tardis-dev
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Convenient access to tick-level historical and real-time cryptocurrency market data via Node.js
70 lines • 2.54 kB
TypeScript
import { BookChange, BookTicker, DerivativeTicker, Liquidation, OptionSummary, Trade } from '../types';
import { Mapper } from './mapper';
export declare const deribitTradesMapper: Mapper<'deribit', Trade>;
export declare const deribitBookChangeMapper: Mapper<'deribit', BookChange>;
export declare class DeribitDerivativeTickerMapper implements Mapper<'deribit', DerivativeTicker> {
private readonly pendingTickerInfoHelper;
canHandle(message: any): any;
getFilters(symbols?: string[]): {
readonly channel: "ticker";
readonly symbols: string[] | undefined;
}[];
map(message: DeribitTickerMessage, localTimestamp: Date): IterableIterator<DerivativeTicker>;
}
export declare class DeribitOptionSummaryMapper implements Mapper<'deribit', OptionSummary> {
getFilters(symbols?: string[]): {
readonly channel: "ticker";
readonly symbols: string[] | undefined;
}[];
canHandle(message: any): any;
map(message: DeribitOptionTickerMessage, localTimestamp: Date): Generator<OptionSummary, void, unknown>;
}
export declare const deribitLiquidationsMapper: Mapper<'deribit', Liquidation>;
export declare const deribitBookTickerMapper: Mapper<'deribit', BookTicker>;
type DeribitMessage = {
params: {
channel: string;
};
};
type DeribitTickerMessage = DeribitMessage & {
params: {
data: {
timestamp: number;
open_interest: number;
last_price: number | undefined;
mark_price: number;
instrument_name: string;
index_price: number;
current_funding?: number;
funding_8h?: number;
best_bid_price: number | undefined;
best_bid_amount: number | undefined;
best_ask_price: number | undefined;
best_ask_amount: number | undefined;
};
};
};
type DeribitOptionTickerMessage = DeribitTickerMessage & {
params: {
data: {
underlying_price: number;
underlying_index: string;
timestamp: number;
open_interest: number;
mark_price: number;
mark_iv: number;
last_price: number | null;
greeks: {
vega: number;
theta: number;
rho: number;
gamma: number;
delta: number;
};
bid_iv: number | undefined;
ask_iv: number | undefined;
};
};
};
export {};
//# sourceMappingURL=deribit.d.ts.map