tlab-trading-toolkit
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A trading toolkit for building advanced trading bots on the GDAX platform
27 lines (26 loc) • 2.26 kB
TypeScript
/***************************************************************************************************************************
* @license *
* Copyright 2017 Coinbase, Inc. *
* *
* Licensed under the Apache License, Version 2.0 (the "License"); you may not use this file except in compliance *
* with the License. You may obtain a copy of the License at *
* *
* http://www.apache.org/licenses/LICENSE-2.0 *
* *
* Unless required by applicable law or agreed to in writing, software distributed under the License is distributed on *
* an "AS IS" BASIS, WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. See the *
* License for the specific language governing permissions and limitations under the License. *
***************************************************************************************************************************/
import { FXRateCalculator } from '../FXRateCalculator';
import { CurrencyPair, FXObject, FXProvider } from '../FXProvider';
import { Logger } from '../../utils/Logger';
/**
* A simple FX rate calculator that uses a single FXProvider and return the current exchange rate from it directly.
* If the pair is unavailable, or some other error occurs, the calculator returns null for that pair
*/
export default class SimpleRateCalculator extends FXRateCalculator {
logger: Logger;
provider: FXProvider;
constructor(provider: FXProvider, logger?: Logger);
calculateRatesFor(pairs: CurrencyPair[]): Promise<FXObject[]>;
}