate_e6?: number;
    next_funding_time?: string;
    last_price_e4?: string;
    last_price?: string;
    updated_at: string;
    lastPriceE4: '212130000';
    lastPrice: '21213.00';
    lastTickDirection: 'PlusTick';
    prevPrice24hE4: '207180000';
    prevPrice24h: '20718.00';
    price24hPcntE6: '23892';
    highPrice24hE4: '214085000';
    highPrice24h: '21408.50';
    lowPrice24hE4: '198005000';
    lowPrice24h: '19800.50';
    prevPrice1hE4: '213315000';
    prevPrice1h: '21331.50';
    price1hPcntE6: '-5555';
    markPriceE4: '212094700';
    markPrice: '21209.47';
    indexPriceE4: '212247200';
    indexPrice: '21224.72';
    openInterestE8: '18317600000';
    totalTurnoverE8: '94568739311650000';
    turnover24hE8: '1375880657550000';
    totalVolumeE8: '2734659400000';
    volume24hE8: '66536799999';
    fundingRateE6: '-900';
    predictedFundingRateE6: '-614';
    crossSeq: '385207672';
    createdAt: '1970-01-01T00:00:00.000Z';
    updatedAt: '2022-06-21T09:36:58.000Z';
    nextFundingTime: '2022-06-21T16:00:00Z';
    countDownHour: '7';
    bid1PriceE4: '212130000';
    bid1Price: '21213.00';
    ask1PriceE4: '212135000';
    ask1Price: '21213.50';
};
type BybitInstrumentDataMessage = BybitDataMessage & {
    timestamp_e6: string;
    timestampE6: string;
    data: BybitInstrumentUpdate | {
        update: [BybitInstrumentUpdate];
    };
};
type BybitLiquidationMessage = BybitDataMessage & {
    generated: true;
    data: {
        id: number;
        qty: number;
        side: 'Sell' | 'Buy';
        time: number;
        symbol: string;
        price: number;
    }[];
};
type BybitLiquidationNativeMessage = BybitDataMessage & {
    generated: undefined;
    data: {
        symbol: string;
        side: 'Sell' | 'Buy';
        price: string;
        qty: string;
        time: number;
    };
};
export {};
//# sourceMappingURL=bybit.d.ts.map