tardis-dev
Version:
Convenient access to tick-level historical and real-time cryptocurrency market data via Node.js
103 lines • 3.28 kB
TypeScript
import { BookChange, BookTicker, DerivativeTicker, Trade } from '../types';
import { Mapper } from './mapper';
export declare class AscendexTradesMapper implements Mapper<'ascendex', Trade> {
canHandle(message: AscendexTrade): boolean;
getFilters(symbols?: string[]): {
readonly channel: "trades";
readonly symbols: string[] | undefined;
}[];
map(message: AscendexTrade, localTimestamp: Date): IterableIterator<Trade>;
}
export declare class AscendexBookChangeMapper implements Mapper<'ascendex', BookChange> {
canHandle(message: AscendexDepthRealTime | AscendexDepthRealTimeSnapshot): boolean;
getFilters(symbols?: string[]): ({
readonly channel: "depth-realtime";
readonly symbols: string[] | undefined;
} | {
readonly channel: "depth-snapshot-realtime";
readonly symbols: string[] | undefined;
})[];
map(message: AscendexDepthRealTime | AscendexDepthRealTimeSnapshot, localTimestamp: Date): IterableIterator<BookChange>;
protected mapBookLevel(level: AscendexPriceLevel): {
price: number;
amount: number;
};
}
export declare class AscendexDerivativeTickerMapper implements Mapper<'ascendex', DerivativeTicker> {
private readonly pendingTickerInfoHelper;
canHandle(message: AscendexFuturesData | AscendexTrade): boolean;
getFilters(symbols?: string[]): ({
readonly channel: "futures-pricing-data";
readonly symbols: string[];
} | {
readonly channel: "trades";
readonly symbols: string[] | undefined;
})[];
map(message: AscendexFuturesData | AscendexTrade, localTimestamp: Date): IterableIterator<DerivativeTicker>;
}
export declare class AscendexBookTickerMapper implements Mapper<'ascendex', BookTicker> {
canHandle(message: AscendexTicker): boolean;
getFilters(symbols?: string[]): {
readonly channel: "bbo";
readonly symbols: string[] | undefined;
}[];
map(message: AscendexTicker, localTimestamp: Date): IterableIterator<BookTicker>;
}
type AscendexTrade = {
m: 'trades';
symbol: string;
data: [{
p: string;
q: string;
ts: number;
bm: boolean;
seqnum: number;
}];
};
type AscendexPriceLevel = [string, string];
type AscendexDepthRealTime = {
m: 'depth-realtime';
symbol: 'XRP/USDT';
data: {
ts: 1621814400204;
seqnum: 39862426;
asks: AscendexPriceLevel[];
bids: AscendexPriceLevel[];
};
};
type AscendexDepthRealTimeSnapshot = {
m: 'depth-snapshot-realtime';
symbol: 'XRP/USDT';
data: {
ts: 0;
seqnum: 39862426;
asks: AscendexPriceLevel[];
bids: AscendexPriceLevel[];
};
};
type AscendexTicker = {
m: 'bbo';
symbol: string;
data: {
ts: number;
bid?: AscendexPriceLevel;
ask?: AscendexPriceLevel;
};
};
type AscendexFuturesData = {
m: 'futures-pricing-data';
con: [
{
t: 1621814404114;
s: 'BTC-PERP';
mp: '34878.075977904';
ip: '34697.17';
oi: '80.6126';
r: '0.000093633';
f: 1621843200000;
fi: 28800000;
}
];
};
export {};
//# sourceMappingURL=ascendex.d.ts.map