tardis-dev/dist/instrumentinfo.d.ts

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

import type { SymbolType } from './exchangedetails.ts';
import type { Exchange } from './types.ts';
export declare function getInstrumentInfo(exchange: Exchange): Promise<InstrumentInfo[]>;
export declare function getInstrumentInfo(exchange: Exchange | Exchange[], filter: InstrumentInfoFilter): Promise<InstrumentInfo[]>;
export declare function getInstrumentInfo(exchange: Exchange, symbol: string): Promise<InstrumentInfo>;
export declare function findInstrumentSymbols(exchanges: Exchange[], filter: InstrumentInfoFilter, selector?: InstrumentSymbolSelector): Promise<InstrumentSymbols[]>;
export type InstrumentSymbolSelector = 'id' | 'datasetId';
export type InstrumentSymbols = {
    exchange: Exchange;
    symbols: string[];
};
export type InstrumentInfoFilter = {
    baseCurrency?: string | string[];
    quoteCurrency?: string | string[];
    type?: SymbolType | SymbolType[];
    contractType?: ContractType | ContractType[];
    underlyingType?: UnderlyingType | UnderlyingType[];
    active?: boolean;
    availableSince?: string;
    availableTo?: string;
};
export type ContractType = 'move' | 'linear_future' | 'inverse_future' | 'quanto_future' | 'linear_perpetual' | 'inverse_perpetual' | 'quanto_perpetual' | 'put_option' | 'call_option' | 'turbo_put_option' | 'turbo_call_option' | 'spread' | 'interest_rate_swap' | 'repo' | 'index';
export type UnderlyingType = 'native' | 'equity' | 'commodity' | 'fixed_income' | 'fx' | 'index' | 'pre_market';
export interface InstrumentInfo {
    /** symbol id */
    id: string;
    /** dataset symbol id, may differ from id */
    datasetId?: string;
    /** exchange id */
    exchange: string;
    /** normalized, so for example bitmex XBTUSD has base currency set to BTC not XBT */
    baseCurrency: string;
    /** normalized, so for example bitfinex BTCUST has quote currency set to USDT, not UST */
    quoteCurrency: string;
    type: SymbolType;
    /** derivative contract type */
    contractType?: ContractType;
    /** indicates if the instrument can currently be traded. */
    active: boolean;
    /** date in ISO format */
    availableSince: string;
    /** date in ISO format */
    availableTo?: string;
    /** date in ISO format, when the instrument was first listed on the exchange */
    listing?: string;
    /** in ISO format, only for futures and options */
    expiry?: string;
    /** expiration schedule type */
    expirationType?: 'daily' | 'weekly' | 'next_week' | 'quarter' | 'next_quarter';
    /** the underlying index for derivatives */
    underlyingIndex?: string;
    /** underlying asset class */
    underlyingType?: UnderlyingType;
    /** price tick size, price precision can be calculated from it */
    priceIncrement: number;
    /** amount tick size, amount/size precision can be calculated from it */
    amountIncrement: number;
    /** min order size */
    minTradeAmount: number;
    /** minimum notional value */
    minNotional?: number;
    /** consider it as illustrative only, as it depends in practice on account traded volume levels, different categories, VIP levels, owning exchange currency etc */
    makerFee: number;
    /** consider it as illustrative only, as it depends in practice on account traded volume levels, different categories, VIP levels, owning exchange currency etc */
    takerFee: number;
    /** only for derivatives */
    inverse?: boolean;
    /** only for derivatives */
    contractMultiplier?: number;
    /** only for quanto instruments */
    quanto?: boolean;
    /**  only for quanto instruments as settlement currency is different base/quote currency */
    settlementCurrency?: string;
    /** strike price, only for options */
    strikePrice?: number;
    /** option type, only for options */
    optionType?: 'call' | 'put';
    /** margin mode */
    marginMode?: 'isolated' | 'cross';
    /** whether margin trading is supported (spot) */
    margin?: boolean;
    /** if this instrument is an alias for another */
    aliasFor?: string;
    /** historical changes to instrument parameters */
    changes?: {
        until: string;
        priceIncrement?: number;
        amountIncrement?: number;
        contractMultiplier?: number;
        minTradeAmount?: number;
        makerFee?: number;
        takerFee?: number;
        quanto?: boolean;
        inverse?: boolean;
        settlementCurrency?: string;
        underlyingIndex?: string;
        contractType?: ContractType;
        quoteCurrency?: string;
        type?: string;
    }[];
}
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