UNPKG

tardis-dev

Version:

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

165 lines 5.11 kB
import { CircularBuffer } from '../handy'; import { BookChange, BookTicker, Exchange, Trade } from '../types'; import { Mapper } from './mapper'; export declare class GateIOV4BookChangeMapper implements Mapper<'gate-io', BookChange> { protected readonly exchange: Exchange; protected readonly ignoreBookSnapshotOverlapError: boolean; protected readonly symbolToDepthInfoMapping: { [key: string]: LocalDepthInfo; }; constructor(exchange: Exchange, ignoreBookSnapshotOverlapError: boolean); canHandle(message: GateV4OrderBookUpdate | Gatev4OrderBookSnapshot): boolean; getFilters(symbols?: string[]): { readonly channel: "order_book_update"; readonly symbols: string[] | undefined; }[]; map(message: GateV4OrderBookUpdate | Gatev4OrderBookSnapshot, localTimestamp: Date): Generator<BookChange, void, unknown>; protected mapBookDepthUpdate(depthUpdateData: DepthData, localTimestamp: Date): BookChange | undefined; protected mapBookLevel(level: [string, string]): { price: number; amount: number; }; } export declare class GateIOV4BookTickerMapper implements Mapper<'gate-io', BookTicker> { private readonly _exchange; constructor(_exchange: Exchange); canHandle(message: GateV4BookTicker): boolean; getFilters(symbols?: string[]): { readonly channel: "book_ticker"; readonly symbols: string[] | undefined; }[]; map(bookTickerResponse: GateV4BookTicker, localTimestamp: Date): Generator<BookTicker, void, unknown>; } export declare class GateIOV4TradesMapper implements Mapper<'gate-io', Trade> { private readonly _exchange; constructor(_exchange: Exchange); canHandle(message: GateV4Trade): boolean; getFilters(symbols?: string[]): { readonly channel: "trades"; readonly symbols: string[] | undefined; }[]; map(tradesMessage: GateV4Trade, localTimestamp: Date): IterableIterator<Trade>; } export declare class GateIOTradesMapper implements Mapper<'gate-io', Trade> { private readonly _exchange; private readonly _seenSymbols; constructor(_exchange: Exchange); canHandle(message: any): boolean; getFilters(symbols?: string[]): { readonly channel: "trades"; readonly symbols: string[] | undefined; }[]; map(tradesMessage: GateIOTrades, localTimestamp: Date): IterableIterator<Trade>; } export declare class GateIOBookChangeMapper implements Mapper<'gate-io', BookChange> { private readonly _exchange; constructor(_exchange: Exchange); canHandle(message: any): boolean; getFilters(symbols?: string[]): { readonly channel: "depth"; readonly symbols: string[] | undefined; }[]; map(depthMessage: GateIODepth, localTimestamp: Date): IterableIterator<BookChange>; } type GateIOTrade = { id: number; time: number; price: string; amount: string; type: 'sell' | 'buy'; }; type GateIOTrades = { method: 'trades.update'; params: [string, GateIOTrade[]]; }; type GateIODepthLevel = [string, string]; type GateIODepth = { method: 'depth.update'; params: [ boolean, { bids?: GateIODepthLevel[]; asks?: GateIODepthLevel[]; current: 1669860180.632; update: 1669860180.632; }, string ]; }; type GateV4Trade = { time: 1682689046; time_ms: 1682689046133; channel: 'spot.trades'; event: 'update'; result: { id: 5541729596; create_time: 1682689046; create_time_ms: '1682689046123.0'; side: 'sell'; currency_pair: 'SUSD_USDT'; amount: '8.5234'; price: '0.9782'; }; }; type GateV4BookTicker = { time: 1682689046; time_ms: 1682689046142; channel: 'spot.book_ticker'; event: 'update'; result: { t: 1682689046131; u: 517377894; s: 'ETC_ETH'; b: '0.010326'; B: '0.001'; a: '0.010366'; A: '10'; }; }; type Gatev4OrderBookSnapshot = { channel: 'spot.order_book_update'; event: 'snapshot'; generated: true; symbol: '1ART_USDT'; result: { id: 154857784; current: 1682689045318; update: 1682689045056; asks: [string, string][]; bids: [string, string][]; }; }; type GateV4OrderBookUpdate = { time: 1682689045; time_ms: 1682689045532; channel: 'spot.order_book_update'; event: 'update'; result: { lastUpdateId: undefined; t: 1682689045424; e: 'depthUpdate'; E: 1682689045; s: '1ART_USDT'; U: 154857785; u: 154857785; b: [string, string][]; a: [string, string][]; }; }; type LocalDepthInfo = { bufferedUpdates: CircularBuffer<DepthData>; snapshotProcessed?: boolean; lastUpdateId?: number; validatedFirstUpdate?: boolean; }; type DepthData = { lastUpdateId: undefined; t: number; s: string; U: number; u: number; b: [string, string][]; a: [string, string][]; }; export {}; //# sourceMappingURL=gateio.d.ts.map