tardis-dev
Version:
Convenient access to tick-level historical and real-time cryptocurrency market data via Node.js
92 lines • 2.94 kB
TypeScript
import { BookChange, BookTicker, Exchange, Trade } from '../types';
import { Mapper } from './mapper';
export declare class SerumTradesMapper implements Mapper<'serum' | 'star-atlas', Trade> {
private readonly _exchange;
constructor(_exchange: Exchange);
canHandle(message: SerumVialTrade): boolean;
getFilters(symbols?: string[]): {
readonly channel: "trade";
readonly symbols: string[] | undefined;
}[];
map(message: SerumVialTrade, localTimestamp: Date): IterableIterator<Trade>;
}
export declare class SerumBookChangeMapper implements Mapper<'serum' | 'star-atlas', BookChange> {
private readonly _exchange;
constructor(_exchange: Exchange);
canHandle(message: SerumVialL2Snapshot | SerumVialL2Update): boolean;
getFilters(symbols?: string[]): ({
readonly channel: "l2snapshot";
readonly symbols: string[] | undefined;
} | {
readonly channel: "l2update";
readonly symbols: string[] | undefined;
})[];
map(message: SerumVialL2Snapshot | SerumVialL2Update, localTimestamp: Date): IterableIterator<BookChange>;
protected mapBookLevel(level: SerumVialPriceLevel): {
price: number;
amount: number;
};
}
export declare class SerumBookTickerMapper implements Mapper<'serum' | 'star-atlas', BookTicker> {
private readonly _exchange;
constructor(_exchange: Exchange);
canHandle(message: SerumVialQuote): boolean;
getFilters(symbols?: string[]): {
readonly channel: "quote";
readonly symbols: string[] | undefined;
}[];
map(message: SerumVialQuote, localTimestamp: Date): IterableIterator<BookTicker>;
}
type SerumVialTrade = {
type: 'trade';
market: 'RAY/USDT';
timestamp: '2021-05-22T00:00:59.448Z';
slot: 79469377;
version: 3;
id: '96845406386975144808722|185.8|1621641659448';
side: 'buy';
price: '5.235';
size: '185.8';
eventTimestamp: undefined;
} | {
type: 'trade';
market: string;
timestamp: string;
slot: number;
version: number;
id: string;
side: 'buy' | 'sell';
price: string;
size: string;
eventTimestamp: string;
};
type SerumVialPriceLevel = [string, string];
type SerumVialL2Snapshot = {
type: 'l2snapshot';
market: 'RAY/USDT';
timestamp: '2021-05-21T23:58:56.899Z';
slot: 79469186;
version: 3;
asks: SerumVialPriceLevel[];
bids: SerumVialPriceLevel[];
};
type SerumVialL2Update = {
type: 'l2update';
market: 'RAY/USDT';
timestamp: '2021-05-22T00:00:20.959Z';
slot: 79469318;
version: 3;
asks: SerumVialPriceLevel[];
bids: SerumVialPriceLevel[];
};
type SerumVialQuote = {
type: 'quote';
market: string;
timestamp: string;
slot: number;
version: number;
bestAsk: [price: string, size: string] | undefined;
bestBid: [price: string, size: string] | undefined;
};
export {};
//# sourceMappingURL=serum.d.ts.map