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

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

import { BookChange, BookTicker, DerivativeTicker, Liquidation, Trade } from '../types';
import { Mapper } from './mapper';
export declare const cryptofacilitiesTradesMapper: Mapper<'cryptofacilities', Trade>;
export declare const cryptofacilitiesBookChangeMapper: Mapper<'cryptofacilities', BookChange>;
export declare class CryptofacilitiesDerivativeTickerMapper implements Mapper<'cryptofacilities', DerivativeTicker> {
    private readonly _useRelativeFundingRate;
    constructor(_useRelativeFundingRate: boolean);
    private readonly pendingTickerInfoHelper;
    canHandle(message: CryptofacilitiesTrade | CryptofacilitiesTicker | CryptofacilitiesBookSnapshot | CryptofacilitiesBookUpdate): boolean;
    getFilters(symbols?: string[]): {
        readonly channel: "ticker";
        readonly symbols: string[] | undefined;
    }[];
    map(ticker: CryptofacilitiesTicker, localTimestamp: Date): IterableIterator<DerivativeTicker>;
}
export declare const cryptofacilitiesLiquidationsMapper: Mapper<'cryptofacilities', Liquidation>;
export declare const cryptofacilitiesBookTickerMapper: Mapper<'cryptofacilities', BookTicker>;
type CryptofacilitiesTrade = {
    feed: 'trade';
    type: 'liquidation' | 'fill';
    uid: string | undefined;
    event: undefined;
    product_id: string;
    side: 'buy' | 'sell';
    time: number;
    qty: number;
    price: number;
};
type CryptofacilitiesTicker = {
    feed: 'ticker';
    event: undefined;
    product_id: string;
    index: number;
    last: number;
    openInterest: number;
    markPrice: number;
    funding_rate: number | undefined;
    funding_rate_prediction: number | undefined;
    next_funding_rate_time: number | undefined;
    time: number;
    bid: number | undefined;
    ask: number | undefined;
    bid_size: number | undefined;
    ask_size: number | undefined;
    relative_funding_rate: undefined;
    relative_funding_rate_prediction: undefined;
} | {
    time: 1680307200005;
    product_id: 'PF_1INCHUSD';
    event: undefined;
    funding_rate: -1.861241614653e-6;
    funding_rate_prediction: -4.87669653882e-6;
    relative_funding_rate: number | undefined;
    relative_funding_rate_prediction: number | undefined;
    next_funding_rate_time: 1680307200000;
    feed: 'ticker';
    bid: 0.5609;
    ask: 0.5621;
    bid_size: 1123.0;
    ask_size: 8931.0;
    volume: 10902.0;
    dtm: 0;
    leverage: '10x';
    index: 0.56158;
    premium: -0.0;
    last: 0.5594;
    change: -1.0086710316758118;
    suspended: false;
    tag: 'perpetual';
    pair: '1INCH:USD';
    openInterest: 27481.0;
    markPrice: 0.56147544277;
    maturityTime: 0;
    post_only: false;
    volumeQuote: 6028.1795;
};
type CryptofacilitiesBookLevel = {
    price: number;
    qty: number;
};
type CryptofacilitiesBookSnapshot = {
    feed: 'book_snapshot';
    event: undefined;
    product_id: string;
    timestamp: number | undefined;
    bids: CryptofacilitiesBookLevel[];
    asks: CryptofacilitiesBookLevel[];
};
type CryptofacilitiesBookUpdate = {
    feed: 'book';
    event: undefined;
    product_id: string;
    side: 'buy' | 'sell';
    price: number;
    qty: number;
    timestamp: number | undefined;
};
export {};
//# sourceMappingURL=cryptofacilities.d.ts.map