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

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

import { BookChange, BookTicker, DerivativeTicker, Trade } from '../types';
import { Mapper } from './mapper';
export declare class DeltaTradesMapper implements Mapper<'delta', Trade> {
    private _useV2Channels;
    constructor(_useV2Channels: boolean);
    canHandle(message: DeltaTrade): boolean;
    getFilters(symbols?: string[]): {
        readonly channel: "recent_trade" | "all_trades";
        readonly symbols: string[] | undefined;
    }[];
    map(message: DeltaTrade, localTimestamp: Date): IterableIterator<Trade>;
}
export declare class DeltaBookChangeMapper implements Mapper<'delta', BookChange> {
    private readonly _useL2UpdatesChannel;
    constructor(_useL2UpdatesChannel: boolean);
    canHandle(message: DeltaL2OrderBook | DeltaL2UpdateMessage): boolean;
    getFilters(symbols?: string[]): {
        readonly channel: "l2_updates";
        readonly symbols: string[] | undefined;
    }[] | {
        readonly channel: "l2_orderbook";
        readonly symbols: string[] | undefined;
    }[];
    map(message: DeltaL2OrderBook | DeltaL2UpdateMessage, localTimestamp: Date): IterableIterator<BookChange>;
}
export declare class DeltaDerivativeTickerMapper implements Mapper<'delta', DerivativeTicker> {
    private _useV2Channels;
    constructor(_useV2Channels: boolean);
    private readonly pendingTickerInfoHelper;
    canHandle(message: DeltaTrade | DeltaMarkPrice | DeltaFundingRate): boolean;
    getFilters(symbols?: string[]): ({
        readonly channel: "recent_trade" | "all_trades";
        readonly symbols: string[] | undefined;
    } | {
        readonly channel: "funding_rate";
        readonly symbols: string[] | undefined;
    } | {
        readonly channel: "mark_price";
        readonly symbols: string[] | undefined;
    })[];
    map(message: DeltaTrade | DeltaMarkPrice | DeltaFundingRate, localTimestamp: Date): IterableIterator<DerivativeTicker>;
}
export declare class DeltaBookTickerMapper implements Mapper<'delta', BookTicker> {
    canHandle(message: DeltaL1Message): boolean;
    getFilters(symbols?: string[]): {
        readonly channel: "l1_orderbook";
        readonly symbols: string[] | undefined;
    }[];
    map(message: DeltaL1Message, localTimestamp: Date): Generator<BookTicker, void, unknown>;
}
type DeltaTrade = {
    buyer_role: 'taker' | 'maker';
    price: string;
    size: number | string;
    symbol: string;
    timestamp: number;
    type: 'recent_trade' | 'all_trades';
};
type DeltaBookLevel = {
    limit_price: string;
    size: number | string;
};
type DeltaL2OrderBook = {
    buy: DeltaBookLevel[];
    sell: DeltaBookLevel[];
    symbol: string;
    timestamp?: number;
    type: 'l2_orderbook';
};
type DeltaMarkPrice = {
    price: string;
    symbol: string;
    timestamp: number;
    type: 'mark_price';
};
type DeltaFundingRate = {
    funding_rate?: string | number;
    next_funding_realization?: number;
    predicted_funding_rate?: number;
    symbol: string;
    timestamp: number;
    type: 'funding_rate';
};
type DeltaL2Level = [string, string];
type DeltaL2UpdateMessage = {
    action: 'snapshot';
    asks: DeltaL2Level[];
    bids: DeltaL2Level[];
    cs: 220729409;
    sequence_no: 3660223;
    symbol: string;
    timestamp: 1680307203021223;
    type: 'l2_updates';
} | {
    action: 'update';
    asks: DeltaL2Level[];
    bids: DeltaL2Level[];
    cs: 2728204214;
    sequence_no: 3660224;
    symbol: string;
    timestamp: 1680307203771239;
    type: 'l2_updates';
};
type DeltaL1Message = {
    ask_qty: '1950';
    best_ask: '4964.5';
    best_bid: '4802';
    bid_qty: '4356';
    last_sequence_no: 1680307203966299;
    last_updated_at: 1680307203784000;
    product_id: 103877;
    symbol: 'P-BTC-33000-210423';
    timestamp: 1680307203966299;
    type: 'l1_orderbook';
};
export {};
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